ProShares UltraPro Short S&P500 (SPXU)
31.63
-0.13
(-0.41%)
USD |
NYSEARCA |
May 17, 16:00
31.58
-0.05
(-0.16%)
After-Hours: 20:00
SPXU Max Drawdown (5Y): 96.95% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 96.95% |
March 31, 2024 | 96.95% |
February 29, 2024 | 96.95% |
January 31, 2024 | 96.95% |
December 31, 2023 | 96.95% |
November 30, 2023 | 96.95% |
October 31, 2023 | 96.95% |
September 30, 2023 | 96.95% |
August 31, 2023 | 96.95% |
July 31, 2023 | 96.95% |
June 30, 2023 | 96.95% |
May 31, 2023 | 96.95% |
April 30, 2023 | 96.95% |
March 31, 2023 | 96.95% |
February 28, 2023 | 96.95% |
January 31, 2023 | 96.95% |
December 31, 2022 | 96.95% |
November 30, 2022 | 96.95% |
October 31, 2022 | 96.95% |
September 30, 2022 | 96.95% |
August 31, 2022 | 96.95% |
July 31, 2022 | 96.95% |
June 30, 2022 | 96.95% |
May 31, 2022 | 96.95% |
April 30, 2022 | 96.95% |
Date | Value |
---|---|
March 31, 2022 | 96.95% |
February 28, 2022 | 96.95% |
January 31, 2022 | 96.95% |
December 31, 2021 | 96.95% |
November 30, 2021 | 96.95% |
October 31, 2021 | 96.95% |
September 30, 2021 | 96.95% |
August 31, 2021 | 96.93% |
July 31, 2021 | 96.67% |
June 30, 2021 | 96.57% |
May 31, 2021 | 96.57% |
April 30, 2021 | 96.57% |
March 31, 2021 | 96.22% |
February 28, 2021 | 96.22% |
January 31, 2021 | 96.22% |
December 31, 2020 | 96.22% |
November 30, 2020 | 96.01% |
October 31, 2020 | 95.49% |
September 30, 2020 | 95.47% |
August 31, 2020 | 95.17% |
July 31, 2020 | 94.73% |
June 30, 2020 | 94.73% |
May 31, 2020 | 94.73% |
April 30, 2020 | 94.73% |
March 31, 2020 | 95.49% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
94.73%
Minimum
Apr 2020
96.95%
Maximum
Sep 2021
96.43%
Average
96.95%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
Direxion Daily S&P 500® Bear 3X ETF | 97.01% |
ProShares UltraShort S&P500 | 88.24% |
ProShares Short S&P500 | 62.21% |
Direxion Daily S&P 500® Bear 1X ETF | 61.40% |
ProShares Ultra S&P500 | 59.34% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -16.89 |
Beta (5Y) | -2.574 |
Alpha (vs YCharts Benchmark) (5Y) | -16.89 |
Beta (vs YCharts Benchmark) (5Y) | -2.574 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 55.52% |
Historical Sharpe Ratio (5Y) | -0.8209 |
Historical Sortino (5Y) | -1.689 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.28% |