ProShares Short VIX Short-Term Futures (SVXY)
59.91
+0.29
(+0.49%)
USD |
BATS |
May 17, 16:00
59.91
0.00 (0.00%)
After-Hours: 20:00
SVXY Max Drawdown (5Y): 95.25% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 95.25% |
March 31, 2024 | 95.25% |
February 29, 2024 | 95.25% |
January 31, 2024 | 95.25% |
December 31, 2023 | 95.25% |
November 30, 2023 | 95.25% |
October 31, 2023 | 95.25% |
September 30, 2023 | 95.25% |
August 31, 2023 | 95.25% |
July 31, 2023 | 95.25% |
June 30, 2023 | 95.25% |
May 31, 2023 | 95.25% |
April 30, 2023 | 95.25% |
March 31, 2023 | 95.25% |
February 28, 2023 | 95.25% |
January 31, 2023 | 95.25% |
December 31, 2022 | 95.25% |
November 30, 2022 | 95.25% |
October 31, 2022 | 95.25% |
September 30, 2022 | 95.25% |
August 31, 2022 | 95.25% |
July 31, 2022 | 95.25% |
June 30, 2022 | 95.25% |
May 31, 2022 | 95.25% |
April 30, 2022 | 95.25% |
Date | Value |
---|---|
March 31, 2022 | 95.25% |
February 28, 2022 | 95.25% |
January 31, 2022 | 95.25% |
December 31, 2021 | 95.25% |
November 30, 2021 | 95.25% |
October 31, 2021 | 95.25% |
September 30, 2021 | 95.25% |
August 31, 2021 | 95.25% |
July 31, 2021 | 95.25% |
June 30, 2021 | 95.25% |
May 31, 2021 | 95.25% |
April 30, 2021 | 95.25% |
March 31, 2021 | 95.25% |
February 28, 2021 | 95.25% |
January 31, 2021 | 95.25% |
December 31, 2020 | 95.25% |
November 30, 2020 | 95.25% |
October 31, 2020 | 95.25% |
September 30, 2020 | 95.25% |
August 31, 2020 | 95.25% |
July 31, 2020 | 95.25% |
June 30, 2020 | 95.25% |
May 31, 2020 | 95.25% |
April 30, 2020 | 95.25% |
March 31, 2020 | 95.25% |
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
93.07%
Minimum
May 2019
95.25%
Maximum
Mar 2020
94.88%
Average
95.25%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.155 |
Beta (5Y) | 1.491 |
Alpha (vs YCharts Benchmark) (5Y) | -4.155 |
Beta (vs YCharts Benchmark) (5Y) | 1.491 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.35% |
Historical Sharpe Ratio (5Y) | 0.3524 |
Historical Sortino (5Y) | 0.3495 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.38% |