ProShares Ultra Nasdaq Biotechnology (BIB)
58.97
-2.78
(-4.50%)
USD |
NASDAQ |
Nov 14, 16:00
58.86
-0.11
(-0.19%)
Pre-Market: 08:11
BIB Max Drawdown (5Y): 65.85% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 65.85% |
September 30, 2024 | 65.85% |
August 31, 2024 | 65.85% |
July 31, 2024 | 65.85% |
June 30, 2024 | 65.85% |
May 31, 2024 | 65.85% |
April 30, 2024 | 65.85% |
March 31, 2024 | 65.85% |
February 29, 2024 | 65.85% |
January 31, 2024 | 65.85% |
December 31, 2023 | 65.85% |
November 30, 2023 | 65.85% |
October 31, 2023 | 65.85% |
September 30, 2023 | 65.85% |
August 31, 2023 | 65.85% |
July 31, 2023 | 65.85% |
June 30, 2023 | 65.85% |
May 31, 2023 | 65.85% |
April 30, 2023 | 65.85% |
March 31, 2023 | 65.85% |
February 28, 2023 | 65.85% |
January 31, 2023 | 65.85% |
December 31, 2022 | 65.85% |
November 30, 2022 | 65.85% |
October 31, 2022 | 65.85% |
Date | Value |
---|---|
September 30, 2022 | 65.85% |
August 31, 2022 | 65.85% |
July 31, 2022 | 65.85% |
June 30, 2022 | 65.85% |
May 31, 2022 | 65.85% |
April 30, 2022 | 65.85% |
March 31, 2022 | 65.85% |
February 28, 2022 | 65.85% |
January 31, 2022 | 65.85% |
December 31, 2021 | 65.85% |
November 30, 2021 | 65.85% |
October 31, 2021 | 65.85% |
September 30, 2021 | 65.85% |
August 31, 2021 | 66.47% |
July 31, 2021 | 66.47% |
June 30, 2021 | 66.47% |
May 31, 2021 | 66.47% |
April 30, 2021 | 66.47% |
March 31, 2021 | 67.24% |
February 28, 2021 | 67.24% |
January 31, 2021 | 67.24% |
December 31, 2020 | 67.24% |
November 30, 2020 | 67.24% |
October 31, 2020 | 67.24% |
September 30, 2020 | 67.24% |
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
65.85%
Minimum
Sep 2021
67.24%
Maximum
Nov 2019
66.30%
Average
65.85%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -16.00 |
Beta (5Y) | 1.391 |
Alpha (vs YCharts Benchmark) (5Y) | -10.47 |
Beta (vs YCharts Benchmark) (5Y) | 0.8703 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.01% |
Historical Sharpe Ratio (5Y) | 0.0445 |
Historical Sortino (5Y) | 0.0754 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.57% |