ProShares Ultra Nasdaq Biotechnology (BIB)

51.65 -1.12 (-2.12%) USD  |  NASDAQ  |  Dec 27, 16:00
52.10 +0.45 (+0.87%) After-Hours: 17:48
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BIB Max Drawdown (5Y): 65.85% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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ProShares Ultra Real Estate 70.49%
Direxion Daily Real Estate Bull 3X Shares 86.32%
Direxion Daily S&P 500 High Beta Bull 3X Shares 88.27%
Direxion Daily Gold Miners Index Bull 2X Shares 96.07%
Invesco Nasdaq Biotechnology ETF --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -20.59
Beta (5Y) 1.340
Alpha (vs YCharts Benchmark) (5Y) -15.76
Beta (vs YCharts Benchmark) (5Y) 0.8474
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 44.16%
Historical Sharpe Ratio (5Y) -0.0609
Historical Sortino (5Y) -0.1033
Monthly Value at Risk (VaR) 5% (5Y Lookback) 17.93%