ProShares UltraShort Nasdaq Biotech (BIS)
20.58
+0.49
(+2.44%)
USD |
NASDAQ |
Apr 25, 16:00
20.54
-0.04
(-0.19%)
After-Hours: 20:00
BIS Max Drawdown (5Y): 90.36% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 90.36% |
| February 29, 2024 | 90.36% |
| January 31, 2024 | 90.36% |
| December 31, 2023 | 90.36% |
| November 30, 2023 | 90.36% |
| October 31, 2023 | 90.36% |
| September 30, 2023 | 90.36% |
| August 31, 2023 | 90.36% |
| July 31, 2023 | 90.36% |
| June 30, 2023 | 90.36% |
| May 31, 2023 | 90.36% |
| April 30, 2023 | 90.36% |
| March 31, 2023 | 90.36% |
| February 28, 2023 | 90.36% |
| January 31, 2023 | 90.36% |
| December 31, 2022 | 91.03% |
| November 30, 2022 | 92.07% |
| October 31, 2022 | 92.83% |
| September 30, 2022 | 92.83% |
| August 31, 2022 | 92.83% |
| July 31, 2022 | 94.28% |
| June 30, 2022 | 94.69% |
| May 31, 2022 | 94.69% |
| April 30, 2022 | 94.69% |
| March 31, 2022 | 94.69% |
| Date | Value |
|---|---|
| February 28, 2022 | 94.69% |
| January 31, 2022 | 94.69% |
| December 31, 2021 | 94.69% |
| November 30, 2021 | 94.69% |
| October 31, 2021 | 94.69% |
| September 30, 2021 | 94.69% |
| August 31, 2021 | 94.85% |
| July 31, 2021 | 95.74% |
| June 30, 2021 | 96.27% |
| May 31, 2021 | 96.39% |
| April 30, 2021 | 96.58% |
| March 31, 2021 | 96.95% |
| February 28, 2021 | 96.95% |
| January 31, 2021 | 96.95% |
| December 31, 2020 | 96.95% |
| November 30, 2020 | 96.95% |
| October 31, 2020 | 97.29% |
| September 30, 2020 | 97.52% |
| August 31, 2020 | 97.52% |
| July 31, 2020 | 97.52% |
| June 30, 2020 | 97.60% |
| May 31, 2020 | 97.84% |
| April 30, 2020 | 98.05% |
| March 31, 2020 | 98.23% |
| February 29, 2020 | 98.23% |
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
90.36%
Minimum
Jan 2023
98.23%
Maximum
Apr 2019
94.75%
Average
94.69%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.921 |
| Beta (5Y) | -1.142 |
| Alpha (vs YCharts Benchmark) (5Y) | -9.921 |
| Beta (vs YCharts Benchmark) (5Y) | -1.142 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.81% |
| Historical Sharpe Ratio (5Y) | -0.5799 |
| Historical Sortino (5Y) | -0.9154 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.83% |