ProShares Long Online/Short Stores ETF (CLIX)
41.86
+0.81
(+1.99%)
USD |
NYSEARCA |
Apr 26, 16:00
CLIX Max Drawdown (5Y): 73.21% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 73.21% |
| February 29, 2024 | 73.21% |
| January 31, 2024 | 73.21% |
| December 31, 2023 | 73.21% |
| November 30, 2023 | 73.21% |
| October 31, 2023 | 73.21% |
| September 30, 2023 | 73.21% |
| August 31, 2023 | 73.21% |
| July 31, 2023 | 73.21% |
| June 30, 2023 | 73.21% |
| May 31, 2023 | 73.21% |
| April 30, 2023 | 73.21% |
| March 31, 2023 | 73.21% |
| February 28, 2023 | 73.21% |
| January 31, 2023 | 73.21% |
| December 31, 2022 | 73.21% |
| November 30, 2022 | 73.21% |
| October 31, 2022 | 71.52% |
| September 30, 2022 | 68.28% |
| August 31, 2022 | 67.98% |
| July 31, 2022 | 67.98% |
| June 30, 2022 | 67.98% |
| May 31, 2022 | 67.98% |
| April 30, 2022 | 62.27% |
| March 31, 2022 | 60.63% |
| Date | Value |
|---|---|
| February 28, 2022 | 54.02% |
| January 31, 2022 | 53.06% |
| December 31, 2021 | 47.08% |
| November 30, 2021 | 39.52% |
| October 31, 2021 | 35.68% |
| September 30, 2021 | 34.98% |
| August 31, 2021 | 34.98% |
| July 31, 2021 | 28.35% |
| June 30, 2021 | 28.35% |
| May 31, 2021 | 28.35% |
| April 30, 2021 | 23.26% |
| March 31, 2021 | 23.26% |
| February 28, 2021 | 23.26% |
| January 31, 2021 | 23.26% |
| December 31, 2020 | 23.26% |
| November 30, 2020 | 23.26% |
| October 31, 2020 | 23.26% |
| September 30, 2020 | 23.26% |
| August 31, 2020 | 23.26% |
| July 31, 2020 | 23.26% |
| June 30, 2020 | 23.26% |
| May 31, 2020 | 23.26% |
| April 30, 2020 | 23.26% |
| March 31, 2020 | 23.26% |
| February 29, 2020 | 23.26% |
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
23.26%
Minimum
Apr 2019
73.21%
Maximum
Nov 2022
45.75%
Average
35.33%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.85 |
| Beta (5Y) | 0.7215 |
| Alpha (vs YCharts Benchmark) (5Y) | -15.85 |
| Beta (vs YCharts Benchmark) (5Y) | 0.7215 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.12% |
| Historical Sharpe Ratio (5Y) | -0.2208 |
| Historical Sortino (5Y) | -0.3787 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.75% |