ProShares Ultra Dow30 (DDM)
101.38
-0.98
(-0.96%)
USD |
NYSEARCA |
Nov 14, 16:00
100.55
-0.83
(-0.82%)
After-Hours: 06:50
DDM Max Drawdown (5Y): 63.13% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 63.13% |
| September 30, 2024 | 63.13% |
| August 31, 2024 | 63.13% |
| July 31, 2024 | 63.13% |
| June 30, 2024 | 63.13% |
| May 31, 2024 | 63.13% |
| April 30, 2024 | 63.13% |
| March 31, 2024 | 63.13% |
| February 29, 2024 | 63.13% |
| January 31, 2024 | 63.13% |
| December 31, 2023 | 63.13% |
| November 30, 2023 | 63.13% |
| October 31, 2023 | 63.13% |
| September 30, 2023 | 63.13% |
| August 31, 2023 | 63.13% |
| July 31, 2023 | 63.13% |
| June 30, 2023 | 63.13% |
| May 31, 2023 | 63.13% |
| April 30, 2023 | 63.13% |
| March 31, 2023 | 63.13% |
| February 28, 2023 | 63.13% |
| January 31, 2023 | 63.13% |
| December 31, 2022 | 63.13% |
| November 30, 2022 | 63.13% |
| October 31, 2022 | 63.13% |
| Date | Value |
|---|---|
| September 30, 2022 | 63.13% |
| August 31, 2022 | 63.13% |
| July 31, 2022 | 63.13% |
| June 30, 2022 | 63.13% |
| May 31, 2022 | 63.13% |
| April 30, 2022 | 63.13% |
| March 31, 2022 | 63.13% |
| February 28, 2022 | 63.13% |
| January 31, 2022 | 63.13% |
| December 31, 2021 | 63.13% |
| November 30, 2021 | 63.13% |
| October 31, 2021 | 63.13% |
| September 30, 2021 | 63.13% |
| August 31, 2021 | 63.13% |
| July 31, 2021 | 63.13% |
| June 30, 2021 | 63.13% |
| May 31, 2021 | 63.13% |
| April 30, 2021 | 63.13% |
| March 31, 2021 | 63.13% |
| February 28, 2021 | 63.13% |
| January 31, 2021 | 63.13% |
| December 31, 2020 | 63.13% |
| November 30, 2020 | 63.13% |
| October 31, 2020 | 63.13% |
| September 30, 2020 | 63.13% |
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
34.57%
Minimum
Nov 2019
63.13%
Maximum
Mar 2020
61.23%
Average
63.13%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| ProShares UltraPro Dow30 | 80.29% |
| ProShares Ultra Energy | 93.12% |
| Direxion Daily Energy Bull 2X ETF | 98.96% |
| Direxion Daily Healthcare Bull 3X ETF | 69.19% |
| Direxion Daily MSCI Brazil Bull 2X ETF | 98.11% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.13 |
| Beta (5Y) | 1.906 |
| Alpha (vs YCharts Benchmark) (5Y) | -5.839 |
| Beta (vs YCharts Benchmark) (5Y) | 1.212 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.55% |
| Historical Sharpe Ratio (5Y) | 0.3137 |
| Historical Sortino (5Y) | 0.3515 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.32% |