ProShares Ultra Dow30 (DDM)
87.08
+0.08
(+0.09%)
USD |
NYSEARCA |
Mar 28, 16:00
87.07
-0.01
(-0.01%)
After-Hours: 20:00
DDM Max Drawdown (5Y): 63.13% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 63.13% |
July 31, 2020 | 63.13% |
June 30, 2020 | 63.13% |
May 31, 2020 | 63.13% |
April 30, 2020 | 63.13% |
March 31, 2020 | 63.13% |
February 29, 2020 | 34.57% |
January 31, 2020 | 34.57% |
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
Mar 2019
63.13%
Maximum
Mar 2020
57.42%
Average
63.13%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
ProShares UltraPro Dow30 | 80.29% |
ProShares UltraPro Short Dow30 | 96.65% |
ProShares Short Dow30 | 60.32% |
ProShares UltraShort Dow30 | 87.23% |
Direxion Daily Healthcare Bull 3X ETF | 69.19% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -13.35 |
Beta (5Y) | 1.916 |
Alpha (vs YCharts Benchmark) (5Y) | -13.35 |
Beta (vs YCharts Benchmark) (5Y) | 1.916 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.05% |
Historical Sharpe Ratio (5Y) | 0.5203 |
Historical Sortino (5Y) | 0.6015 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.32% |