ProShares Ultra Energy (DIG)
47.95
+0.55
(+1.16%)
USD |
NYSEARCA |
Apr 25, 16:00
47.95
0.00 (0.00%)
After-Hours: 20:00
DIG Max Drawdown (5Y): 93.26% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 93.26% |
February 29, 2024 | 93.26% |
January 31, 2024 | 93.26% |
December 31, 2023 | 93.26% |
November 30, 2023 | 93.26% |
October 31, 2023 | 93.26% |
September 30, 2023 | 93.26% |
August 31, 2023 | 93.26% |
July 31, 2023 | 93.26% |
June 30, 2023 | 93.26% |
May 31, 2023 | 93.26% |
April 30, 2023 | 93.26% |
March 31, 2023 | 93.26% |
February 28, 2023 | 93.26% |
January 31, 2023 | 93.26% |
December 31, 2022 | 93.26% |
November 30, 2022 | 93.26% |
October 31, 2022 | 93.26% |
September 30, 2022 | 93.26% |
August 31, 2022 | 93.26% |
July 31, 2022 | 93.26% |
June 30, 2022 | 93.26% |
May 31, 2022 | 93.26% |
April 30, 2022 | 93.26% |
March 31, 2022 | 93.26% |
Date | Value |
---|---|
February 28, 2022 | 93.26% |
January 31, 2022 | 93.26% |
December 31, 2021 | 93.26% |
November 30, 2021 | 93.26% |
October 31, 2021 | 93.26% |
September 30, 2021 | 93.26% |
August 31, 2021 | 93.26% |
July 31, 2021 | 93.26% |
June 30, 2021 | 93.26% |
May 31, 2021 | 93.26% |
April 30, 2021 | 93.26% |
March 31, 2021 | 93.26% |
February 28, 2021 | 93.26% |
January 31, 2021 | 93.26% |
December 31, 2020 | 93.26% |
November 30, 2020 | 93.26% |
October 31, 2020 | 93.26% |
September 30, 2020 | 93.26% |
August 31, 2020 | 93.26% |
July 31, 2020 | 93.26% |
June 30, 2020 | 93.26% |
May 31, 2020 | 93.26% |
April 30, 2020 | 93.26% |
March 31, 2020 | 93.26% |
February 29, 2020 | 75.94% |
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
75.94%
Minimum
Apr 2019
93.26%
Maximum
Mar 2020
90.08%
Average
93.26%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -35.15 |
Beta (5Y) | 2.495 |
Alpha (vs YCharts Benchmark) (5Y) | -35.15 |
Beta (vs YCharts Benchmark) (5Y) | 2.495 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 73.34% |
Historical Sharpe Ratio (5Y) | -0.0353 |
Historical Sortino (5Y) | -0.0513 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.76% |