ProShares UltraShort Dow30 (DXD)
42.23
-0.60 (-1.40%)
USD |
NYSEARCA |
Aug 16, 16:00
42.22
-0.01 (-0.02%)
After-Hours: 20:00
DXD Max Drawdown (5Y): 87.23% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 87.23% |
| June 30, 2022 | 87.23% |
| May 31, 2022 | 87.23% |
| April 30, 2022 | 87.23% |
| March 31, 2022 | 87.23% |
| February 28, 2022 | 87.23% |
| January 31, 2022 | 87.23% |
| December 31, 2021 | 87.23% |
| November 30, 2021 | 87.23% |
| October 31, 2021 | 87.23% |
| September 30, 2021 | 87.23% |
| August 31, 2021 | 87.23% |
| July 31, 2021 | 87.23% |
| June 30, 2021 | 87.23% |
| May 31, 2021 | 87.23% |
| April 30, 2021 | 87.23% |
| March 31, 2021 | 86.46% |
| February 28, 2021 | 86.46% |
| January 31, 2021 | 86.46% |
| December 31, 2020 | 86.46% |
| November 30, 2020 | 86.25% |
| October 31, 2020 | 84.76% |
| September 30, 2020 | 84.76% |
| August 31, 2020 | 84.26% |
| July 31, 2020 | 83.45% |
| Date | Value |
|---|---|
| June 30, 2020 | 83.45% |
| May 31, 2020 | 80.56% |
| April 30, 2020 | 80.56% |
| March 31, 2020 | 82.66% |
| February 29, 2020 | 83.51% |
| January 31, 2020 | 83.78% |
| December 31, 2019 | 83.78% |
| November 30, 2019 | 83.88% |
| October 31, 2019 | 83.88% |
| September 30, 2019 | 83.88% |
| August 31, 2019 | 83.88% |
| July 31, 2019 | 83.88% |
| June 30, 2019 | 83.88% |
| May 31, 2019 | 83.88% |
| April 30, 2019 | 83.88% |
| March 31, 2019 | 84.27% |
| February 28, 2019 | 87.04% |
| January 31, 2019 | 87.07% |
| December 31, 2018 | 87.07% |
| November 30, 2018 | 87.72% |
| October 31, 2018 | 92.19% |
| September 30, 2018 | 92.29% |
| August 31, 2018 | 92.29% |
| July 31, 2018 | 92.29% |
| June 30, 2018 | 92.29% |
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
80.56%
Minimum
Apr 2020
92.29%
Maximum
Aug 2017
87.20%
Average
87.23%
Median
Apr 2021
Max Drawdown (5Y) Benchmarks
| ProShares UltraPro Short Dow30 | 96.65% |
| ProShares Short Dow30 | 60.32% |
| ProShares Ultra Dow30 | 63.13% |
| ProShares UltraPro Dow30 | 80.29% |
| ProShares UltraShort QQQ | 95.62% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.990 |
| Beta (5Y) | -1.604 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.42% |
| Historical Sharpe Ratio (5Y) | -0.6711 |
| Historical Sortino (5Y) | -1.322 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.59% |