ProShares UltraShort Dow30 (DXD)
12.01
+0.34 (+2.91%)
USD |
Feb 26, 20:00
DXD Max Drawdown (5Y): 86.46% for Jan. 31, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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 | 84.26% |
July 31, 2019 | 84.61% |
June 30, 2019 | 87.95% |
May 31, 2019 | 87.95% |
April 30, 2019 | 87.95% |
March 31, 2019 | 89.43% |
February 28, 2019 | 92.31% |
January 31, 2019 | 92.31% |
Date | Value |
---|---|
December 31, 2018 | 92.31% |
November 30, 2018 | 92.31% |
October 31, 2018 | 92.31% |
September 30, 2018 | 92.31% |
August 31, 2018 | 92.31% |
July 31, 2018 | 92.31% |
June 30, 2018 | 92.31% |
May 31, 2018 | 92.31% |
April 30, 2018 | 92.31% |
March 31, 2018 | 92.31% |
February 28, 2018 | 92.31% |
January 31, 2018 | 92.31% |
December 31, 2017 | 92.31% |
November 30, 2017 | 92.31% |
October 31, 2017 | 92.31% |
September 30, 2017 | 92.31% |
August 31, 2017 | 92.31% |
July 31, 2017 | 92.31% |
June 30, 2017 | 92.31% |
May 31, 2017 | 92.31% |
April 30, 2017 | 92.31% |
March 31, 2017 | 92.31% |
February 28, 2017 | 92.31% |
January 31, 2017 | 92.31% |
December 31, 2016 | 92.31% |
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
92.31%
Maximum
Feb 2016
89.40%
Average
92.31%
Median
Feb 2016
Max Drawdown (5Y) Benchmarks
ProShares UltraPro Short Dow30 | 96.34% |
ProShares Short Dow30 | 59.12% |
ProShares Ultra Dow30 | 63.13% |
ProShares UltraPro Dow30 | 80.29% |
ProShares UltraShort QQQ | 95.05% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.68 |
Beta (5Y) | -1.613 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.81% |
Historical Sharpe Ratio (5Y) | -0.8648 |
Historical Sortino (5Y) | -1.641 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.72% |