ProShares UltraShort Dow30 (DXD)
26.17
+0.37
(+1.43%)
USD |
NYSEARCA |
Nov 15, 16:00
26.16
0.00 (0.00%)
After-Hours: 20:00
DXD Max Drawdown (5Y): 87.23% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 87.23% |
| September 30, 2024 | 87.23% |
| August 31, 2024 | 87.23% |
| July 31, 2024 | 87.23% |
| June 30, 2024 | 87.23% |
| May 31, 2024 | 87.23% |
| April 30, 2024 | 87.23% |
| March 31, 2024 | 87.23% |
| February 29, 2024 | 87.23% |
| January 31, 2024 | 87.23% |
| December 31, 2023 | 87.23% |
| November 30, 2023 | 87.23% |
| October 31, 2023 | 87.23% |
| September 30, 2023 | 87.23% |
| August 31, 2023 | 87.23% |
| July 31, 2023 | 87.23% |
| June 30, 2023 | 87.23% |
| May 31, 2023 | 87.23% |
| April 30, 2023 | 87.23% |
| March 31, 2023 | 87.23% |
| February 28, 2023 | 87.23% |
| January 31, 2023 | 87.23% |
| December 31, 2022 | 87.23% |
| November 30, 2022 | 87.23% |
| October 31, 2022 | 87.23% |
| Date | Value |
|---|---|
| September 30, 2022 | 87.23% |
| August 31, 2022 | 87.23% |
| 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% |
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
87.23%
Maximum
Apr 2021
86.38%
Average
87.23%
Median
Apr 2021
Max Drawdown (5Y) Benchmarks
| ProShares UltraPro Short Dow30 | 96.65% |
| ProShares Short Dow30 | 60.32% |
| ProShares UltraShort FTSE China 50 | 88.04% |
| ProShares UltraShort Financials | 95.79% |
| Direxion Daily Real Estate Bear 3X ETF | 96.41% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.58 |
| Beta (5Y) | -1.659 |
| Alpha (vs YCharts Benchmark) (5Y) | -13.04 |
| Beta (vs YCharts Benchmark) (5Y) | -0.9805 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.21% |
| Historical Sharpe Ratio (5Y) | -0.7268 |
| Historical Sortino (5Y) | -1.321 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.74% |