ProShares MSCI EAFE Dividend Growers (EFAD)
37.01
+0.05
(+0.12%)
USD |
BATS |
Apr 19, 16:00
37.01
0.00 (0.00%)
After-Hours: 19:55
EFAD Max Drawdown (5Y): 35.74% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 35.74% |
| February 29, 2024 | 35.74% |
| January 31, 2024 | 35.74% |
| December 31, 2023 | 35.74% |
| November 30, 2023 | 35.74% |
| October 31, 2023 | 35.74% |
| September 30, 2023 | 35.74% |
| August 31, 2023 | 35.74% |
| July 31, 2023 | 35.74% |
| June 30, 2023 | 35.74% |
| May 31, 2023 | 35.74% |
| April 30, 2023 | 35.74% |
| March 31, 2023 | 35.74% |
| February 28, 2023 | 35.74% |
| January 31, 2023 | 35.74% |
| December 31, 2022 | 35.74% |
| November 30, 2022 | 35.74% |
| October 31, 2022 | 35.74% |
| September 30, 2022 | 35.41% |
| August 31, 2022 | 33.04% |
| July 31, 2022 | 33.04% |
| June 30, 2022 | 33.04% |
| May 31, 2022 | 33.04% |
| April 30, 2022 | 33.04% |
| March 31, 2022 | 33.04% |
| Date | Value |
|---|---|
| February 28, 2022 | 33.04% |
| January 31, 2022 | 33.04% |
| December 31, 2021 | 33.04% |
| November 30, 2021 | 33.04% |
| October 31, 2021 | 33.04% |
| September 30, 2021 | 33.04% |
| August 31, 2021 | 33.04% |
| July 31, 2021 | 33.04% |
| June 30, 2021 | 33.04% |
| May 31, 2021 | 33.04% |
| April 30, 2021 | 33.04% |
| March 31, 2021 | 33.04% |
| February 28, 2021 | 33.04% |
| January 31, 2021 | 33.04% |
| December 31, 2020 | 33.04% |
| November 30, 2020 | 33.04% |
| October 31, 2020 | 33.04% |
| September 30, 2020 | 33.04% |
| August 31, 2020 | 33.04% |
| July 31, 2020 | 33.04% |
| June 30, 2020 | 33.04% |
| May 31, 2020 | 33.04% |
| April 30, 2020 | 33.04% |
| March 31, 2020 | 33.04% |
| February 29, 2020 | 19.72% |
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
19.72%
Minimum
Apr 2019
35.74%
Maximum
Oct 2022
31.45%
Average
33.04%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.119 |
| Beta (5Y) | 0.9031 |
| Alpha (vs YCharts Benchmark) (5Y) | -2.584 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9038 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.86% |
| Historical Sharpe Ratio (5Y) | 0.0778 |
| Historical Sortino (5Y) | 0.0921 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.11% |