ProShares Ultra MSCI EAFE (EFO)

41.50 +0.39 (+0.94%) USD  |  NYSEARCA  |  Dec 24, 16:00
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EFO Max Drawdown (5Y): 63.53% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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ProShares Ultra MSCI Japan 58.63%
ProShares Ultra Communication Services 64.21%
ProShares Ultra Consumer Staples 57.14%
ProShares Ultra FTSE Europe 67.28%
ProShares Ultra MSCI Brazil Capped 87.57%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -23.95
Beta (5Y) 1.807
Alpha (vs YCharts Benchmark) (5Y) -19.17
Beta (vs YCharts Benchmark) (5Y) 1.255
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 38.48%
Historical Sharpe Ratio (5Y) 0.0049
Historical Sortino (5Y) 0.0062
Monthly Value at Risk (VaR) 5% (5Y Lookback) 16.14%