ProShares UltraShort MSCI EAFE (EFU)
8.125
-0.19
(-2.28%)
USD |
NYSEARCA |
Apr 22, 16:00
EFU Max Drawdown (5Y): 79.50% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 79.50% |
| February 29, 2024 | 78.16% |
| January 31, 2024 | 77.15% |
| December 31, 2023 | 77.15% |
| November 30, 2023 | 76.43% |
| October 31, 2023 | 76.43% |
| September 30, 2023 | 76.43% |
| August 31, 2023 | 76.43% |
| July 31, 2023 | 76.43% |
| June 30, 2023 | 76.04% |
| May 31, 2023 | 76.04% |
| April 30, 2023 | 76.04% |
| March 31, 2023 | 76.04% |
| February 28, 2023 | 76.04% |
| January 31, 2023 | 76.04% |
| December 31, 2022 | 76.04% |
| November 30, 2022 | 76.04% |
| October 31, 2022 | 76.04% |
| September 30, 2022 | 76.04% |
| August 31, 2022 | 76.04% |
| July 31, 2022 | 76.04% |
| June 30, 2022 | 76.04% |
| May 31, 2022 | 76.04% |
| April 30, 2022 | 76.04% |
| March 31, 2022 | 76.04% |
| Date | Value |
|---|---|
| February 28, 2022 | 76.04% |
| January 31, 2022 | 76.04% |
| December 31, 2021 | 76.04% |
| November 30, 2021 | 76.04% |
| October 31, 2021 | 76.04% |
| September 30, 2021 | 76.04% |
| August 31, 2021 | 76.04% |
| July 31, 2021 | 76.04% |
| June 30, 2021 | 76.04% |
| May 31, 2021 | 76.04% |
| April 30, 2021 | 76.04% |
| March 31, 2021 | 74.36% |
| February 28, 2021 | 74.22% |
| January 31, 2021 | 74.22% |
| December 31, 2020 | 74.22% |
| November 30, 2020 | 73.59% |
| October 31, 2020 | 72.72% |
| September 30, 2020 | 72.72% |
| August 31, 2020 | 72.72% |
| July 31, 2020 | 72.72% |
| June 30, 2020 | 72.72% |
| May 31, 2020 | 73.28% |
| April 30, 2020 | 73.32% |
| March 31, 2020 | 77.78% |
| February 29, 2020 | 79.40% |
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
72.72%
Minimum
Jun 2020
81.55%
Maximum
Apr 2019
76.61%
Average
76.04%
Median
Apr 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.2562 |
| Beta (5Y) | -1.666 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.2562 |
| Beta (vs YCharts Benchmark) (5Y) | -1.666 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.13% |
| Historical Sharpe Ratio (5Y) | -0.5351 |
| Historical Sortino (5Y) | -1.072 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.93% |