ProShares Short MSCI EAFE (EFZ)
16.85
+0.05
(+0.30%)
USD |
NYSEARCA |
Apr 24, 16:00
16.86
+0.01
(+0.06%)
Pre-Market: 20:00
EFZ Max Drawdown (5Y): 50.13% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 50.13% |
| February 29, 2024 | 49.24% |
| January 31, 2024 | 49.24% |
| December 31, 2023 | 49.24% |
| November 30, 2023 | 49.24% |
| October 31, 2023 | 49.24% |
| September 30, 2023 | 49.24% |
| August 31, 2023 | 49.24% |
| July 31, 2023 | 49.24% |
| June 30, 2023 | 49.24% |
| May 31, 2023 | 49.24% |
| April 30, 2023 | 49.24% |
| March 31, 2023 | 49.24% |
| February 28, 2023 | 49.24% |
| January 31, 2023 | 49.24% |
| December 31, 2022 | 49.24% |
| November 30, 2022 | 49.24% |
| October 31, 2022 | 49.24% |
| September 30, 2022 | 49.24% |
| August 31, 2022 | 49.24% |
| July 31, 2022 | 49.24% |
| June 30, 2022 | 49.24% |
| May 31, 2022 | 49.24% |
| April 30, 2022 | 49.24% |
| March 31, 2022 | 49.24% |
| Date | Value |
|---|---|
| February 28, 2022 | 49.24% |
| January 31, 2022 | 49.24% |
| December 31, 2021 | 49.24% |
| November 30, 2021 | 49.24% |
| October 31, 2021 | 49.20% |
| September 30, 2021 | 49.20% |
| August 31, 2021 | 48.66% |
| July 31, 2021 | 48.33% |
| June 30, 2021 | 48.33% |
| May 31, 2021 | 47.38% |
| April 30, 2021 | 46.85% |
| March 31, 2021 | 45.57% |
| February 28, 2021 | 45.57% |
| January 31, 2021 | 45.57% |
| December 31, 2020 | 45.57% |
| November 30, 2020 | 45.57% |
| October 31, 2020 | 45.57% |
| September 30, 2020 | 45.57% |
| August 31, 2020 | 45.57% |
| July 31, 2020 | 45.57% |
| June 30, 2020 | 45.57% |
| May 31, 2020 | 46.11% |
| April 30, 2020 | 46.11% |
| March 31, 2020 | 49.31% |
| February 29, 2020 | 50.90% |
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
45.57%
Minimum
Jun 2020
53.65%
Maximum
Apr 2019
49.08%
Average
49.24%
Median
Nov 2021
Max Drawdown (5Y) Benchmarks
| ProShares UltraShort MSCI EAFE | 79.50% |
| ProShares Ultra MSCI EAFE | 63.53% |
| ProShares UltraShort Dow30 | 87.23% |
| ProShares UltraShort FTSE China 50 | 88.04% |
| ProShares UltraShort Financials | 94.79% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.8854 |
| Beta (5Y) | -0.8466 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.8854 |
| Beta (vs YCharts Benchmark) (5Y) | -0.8466 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.01% |
| Historical Sharpe Ratio (5Y) | -0.508 |
| Historical Sortino (5Y) | -0.9662 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.55% |