ProShares UltraShort FTSE Europe (EPV)
40.91
+0.21
(+0.52%)
USD |
NYSEARCA |
Nov 15, 16:00
40.92
+0.01
(+0.02%)
After-Hours: 20:00
EPV Max Drawdown (5Y): 86.89% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 86.89% |
| September 30, 2024 | 86.89% |
| August 31, 2024 | 86.58% |
| July 31, 2024 | 86.28% |
| June 30, 2024 | 86.28% |
| May 31, 2024 | 86.21% |
| April 30, 2024 | 85.08% |
| March 31, 2024 | 85.08% |
| February 29, 2024 | 84.09% |
| January 31, 2024 | 83.88% |
| December 31, 2023 | 83.88% |
| November 30, 2023 | 82.91% |
| October 31, 2023 | 82.91% |
| September 30, 2023 | 82.91% |
| August 31, 2023 | 82.91% |
| July 31, 2023 | 82.91% |
| June 30, 2023 | 82.39% |
| May 31, 2023 | 82.39% |
| April 30, 2023 | 82.39% |
| March 31, 2023 | 80.85% |
| February 28, 2023 | 80.85% |
| January 31, 2023 | 80.74% |
| December 31, 2022 | 80.74% |
| November 30, 2022 | 80.74% |
| October 31, 2022 | 80.74% |
| Date | Value |
|---|---|
| September 30, 2022 | 80.74% |
| August 31, 2022 | 80.74% |
| July 31, 2022 | 80.74% |
| June 30, 2022 | 80.74% |
| May 31, 2022 | 80.74% |
| April 30, 2022 | 80.74% |
| March 31, 2022 | 80.74% |
| February 28, 2022 | 80.74% |
| January 31, 2022 | 80.74% |
| December 31, 2021 | 80.74% |
| November 30, 2021 | 80.74% |
| October 31, 2021 | 80.74% |
| September 30, 2021 | 80.74% |
| August 31, 2021 | 80.56% |
| July 31, 2021 | 80.44% |
| June 30, 2021 | 80.44% |
| May 31, 2021 | 80.44% |
| April 30, 2021 | 80.44% |
| March 31, 2021 | 80.64% |
| February 28, 2021 | 80.64% |
| January 31, 2021 | 80.64% |
| December 31, 2020 | 80.64% |
| November 30, 2020 | 80.64% |
| October 31, 2020 | 80.64% |
| September 30, 2020 | 80.64% |
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
80.44%
Minimum
Apr 2021
88.65%
Maximum
Nov 2019
82.48%
Average
80.74%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.159 |
| Beta (5Y) | -2.014 |
| Alpha (vs YCharts Benchmark) (5Y) | -6.912 |
| Beta (vs YCharts Benchmark) (5Y) | -1.247 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.50% |
| Historical Sharpe Ratio (5Y) | -0.5315 |
| Historical Sortino (5Y) | -1.068 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.05% |