ProShares Short MSCI Emerging Markets (EUM)
26.75
-0.02
(-0.06%)
USD |
NYSEARCA |
Nov 15, 16:00
26.75
0.00 (0.00%)
After-Hours: 20:00
EUM Max Drawdown (5Y): 59.59% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 59.59% |
September 30, 2024 | 59.59% |
August 31, 2024 | 59.59% |
July 31, 2024 | 59.59% |
June 30, 2024 | 59.59% |
May 31, 2024 | 59.59% |
April 30, 2024 | 59.59% |
March 31, 2024 | 59.59% |
February 29, 2024 | 59.59% |
January 31, 2024 | 59.59% |
December 31, 2023 | 59.59% |
November 30, 2023 | 59.59% |
October 31, 2023 | 59.59% |
September 30, 2023 | 59.59% |
August 31, 2023 | 59.59% |
July 31, 2023 | 59.59% |
June 30, 2023 | 59.59% |
May 31, 2023 | 59.59% |
April 30, 2023 | 59.59% |
March 31, 2023 | 59.59% |
February 28, 2023 | 59.59% |
January 31, 2023 | 59.59% |
December 31, 2022 | 59.59% |
November 30, 2022 | 59.59% |
October 31, 2022 | 59.59% |
Date | Value |
---|---|
September 30, 2022 | 59.59% |
August 31, 2022 | 59.59% |
July 31, 2022 | 59.59% |
June 30, 2022 | 59.59% |
May 31, 2022 | 59.59% |
April 30, 2022 | 59.59% |
March 31, 2022 | 59.59% |
February 28, 2022 | 59.59% |
January 31, 2022 | 59.59% |
December 31, 2021 | 59.59% |
November 30, 2021 | 59.59% |
October 31, 2021 | 59.59% |
September 30, 2021 | 59.59% |
August 31, 2021 | 59.59% |
July 31, 2021 | 59.59% |
June 30, 2021 | 59.59% |
May 31, 2021 | 59.59% |
April 30, 2021 | 59.59% |
March 31, 2021 | 59.59% |
February 28, 2021 | 59.59% |
January 31, 2021 | 58.21% |
December 31, 2020 | 58.21% |
November 30, 2020 | 57.69% |
October 31, 2020 | 55.10% |
September 30, 2020 | 54.07% |
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
51.38%
Minimum
Nov 2019
59.59%
Maximum
Feb 2021
58.04%
Average
59.59%
Median
Feb 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.6093 |
Beta (5Y) | -0.8125 |
Alpha (vs YCharts Benchmark) (5Y) | -1.378 |
Beta (vs YCharts Benchmark) (5Y) | -0.442 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.75% |
Historical Sharpe Ratio (5Y) | -0.3895 |
Historical Sortino (5Y) | -0.7139 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.74% |