ProShares UltraShort Euro (EUO)
31.42
-0.14
(-0.46%)
USD |
NYSEARCA |
Apr 25, 16:00
31.42
0.00 (0.00%)
After-Hours: 20:00
EUO Max Drawdown (5Y): 25.67% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 25.67% |
| February 29, 2024 | 25.67% |
| January 31, 2024 | 25.67% |
| December 31, 2023 | 25.67% |
| November 30, 2023 | 25.67% |
| October 31, 2023 | 25.67% |
| September 30, 2023 | 25.67% |
| August 31, 2023 | 25.67% |
| July 31, 2023 | 25.67% |
| June 30, 2023 | 25.67% |
| May 31, 2023 | 25.67% |
| April 30, 2023 | 25.67% |
| March 31, 2023 | 25.67% |
| February 28, 2023 | 25.67% |
| January 31, 2023 | 29.45% |
| December 31, 2022 | 30.50% |
| November 30, 2022 | 31.49% |
| October 31, 2022 | 31.49% |
| September 30, 2022 | 31.49% |
| August 31, 2022 | 31.49% |
| July 31, 2022 | 31.49% |
| June 30, 2022 | 31.49% |
| May 31, 2022 | 31.49% |
| April 30, 2022 | 31.49% |
| March 31, 2022 | 31.49% |
| Date | Value |
|---|---|
| February 28, 2022 | 31.49% |
| January 31, 2022 | 31.49% |
| December 31, 2021 | 31.49% |
| November 30, 2021 | 31.49% |
| October 31, 2021 | 31.49% |
| September 30, 2021 | 31.49% |
| August 31, 2021 | 31.49% |
| July 31, 2021 | 31.49% |
| June 30, 2021 | 31.49% |
| May 31, 2021 | 31.49% |
| April 30, 2021 | 31.49% |
| March 31, 2021 | 31.49% |
| February 28, 2021 | 31.49% |
| January 31, 2021 | 31.49% |
| December 31, 2020 | 31.49% |
| November 30, 2020 | 31.49% |
| October 31, 2020 | 31.49% |
| September 30, 2020 | 31.49% |
| August 31, 2020 | 31.49% |
| July 31, 2020 | 31.49% |
| June 30, 2020 | 31.49% |
| May 31, 2020 | 31.49% |
| April 30, 2020 | 31.49% |
| March 31, 2020 | 31.49% |
| February 29, 2020 | 31.49% |
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
25.67%
Minimum
Feb 2023
34.94%
Maximum
Apr 2019
30.16%
Average
31.49%
Median
Jun 2019
Max Drawdown (5Y) Benchmarks
| ProShares Ultra Euro | 51.30% |
| ProShares UltraShort Yen | 76.57% |
| ProShares Ultra Yen | 62.44% |
| Invesco DB US Dollar Bearish | 25.73% |
| ETRACS Monthly Pay 1.5X Lvgd CE Fd ETN | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 6.285 |
| Beta (5Y) | -0.3419 |
| Alpha (vs YCharts Benchmark) (5Y) | 6.285 |
| Beta (vs YCharts Benchmark) (5Y) | -0.3419 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 13.96% |
| Historical Sharpe Ratio (5Y) | 0.1305 |
| Historical Sortino (5Y) | 0.204 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.70% |