ProShares Ultra MSCI Japan (EZJ)

36.09 -0.03 (-0.08%) USD  |  NYSEARCA  |  Dec 24, 16:00
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EZJ Max Drawdown (5Y): 58.63% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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ProShares Ultra S&P500 59.34%
Direxion Daily MSCI Emerging Markets Bull 3x Shs 87.05%
ProShares Ultra Consumer Discretionary 61.77%
ProShares UltraPro S&P500 76.82%
ProShares Ultra Industrials 66.48%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -19.41
Beta (5Y) 1.365
Alpha (vs YCharts Benchmark) (5Y) -15.32
Beta (vs YCharts Benchmark) (5Y) 0.9172
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 34.72%
Historical Sharpe Ratio (5Y) -0.0338
Historical Sortino (5Y) -0.0482
Monthly Value at Risk (VaR) 5% (5Y Lookback) 15.36%