ProShares UltraShort FTSE China 50 (FXP)
19.67
-0.23
(-1.16%)
USD |
NYSEARCA |
Nov 15, 16:00
19.71
+0.04
(+0.20%)
After-Hours: 20:00
FXP Max Drawdown (5Y): 88.04% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 88.04% |
| September 30, 2024 | 88.04% |
| August 31, 2024 | 88.04% |
| July 31, 2024 | 88.04% |
| June 30, 2024 | 88.04% |
| May 31, 2024 | 88.04% |
| April 30, 2024 | 88.04% |
| March 31, 2024 | 88.04% |
| February 29, 2024 | 88.04% |
| January 31, 2024 | 88.04% |
| December 31, 2023 | 88.04% |
| November 30, 2023 | 88.04% |
| October 31, 2023 | 88.04% |
| September 30, 2023 | 88.04% |
| August 31, 2023 | 88.04% |
| July 31, 2023 | 88.04% |
| June 30, 2023 | 88.04% |
| May 31, 2023 | 88.04% |
| April 30, 2023 | 88.04% |
| March 31, 2023 | 88.04% |
| February 28, 2023 | 88.04% |
| January 31, 2023 | 88.04% |
| December 31, 2022 | 88.04% |
| November 30, 2022 | 88.04% |
| October 31, 2022 | 88.08% |
| Date | Value |
|---|---|
| September 30, 2022 | 88.08% |
| August 31, 2022 | 88.08% |
| July 31, 2022 | 88.08% |
| June 30, 2022 | 88.08% |
| May 31, 2022 | 88.08% |
| April 30, 2022 | 88.08% |
| March 31, 2022 | 88.08% |
| February 28, 2022 | 88.08% |
| January 31, 2022 | 88.08% |
| December 31, 2021 | 88.08% |
| November 30, 2021 | 88.08% |
| October 31, 2021 | 88.08% |
| September 30, 2021 | 88.08% |
| August 31, 2021 | 88.08% |
| July 31, 2021 | 88.08% |
| June 30, 2021 | 88.08% |
| May 31, 2021 | 88.08% |
| April 30, 2021 | 88.08% |
| March 31, 2021 | 88.08% |
| February 28, 2021 | 88.08% |
| January 31, 2021 | 88.08% |
| December 31, 2020 | 88.08% |
| November 30, 2020 | 88.08% |
| October 31, 2020 | 88.08% |
| September 30, 2020 | 88.08% |
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
88.04%
Minimum
Nov 2022
88.08%
Maximum
Nov 2019
88.06%
Average
88.08%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.88 |
| Beta (5Y) | -0.8848 |
| Alpha (vs YCharts Benchmark) (5Y) | -18.76 |
| Beta (vs YCharts Benchmark) (5Y) | -0.3388 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 55.55% |
| Historical Sharpe Ratio (5Y) | -0.4247 |
| Historical Sortino (5Y) | -0.666 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.87% |