ProShares Hedge Replication (HDG)
48.78
-0.02
(-0.04%)
USD |
NYSEARCA |
Apr 25, 16:00
HDG Max Drawdown (5Y): 15.31% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 15.31% |
February 29, 2024 | 15.31% |
January 31, 2024 | 15.31% |
December 31, 2023 | 15.31% |
November 30, 2023 | 15.31% |
October 31, 2023 | 15.31% |
September 30, 2023 | 15.31% |
August 31, 2023 | 15.31% |
July 31, 2023 | 15.31% |
June 30, 2023 | 15.31% |
May 31, 2023 | 15.31% |
April 30, 2023 | 15.31% |
March 31, 2023 | 15.31% |
February 28, 2023 | 15.31% |
January 31, 2023 | 15.31% |
December 31, 2022 | 15.31% |
November 30, 2022 | 15.31% |
October 31, 2022 | 15.31% |
September 30, 2022 | 15.31% |
August 31, 2022 | 13.76% |
July 31, 2022 | 13.76% |
June 30, 2022 | 13.76% |
May 31, 2022 | 13.76% |
April 30, 2022 | 13.76% |
March 31, 2022 | 13.76% |
Date | Value |
---|---|
February 28, 2022 | 13.76% |
January 31, 2022 | 13.76% |
December 31, 2021 | 13.76% |
November 30, 2021 | 13.76% |
October 31, 2021 | 13.76% |
September 30, 2021 | 13.76% |
August 31, 2021 | 13.76% |
July 31, 2021 | 13.76% |
June 30, 2021 | 13.76% |
May 31, 2021 | 13.76% |
April 30, 2021 | 13.76% |
March 31, 2021 | 13.76% |
February 28, 2021 | 13.76% |
January 31, 2021 | 13.76% |
December 31, 2020 | 13.76% |
November 30, 2020 | 13.76% |
October 31, 2020 | 13.76% |
September 30, 2020 | 13.76% |
August 31, 2020 | 13.76% |
July 31, 2020 | 13.76% |
June 30, 2020 | 13.76% |
May 31, 2020 | 13.76% |
April 30, 2020 | 13.76% |
March 31, 2020 | 13.76% |
February 29, 2020 | 7.82% |
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
7.82%
Minimum
Apr 2019
15.31%
Maximum
Sep 2022
13.16%
Average
13.76%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.380 |
Beta (5Y) | 0.3779 |
Alpha (vs YCharts Benchmark) (5Y) | -3.518 |
Beta (vs YCharts Benchmark) (5Y) | 0.3454 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 7.99% |
Historical Sharpe Ratio (5Y) | 0.1241 |
Historical Sortino (5Y) | 0.1445 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.47% |