ProShares High Yield—Interest Rate Hdgd (HYHG)
59.64
+0.98 (+1.67%)
USD |
BATS |
May 25, 16:00
59.62
-0.02 (-0.03%)
Pre-Market: 20:00
HYHG Max Drawdown (5Y): 25.72% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 25.72% |
| March 31, 2022 | 25.72% |
| February 28, 2022 | 25.72% |
| January 31, 2022 | 25.72% |
| December 31, 2021 | 25.72% |
| November 30, 2021 | 25.72% |
| October 31, 2021 | 25.72% |
| September 30, 2021 | 25.72% |
| August 31, 2021 | 25.72% |
| July 31, 2021 | 25.72% |
| June 30, 2021 | 25.72% |
| May 31, 2021 | 25.72% |
| April 30, 2021 | 25.72% |
| March 31, 2021 | 25.72% |
| February 28, 2021 | 25.72% |
| January 31, 2021 | 25.72% |
| December 31, 2020 | 25.72% |
| November 30, 2020 | 25.72% |
| October 31, 2020 | 25.72% |
| September 30, 2020 | 25.72% |
| August 31, 2020 | 25.72% |
| July 31, 2020 | 25.72% |
| June 30, 2020 | 25.72% |
| May 31, 2020 | 25.72% |
| April 30, 2020 | 25.72% |
| Date | Value |
|---|---|
| March 31, 2020 | 25.72% |
| February 29, 2020 | 23.24% |
| January 31, 2020 | 23.24% |
| December 31, 2019 | 23.24% |
| November 30, 2019 | 23.24% |
| October 31, 2019 | 23.24% |
| September 30, 2019 | 23.24% |
| August 31, 2019 | 23.24% |
| July 31, 2019 | 23.24% |
| June 30, 2019 | 23.24% |
| May 31, 2019 | 23.24% |
| April 30, 2019 | 23.24% |
| March 31, 2019 | 23.24% |
| February 28, 2019 | 23.24% |
| January 31, 2019 | 23.24% |
| December 31, 2018 | 23.24% |
| November 30, 2018 | 23.24% |
| October 31, 2018 | 23.24% |
| September 30, 2018 | 23.24% |
| August 31, 2018 | 23.24% |
| July 31, 2018 | 23.24% |
| June 30, 2018 | 23.24% |
| May 31, 2018 | 23.24% |
| April 30, 2018 | 23.24% |
| March 31, 2018 | 23.24% |
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
23.24%
Minimum
May 2017
25.72%
Maximum
Mar 2020
24.31%
Average
23.24%
Median
May 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.973 |
| Beta (5Y) | 0.0889 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 10.05% |
| Historical Sharpe Ratio (5Y) | 0.2345 |
| Historical Sortino (5Y) | 0.2051 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.54% |