ProShares UltraShort Bloomberg Natrl Gas (KOLD)
62.38
-0.06
(-0.10%)
USD |
NYSEARCA |
May 07, 10:48
KOLD Max Drawdown (5Y): 99.45% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 99.45% |
| March 31, 2024 | 99.45% |
| February 29, 2024 | 99.45% |
| January 31, 2024 | 99.45% |
| December 31, 2023 | 99.45% |
| November 30, 2023 | 99.45% |
| October 31, 2023 | 99.45% |
| September 30, 2023 | 99.45% |
| August 31, 2023 | 99.45% |
| July 31, 2023 | 99.45% |
| June 30, 2023 | 99.45% |
| May 31, 2023 | 99.45% |
| April 30, 2023 | 99.45% |
| March 31, 2023 | 99.45% |
| February 28, 2023 | 99.45% |
| January 31, 2023 | 99.45% |
| December 31, 2022 | 99.45% |
| November 30, 2022 | 99.45% |
| October 31, 2022 | 99.45% |
| September 30, 2022 | 99.45% |
| August 31, 2022 | 99.45% |
| July 31, 2022 | 99.24% |
| June 30, 2022 | 98.97% |
| May 31, 2022 | 98.82% |
| April 30, 2022 | 98.16% |
| Date | Value |
|---|---|
| March 31, 2022 | 96.26% |
| February 28, 2022 | 95.06% |
| January 31, 2022 | 93.28% |
| December 31, 2021 | 93.17% |
| November 30, 2021 | 93.17% |
| October 31, 2021 | 93.17% |
| September 30, 2021 | 91.75% |
| August 31, 2021 | 87.03% |
| July 31, 2021 | 87.03% |
| June 30, 2021 | 87.03% |
| May 31, 2021 | 87.03% |
| April 30, 2021 | 87.03% |
| March 31, 2021 | 87.03% |
| February 28, 2021 | 87.03% |
| January 31, 2021 | 87.03% |
| December 31, 2020 | 87.03% |
| November 30, 2020 | 87.03% |
| October 31, 2020 | 87.03% |
| September 30, 2020 | 87.03% |
| August 31, 2020 | 87.03% |
| July 31, 2020 | 87.03% |
| June 30, 2020 | 87.03% |
| May 31, 2020 | 87.03% |
| April 30, 2020 | 87.03% |
| March 31, 2020 | 87.03% |
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
87.03%
Minimum
May 2019
99.45%
Maximum
Aug 2022
92.94%
Average
93.17%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -32.49 |
| Beta (5Y) | -0.148 |
| Alpha (vs YCharts Benchmark) (5Y) | -32.49 |
| Beta (vs YCharts Benchmark) (5Y) | -0.148 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 128.0% |
| Historical Sharpe Ratio (5Y) | -0.2667 |
| Historical Sortino (5Y) | -0.6212 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 49.53% |