ProShares Ultra Communication Services (LTL)
82.95
-1.94
(-2.28%)
USD |
NYSEARCA |
Nov 15, 11:35
LTL Max Drawdown (5Y): 64.21% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 64.21% |
| September 30, 2024 | 64.21% |
| August 31, 2024 | 64.21% |
| July 31, 2024 | 64.21% |
| June 30, 2024 | 64.21% |
| May 31, 2024 | 64.21% |
| April 30, 2024 | 64.21% |
| March 31, 2024 | 64.21% |
| February 29, 2024 | 64.21% |
| January 31, 2024 | 64.21% |
| December 31, 2023 | 64.21% |
| November 30, 2023 | 64.21% |
| October 31, 2023 | 64.21% |
| September 30, 2023 | 64.21% |
| August 31, 2023 | 64.21% |
| July 31, 2023 | 64.21% |
| June 30, 2023 | 64.21% |
| May 31, 2023 | 64.21% |
| April 30, 2023 | 64.21% |
| March 31, 2023 | 64.21% |
| February 28, 2023 | 64.21% |
| January 31, 2023 | 64.21% |
| December 31, 2022 | 64.21% |
| November 30, 2022 | 64.21% |
| October 31, 2022 | 64.21% |
| Date | Value |
|---|---|
| September 30, 2022 | 64.21% |
| August 31, 2022 | 64.21% |
| July 31, 2022 | 64.21% |
| June 30, 2022 | 64.21% |
| May 31, 2022 | 64.21% |
| April 30, 2022 | 64.21% |
| March 31, 2022 | 64.21% |
| February 28, 2022 | 64.21% |
| January 31, 2022 | 64.21% |
| December 31, 2021 | 64.21% |
| November 30, 2021 | 64.21% |
| October 31, 2021 | 64.21% |
| September 30, 2021 | 64.21% |
| August 31, 2021 | 64.21% |
| July 31, 2021 | 64.21% |
| June 30, 2021 | 64.21% |
| May 31, 2021 | 64.21% |
| April 30, 2021 | 64.21% |
| March 31, 2021 | 64.21% |
| February 28, 2021 | 64.21% |
| January 31, 2021 | 64.21% |
| December 31, 2020 | 64.21% |
| November 30, 2020 | 64.21% |
| October 31, 2020 | 64.21% |
| September 30, 2020 | 64.21% |
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
54.07%
Minimum
Nov 2019
64.21%
Maximum
Mar 2020
63.54%
Average
64.21%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| ProShares Ultra Dow30 | 63.13% |
| ProShares Ultra Energy | 93.12% |
| ProShares Ultra Financials | 69.99% |
| Direxion Daily Energy Bull 2X ETF | 98.96% |
| Direxion Daily Financial Bull 3X ETF | 85.99% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.799 |
| Beta (5Y) | 1.653 |
| Alpha (vs YCharts Benchmark) (5Y) | -1.807 |
| Beta (vs YCharts Benchmark) (5Y) | 1.004 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.40% |
| Historical Sharpe Ratio (5Y) | 0.3753 |
| Historical Sortino (5Y) | 0.4634 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.61% |