ProShares Ultra Communication Services (LTL)

87.79 +2.37 (+2.78%) USD  |  NYSEARCA  |  Dec 24, 16:00
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LTL Max Drawdown (5Y): 64.21% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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ProShares Ultra Consumer Staples 57.14%
ProShares Ultra Dow30 63.13%
ProShares Ultra Energy 93.73%
ProShares Ultra Financials 69.99%
Direxion Daily Energy Bull 2x Shares 99.07%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -6.830
Beta (5Y) 1.672
Alpha (vs YCharts Benchmark) (5Y) -0.1314
Beta (vs YCharts Benchmark) (5Y) 1.014
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 33.72%
Historical Sharpe Ratio (5Y) 0.4599
Historical Sortino (5Y) 0.5722
Monthly Value at Risk (VaR) 5% (5Y Lookback) 15.61%