ProShares Ultra MidCap400 (MVV)

69.47 +1.14 (+1.67%) USD  |  NYSEARCA  |  Dec 24, 16:00
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MVV Max Drawdown (5Y): 69.19% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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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 UltraPro MidCap400 86.29%
Direxion Daily Mid Cap Bull 3x Shares 86.26%
ProShares UltraPro Russell2000 88.09%
ProShares Ultra SmallCap600 74.54%
Direxion Daily Small Cap Bull 3x Shares 88.09%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -18.57
Beta (5Y) 2.245
Alpha (vs YCharts Benchmark) (5Y) -11.22
Beta (vs YCharts Benchmark) (5Y) 1.468
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 45.70%
Historical Sharpe Ratio (5Y) 0.2497
Historical Sortino (5Y) 0.3099
Monthly Value at Risk (VaR) 5% (5Y Lookback) 17.61%