ProShares Ultra MidCap400 (MVV)
61.70
+1.65
(+2.75%)
USD |
NYSEARCA |
Apr 23, 16:00
61.70
0.00 (0.00%)
After-Hours: 19:20
MVV Max Drawdown (5Y): 69.19% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 69.19% |
February 29, 2024 | 69.19% |
January 31, 2024 | 69.19% |
December 31, 2023 | 69.19% |
November 30, 2023 | 69.19% |
October 31, 2023 | 69.19% |
September 30, 2023 | 69.19% |
August 31, 2023 | 69.19% |
July 31, 2023 | 69.19% |
June 30, 2023 | 69.19% |
May 31, 2023 | 69.19% |
April 30, 2023 | 69.19% |
March 31, 2023 | 69.19% |
February 28, 2023 | 69.19% |
January 31, 2023 | 69.19% |
December 31, 2022 | 69.19% |
November 30, 2022 | 69.19% |
October 31, 2022 | 69.19% |
September 30, 2022 | 69.19% |
August 31, 2022 | 69.19% |
July 31, 2022 | 69.19% |
June 30, 2022 | 69.19% |
May 31, 2022 | 69.19% |
April 30, 2022 | 69.19% |
March 31, 2022 | 69.19% |
Date | Value |
---|---|
February 28, 2022 | 69.19% |
January 31, 2022 | 69.19% |
December 31, 2021 | 69.19% |
November 30, 2021 | 69.19% |
October 31, 2021 | 69.19% |
September 30, 2021 | 69.19% |
August 31, 2021 | 69.19% |
July 31, 2021 | 69.19% |
June 30, 2021 | 69.19% |
May 31, 2021 | 69.19% |
April 30, 2021 | 69.19% |
March 31, 2021 | 69.19% |
February 28, 2021 | 69.19% |
January 31, 2021 | 69.19% |
December 31, 2020 | 69.19% |
November 30, 2020 | 69.19% |
October 31, 2020 | 69.19% |
September 30, 2020 | 69.19% |
August 31, 2020 | 69.19% |
July 31, 2020 | 69.19% |
June 30, 2020 | 69.19% |
May 31, 2020 | 69.19% |
April 30, 2020 | 69.19% |
March 31, 2020 | 69.19% |
February 29, 2020 | 42.33% |
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
42.33%
Minimum
Apr 2019
69.19%
Maximum
Mar 2020
64.27%
Average
69.19%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
ProShares UltraPro MidCap400 | 86.29% |
Direxion Daily Mid Cap Bull 3X ETF | 86.26% |
ProShares UltraShort MidCap400 | 91.25% |
ProShares UltraPro Short MidCap400 | 98.30% |
ProShares Short MidCap400 | 66.42% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -18.99 |
Beta (5Y) | 2.262 |
Alpha (vs YCharts Benchmark) (5Y) | -18.99 |
Beta (vs YCharts Benchmark) (5Y) | 2.262 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.74% |
Historical Sharpe Ratio (5Y) | 0.2303 |
Historical Sortino (5Y) | 0.2842 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.61% |