ProShares Ultra MidCap400 (MVV)
73.70
-0.33
(-0.45%)
USD |
NYSEARCA |
Nov 15, 09:52
MVV Max Drawdown (5Y): 69.19% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 69.19% |
| September 30, 2024 | 69.19% |
| August 31, 2024 | 69.19% |
| July 31, 2024 | 69.19% |
| June 30, 2024 | 69.19% |
| May 31, 2024 | 69.19% |
| April 30, 2024 | 69.19% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
69.19%
Maximum
Mar 2020
67.40%
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 Ultra SmallCap600 | 74.54% |
| Direxion Daily Small Cap Bull 3X ETF | 88.09% |
| ProShares Ultra Russell2000 | 71.47% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -19.65 |
| Beta (5Y) | 2.228 |
| Alpha (vs YCharts Benchmark) (5Y) | -11.72 |
| Beta (vs YCharts Benchmark) (5Y) | 1.458 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.55% |
| Historical Sharpe Ratio (5Y) | 0.1998 |
| Historical Sortino (5Y) | 0.2476 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.61% |