ProShares Short MidCap400 (MYY)
18.68
+0.20
(+1.08%)
USD |
NYSEARCA |
Nov 15, 16:00
18.68
0.00 (0.00%)
After-Hours: 20:00
MYY Max Drawdown (5Y): 67.27% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 67.27% |
| September 30, 2024 | 66.77% |
| August 31, 2024 | 66.77% |
| July 31, 2024 | 66.77% |
| June 30, 2024 | 66.42% |
| May 31, 2024 | 66.42% |
| April 30, 2024 | 66.42% |
| March 31, 2024 | 66.42% |
| February 29, 2024 | 64.73% |
| January 31, 2024 | 64.13% |
| December 31, 2023 | 64.13% |
| November 30, 2023 | 64.13% |
| October 31, 2023 | 64.13% |
| September 30, 2023 | 64.13% |
| August 31, 2023 | 64.13% |
| July 31, 2023 | 64.13% |
| June 30, 2023 | 64.13% |
| May 31, 2023 | 64.13% |
| April 30, 2023 | 64.13% |
| March 31, 2023 | 64.13% |
| February 28, 2023 | 64.13% |
| January 31, 2023 | 64.11% |
| December 31, 2022 | 64.11% |
| November 30, 2022 | 64.11% |
| October 31, 2022 | 64.11% |
| Date | Value |
|---|---|
| September 30, 2022 | 64.11% |
| August 31, 2022 | 64.11% |
| July 31, 2022 | 64.11% |
| June 30, 2022 | 64.11% |
| May 31, 2022 | 64.11% |
| April 30, 2022 | 64.11% |
| March 31, 2022 | 64.11% |
| February 28, 2022 | 64.11% |
| January 31, 2022 | 64.11% |
| December 31, 2021 | 64.11% |
| November 30, 2021 | 64.11% |
| October 31, 2021 | 62.70% |
| September 30, 2021 | 61.99% |
| August 31, 2021 | 61.87% |
| July 31, 2021 | 61.37% |
| June 30, 2021 | 61.37% |
| May 31, 2021 | 61.37% |
| April 30, 2021 | 62.44% |
| March 31, 2021 | 62.44% |
| February 28, 2021 | 62.44% |
| January 31, 2021 | 62.44% |
| December 31, 2020 | 62.44% |
| November 30, 2020 | 62.44% |
| October 31, 2020 | 62.44% |
| September 30, 2020 | 62.44% |
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
61.37%
Minimum
May 2021
67.27%
Maximum
Oct 2024
63.96%
Average
64.11%
Median
Nov 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.686 |
| Beta (5Y) | -1.099 |
| Alpha (vs YCharts Benchmark) (5Y) | -5.766 |
| Beta (vs YCharts Benchmark) (5Y) | -0.6654 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.56% |
| Historical Sharpe Ratio (5Y) | -0.6217 |
| Historical Sortino (5Y) | -1.233 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.81% |