ProShares UltraShort MidCap400 (MZZ)
9.36
+0.18
(+1.96%)
USD |
NYSEARCA |
Nov 15, 16:00
MZZ Max Drawdown (5Y): 91.88% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 91.88% |
| September 30, 2024 | 91.54% |
| August 31, 2024 | 91.49% |
| July 31, 2024 | 91.49% |
| June 30, 2024 | 91.25% |
| May 31, 2024 | 91.25% |
| April 30, 2024 | 91.25% |
| March 31, 2024 | 91.25% |
| February 29, 2024 | 90.32% |
| January 31, 2024 | 89.83% |
| December 31, 2023 | 89.83% |
| November 30, 2023 | 89.29% |
| October 31, 2023 | 89.29% |
| September 30, 2023 | 89.29% |
| August 31, 2023 | 89.29% |
| July 31, 2023 | 89.29% |
| June 30, 2023 | 89.27% |
| May 31, 2023 | 89.27% |
| April 30, 2023 | 89.27% |
| March 31, 2023 | 89.27% |
| February 28, 2023 | 89.27% |
| January 31, 2023 | 88.62% |
| December 31, 2022 | 88.27% |
| November 30, 2022 | 88.27% |
| October 31, 2022 | 88.27% |
| Date | Value |
|---|---|
| September 30, 2022 | 88.27% |
| August 31, 2022 | 88.27% |
| July 31, 2022 | 88.27% |
| June 30, 2022 | 88.27% |
| May 31, 2022 | 88.27% |
| April 30, 2022 | 88.27% |
| March 31, 2022 | 88.27% |
| February 28, 2022 | 88.27% |
| January 31, 2022 | 88.27% |
| December 31, 2021 | 88.27% |
| November 30, 2021 | 88.27% |
| October 31, 2021 | 87.87% |
| September 30, 2021 | 87.87% |
| August 31, 2021 | 87.87% |
| July 31, 2021 | 87.87% |
| June 30, 2021 | 87.87% |
| May 31, 2021 | 87.87% |
| April 30, 2021 | 87.87% |
| March 31, 2021 | 87.08% |
| February 28, 2021 | 87.07% |
| January 31, 2021 | 87.07% |
| December 31, 2020 | 87.07% |
| November 30, 2020 | 87.07% |
| October 31, 2020 | 87.07% |
| September 30, 2020 | 87.07% |
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
87.07%
Minimum
Apr 2020
91.88%
Maximum
Oct 2024
88.75%
Average
88.27%
Median
Nov 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.45 |
| Beta (5Y) | -2.110 |
| Alpha (vs YCharts Benchmark) (5Y) | -13.76 |
| Beta (vs YCharts Benchmark) (5Y) | -1.266 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.01% |
| Historical Sharpe Ratio (5Y) | -0.6367 |
| Historical Sortino (5Y) | -1.332 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.45% |