ProShares UltraShort MidCap400 (MZZ)
11.98
+0.13
(+1.07%)
USD |
NYSEARCA |
Apr 16, 16:00
MZZ Max Drawdown (5Y): 91.25% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 87.07% |
July 31, 2020 | 87.07% |
June 30, 2020 | 87.07% |
May 31, 2020 | 87.07% |
April 30, 2020 | 87.07% |
March 31, 2020 | 88.78% |
February 29, 2020 | 89.17% |
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
91.25%
Maximum
Mar 2024
88.55%
Average
88.27%
Median
Nov 2021
Max Drawdown (5Y) Benchmarks
ProShares UltraPro Short MidCap400 | 98.30% |
ProShares Short MidCap400 | 66.42% |
ProShares Ultra MidCap400 | 69.19% |
ProShares UltraPro MidCap400 | 86.29% |
Direxion Daily Mid Cap Bull 3X ETF | 86.26% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.749 |
Beta (5Y) | -2.057 |
Alpha (vs YCharts Benchmark) (5Y) | -5.749 |
Beta (vs YCharts Benchmark) (5Y) | -2.057 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.14% |
Historical Sharpe Ratio (5Y) | -0.6501 |
Historical Sortino (5Y) | -1.386 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.45% |