ProShares S&P 500 Dividend Aristocrats ETF (NOBL)
53.66
-0.33
(-0.61%)
USD |
BATS |
May 29, 16:00
53.67
+0.01
(+0.02%)
After-Hours: 20:00
NOBL Max Drawdown (5Y) : 17.91% for May 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| WisdomTree US LargeCap Fund | 23.56% |
| Invesco S&P 500 Revenue ETF | 17.50% |
| Schwab US Large-Cap Value ETF | 19.77% |
| Invesco S&P 500 Low Volatility ETF | 17.26% |
| Alps Sector Dividend Dogs ETF | 19.84% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.313 |
| Beta (5Y) | 0.7566 |
| Alpha (vs YCharts Benchmark) (5Y) | -4.819 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9489 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 13.61% |
| Historical Sharpe Ratio (5Y) | 0.1266 |
| Historical Sortino (5Y) | 0.2031 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.34% |