ProShares S&P 500 Dividend Aristocrats (NOBL)
80.61
-1.09 (-1.33%)
USD |
Mar 04, 16:59
NOBL Max Drawdown (5Y): 35.43% for Feb. 28, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| February 28, 2021 | 35.43% |
| January 31, 2021 | 35.43% |
| December 31, 2020 | 35.43% |
| November 30, 2020 | 35.43% |
| October 31, 2020 | 35.43% |
| September 30, 2020 | 35.43% |
| August 31, 2020 | 35.43% |
| July 31, 2020 | 35.43% |
| June 30, 2020 | 35.43% |
| May 31, 2020 | 35.43% |
| April 30, 2020 | 35.43% |
| March 31, 2020 | 35.43% |
| February 29, 2020 | 15.27% |
| January 31, 2020 | 15.27% |
| December 31, 2019 | 15.27% |
| November 30, 2019 | 15.27% |
| October 31, 2019 | 15.27% |
| September 30, 2019 | 15.27% |
| August 31, 2019 | 15.27% |
| July 31, 2019 | 15.27% |
| June 30, 2019 | 15.27% |
| May 31, 2019 | 15.27% |
| April 30, 2019 | 15.27% |
| March 31, 2019 | 15.27% |
| February 28, 2019 | 15.27% |
| Date | Value |
|---|---|
| January 31, 2019 | 15.27% |
| December 31, 2018 | 15.27% |
| November 30, 2018 | 10.39% |
| October 31, 2018 | 10.39% |
| September 30, 2018 | 10.39% |
| August 31, 2018 | 10.39% |
| July 31, 2018 | 10.39% |
| June 30, 2018 | 10.39% |
| May 31, 2018 | 10.39% |
| April 30, 2018 | 10.26% |
| March 31, 2018 | 10.26% |
| February 28, 2018 | 10.07% |
| January 31, 2018 | 9.84% |
| December 31, 2017 | 9.84% |
| November 30, 2017 | 9.84% |
| October 31, 2017 | 9.84% |
| September 30, 2017 | 9.84% |
| August 31, 2017 | 9.84% |
| July 31, 2017 | 9.84% |
| June 30, 2017 | 9.84% |
| May 31, 2017 | 9.84% |
| April 30, 2017 | 9.84% |
| March 31, 2017 | 9.84% |
| February 28, 2017 | 9.84% |
| January 31, 2017 | 9.84% |
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
9.84%
Minimum
Mar 2016
35.43%
Maximum
Mar 2020
16.40%
Average
10.39%
Median
May 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.769 |
| Beta (5Y) | 0.9189 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.98% |
| Historical Sharpe Ratio (5Y) | 0.8046 |
| Historical Sortino (5Y) | 0.7649 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.46% |