ProShares K-1 Free Crude Oil Strategy (OILK)
46.25
-0.62
(-1.32%)
USD |
BATS |
May 10, 16:00
46.25
0.00 (0.00%)
After-Hours: 18:54
OILK Max Drawdown (5Y): 83.76% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 83.76% |
March 31, 2024 | 83.76% |
February 29, 2024 | 83.76% |
January 31, 2024 | 83.76% |
December 31, 2023 | 83.76% |
November 30, 2023 | 83.76% |
October 31, 2023 | 83.76% |
September 30, 2023 | 83.76% |
August 31, 2023 | 83.76% |
July 31, 2023 | 83.76% |
June 30, 2023 | 83.76% |
May 31, 2023 | 83.76% |
April 30, 2023 | 83.76% |
March 31, 2023 | 83.76% |
February 28, 2023 | 83.76% |
January 31, 2023 | 83.76% |
December 31, 2022 | 83.76% |
November 30, 2022 | 83.76% |
October 31, 2022 | 83.76% |
September 30, 2022 | 83.76% |
August 31, 2022 | 83.76% |
July 31, 2022 | 83.76% |
June 30, 2022 | 83.76% |
May 31, 2022 | 83.76% |
April 30, 2022 | 83.76% |
Date | Value |
---|---|
March 31, 2022 | 83.76% |
February 28, 2022 | 83.76% |
January 31, 2022 | 83.76% |
December 31, 2021 | 83.76% |
November 30, 2021 | 83.76% |
October 31, 2021 | 83.76% |
September 30, 2021 | 83.76% |
August 31, 2021 | 83.76% |
July 31, 2021 | 83.76% |
June 30, 2021 | 83.76% |
May 31, 2021 | 83.76% |
April 30, 2021 | 83.76% |
March 31, 2021 | 83.76% |
February 28, 2021 | 83.76% |
January 31, 2021 | 83.76% |
December 31, 2020 | 83.76% |
November 30, 2020 | 83.76% |
October 31, 2020 | 83.76% |
September 30, 2020 | 83.76% |
August 31, 2020 | 83.76% |
July 31, 2020 | 83.76% |
June 30, 2020 | 83.76% |
May 31, 2020 | 83.76% |
April 30, 2020 | 83.76% |
March 31, 2020 | 74.15% |
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
42.25%
Minimum
May 2019
83.76%
Maximum
Apr 2020
76.69%
Average
83.76%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Invesco DB Oil | 64.42% |
United States Brent Oil | 75.18% |
Credit Suisse X-Lnks Crde OlShrsCvCllETN | 77.29% |
Invesco DB Agriculture | 42.31% |
ProShares UltraShort Bloomberg Crude Oil | 98.72% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -14.67 |
Beta (5Y) | 2.020 |
Alpha (vs YCharts Benchmark) (5Y) | -14.67 |
Beta (vs YCharts Benchmark) (5Y) | 2.020 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.43% |
Historical Sharpe Ratio (5Y) | -0.108 |
Historical Sortino (5Y) | -0.1166 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.47% |