ProShares Online Retail ETF (ONLN)
41.45
+0.86
(+2.12%)
USD |
NYSEARCA |
May 09, 16:00
ONLN Max Drawdown (5Y): 71.77% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 71.77% |
| March 31, 2024 | 71.77% |
| February 29, 2024 | 71.77% |
| January 31, 2024 | 71.77% |
| December 31, 2023 | 71.77% |
| November 30, 2023 | 71.77% |
| October 31, 2023 | 71.77% |
| September 30, 2023 | 71.77% |
| August 31, 2023 | 71.77% |
| July 31, 2023 | 71.77% |
| June 30, 2023 | 71.77% |
| May 31, 2023 | 71.77% |
| April 30, 2023 | 71.77% |
| March 31, 2023 | 71.77% |
| February 28, 2023 | 71.77% |
| January 31, 2023 | 71.77% |
| December 31, 2022 | 71.77% |
| November 30, 2022 | 71.77% |
| October 31, 2022 | 69.79% |
| September 30, 2022 | 67.75% |
| August 31, 2022 | 67.13% |
| July 31, 2022 | 67.13% |
| June 30, 2022 | 67.13% |
| May 31, 2022 | 67.13% |
| April 30, 2022 | 59.28% |
| Date | Value |
|---|---|
| March 31, 2022 | 57.77% |
| February 28, 2022 | 52.01% |
| January 31, 2022 | 49.82% |
| December 31, 2021 | 40.30% |
| November 30, 2021 | 31.77% |
| October 31, 2021 | 31.77% |
| September 30, 2021 | 31.77% |
| August 31, 2021 | 31.77% |
| July 31, 2021 | 31.77% |
| June 30, 2021 | 31.77% |
| May 31, 2021 | 31.77% |
| April 30, 2021 | 31.77% |
| March 31, 2021 | 31.77% |
| February 28, 2021 | 31.77% |
| January 31, 2021 | 31.77% |
| December 31, 2020 | 31.77% |
| November 30, 2020 | 31.77% |
| October 31, 2020 | 31.77% |
| September 30, 2020 | 31.77% |
| August 31, 2020 | 31.77% |
| July 31, 2020 | 31.77% |
| June 30, 2020 | 31.77% |
| May 31, 2020 | 31.77% |
| April 30, 2020 | 31.77% |
| March 31, 2020 | 31.77% |
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
31.77%
Minimum
May 2019
71.77%
Maximum
Nov 2022
49.03%
Average
31.77%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.55 |
| Beta (5Y) | 1.348 |
| Alpha (vs YCharts Benchmark) (5Y) | -9.328 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9828 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.76% |
| Historical Sharpe Ratio (5Y) | -0.0619 |
| Historical Sortino (5Y) | -0.108 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.51% |