ProShares Global Listed Private Equity (PEX)
29.63
-0.02
(-0.08%)
USD |
BATS |
Apr 24, 16:00
29.58
-0.05
(-0.18%)
After-Hours: 20:00
PEX Max Drawdown (5Y): 49.17% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 49.17% |
February 29, 2024 | 49.17% |
January 31, 2024 | 49.17% |
December 31, 2023 | 49.17% |
November 30, 2023 | 49.17% |
October 31, 2023 | 49.17% |
September 30, 2023 | 49.17% |
August 31, 2023 | 49.17% |
July 31, 2023 | 49.17% |
June 30, 2023 | 49.17% |
May 31, 2023 | 49.17% |
April 30, 2023 | 49.17% |
March 31, 2023 | 49.17% |
February 28, 2023 | 49.17% |
January 31, 2023 | 49.17% |
December 31, 2022 | 49.17% |
November 30, 2022 | 49.17% |
October 31, 2022 | 49.17% |
September 30, 2022 | 49.17% |
August 31, 2022 | 49.17% |
July 31, 2022 | 49.17% |
June 30, 2022 | 49.17% |
May 31, 2022 | 49.17% |
April 30, 2022 | 49.17% |
March 31, 2022 | 49.17% |
Date | Value |
---|---|
February 28, 2022 | 49.17% |
January 31, 2022 | 49.17% |
December 31, 2021 | 49.17% |
November 30, 2021 | 49.17% |
October 31, 2021 | 49.17% |
September 30, 2021 | 49.17% |
August 31, 2021 | 49.17% |
July 31, 2021 | 49.17% |
June 30, 2021 | 49.17% |
May 31, 2021 | 49.17% |
April 30, 2021 | 49.17% |
March 31, 2021 | 49.17% |
February 28, 2021 | 49.17% |
January 31, 2021 | 49.17% |
December 31, 2020 | 49.17% |
November 30, 2020 | 49.17% |
October 31, 2020 | 49.17% |
September 30, 2020 | 49.17% |
August 31, 2020 | 49.17% |
July 31, 2020 | 49.17% |
June 30, 2020 | 49.17% |
May 31, 2020 | 49.17% |
April 30, 2020 | 49.17% |
March 31, 2020 | 49.17% |
February 29, 2020 | 20.06% |
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
20.06%
Minimum
Apr 2019
49.17%
Maximum
Mar 2020
43.83%
Average
49.17%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.113 |
Beta (5Y) | 1.271 |
Alpha (vs YCharts Benchmark) (5Y) | -5.364 |
Beta (vs YCharts Benchmark) (5Y) | 0.9761 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.95% |
Historical Sharpe Ratio (5Y) | 0.1807 |
Historical Sortino (5Y) | 0.1788 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.88% |