ProShares Short QQQ (PSQ)
39.05
+0.94
(+2.47%)
USD |
NYSEARCA |
Nov 15, 16:00
39.03
-0.02
(-0.05%)
After-Hours: 20:00
PSQ Max Drawdown (5Y): 76.18% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 76.18% |
| September 30, 2024 | 76.18% |
| August 31, 2024 | 76.18% |
| July 31, 2024 | 76.18% |
| June 30, 2024 | 76.18% |
| May 31, 2024 | 76.18% |
| April 30, 2024 | 76.18% |
| March 31, 2024 | 76.18% |
| February 29, 2024 | 76.18% |
| January 31, 2024 | 76.18% |
| December 31, 2023 | 76.18% |
| November 30, 2023 | 76.18% |
| October 31, 2023 | 76.18% |
| September 30, 2023 | 76.18% |
| August 31, 2023 | 76.18% |
| July 31, 2023 | 76.18% |
| June 30, 2023 | 76.18% |
| May 31, 2023 | 76.18% |
| April 30, 2023 | 76.18% |
| March 31, 2023 | 76.18% |
| February 28, 2023 | 76.18% |
| January 31, 2023 | 76.18% |
| December 31, 2022 | 76.18% |
| November 30, 2022 | 76.18% |
| October 31, 2022 | 76.18% |
| Date | Value |
|---|---|
| September 30, 2022 | 76.18% |
| August 31, 2022 | 76.18% |
| July 31, 2022 | 76.18% |
| June 30, 2022 | 76.18% |
| May 31, 2022 | 76.18% |
| April 30, 2022 | 76.18% |
| March 31, 2022 | 76.18% |
| February 28, 2022 | 76.18% |
| January 31, 2022 | 76.18% |
| December 31, 2021 | 76.18% |
| November 30, 2021 | 76.18% |
| October 31, 2021 | 76.18% |
| September 30, 2021 | 76.18% |
| August 31, 2021 | 76.16% |
| July 31, 2021 | 76.05% |
| June 30, 2021 | 76.05% |
| May 31, 2021 | 76.05% |
| April 30, 2021 | 76.05% |
| March 31, 2021 | 75.33% |
| February 28, 2021 | 75.33% |
| January 31, 2021 | 74.75% |
| December 31, 2020 | 74.75% |
| November 30, 2020 | 74.10% |
| October 31, 2020 | 73.68% |
| September 30, 2020 | 73.68% |
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
66.94%
Minimum
Apr 2020
76.18%
Maximum
Sep 2021
74.83%
Average
76.18%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
| ProShares UltraShort QQQ | 95.62% |
| ProShares UltraPro Short QQQ | 99.37% |
| ProShares Short S&P500 | 63.90% |
| ProShares UltraPro Short S&P500 | 97.50% |
| Direxion Daily Semicondct Bear 3X ETF | 99.97% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.19 |
| Beta (5Y) | -1.009 |
| Alpha (vs YCharts Benchmark) (5Y) | -13.79 |
| Beta (vs YCharts Benchmark) (5Y) | -0.5738 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.29% |
| Historical Sharpe Ratio (5Y) | -0.9863 |
| Historical Sortino (5Y) | -1.860 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.34% |