ProShares UltraShort QQQ (QID)
19.45
+0.21 (+1.09%)
USD |
Jul 30, 20:00
QID Max Drawdown (5Y): 95.57% for July 31, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2021 | 95.57% |
| June 30, 2021 | 95.57% |
| May 31, 2021 | 95.57% |
| April 30, 2021 | 95.57% |
| March 31, 2021 | 95.25% |
| February 28, 2021 | 95.25% |
| January 31, 2021 | 95.05% |
| December 31, 2020 | 95.05% |
| November 30, 2020 | 94.78% |
| October 31, 2020 | 94.51% |
| September 30, 2020 | 94.51% |
| August 31, 2020 | 94.21% |
| July 31, 2020 | 92.81% |
| June 30, 2020 | 91.91% |
| May 31, 2020 | 90.77% |
| April 30, 2020 | 89.83% |
| March 31, 2020 | 91.30% |
| February 29, 2020 | 91.49% |
| January 31, 2020 | 91.73% |
| December 31, 2019 | 91.73% |
| November 30, 2019 | 91.73% |
| October 31, 2019 | 91.73% |
| September 30, 2019 | 91.73% |
| August 31, 2019 | 91.73% |
| July 31, 2019 | 91.73% |
| Date | Value |
|---|---|
| June 30, 2019 | 91.73% |
| May 31, 2019 | 91.73% |
| April 30, 2019 | 91.73% |
| March 31, 2019 | 91.73% |
| February 28, 2019 | 91.86% |
| January 31, 2019 | 91.86% |
| December 31, 2018 | 93.12% |
| November 30, 2018 | 93.26% |
| October 31, 2018 | 95.70% |
| September 30, 2018 | 95.77% |
| August 31, 2018 | 95.77% |
| July 31, 2018 | 95.77% |
| June 30, 2018 | 95.77% |
| May 31, 2018 | 95.77% |
| April 30, 2018 | 95.77% |
| March 31, 2018 | 95.77% |
| February 28, 2018 | 95.77% |
| January 31, 2018 | 95.77% |
| December 31, 2017 | 95.77% |
| November 30, 2017 | 95.77% |
| October 31, 2017 | 95.77% |
| September 30, 2017 | 95.77% |
| August 31, 2017 | 95.77% |
| July 31, 2017 | 95.77% |
| June 30, 2017 | 95.77% |
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
89.83%
Minimum
Apr 2020
95.77%
Maximum
Aug 2016
94.23%
Average
95.57%
Median
Apr 2021
Max Drawdown (5Y) Benchmarks
| ProShares UltraPro Short QQQ | 99.36% |
| ProShares Short QQQ | 76.05% |
| ProShares UltraPro QQQ | 69.92% |
| ProShares Ultra QQQ | 51.72% |
| Direxion Daily S&P 500® Bear 3X ETF | 96.73% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -19.39 |
| Beta (5Y) | -1.667 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.26% |
| Historical Sharpe Ratio (5Y) | -1.278 |
| Historical Sortino (5Y) | -2.162 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.83% |