ProShares Ultra QQQ (QLD)
105.00
-3.18
(-2.94%)
USD |
NYSEARCA |
Nov 15, 10:04
QLD Max Drawdown (5Y): 63.68% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 63.68% |
| September 30, 2024 | 63.68% |
| August 31, 2024 | 63.68% |
| July 31, 2024 | 63.68% |
| June 30, 2024 | 63.68% |
| May 31, 2024 | 63.68% |
| April 30, 2024 | 63.68% |
| March 31, 2024 | 63.68% |
| February 29, 2024 | 63.68% |
| January 31, 2024 | 63.68% |
| December 31, 2023 | 63.68% |
| November 30, 2023 | 63.68% |
| October 31, 2023 | 63.68% |
| September 30, 2023 | 63.68% |
| August 31, 2023 | 63.68% |
| July 31, 2023 | 63.68% |
| June 30, 2023 | 63.68% |
| May 31, 2023 | 63.68% |
| April 30, 2023 | 63.68% |
| March 31, 2023 | 63.68% |
| February 28, 2023 | 63.68% |
| January 31, 2023 | 63.68% |
| December 31, 2022 | 63.68% |
| November 30, 2022 | 62.89% |
| October 31, 2022 | 62.52% |
| Date | Value |
|---|---|
| September 30, 2022 | 60.32% |
| August 31, 2022 | 57.87% |
| July 31, 2022 | 57.87% |
| June 30, 2022 | 57.87% |
| May 31, 2022 | 52.28% |
| April 30, 2022 | 51.72% |
| March 31, 2022 | 51.72% |
| February 28, 2022 | 51.72% |
| January 31, 2022 | 51.72% |
| December 31, 2021 | 51.72% |
| November 30, 2021 | 51.72% |
| October 31, 2021 | 51.72% |
| September 30, 2021 | 51.72% |
| August 31, 2021 | 51.72% |
| July 31, 2021 | 51.72% |
| June 30, 2021 | 51.72% |
| May 31, 2021 | 51.72% |
| April 30, 2021 | 51.72% |
| March 31, 2021 | 51.72% |
| February 28, 2021 | 51.72% |
| January 31, 2021 | 51.72% |
| December 31, 2020 | 51.72% |
| November 30, 2020 | 51.72% |
| October 31, 2020 | 51.72% |
| September 30, 2020 | 51.72% |
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
42.46%
Minimum
Nov 2019
63.68%
Maximum
Dec 2022
56.51%
Average
52.00%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.9635 |
| Beta (5Y) | 2.248 |
| Alpha (vs YCharts Benchmark) (5Y) | 9.407 |
| Beta (vs YCharts Benchmark) (5Y) | 1.306 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.17% |
| Historical Sharpe Ratio (5Y) | 0.6078 |
| Historical Sortino (5Y) | 0.8958 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.77% |