ProShares Ultra QQQ (QLD)
82.85
+2.73
(+3.41%)
USD |
NYSEARCA |
May 03, 11:29
QLD Max Drawdown (5Y): 63.68% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 51.72% |
July 31, 2020 | 51.72% |
June 30, 2020 | 51.72% |
May 31, 2020 | 51.72% |
April 30, 2020 | 51.72% |
March 31, 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
May 2019
63.68%
Maximum
Dec 2022
54.39%
Average
51.72%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
ProShares UltraPro QQQ | 81.65% |
ProShares UltraPro Short QQQ | 99.88% |
ProShares UltraShort QQQ | 95.62% |
ProShares Ultra S&P500 | 59.34% |
ProShares UltraPro S&P500 | 76.82% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.9695 |
Beta (5Y) | 2.254 |
Alpha (vs YCharts Benchmark) (5Y) | -0.9695 |
Beta (vs YCharts Benchmark) (5Y) | 2.254 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.66% |
Historical Sharpe Ratio (5Y) | 0.529 |
Historical Sortino (5Y) | 0.7777 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.07% |