ProShares S&P MidCap 400 Dividend Arst (REGL)
75.88
-0.74
(-0.97%)
USD |
BATS |
Apr 25, 16:00
75.88
0.00 (0.00%)
After-Hours: 20:00
REGL Max Drawdown (5Y): 36.37% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 36.37% |
February 29, 2024 | 36.37% |
January 31, 2024 | 36.37% |
December 31, 2023 | 36.37% |
November 30, 2023 | 36.37% |
October 31, 2023 | 36.37% |
September 30, 2023 | 36.37% |
August 31, 2023 | 36.37% |
July 31, 2023 | 36.37% |
June 30, 2023 | 36.37% |
May 31, 2023 | 36.37% |
April 30, 2023 | 36.37% |
March 31, 2023 | 36.37% |
February 28, 2023 | 36.37% |
January 31, 2023 | 36.37% |
December 31, 2022 | 36.37% |
November 30, 2022 | 36.37% |
October 31, 2022 | 36.37% |
September 30, 2022 | 36.37% |
August 31, 2022 | 36.37% |
July 31, 2022 | 36.37% |
June 30, 2022 | 36.37% |
May 31, 2022 | 36.37% |
April 30, 2022 | 36.37% |
March 31, 2022 | 36.37% |
Date | Value |
---|---|
February 28, 2022 | 36.37% |
January 31, 2022 | 36.37% |
December 31, 2021 | 36.37% |
November 30, 2021 | 36.37% |
October 31, 2021 | 36.37% |
September 30, 2021 | 36.37% |
August 31, 2021 | 36.37% |
July 31, 2021 | 36.37% |
June 30, 2021 | 36.37% |
May 31, 2021 | 36.37% |
April 30, 2021 | 36.37% |
March 31, 2021 | 36.37% |
February 28, 2021 | 36.37% |
January 31, 2021 | 36.37% |
December 31, 2020 | 36.37% |
November 30, 2020 | 36.37% |
October 31, 2020 | 36.37% |
September 30, 2020 | 36.37% |
August 31, 2020 | 36.37% |
July 31, 2020 | 36.37% |
June 30, 2020 | 36.37% |
May 31, 2020 | 36.37% |
April 30, 2020 | 36.37% |
March 31, 2020 | 36.37% |
February 29, 2020 | 14.53% |
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
14.53%
Minimum
Apr 2019
36.37%
Maximum
Mar 2020
32.36%
Average
36.37%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.523 |
Beta (5Y) | 0.852 |
Alpha (vs YCharts Benchmark) (5Y) | 0.4727 |
Beta (vs YCharts Benchmark) (5Y) | 0.7828 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.01% |
Historical Sharpe Ratio (5Y) | 0.3998 |
Historical Sortino (5Y) | 0.4549 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.33% |