ProShares Short Real Estate (REK)
20.20
-0.07
(-0.33%)
USD |
NYSEARCA |
May 01, 16:00
20.20
0.00 (0.00%)
After-Hours: 18:08
REK Max Drawdown (5Y): 58.67% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 58.67% |
| March 31, 2024 | 58.67% |
| February 29, 2024 | 58.67% |
| January 31, 2024 | 58.67% |
| December 31, 2023 | 58.67% |
| November 30, 2023 | 58.67% |
| October 31, 2023 | 58.67% |
| September 30, 2023 | 58.67% |
| August 31, 2023 | 58.67% |
| July 31, 2023 | 58.67% |
| June 30, 2023 | 58.67% |
| May 31, 2023 | 58.67% |
| April 30, 2023 | 58.67% |
| March 31, 2023 | 58.67% |
| February 28, 2023 | 58.67% |
| January 31, 2023 | 58.67% |
| December 31, 2022 | 58.67% |
| November 30, 2022 | 58.67% |
| October 31, 2022 | 58.67% |
| September 30, 2022 | 58.67% |
| August 31, 2022 | 58.67% |
| July 31, 2022 | 58.67% |
| June 30, 2022 | 58.67% |
| May 31, 2022 | 58.67% |
| April 30, 2022 | 58.67% |
| Date | Value |
|---|---|
| March 31, 2022 | 58.67% |
| February 28, 2022 | 58.67% |
| January 31, 2022 | 58.67% |
| December 31, 2021 | 58.67% |
| November 30, 2021 | 56.08% |
| October 31, 2021 | 55.95% |
| September 30, 2021 | 55.69% |
| August 31, 2021 | 54.67% |
| July 31, 2021 | 53.66% |
| June 30, 2021 | 57.18% |
| May 31, 2021 | 59.68% |
| April 30, 2021 | 61.33% |
| March 31, 2021 | 61.33% |
| February 28, 2021 | 61.33% |
| January 31, 2021 | 61.33% |
| December 31, 2020 | 61.33% |
| November 30, 2020 | 61.33% |
| October 31, 2020 | 61.33% |
| September 30, 2020 | 61.33% |
| August 31, 2020 | 61.33% |
| July 31, 2020 | 61.33% |
| June 30, 2020 | 61.33% |
| May 31, 2020 | 61.33% |
| April 30, 2020 | 61.33% |
| March 31, 2020 | 61.33% |
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
53.66%
Minimum
Jul 2021
64.01%
Maximum
May 2019
59.82%
Average
58.67%
Median
Dec 2021
Max Drawdown (5Y) Benchmarks
| ProShares UltraShort Real Estate | 84.47% |
| ProShares Ultra Real Estate | 70.49% |
| ProShares UltraShort Dow30 | 87.23% |
| ProShares UltraShort FTSE China 50 | 88.04% |
| ProShares UltraShort Financials | 94.79% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.169 |
| Beta (5Y) | -0.9411 |
| Alpha (vs YCharts Benchmark) (5Y) | 3.169 |
| Beta (vs YCharts Benchmark) (5Y) | -0.9411 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.51% |
| Historical Sharpe Ratio (5Y) | -0.2986 |
| Historical Sortino (5Y) | -0.6151 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.28% |