ProShares Inflation Expectations (RINF)
33.43
+0.06
(+0.18%)
USD |
NYSEARCA |
Apr 26, 11:05
RINF Max Drawdown (5Y): 29.20% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 29.20% |
| February 29, 2024 | 29.20% |
| January 31, 2024 | 29.20% |
| December 31, 2023 | 29.20% |
| November 30, 2023 | 29.20% |
| October 31, 2023 | 29.20% |
| September 30, 2023 | 29.20% |
| August 31, 2023 | 29.20% |
| July 31, 2023 | 29.20% |
| June 30, 2023 | 29.20% |
| May 31, 2023 | 29.20% |
| April 30, 2023 | 29.20% |
| March 31, 2023 | 29.20% |
| February 28, 2023 | 29.20% |
| January 31, 2023 | 29.20% |
| December 31, 2022 | 29.20% |
| November 30, 2022 | 29.20% |
| October 31, 2022 | 29.20% |
| September 30, 2022 | 29.20% |
| August 31, 2022 | 29.20% |
| July 31, 2022 | 29.57% |
| June 30, 2022 | 30.17% |
| May 31, 2022 | 30.53% |
| April 30, 2022 | 30.53% |
| March 31, 2022 | 31.27% |
| Date | Value |
|---|---|
| February 28, 2022 | 31.27% |
| January 31, 2022 | 31.27% |
| December 31, 2021 | 31.27% |
| November 30, 2021 | 31.27% |
| October 31, 2021 | 31.27% |
| September 30, 2021 | 31.27% |
| August 31, 2021 | 31.27% |
| July 31, 2021 | 31.27% |
| June 30, 2021 | 31.27% |
| May 31, 2021 | 32.14% |
| April 30, 2021 | 32.26% |
| March 31, 2021 | 33.65% |
| February 28, 2021 | 33.65% |
| January 31, 2021 | 33.65% |
| December 31, 2020 | 33.65% |
| November 30, 2020 | 35.47% |
| October 31, 2020 | 35.47% |
| September 30, 2020 | 35.47% |
| August 31, 2020 | 35.47% |
| July 31, 2020 | 35.47% |
| June 30, 2020 | 35.47% |
| May 31, 2020 | 35.47% |
| April 30, 2020 | 35.47% |
| March 31, 2020 | 35.47% |
| February 29, 2020 | 35.47% |
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
29.20%
Minimum
Aug 2022
35.47%
Maximum
Apr 2019
32.10%
Average
31.27%
Median
Jun 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.731 |
| Beta (5Y) | -0.8041 |
| Alpha (vs YCharts Benchmark) (5Y) | 2.700 |
| Beta (vs YCharts Benchmark) (5Y) | -0.4253 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 13.27% |
| Historical Sharpe Ratio (5Y) | 0.3049 |
| Historical Sortino (5Y) | 0.3847 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.90% |