ProShares Ultra Technology (ROM)

74.76 +0.18 (+0.24%) USD  |  NYSEARCA  |  Dec 26, 16:00
74.76 0.00 (0.00%) After-Hours: 05:11
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ROM Max Drawdown (5Y): 67.55% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Direxion Daily Technology Bull 3x Shares 77.96%
ProShares UltraPro QQQ 81.65%
ProShares Ultra QQQ 63.68%
ProShares Ultra Semiconductors 77.85%
Direxion Daily Semiconductor Bull 3X Shares 90.46%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -2.477
Beta (5Y) 2.327
Alpha (vs YCharts Benchmark) (5Y) 8.033
Beta (vs YCharts Benchmark) (5Y) 1.334
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 49.64%
Historical Sharpe Ratio (5Y) 0.5761
Historical Sortino (5Y) 0.86
Monthly Value at Risk (VaR) 5% (5Y Lookback) 22.07%