ProShares Short Russell2000 (RWM)
18.36
+0.29
(+1.60%)
USD |
NYSEARCA |
Nov 15, 16:00
18.35
-0.01
(-0.05%)
After-Hours: 20:00
RWM Max Drawdown (5Y): 65.76% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 65.76% |
| September 30, 2024 | 65.76% |
| August 31, 2024 | 65.76% |
| July 31, 2024 | 65.76% |
| June 30, 2024 | 65.76% |
| May 31, 2024 | 65.76% |
| April 30, 2024 | 65.76% |
| March 31, 2024 | 65.76% |
| February 29, 2024 | 65.76% |
| January 31, 2024 | 65.76% |
| December 31, 2023 | 65.76% |
| November 30, 2023 | 65.76% |
| October 31, 2023 | 65.76% |
| September 30, 2023 | 65.76% |
| August 31, 2023 | 65.76% |
| July 31, 2023 | 65.76% |
| June 30, 2023 | 65.76% |
| May 31, 2023 | 65.76% |
| April 30, 2023 | 65.76% |
| March 31, 2023 | 65.76% |
| February 28, 2023 | 65.76% |
| January 31, 2023 | 65.76% |
| December 31, 2022 | 65.76% |
| November 30, 2022 | 65.76% |
| October 31, 2022 | 65.76% |
| Date | Value |
|---|---|
| September 30, 2022 | 65.76% |
| August 31, 2022 | 65.76% |
| July 31, 2022 | 65.76% |
| June 30, 2022 | 65.76% |
| May 31, 2022 | 65.76% |
| April 30, 2022 | 65.76% |
| March 31, 2022 | 65.76% |
| February 28, 2022 | 65.76% |
| January 31, 2022 | 65.76% |
| December 31, 2021 | 65.76% |
| November 30, 2021 | 65.76% |
| October 31, 2021 | 65.76% |
| September 30, 2021 | 65.76% |
| August 31, 2021 | 65.76% |
| July 31, 2021 | 65.76% |
| June 30, 2021 | 65.76% |
| May 31, 2021 | 65.76% |
| April 30, 2021 | 65.76% |
| March 31, 2021 | 65.76% |
| February 28, 2021 | 64.55% |
| January 31, 2021 | 63.11% |
| December 31, 2020 | 63.11% |
| November 30, 2020 | 63.10% |
| October 31, 2020 | 63.10% |
| September 30, 2020 | 63.10% |
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
63.10%
Minimum
May 2020
67.68%
Maximum
Nov 2019
65.47%
Average
65.76%
Median
Mar 2021
Max Drawdown (5Y) Benchmarks
| Direxion Daily Small Cap Bear 3X ETF | 98.39% |
| ProShares UltraShort Russell2000 | 91.46% |
| ProShares UltraPro Short Russell2000 | 99.69% |
| ProShares Short Dow30 | 60.32% |
| ProShares UltraShort QQQ | 95.62% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.073 |
| Beta (5Y) | -1.153 |
| Alpha (vs YCharts Benchmark) (5Y) | -4.083 |
| Beta (vs YCharts Benchmark) (5Y) | -0.7028 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.03% |
| Historical Sharpe Ratio (5Y) | -0.5223 |
| Historical Sortino (5Y) | -1.029 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.52% |