ProShares Ultra Health Care (RXL)

45.40 +0.22 (+0.50%) USD  |  NYSEARCA  |  Dec 26, 16:00
45.24 -0.16 (-0.36%) After-Hours: 20:00
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RXL Max Drawdown (5Y): 51.00% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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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 Healthcare Bull 3X Shares 69.19%
ProShares Ultra Energy 93.73%
Direxion Daily MSCI South Korea Bull 3X Shares 93.54%
MicroSectors Oil & Gas Exploration & Prod 3X Lev --
ProShares Ultra Dow30 63.13%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -9.562
Beta (5Y) 1.392
Alpha (vs YCharts Benchmark) (5Y) -3.762
Beta (vs YCharts Benchmark) (5Y) 0.8297
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 33.90%
Historical Sharpe Ratio (5Y) 0.2664
Historical Sortino (5Y) 0.4041
Monthly Value at Risk (VaR) 5% (5Y Lookback) 12.55%