ProShares Ultra SmallCap600 (SAA)
24.61
+0.54
(+2.25%)
USD |
NYSEARCA |
May 09, 16:00
SAA Max Drawdown (5Y): 74.54% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 74.54% |
March 31, 2024 | 74.54% |
February 29, 2024 | 74.54% |
January 31, 2024 | 74.54% |
December 31, 2023 | 74.54% |
November 30, 2023 | 74.54% |
October 31, 2023 | 74.54% |
September 30, 2023 | 74.54% |
August 31, 2023 | 74.54% |
July 31, 2023 | 74.54% |
June 30, 2023 | 74.54% |
May 31, 2023 | 74.54% |
April 30, 2023 | 74.54% |
March 31, 2023 | 74.54% |
February 28, 2023 | 74.54% |
January 31, 2023 | 74.54% |
December 31, 2022 | 74.54% |
November 30, 2022 | 74.54% |
October 31, 2022 | 74.54% |
September 30, 2022 | 74.54% |
August 31, 2022 | 74.54% |
July 31, 2022 | 74.54% |
June 30, 2022 | 74.54% |
May 31, 2022 | 74.54% |
April 30, 2022 | 74.54% |
Date | Value |
---|---|
March 31, 2022 | 74.54% |
February 28, 2022 | 74.54% |
January 31, 2022 | 74.54% |
December 31, 2021 | 74.54% |
November 30, 2021 | 74.54% |
October 31, 2021 | 74.54% |
September 30, 2021 | 74.54% |
August 31, 2021 | 74.54% |
July 31, 2021 | 74.54% |
June 30, 2021 | 74.54% |
May 31, 2021 | 74.54% |
April 30, 2021 | 74.54% |
March 31, 2021 | 74.54% |
February 28, 2021 | 74.54% |
January 31, 2021 | 74.54% |
December 31, 2020 | 74.54% |
November 30, 2020 | 74.54% |
October 31, 2020 | 74.54% |
September 30, 2020 | 74.54% |
August 31, 2020 | 74.54% |
July 31, 2020 | 74.54% |
June 30, 2020 | 74.54% |
May 31, 2020 | 74.54% |
April 30, 2020 | 74.54% |
March 31, 2020 | 74.54% |
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
48.45%
Minimum
May 2019
74.54%
Maximum
Mar 2020
70.19%
Average
74.54%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
ProShares UltraShort SmallCap600 | 91.14% |
ProShares Short SmallCap600 | 66.61% |
Direxion Daily Small Cap Bull 3X ETF | 88.09% |
ProShares Ultra Russell2000 | 71.47% |
ProShares UltraPro MidCap400 | 86.29% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -24.89 |
Beta (5Y) | 2.267 |
Alpha (vs YCharts Benchmark) (5Y) | -24.89 |
Beta (vs YCharts Benchmark) (5Y) | 2.267 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.61% |
Historical Sharpe Ratio (5Y) | 0.0075 |
Historical Sortino (5Y) | 0.0099 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.64% |