ProShares Ultra SmallCap600 (SAA)
27.92
+0.49
(+1.78%)
USD |
NYSEARCA |
Dec 11, 16:00
27.77
-0.15
(-0.53%)
After-Hours: 20:00
SAA Max Drawdown (5Y): 55.35% for Nov. 30, 2025
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| ProShares UltraPro MidCap400 | 64.60% |
| ProShares Ultra MidCap400 | 45.52% |
| Direxion Daily Mid Cap Bull 3x Shares | 64.15% |
| Direxion Daily Small Cap Bull 3x Shares | 82.37% |
| ProShares Ultra Russell2000 | 61.62% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -20.22 |
| Beta (5Y) | 2.065 |
| Alpha (vs YCharts Benchmark) (5Y) | -11.42 |
| Beta (vs YCharts Benchmark) (5Y) | 1.358 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.92% |
| Historical Sharpe Ratio (5Y) | 0.1203 |
| Historical Sortino (5Y) | 0.2281 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.43% |