ProShares Ultra SmallCap600 (SAA)

26.74 +0.31 (+1.17%) USD  |  NYSEARCA  |  Dec 24, 16:00
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SAA Max Drawdown (5Y): 74.54% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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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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ProShares UltraPro MidCap400 86.29%
Direxion Daily Mid Cap Bull 3x Shares 86.26%
ProShares Ultra MidCap400 69.19%
Direxion Daily Small Cap Bull 3x Shares 88.09%
ProShares Ultra Russell2000 71.47%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -23.51
Beta (5Y) 2.250
Alpha (vs YCharts Benchmark) (5Y) -17.05
Beta (vs YCharts Benchmark) (5Y) 1.530
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 50.07%
Historical Sharpe Ratio (5Y) 0.1306
Historical Sortino (5Y) 0.175
Monthly Value at Risk (VaR) 5% (5Y Lookback) 18.64%