ProShares Ultra SmallCap600 (SAA)
28.90
-0.78
(-2.62%)
USD |
NYSEARCA |
Nov 14, 16:00
28.92
+0.02
(+0.07%)
Pre-Market: 20:00
SAA Max Drawdown (5Y): 74.54% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 74.54% |
September 30, 2024 | 74.54% |
August 31, 2024 | 74.54% |
July 31, 2024 | 74.54% |
June 30, 2024 | 74.54% |
May 31, 2024 | 74.54% |
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% |
Date | Value |
---|---|
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% |
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% |
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
Nov 2019
74.54%
Maximum
Mar 2020
72.80%
Average
74.54%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -24.92 |
Beta (5Y) | 2.223 |
Alpha (vs YCharts Benchmark) (5Y) | -17.85 |
Beta (vs YCharts Benchmark) (5Y) | 1.514 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.82% |
Historical Sharpe Ratio (5Y) | 0.0757 |
Historical Sortino (5Y) | 0.1012 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.64% |