ProShares Short SmallCap600 (SBB)
16.50
+0.13
(+0.79%)
USD |
NYSEARCA |
Apr 25, 16:00
SBB Max Drawdown (5Y): 66.61% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 66.61% |
February 29, 2024 | 66.61% |
January 31, 2024 | 66.61% |
December 31, 2023 | 66.61% |
November 30, 2023 | 66.61% |
October 31, 2023 | 66.61% |
September 30, 2023 | 66.61% |
August 31, 2023 | 66.61% |
July 31, 2023 | 66.61% |
June 30, 2023 | 66.61% |
May 31, 2023 | 66.61% |
April 30, 2023 | 66.61% |
March 31, 2023 | 66.61% |
February 28, 2023 | 66.61% |
January 31, 2023 | 66.61% |
December 31, 2022 | 66.61% |
November 30, 2022 | 66.61% |
October 31, 2022 | 66.61% |
September 30, 2022 | 66.61% |
August 31, 2022 | 66.61% |
July 31, 2022 | 66.61% |
June 30, 2022 | 66.61% |
May 31, 2022 | 66.61% |
April 30, 2022 | 66.61% |
March 31, 2022 | 66.61% |
Date | Value |
---|---|
February 28, 2022 | 66.61% |
January 31, 2022 | 66.61% |
December 31, 2021 | 66.61% |
November 30, 2021 | 66.61% |
October 31, 2021 | 65.33% |
September 30, 2021 | 65.33% |
August 31, 2021 | 65.33% |
July 31, 2021 | 65.33% |
June 30, 2021 | 65.33% |
May 31, 2021 | 65.33% |
April 30, 2021 | 65.76% |
March 31, 2021 | 65.76% |
February 28, 2021 | 65.76% |
January 31, 2021 | 65.76% |
December 31, 2020 | 65.76% |
November 30, 2020 | 65.76% |
October 31, 2020 | 65.76% |
September 30, 2020 | 65.76% |
August 31, 2020 | 65.76% |
July 31, 2020 | 65.76% |
June 30, 2020 | 65.76% |
May 31, 2020 | 65.76% |
April 30, 2020 | 65.76% |
March 31, 2020 | 68.38% |
February 29, 2020 | 68.38% |
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
65.33%
Minimum
May 2021
69.71%
Maximum
Apr 2019
66.68%
Average
66.61%
Median
Nov 2021
Max Drawdown (5Y) Benchmarks
ProShares UltraShort SmallCap600 | 91.14% |
ProShares Ultra SmallCap600 | 74.54% |
ProShares Short MidCap400 | 66.42% |
ProShares UltraShort MidCap400 | 91.25% |
ProShares UltraShort MSCI Brazil Capped | 97.94% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.3771 |
Beta (5Y) | -1.105 |
Alpha (vs YCharts Benchmark) (5Y) | -0.3771 |
Beta (vs YCharts Benchmark) (5Y) | -1.105 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.07% |
Historical Sharpe Ratio (5Y) | -0.5466 |
Historical Sortino (5Y) | -1.078 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.60% |