ProShares UltraShort Bloomberg Crude Oil (SCO)
15.63
+0.02
(+0.13%)
USD |
NYSEARCA |
Apr 24, 16:00
15.63
0.00 (0.00%)
After-Hours: 20:00
SCO Max Drawdown (5Y): 98.63% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 98.63% |
| February 29, 2024 | 98.63% |
| January 31, 2024 | 98.63% |
| December 31, 2023 | 98.63% |
| November 30, 2023 | 98.63% |
| October 31, 2023 | 98.63% |
| September 30, 2023 | 98.61% |
| August 31, 2023 | 98.46% |
| July 31, 2023 | 98.46% |
| June 30, 2023 | 98.46% |
| May 31, 2023 | 98.46% |
| April 30, 2023 | 98.46% |
| March 31, 2023 | 98.46% |
| February 28, 2023 | 98.46% |
| January 31, 2023 | 98.46% |
| December 31, 2022 | 98.46% |
| November 30, 2022 | 98.46% |
| October 31, 2022 | 98.46% |
| September 30, 2022 | 98.46% |
| August 31, 2022 | 98.46% |
| July 31, 2022 | 98.46% |
| June 30, 2022 | 98.46% |
| May 31, 2022 | 98.20% |
| April 30, 2022 | 97.93% |
| March 31, 2022 | 97.81% |
| Date | Value |
|---|---|
| February 28, 2022 | 96.49% |
| January 31, 2022 | 95.85% |
| December 31, 2021 | 94.68% |
| November 30, 2021 | 94.65% |
| October 31, 2021 | 94.65% |
| September 30, 2021 | 93.58% |
| August 31, 2021 | 92.73% |
| July 31, 2021 | 92.73% |
| June 30, 2021 | 92.36% |
| May 31, 2021 | 90.94% |
| April 30, 2021 | 90.15% |
| March 31, 2021 | 89.98% |
| February 28, 2021 | 89.98% |
| January 31, 2021 | 89.98% |
| December 31, 2020 | 89.98% |
| November 30, 2020 | 89.98% |
| October 31, 2020 | 89.98% |
| September 30, 2020 | 89.98% |
| August 31, 2020 | 89.98% |
| July 31, 2020 | 89.98% |
| June 30, 2020 | 89.98% |
| May 31, 2020 | 89.98% |
| April 30, 2020 | 89.98% |
| March 31, 2020 | 89.98% |
| February 29, 2020 | 89.98% |
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
88.99%
Minimum
Apr 2019
98.63%
Maximum
Mar 2024
94.02%
Average
94.11%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -16.08 |
| Beta (5Y) | -2.418 |
| Alpha (vs YCharts Benchmark) (5Y) | -16.08 |
| Beta (vs YCharts Benchmark) (5Y) | -2.418 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 82.23% |
| Historical Sharpe Ratio (5Y) | -0.5793 |
| Historical Sortino (5Y) | -1.371 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.07% |