ProShares UltraPro Short Dow30 (SDOW)
48.47
+1.00
(+2.11%)
USD |
NYSEARCA |
Nov 15, 16:00
48.43
-0.04
(-0.08%)
After-Hours: 20:00
SDOW Max Drawdown (5Y): 96.65% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 96.65% |
| September 30, 2024 | 96.65% |
| August 31, 2024 | 96.65% |
| July 31, 2024 | 96.65% |
| June 30, 2024 | 96.65% |
| May 31, 2024 | 96.65% |
| April 30, 2024 | 96.65% |
| March 31, 2024 | 96.65% |
| February 29, 2024 | 96.65% |
| January 31, 2024 | 96.65% |
| December 31, 2023 | 96.65% |
| November 30, 2023 | 96.65% |
| October 31, 2023 | 96.65% |
| September 30, 2023 | 96.65% |
| August 31, 2023 | 96.65% |
| July 31, 2023 | 96.65% |
| June 30, 2023 | 96.65% |
| May 31, 2023 | 96.65% |
| April 30, 2023 | 96.65% |
| March 31, 2023 | 96.65% |
| February 28, 2023 | 96.65% |
| January 31, 2023 | 96.65% |
| December 31, 2022 | 96.65% |
| November 30, 2022 | 96.65% |
| October 31, 2022 | 96.65% |
| Date | Value |
|---|---|
| September 30, 2022 | 96.65% |
| August 31, 2022 | 96.65% |
| July 31, 2022 | 96.65% |
| June 30, 2022 | 96.65% |
| May 31, 2022 | 96.65% |
| April 30, 2022 | 96.65% |
| March 31, 2022 | 96.65% |
| February 28, 2022 | 96.65% |
| January 31, 2022 | 96.65% |
| December 31, 2021 | 96.65% |
| November 30, 2021 | 96.65% |
| October 31, 2021 | 96.65% |
| September 30, 2021 | 96.65% |
| August 31, 2021 | 96.65% |
| July 31, 2021 | 96.65% |
| June 30, 2021 | 96.65% |
| May 31, 2021 | 96.65% |
| April 30, 2021 | 96.65% |
| March 31, 2021 | 96.34% |
| February 28, 2021 | 96.34% |
| January 31, 2021 | 96.34% |
| December 31, 2020 | 96.34% |
| November 30, 2020 | 96.26% |
| October 31, 2020 | 95.58% |
| September 30, 2020 | 95.56% |
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
92.56%
Minimum
Apr 2020
96.65%
Maximum
Apr 2021
96.17%
Average
96.65%
Median
Apr 2021
Max Drawdown (5Y) Benchmarks
| ProShares Short Dow30 | 60.32% |
| ProShares UltraShort Dow30 | 87.23% |
| ProShares UltraShort QQQ | 95.62% |
| Direxion Daily Financial Bear 3X ETF | 98.75% |
| Direxion Daily Small Cap Bear 3X ETF | 98.39% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -21.15 |
| Beta (5Y) | -2.337 |
| Alpha (vs YCharts Benchmark) (5Y) | -22.01 |
| Beta (vs YCharts Benchmark) (5Y) | -1.366 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 55.55% |
| Historical Sharpe Ratio (5Y) | -0.7474 |
| Historical Sortino (5Y) | -1.393 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.05% |