ProShares UltraPro Short Dow30 (SDOW)
8.70
-0.12 (-1.36%)
USD |
Apr 16, 20:00
SDOW Max Drawdown (5Y): 96.34% for March 31, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 95.34% |
| July 31, 2020 | 94.99% |
| June 30, 2020 | 94.99% |
| May 31, 2020 | 93.62% |
| April 30, 2020 | 92.56% |
| March 31, 2020 | 93.55% |
| February 29, 2020 | 94.05% |
| January 31, 2020 | 94.19% |
| December 31, 2019 | 94.19% |
| November 30, 2019 | 94.22% |
| October 31, 2019 | 94.22% |
| September 30, 2019 | 94.22% |
| August 31, 2019 | 94.44% |
| July 31, 2019 | 94.44% |
| June 30, 2019 | 94.44% |
| May 31, 2019 | 94.44% |
| April 30, 2019 | 94.44% |
| March 31, 2019 | 94.44% |
| Date | Value |
|---|---|
| February 28, 2019 | 94.44% |
| January 31, 2019 | 94.44% |
| December 31, 2018 | 94.44% |
| November 30, 2018 | 94.44% |
| October 31, 2018 | 94.44% |
| September 30, 2018 | 94.44% |
| August 31, 2018 | 94.44% |
| July 31, 2018 | 94.44% |
| June 30, 2018 | 94.44% |
| May 31, 2018 | 94.44% |
| April 30, 2018 | 94.44% |
| March 31, 2018 | 94.44% |
| February 28, 2018 | 94.44% |
| January 31, 2018 | 94.44% |
| December 31, 2017 | 94.44% |
| November 30, 2017 | 94.44% |
| October 31, 2017 | 94.44% |
| September 30, 2017 | 94.44% |
| August 31, 2017 | 94.44% |
| July 31, 2017 | 94.44% |
| June 30, 2017 | 94.44% |
| May 31, 2017 | 94.44% |
| April 30, 2017 | 94.44% |
| March 31, 2017 | 94.44% |
| February 28, 2017 | 94.44% |
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
96.34%
Maximum
Dec 2020
94.58%
Average
94.44%
Median
Apr 2016
Max Drawdown (5Y) Benchmarks
| ProShares UltraShort Dow30 | 86.46% |
| ProShares Short Dow30 | 59.12% |
| ProShares Ultra Dow30 | 63.13% |
| ProShares UltraPro Dow30 | 80.29% |
| ProShares UltraShort QQQ | 95.25% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -21.73 |
| Beta (5Y) | -2.230 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.90% |
| Historical Sharpe Ratio (5Y) | -0.8497 |
| Historical Sortino (5Y) | -1.648 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.39% |