ProShares UltraShort S&P500 (SDS)
38.52
-0.14 (-0.36%)
USD |
NYSEARCA |
Aug 16, 16:00
38.50
-0.02 (-0.05%)
After-Hours: 20:00
SDS Max Drawdown (5Y): 88.24% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 88.24% |
| June 30, 2022 | 88.24% |
| May 31, 2022 | 88.24% |
| April 30, 2022 | 88.24% |
| March 31, 2022 | 88.24% |
| February 28, 2022 | 88.24% |
| January 31, 2022 | 88.24% |
| December 31, 2021 | 88.24% |
| November 30, 2021 | 88.24% |
| October 31, 2021 | 88.24% |
| September 30, 2021 | 88.24% |
| August 31, 2021 | 88.21% |
| July 31, 2021 | 87.55% |
| June 30, 2021 | 87.28% |
| May 31, 2021 | 87.28% |
| April 30, 2021 | 87.28% |
| March 31, 2021 | 86.48% |
| February 28, 2021 | 86.48% |
| January 31, 2021 | 86.48% |
| December 31, 2020 | 86.48% |
| November 30, 2020 | 85.96% |
| October 31, 2020 | 84.87% |
| September 30, 2020 | 84.87% |
| August 31, 2020 | 84.66% |
| July 31, 2020 | 84.66% |
| Date | Value |
|---|---|
| June 30, 2020 | 84.66% |
| May 31, 2020 | 84.66% |
| April 30, 2020 | 84.66% |
| March 31, 2020 | 86.01% |
| February 29, 2020 | 86.59% |
| January 31, 2020 | 86.77% |
| December 31, 2019 | 86.77% |
| November 30, 2019 | 86.77% |
| October 31, 2019 | 86.77% |
| September 30, 2019 | 86.77% |
| August 31, 2019 | 86.77% |
| July 31, 2019 | 86.77% |
| June 30, 2019 | 86.77% |
| May 31, 2019 | 86.77% |
| April 30, 2019 | 86.77% |
| March 31, 2019 | 86.77% |
| February 28, 2019 | 88.46% |
| January 31, 2019 | 88.46% |
| December 31, 2018 | 88.48% |
| November 30, 2018 | 89.46% |
| October 31, 2018 | 93.43% |
| September 30, 2018 | 93.56% |
| August 31, 2018 | 93.56% |
| July 31, 2018 | 93.56% |
| June 30, 2018 | 93.56% |
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
84.66%
Minimum
Apr 2020
93.56%
Maximum
Aug 2017
88.64%
Average
88.22%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.491 |
| Beta (5Y) | -1.759 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.02% |
| Historical Sharpe Ratio (5Y) | -0.7373 |
| Historical Sortino (5Y) | -1.491 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.20% |