ProShares UltraShort S&P500 (SDS)
20.03
+0.51
(+2.61%)
USD |
NYSEARCA |
Nov 15, 16:00
20.00
-0.03
(-0.15%)
After-Hours: 20:00
SDS Max Drawdown (5Y): 89.63% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 89.63% |
| September 30, 2024 | 89.30% |
| August 31, 2024 | 89.02% |
| July 31, 2024 | 89.02% |
| June 30, 2024 | 88.40% |
| May 31, 2024 | 88.24% |
| April 30, 2024 | 88.24% |
| March 31, 2024 | 88.24% |
| February 29, 2024 | 88.24% |
| January 31, 2024 | 88.24% |
| December 31, 2023 | 88.24% |
| November 30, 2023 | 88.24% |
| October 31, 2023 | 88.24% |
| September 30, 2023 | 88.24% |
| August 31, 2023 | 88.24% |
| July 31, 2023 | 88.24% |
| June 30, 2023 | 88.24% |
| May 31, 2023 | 88.24% |
| April 30, 2023 | 88.24% |
| March 31, 2023 | 88.24% |
| February 28, 2023 | 88.24% |
| January 31, 2023 | 88.24% |
| December 31, 2022 | 88.24% |
| November 30, 2022 | 88.24% |
| October 31, 2022 | 88.24% |
| Date | Value |
|---|---|
| September 30, 2022 | 88.24% |
| August 31, 2022 | 88.24% |
| 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% |
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
89.63%
Maximum
Oct 2024
87.54%
Average
88.24%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
| Direxion Daily S&P 500® Bear 3X ETF | 97.46% |
| ProShares UltraPro Short S&P500 | 97.50% |
| Direxion Daily S&P 500® Bear 1X ETF | 63.32% |
| ProShares Short S&P500 | 63.90% |
| ProShares UltraShort QQQ | 95.62% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -16.82 |
| Beta (5Y) | -1.792 |
| Alpha (vs YCharts Benchmark) (5Y) | -17.69 |
| Beta (vs YCharts Benchmark) (5Y) | -1.034 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.37% |
| Historical Sharpe Ratio (5Y) | -0.8684 |
| Historical Sortino (5Y) | -1.751 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.93% |