ProShares Short Financials (SEF)
10.55
+0.06
(+0.57%)
USD |
NYSEARCA |
Apr 25, 16:00
10.53
-0.02
(-0.19%)
After-Hours: 20:00
SEF Max Drawdown (5Y): 63.53% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 63.53% |
| February 29, 2024 | 62.09% |
| January 31, 2024 | 62.06% |
| December 31, 2023 | 62.06% |
| November 30, 2023 | 62.06% |
| October 31, 2023 | 62.06% |
| September 30, 2023 | 62.06% |
| August 31, 2023 | 62.06% |
| July 31, 2023 | 62.06% |
| June 30, 2023 | 62.06% |
| May 31, 2023 | 62.06% |
| April 30, 2023 | 62.06% |
| March 31, 2023 | 62.06% |
| February 28, 2023 | 62.06% |
| January 31, 2023 | 62.06% |
| December 31, 2022 | 62.06% |
| November 30, 2022 | 62.06% |
| October 31, 2022 | 62.06% |
| September 30, 2022 | 62.06% |
| August 31, 2022 | 62.06% |
| July 31, 2022 | 62.06% |
| June 30, 2022 | 62.06% |
| May 31, 2022 | 62.06% |
| April 30, 2022 | 62.06% |
| March 31, 2022 | 62.06% |
| Date | Value |
|---|---|
| February 28, 2022 | 62.06% |
| January 31, 2022 | 62.06% |
| December 31, 2021 | 62.97% |
| November 30, 2021 | 63.42% |
| October 31, 2021 | 63.42% |
| September 30, 2021 | 63.42% |
| August 31, 2021 | 63.42% |
| July 31, 2021 | 63.42% |
| June 30, 2021 | 63.42% |
| May 31, 2021 | 63.42% |
| April 30, 2021 | 64.73% |
| March 31, 2021 | 64.73% |
| February 28, 2021 | 64.73% |
| January 31, 2021 | 64.73% |
| December 31, 2020 | 64.73% |
| November 30, 2020 | 64.73% |
| October 31, 2020 | 64.73% |
| September 30, 2020 | 64.73% |
| August 31, 2020 | 64.73% |
| July 31, 2020 | 64.73% |
| June 30, 2020 | 64.73% |
| May 31, 2020 | 64.73% |
| April 30, 2020 | 64.73% |
| March 31, 2020 | 64.73% |
| February 29, 2020 | 64.73% |
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
62.06%
Minimum
Jan 2022
64.73%
Maximum
Apr 2019
63.37%
Average
63.42%
Median
May 2021
Max Drawdown (5Y) Benchmarks
| ProShares UltraShort Financials | 94.79% |
| ProShares Ultra Financials | 69.99% |
| ProShares UltraShort Dow30 | 87.23% |
| ProShares UltraShort FTSE China 50 | 88.04% |
| Direxion Daily MSCI Em Mkts Bear 3X ETF | 96.48% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.756 |
| Beta (5Y) | -0.9928 |
| Alpha (vs YCharts Benchmark) (5Y) | -2.756 |
| Beta (vs YCharts Benchmark) (5Y) | -0.9928 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.22% |
| Historical Sharpe Ratio (5Y) | -0.6769 |
| Historical Sortino (5Y) | -1.446 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.24% |