ProShares Short Financials (SEF)
34.75
-0.18
(-0.53%)
USD |
NYSEARCA |
Nov 15, 16:00
34.89
+0.14
(+0.40%)
After-Hours: 20:00
SEF Max Drawdown (5Y): 66.62% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 66.62% |
| September 30, 2024 | 65.39% |
| August 31, 2024 | 65.39% |
| July 31, 2024 | 64.19% |
| June 30, 2024 | 63.53% |
| May 31, 2024 | 63.53% |
| April 30, 2024 | 63.53% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
66.62%
Maximum
Oct 2024
63.36%
Average
63.42%
Median
May 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.280 |
| Beta (5Y) | -1.034 |
| Alpha (vs YCharts Benchmark) (5Y) | -6.051 |
| Beta (vs YCharts Benchmark) (5Y) | -0.6468 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.22% |
| Historical Sharpe Ratio (5Y) | -0.6584 |
| Historical Sortino (5Y) | -1.394 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.24% |