ProShares Short Financials (SEF)
13.65
+0.14 (+1.04%)
USD |
NYSEARCA |
Jun 28, 16:00
13.65
0.00 (0.00%)
After-Hours: 20:00
SEF Max Drawdown (5Y): 62.06% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 64.73% |
| July 31, 2020 | 64.73% |
| June 30, 2020 | 64.73% |
| May 31, 2020 | 64.73% |
| Date | Value |
|---|---|
| April 30, 2020 | 64.73% |
| March 31, 2020 | 64.73% |
| February 29, 2020 | 64.73% |
| January 31, 2020 | 64.73% |
| December 31, 2019 | 64.73% |
| November 30, 2019 | 64.73% |
| October 31, 2019 | 64.73% |
| September 30, 2019 | 64.73% |
| August 31, 2019 | 64.73% |
| July 31, 2019 | 64.73% |
| June 30, 2019 | 64.73% |
| May 31, 2019 | 64.73% |
| April 30, 2019 | 64.73% |
| March 31, 2019 | 64.73% |
| February 28, 2019 | 66.85% |
| January 31, 2019 | 66.99% |
| December 31, 2018 | 67.46% |
| November 30, 2018 | 72.71% |
| October 31, 2018 | 83.37% |
| September 30, 2018 | 83.47% |
| August 31, 2018 | 83.47% |
| July 31, 2018 | 83.47% |
| June 30, 2018 | 83.47% |
| May 31, 2018 | 83.47% |
| April 30, 2018 | 83.47% |
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
83.47%
Maximum
Jun 2017
69.88%
Average
64.73%
Median
Mar 2019
Max Drawdown (5Y) Benchmarks
| ProShares UltraShort Financials | 94.48% |
| ProShares Ultra Financials | 69.99% |
| ProShares UltraShort FTSE China 50 | 88.08% |
| ProShares Short MidCap400 | 64.11% |
| ProShares UltraShort MSCI Brazil Capped | 97.94% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.900 |
| Beta (5Y) | -0.9883 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.60% |
| Historical Sharpe Ratio (5Y) | -0.6394 |
| Historical Sortino (5Y) | -1.320 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.98% |