ProShares Short S&P500 (SH)
42.89
+0.58
(+1.37%)
USD |
NYSEARCA |
Nov 15, 16:00
42.86
-0.03
(-0.07%)
After-Hours: 20:00
SH Max Drawdown (5Y): 63.90% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 63.90% |
| September 30, 2024 | 63.32% |
| August 31, 2024 | 63.15% |
| July 31, 2024 | 63.15% |
| June 30, 2024 | 62.21% |
| May 31, 2024 | 62.21% |
| April 30, 2024 | 62.21% |
| March 31, 2024 | 62.21% |
| February 29, 2024 | 62.21% |
| January 31, 2024 | 62.21% |
| December 31, 2023 | 62.21% |
| November 30, 2023 | 62.21% |
| October 31, 2023 | 62.21% |
| September 30, 2023 | 62.21% |
| August 31, 2023 | 62.21% |
| July 31, 2023 | 62.21% |
| June 30, 2023 | 62.21% |
| May 31, 2023 | 62.21% |
| April 30, 2023 | 62.21% |
| March 31, 2023 | 62.21% |
| February 28, 2023 | 62.21% |
| January 31, 2023 | 62.21% |
| December 31, 2022 | 62.21% |
| November 30, 2022 | 62.21% |
| October 31, 2022 | 62.21% |
| Date | Value |
|---|---|
| September 30, 2022 | 62.21% |
| August 31, 2022 | 62.21% |
| July 31, 2022 | 62.21% |
| June 30, 2022 | 62.21% |
| May 31, 2022 | 62.21% |
| April 30, 2022 | 62.21% |
| March 31, 2022 | 62.21% |
| February 28, 2022 | 62.21% |
| January 31, 2022 | 62.21% |
| December 31, 2021 | 62.21% |
| November 30, 2021 | 62.21% |
| October 31, 2021 | 62.21% |
| September 30, 2021 | 62.21% |
| August 31, 2021 | 62.11% |
| July 31, 2021 | 61.12% |
| June 30, 2021 | 60.67% |
| May 31, 2021 | 60.67% |
| April 30, 2021 | 60.67% |
| March 31, 2021 | 59.70% |
| February 28, 2021 | 59.70% |
| January 31, 2021 | 59.70% |
| December 31, 2020 | 59.70% |
| November 30, 2020 | 59.70% |
| October 31, 2020 | 59.70% |
| September 30, 2020 | 59.70% |
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
59.70%
Minimum
Apr 2020
63.90%
Maximum
Oct 2024
61.68%
Average
62.21%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
| ProShares UltraPro Short S&P500 | 97.50% |
| Direxion Daily S&P 500® Bear 3X ETF | 97.46% |
| ProShares UltraShort S&P500 | 89.63% |
| Direxion Daily S&P 500® Bear 1X ETF | 63.32% |
| ProShares Short QQQ | 76.18% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.046 |
| Beta (5Y) | -0.937 |
| Alpha (vs YCharts Benchmark) (5Y) | -8.425 |
| Beta (vs YCharts Benchmark) (5Y) | -0.5453 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.83% |
| Historical Sharpe Ratio (5Y) | -0.8612 |
| Historical Sortino (5Y) | -1.697 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.61% |