ProShares UltraShort Financials (SKF)
12.98
-0.30
(-2.26%)
USD |
NYSEARCA |
Apr 19, 16:00
12.98
0.00 (0.00%)
After-Hours: 16:26
SKF Max Drawdown (5Y): 94.79% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 94.79% |
February 29, 2024 | 94.48% |
January 31, 2024 | 94.48% |
December 31, 2023 | 94.48% |
November 30, 2023 | 94.48% |
October 31, 2023 | 94.48% |
September 30, 2023 | 94.48% |
August 31, 2023 | 94.48% |
July 31, 2023 | 94.48% |
June 30, 2023 | 94.48% |
May 31, 2023 | 94.48% |
April 30, 2023 | 94.48% |
March 31, 2023 | 94.48% |
February 28, 2023 | 94.48% |
January 31, 2023 | 94.48% |
December 31, 2022 | 94.48% |
November 30, 2022 | 94.48% |
October 31, 2022 | 94.48% |
September 30, 2022 | 94.48% |
August 31, 2022 | 94.48% |
July 31, 2022 | 94.48% |
June 30, 2022 | 94.48% |
May 31, 2022 | 94.48% |
April 30, 2022 | 94.48% |
March 31, 2022 | 94.48% |
Date | Value |
---|---|
February 28, 2022 | 94.48% |
January 31, 2022 | 94.48% |
December 31, 2021 | 94.48% |
November 30, 2021 | 94.48% |
October 31, 2021 | 94.48% |
September 30, 2021 | 94.48% |
August 31, 2021 | 94.48% |
July 31, 2021 | 94.48% |
June 30, 2021 | 94.48% |
May 31, 2021 | 94.48% |
April 30, 2021 | 94.48% |
March 31, 2021 | 94.04% |
February 28, 2021 | 93.61% |
January 31, 2021 | 92.54% |
December 31, 2020 | 88.82% |
November 30, 2020 | 88.82% |
October 31, 2020 | 88.82% |
September 30, 2020 | 88.82% |
August 31, 2020 | 88.82% |
July 31, 2020 | 88.82% |
June 30, 2020 | 88.82% |
May 31, 2020 | 88.82% |
April 30, 2020 | 88.82% |
March 31, 2020 | 88.82% |
February 29, 2020 | 88.82% |
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
88.82%
Minimum
Apr 2019
94.79%
Maximum
Mar 2024
92.45%
Average
94.48%
Median
Apr 2021
Max Drawdown (5Y) Benchmarks
ProShares Short Financials | 63.53% |
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) | -17.94 |
Beta (5Y) | -1.815 |
Alpha (vs YCharts Benchmark) (5Y) | -17.94 |
Beta (vs YCharts Benchmark) (5Y) | -1.815 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.28% |
Historical Sharpe Ratio (5Y) | -0.7964 |
Historical Sortino (5Y) | -1.263 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.46% |