ProShares UltraShort Financials (SKF)
33.51
-0.33
(-0.98%)
USD |
NYSEARCA |
Nov 15, 16:00
33.41
-0.10
(-0.30%)
After-Hours: 20:00
SKF Max Drawdown (5Y): 95.79% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 95.79% |
| September 30, 2024 | 95.44% |
| August 31, 2024 | 95.44% |
| July 31, 2024 | 95.08% |
| June 30, 2024 | 94.79% |
| May 31, 2024 | 94.79% |
| April 30, 2024 | 94.79% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
95.79%
Maximum
Oct 2024
93.19%
Average
94.48%
Median
Apr 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -24.54 |
| Beta (5Y) | -1.903 |
| Alpha (vs YCharts Benchmark) (5Y) | -24.35 |
| Beta (vs YCharts Benchmark) (5Y) | -1.175 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.32% |
| Historical Sharpe Ratio (5Y) | -0.7861 |
| Historical Sortino (5Y) | -1.240 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.46% |