ProShares UltraShort Financials (SKF)
22.49
+0.25 (+1.12%)
USD |
NYSEARCA |
Jun 29, 16:00
22.49
0.00 (0.00%)
After-Hours: 20:00
SKF Max Drawdown (5Y): 94.48% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 88.82% |
| July 31, 2020 | 88.82% |
| June 30, 2020 | 88.82% |
| May 31, 2020 | 88.82% |
| Date | Value |
|---|---|
| April 30, 2020 | 88.82% |
| March 31, 2020 | 88.82% |
| February 29, 2020 | 88.82% |
| January 31, 2020 | 88.82% |
| December 31, 2019 | 88.82% |
| November 30, 2019 | 88.82% |
| October 31, 2019 | 88.82% |
| September 30, 2019 | 88.82% |
| August 31, 2019 | 88.82% |
| July 31, 2019 | 88.82% |
| June 30, 2019 | 88.82% |
| May 31, 2019 | 88.82% |
| April 30, 2019 | 88.82% |
| March 31, 2019 | 88.82% |
| February 28, 2019 | 91.18% |
| January 31, 2019 | 91.26% |
| December 31, 2018 | 91.61% |
| November 30, 2018 | 94.61% |
| October 31, 2018 | 98.24% |
| September 30, 2018 | 98.26% |
| August 31, 2018 | 98.26% |
| July 31, 2018 | 98.26% |
| June 30, 2018 | 98.26% |
| May 31, 2018 | 98.26% |
| April 30, 2018 | 98.26% |
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
Mar 2019
98.26%
Maximum
Jun 2017
93.27%
Average
94.48%
Median
Apr 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.74 |
| Beta (5Y) | -1.747 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.42% |
| Historical Sharpe Ratio (5Y) | -0.7057 |
| Historical Sortino (5Y) | -1.062 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.95% |