ProShares UltraPro Short MidCap400 (SMDD)
30.07
-3.57 (-10.60%)
USD |
NYSEARCA |
Jun 24, 16:00
30.07
0.00 (0.00%)
Pre-Market: 20:00
SMDD Max Drawdown (5Y): 97.08% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 97.08% |
| April 30, 2022 | 97.08% |
| March 31, 2022 | 97.08% |
| February 28, 2022 | 97.08% |
| January 31, 2022 | 97.08% |
| December 31, 2021 | 97.08% |
| November 30, 2021 | 97.08% |
| October 31, 2021 | 97.08% |
| September 30, 2021 | 97.08% |
| August 31, 2021 | 97.08% |
| July 31, 2021 | 97.08% |
| June 30, 2021 | 97.08% |
| May 31, 2021 | 97.08% |
| April 30, 2021 | 97.08% |
| March 31, 2021 | 96.78% |
| February 28, 2021 | 96.35% |
| January 31, 2021 | 96.35% |
| December 31, 2020 | 96.35% |
| November 30, 2020 | 96.16% |
| October 31, 2020 | 96.11% |
| September 30, 2020 | 96.11% |
| August 31, 2020 | 96.11% |
| July 31, 2020 | 96.11% |
| June 30, 2020 | 96.11% |
| May 31, 2020 | 96.11% |
| Date | Value |
|---|---|
| April 30, 2020 | 96.11% |
| March 31, 2020 | 96.99% |
| February 29, 2020 | 97.18% |
| January 31, 2020 | 97.30% |
| December 31, 2019 | 97.30% |
| November 30, 2019 | 97.30% |
| October 31, 2019 | 97.30% |
| September 30, 2019 | 97.30% |
| August 31, 2019 | 97.30% |
| July 31, 2019 | 97.30% |
| June 30, 2019 | 97.30% |
| May 31, 2019 | 97.30% |
| April 30, 2019 | 97.30% |
| March 31, 2019 | 97.30% |
| February 28, 2019 | 97.30% |
| January 31, 2019 | 97.30% |
| December 31, 2018 | 97.30% |
| November 30, 2018 | 97.30% |
| October 31, 2018 | 97.30% |
| September 30, 2018 | 97.30% |
| August 31, 2018 | 97.30% |
| July 31, 2018 | 97.30% |
| June 30, 2018 | 97.30% |
| May 31, 2018 | 97.30% |
| April 30, 2018 | 97.30% |
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
96.11%
Minimum
May 2020
97.30%
Maximum
Jun 2017
97.03%
Average
97.30%
Median
Jun 2017
Max Drawdown (5Y) Benchmarks
| ProShares Short MidCap400 | 64.11% |
| ProShares UltraShort MidCap400 | 88.27% |
| Direxion Daily Mid Cap Bull 3X ETF | 86.26% |
| ProShares Ultra MidCap400 | 69.19% |
| ProShares UltraPro MidCap400 | 86.29% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.375 |
| Beta (5Y) | -2.860 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 74.73% |
| Historical Sharpe Ratio (5Y) | -0.481 |
| Historical Sortino (5Y) | -1.077 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.89% |