ProShares UltraPro Short MidCap400 (SMDD)
10.65
-0.31
(-2.83%)
USD |
NYSEARCA |
May 09, 16:00
10.71
+0.06
(+0.56%)
After-Hours: 20:00
SMDD Max Drawdown (5Y): 98.30% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 98.30% |
| March 31, 2024 | 98.30% |
| February 29, 2024 | 98.00% |
| January 31, 2024 | 97.80% |
| December 31, 2023 | 97.80% |
| November 30, 2023 | 97.53% |
| October 31, 2023 | 97.53% |
| September 30, 2023 | 97.53% |
| August 31, 2023 | 97.53% |
| July 31, 2023 | 97.53% |
| June 30, 2023 | 97.43% |
| May 31, 2023 | 97.43% |
| April 30, 2023 | 97.43% |
| March 31, 2023 | 97.43% |
| February 28, 2023 | 97.43% |
| January 31, 2023 | 97.20% |
| December 31, 2022 | 97.08% |
| November 30, 2022 | 97.08% |
| October 31, 2022 | 97.08% |
| September 30, 2022 | 97.08% |
| August 31, 2022 | 97.08% |
| July 31, 2022 | 97.08% |
| June 30, 2022 | 97.08% |
| May 31, 2022 | 97.08% |
| April 30, 2022 | 97.08% |
| Date | Value |
|---|---|
| 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% |
| April 30, 2020 | 96.11% |
| March 31, 2020 | 96.99% |
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
98.30%
Maximum
Mar 2024
97.09%
Average
97.08%
Median
Apr 2021
Max Drawdown (5Y) Benchmarks
| ProShares UltraShort MidCap400 | 91.25% |
| ProShares Short MidCap400 | 66.42% |
| ProShares Ultra MidCap400 | 69.19% |
| ProShares UltraPro MidCap400 | 86.29% |
| Direxion Daily Mid Cap Bull 3X ETF | 86.26% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.94 |
| Beta (5Y) | -2.949 |
| Alpha (vs YCharts Benchmark) (5Y) | -13.94 |
| Beta (vs YCharts Benchmark) (5Y) | -2.949 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 77.44% |
| Historical Sharpe Ratio (5Y) | -0.6043 |
| Historical Sortino (5Y) | -1.368 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.40% |