ProShares UltraShort Materials (SMN)
7.728
+0.11
(+1.42%)
USD |
NYSEARCA |
Apr 23, 16:00
7.80
+0.07
(+0.93%)
After-Hours: 20:00
SMN Max Drawdown (5Y): 92.81% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 92.81% |
| February 29, 2024 | 91.93% |
| January 31, 2024 | 91.77% |
| December 31, 2023 | 91.77% |
| November 30, 2023 | 91.64% |
| October 31, 2023 | 91.64% |
| September 30, 2023 | 91.64% |
| August 31, 2023 | 91.64% |
| July 31, 2023 | 91.64% |
| June 30, 2023 | 91.51% |
| May 31, 2023 | 91.51% |
| April 30, 2023 | 91.51% |
| March 31, 2023 | 91.51% |
| February 28, 2023 | 91.51% |
| January 31, 2023 | 91.34% |
| December 31, 2022 | 90.73% |
| November 30, 2022 | 90.72% |
| October 31, 2022 | 90.72% |
| September 30, 2022 | 90.72% |
| August 31, 2022 | 90.72% |
| July 31, 2022 | 90.72% |
| June 30, 2022 | 90.72% |
| May 31, 2022 | 90.72% |
| April 30, 2022 | 90.72% |
| March 31, 2022 | 90.41% |
| Date | Value |
|---|---|
| February 28, 2022 | 89.37% |
| January 31, 2022 | 89.37% |
| December 31, 2021 | 89.14% |
| November 30, 2021 | 88.90% |
| October 31, 2021 | 88.11% |
| September 30, 2021 | 88.11% |
| August 31, 2021 | 88.11% |
| July 31, 2021 | 88.11% |
| June 30, 2021 | 88.11% |
| May 31, 2021 | 88.11% |
| April 30, 2021 | 88.11% |
| March 31, 2021 | 88.11% |
| February 28, 2021 | 88.11% |
| January 31, 2021 | 88.11% |
| December 31, 2020 | 88.11% |
| November 30, 2020 | 88.11% |
| October 31, 2020 | 85.87% |
| September 30, 2020 | 85.87% |
| August 31, 2020 | 84.78% |
| July 31, 2020 | 83.81% |
| June 30, 2020 | 81.50% |
| May 31, 2020 | 80.51% |
| April 30, 2020 | 80.51% |
| March 31, 2020 | 82.39% |
| February 29, 2020 | 85.55% |
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
80.51%
Minimum
Apr 2020
92.81%
Maximum
Mar 2024
88.55%
Average
88.50%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.509 |
| Beta (5Y) | -2.152 |
| Alpha (vs YCharts Benchmark) (5Y) | -7.509 |
| Beta (vs YCharts Benchmark) (5Y) | -2.152 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.93% |
| Historical Sharpe Ratio (5Y) | -0.7131 |
| Historical Sortino (5Y) | -1.380 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.57% |