ProShares S&P 500 Ex-Financials ETF (SPXN)
75.23
+0.63
(+0.84%)
USD |
NYSEARCA |
Jan 09, 16:00
74.78
-0.45
(-0.60%)
After-Hours: 20:00
SPXN Max Drawdown (5Y): 24.46% for Dec. 31, 2025
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| ProShares S&P 500 Ex-Health Care ETF | 26.57% |
| ProShares S&P 500 Ex-Energy ETF | 26.49% |
| Siren DIVCON Leaders Dividend ETF | 24.93% |
| VanEck Long/Flat Trend ETF | 25.55% |
| Schwab US Large-Cap ETF | 25.40% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.0841 |
| Beta (5Y) | 1.002 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.0841 |
| Beta (vs YCharts Benchmark) (5Y) | 1.002 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.11% |
| Historical Sharpe Ratio (5Y) | 0.7374 |
| Historical Sortino (5Y) | 1.078 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.21% |