ProShares UltraPro Short S&P500 (SPXU)
23.03
+0.87
(+3.93%)
USD |
NYSEARCA |
Nov 15, 16:00
22.97
-0.06
(-0.26%)
After-Hours: 20:00
SPXU Max Drawdown (5Y): 97.50% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 97.50% |
| September 30, 2024 | 97.37% |
| August 31, 2024 | 97.24% |
| July 31, 2024 | 97.24% |
| June 30, 2024 | 96.99% |
| May 31, 2024 | 96.95% |
| April 30, 2024 | 96.95% |
| March 31, 2024 | 96.95% |
| February 29, 2024 | 96.95% |
| January 31, 2024 | 96.95% |
| December 31, 2023 | 96.95% |
| November 30, 2023 | 96.95% |
| October 31, 2023 | 96.95% |
| September 30, 2023 | 96.95% |
| August 31, 2023 | 96.95% |
| July 31, 2023 | 96.95% |
| June 30, 2023 | 96.95% |
| May 31, 2023 | 96.95% |
| April 30, 2023 | 96.95% |
| March 31, 2023 | 96.95% |
| February 28, 2023 | 96.95% |
| January 31, 2023 | 96.95% |
| December 31, 2022 | 96.95% |
| November 30, 2022 | 96.95% |
| October 31, 2022 | 96.95% |
| Date | Value |
|---|---|
| September 30, 2022 | 96.95% |
| August 31, 2022 | 96.95% |
| July 31, 2022 | 96.95% |
| June 30, 2022 | 96.95% |
| May 31, 2022 | 96.95% |
| April 30, 2022 | 96.95% |
| March 31, 2022 | 96.95% |
| February 28, 2022 | 96.95% |
| January 31, 2022 | 96.95% |
| December 31, 2021 | 96.95% |
| November 30, 2021 | 96.95% |
| October 31, 2021 | 96.95% |
| September 30, 2021 | 96.95% |
| August 31, 2021 | 96.93% |
| July 31, 2021 | 96.67% |
| June 30, 2021 | 96.57% |
| May 31, 2021 | 96.57% |
| April 30, 2021 | 96.57% |
| March 31, 2021 | 96.22% |
| February 28, 2021 | 96.22% |
| January 31, 2021 | 96.22% |
| December 31, 2020 | 96.22% |
| November 30, 2020 | 96.01% |
| October 31, 2020 | 95.49% |
| September 30, 2020 | 95.47% |
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
94.73%
Minimum
Apr 2020
97.50%
Maximum
Oct 2024
96.56%
Average
96.95%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
| ProShares Short S&P500 | 63.90% |
| Direxion Daily S&P 500® Bear 3X ETF | 97.46% |
| ProShares UltraShort S&P500 | 89.63% |
| Direxion Daily S&P 500® Bear 1X ETF | 63.32% |
| Direxion Daily Semicondct Bear 3X ETF | 99.97% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -25.89 |
| Beta (5Y) | -2.553 |
| Alpha (vs YCharts Benchmark) (5Y) | -27.33 |
| Beta (vs YCharts Benchmark) (5Y) | -1.457 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 55.46% |
| Historical Sharpe Ratio (5Y) | -0.8681 |
| Historical Sortino (5Y) | -1.789 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.11% |