ProShares UltraPro Short S&P500 (SPXU)
36.04
+0.05
(+0.14%)
USD |
NYSEARCA |
Apr 24, 16:00
36.66
+0.62
(+1.72%)
After-Hours: 06:22
SPXU Max Drawdown (5Y): 96.95% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 95.17% |
| July 31, 2020 | 94.73% |
| June 30, 2020 | 94.73% |
| May 31, 2020 | 94.73% |
| April 30, 2020 | 94.73% |
| March 31, 2020 | 95.49% |
| February 29, 2020 | 95.79% |
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
96.95%
Maximum
Sep 2021
96.41%
Average
96.95%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
| Direxion Daily S&P 500® Bear 3X ETF | 97.01% |
| ProShares UltraShort S&P500 | 88.24% |
| ProShares Short S&P500 | 62.21% |
| Direxion Daily S&P 500® Bear 1X ETF | 61.40% |
| ProShares Ultra S&P500 | 59.34% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.79 |
| Beta (5Y) | -2.560 |
| Alpha (vs YCharts Benchmark) (5Y) | -14.79 |
| Beta (vs YCharts Benchmark) (5Y) | -2.560 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 55.52% |
| Historical Sharpe Ratio (5Y) | -0.8684 |
| Historical Sortino (5Y) | -1.794 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.28% |