ProShares UltraPro Short QQQ (SQQQ)
35.09
+2.41
(+7.37%)
USD |
NASDAQ |
Nov 15, 16:00
34.92
-0.17
(-0.48%)
After-Hours: 20:00
SQQQ Max Drawdown (5Y): 99.37% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 99.37% |
| September 30, 2024 | 99.37% |
| August 31, 2024 | 99.37% |
| July 31, 2024 | 99.37% |
| June 30, 2024 | 99.37% |
| May 31, 2024 | 99.37% |
| April 30, 2024 | 99.37% |
| March 31, 2024 | 99.37% |
| February 29, 2024 | 99.37% |
| January 31, 2024 | 99.37% |
| December 31, 2023 | 99.37% |
| November 30, 2023 | 99.37% |
| October 31, 2023 | 99.37% |
| September 30, 2023 | 99.37% |
| August 31, 2023 | 99.37% |
| July 31, 2023 | 99.37% |
| June 30, 2023 | 99.37% |
| May 31, 2023 | 99.37% |
| April 30, 2023 | 99.37% |
| March 31, 2023 | 99.37% |
| February 28, 2023 | 99.37% |
| January 31, 2023 | 99.37% |
| December 31, 2022 | 99.37% |
| November 30, 2022 | 99.37% |
| October 31, 2022 | 99.37% |
| Date | Value |
|---|---|
| September 30, 2022 | 99.37% |
| August 31, 2022 | 99.37% |
| July 31, 2022 | 99.37% |
| June 30, 2022 | 99.37% |
| May 31, 2022 | 99.37% |
| April 30, 2022 | 99.37% |
| March 31, 2022 | 99.37% |
| February 28, 2022 | 99.37% |
| January 31, 2022 | 99.37% |
| December 31, 2021 | 99.37% |
| November 30, 2021 | 99.37% |
| October 31, 2021 | 99.37% |
| September 30, 2021 | 99.37% |
| August 31, 2021 | 99.37% |
| July 31, 2021 | 99.36% |
| June 30, 2021 | 99.36% |
| May 31, 2021 | 99.36% |
| April 30, 2021 | 99.36% |
| March 31, 2021 | 99.28% |
| February 28, 2021 | 99.28% |
| January 31, 2021 | 99.23% |
| December 31, 2020 | 99.23% |
| November 30, 2020 | 99.17% |
| October 31, 2020 | 99.08% |
| September 30, 2020 | 99.08% |
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
97.57%
Minimum
Apr 2020
99.37%
Maximum
Sep 2021
99.15%
Average
99.37%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
| ProShares UltraShort QQQ | 95.62% |
| ProShares Short QQQ | 76.18% |
| ProShares UltraShort Dow30 | 87.23% |
| ProShares UltraShort FTSE China 50 | 88.04% |
| ProShares UltraShort MidCap400 | 91.88% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -37.09 |
| Beta (5Y) | -2.745 |
| Alpha (vs YCharts Benchmark) (5Y) | -39.02 |
| Beta (vs YCharts Benchmark) (5Y) | -1.540 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 64.27% |
| Historical Sharpe Ratio (5Y) | -0.9494 |
| Historical Sortino (5Y) | -1.903 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.54% |