ProShares UltraShort Real Estate (SRS)
16.90
-0.28
(-1.63%)
USD |
NYSEARCA |
Apr 26, 10:25
SRS Max Drawdown (5Y): 84.47% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 84.47% |
| February 29, 2024 | 84.47% |
| January 31, 2024 | 84.47% |
| December 31, 2023 | 84.47% |
| November 30, 2023 | 84.47% |
| October 31, 2023 | 84.47% |
| September 30, 2023 | 84.47% |
| August 31, 2023 | 84.47% |
| July 31, 2023 | 84.47% |
| June 30, 2023 | 84.47% |
| May 31, 2023 | 84.47% |
| April 30, 2023 | 84.47% |
| March 31, 2023 | 84.47% |
| February 28, 2023 | 84.47% |
| January 31, 2023 | 84.47% |
| December 31, 2022 | 84.47% |
| November 30, 2022 | 84.47% |
| October 31, 2022 | 84.47% |
| September 30, 2022 | 84.47% |
| August 31, 2022 | 84.47% |
| July 31, 2022 | 84.47% |
| June 30, 2022 | 84.47% |
| May 31, 2022 | 84.47% |
| April 30, 2022 | 84.47% |
| March 31, 2022 | 84.47% |
| Date | Value |
|---|---|
| February 28, 2022 | 84.47% |
| January 31, 2022 | 84.47% |
| December 31, 2021 | 84.47% |
| November 30, 2021 | 83.13% |
| October 31, 2021 | 83.13% |
| September 30, 2021 | 83.13% |
| August 31, 2021 | 82.32% |
| July 31, 2021 | 81.61% |
| June 30, 2021 | 82.73% |
| May 31, 2021 | 84.99% |
| April 30, 2021 | 86.18% |
| March 31, 2021 | 86.18% |
| February 28, 2021 | 86.18% |
| January 31, 2021 | 86.18% |
| December 31, 2020 | 86.18% |
| November 30, 2020 | 86.18% |
| October 31, 2020 | 86.18% |
| September 30, 2020 | 86.18% |
| August 31, 2020 | 86.18% |
| July 31, 2020 | 86.18% |
| June 30, 2020 | 86.18% |
| May 31, 2020 | 86.18% |
| April 30, 2020 | 86.18% |
| March 31, 2020 | 86.18% |
| February 29, 2020 | 86.91% |
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
81.61%
Minimum
Jul 2021
91.69%
Maximum
Apr 2019
85.61%
Average
84.47%
Median
Dec 2021
Max Drawdown (5Y) Benchmarks
| ProShares Short Real Estate | 58.67% |
| ProShares Ultra Real Estate | 70.49% |
| ProShares UltraShort Dow30 | 87.23% |
| ProShares UltraShort FTSE China 50 | 88.04% |
| ProShares UltraShort Financials | 94.79% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.604 |
| Beta (5Y) | -1.748 |
| Alpha (vs YCharts Benchmark) (5Y) | 1.604 |
| Beta (vs YCharts Benchmark) (5Y) | -1.748 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.25% |
| Historical Sharpe Ratio (5Y) | -0.4307 |
| Historical Sortino (5Y) | -0.9225 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.46% |