ProShares UltraPro Short Russell2000 (SRTY)
17.62
+0.75
(+4.45%)
USD |
NYSEARCA |
Nov 15, 16:00
17.60
-0.02
(-0.11%)
After-Hours: 20:00
SRTY Max Drawdown (5Y): 99.69% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 99.69% |
| September 30, 2024 | 99.68% |
| August 31, 2024 | 99.67% |
| July 31, 2024 | 99.67% |
| June 30, 2024 | 99.67% |
| May 31, 2024 | 99.67% |
| April 30, 2024 | 99.67% |
| March 31, 2024 | 99.67% |
| February 29, 2024 | 99.67% |
| January 31, 2024 | 99.67% |
| December 31, 2023 | 99.67% |
| November 30, 2023 | 99.67% |
| October 31, 2023 | 99.67% |
| September 30, 2023 | 99.67% |
| August 31, 2023 | 99.67% |
| July 31, 2023 | 99.67% |
| June 30, 2023 | 99.67% |
| May 31, 2023 | 99.67% |
| April 30, 2023 | 99.67% |
| March 31, 2023 | 99.67% |
| February 28, 2023 | 99.67% |
| January 31, 2023 | 99.67% |
| December 31, 2022 | 99.67% |
| November 30, 2022 | 99.67% |
| October 31, 2022 | 99.67% |
| Date | Value |
|---|---|
| September 30, 2022 | 99.67% |
| August 31, 2022 | 99.67% |
| July 31, 2022 | 99.67% |
| June 30, 2022 | 99.67% |
| May 31, 2022 | 99.67% |
| April 30, 2022 | 99.67% |
| March 31, 2022 | 99.67% |
| February 28, 2022 | 99.67% |
| January 31, 2022 | 99.67% |
| December 31, 2021 | 99.67% |
| November 30, 2021 | 99.67% |
| October 31, 2021 | 99.67% |
| September 30, 2021 | 99.67% |
| August 31, 2021 | 99.67% |
| July 31, 2021 | 99.67% |
| June 30, 2021 | 99.67% |
| May 31, 2021 | 99.67% |
| April 30, 2021 | 99.67% |
| March 31, 2021 | 99.67% |
| February 28, 2021 | 99.62% |
| January 31, 2021 | 99.57% |
| December 31, 2020 | 97.88% |
| November 30, 2020 | 97.63% |
| October 31, 2020 | 96.73% |
| September 30, 2020 | 96.73% |
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
96.73%
Minimum
May 2020
99.69%
Maximum
Oct 2024
99.14%
Average
99.67%
Median
Mar 2021
Max Drawdown (5Y) Benchmarks
| ProShares UltraShort Russell2000 | 91.46% |
| Direxion Daily Small Cap Bear 3X ETF | 98.39% |
| ProShares Short Russell2000 | 65.76% |
| ProShares UltraShort Dow30 | 87.23% |
| ProShares UltraShort FTSE China 50 | 88.04% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -37.28 |
| Beta (5Y) | -3.068 |
| Alpha (vs YCharts Benchmark) (5Y) | -37.91 |
| Beta (vs YCharts Benchmark) (5Y) | -1.828 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 91.26% |
| Historical Sharpe Ratio (5Y) | -0.7015 |
| Historical Sortino (5Y) | -1.149 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 36.51% |