ProShares UltraShort Consumer Staples (SZK)
13.92
-0.12
(-0.86%)
USD |
NYSEARCA |
May 03, 16:00
SZK Max Drawdown (5Y): 86.36% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 86.36% |
| March 31, 2024 | 86.36% |
| February 29, 2024 | 86.36% |
| January 31, 2024 | 86.36% |
| December 31, 2023 | 86.36% |
| November 30, 2023 | 86.36% |
| October 31, 2023 | 86.36% |
| September 30, 2023 | 86.36% |
| August 31, 2023 | 86.36% |
| July 31, 2023 | 86.36% |
| June 30, 2023 | 86.36% |
| May 31, 2023 | 86.36% |
| April 30, 2023 | 86.36% |
| March 31, 2023 | 86.36% |
| February 28, 2023 | 86.36% |
| January 31, 2023 | 86.36% |
| December 31, 2022 | 86.36% |
| November 30, 2022 | 86.36% |
| October 31, 2022 | 86.36% |
| September 30, 2022 | 86.36% |
| August 31, 2022 | 86.36% |
| July 31, 2022 | 86.36% |
| June 30, 2022 | 86.36% |
| May 31, 2022 | 86.36% |
| April 30, 2022 | 86.36% |
| Date | Value |
|---|---|
| March 31, 2022 | 86.36% |
| February 28, 2022 | 86.36% |
| January 31, 2022 | 86.36% |
| December 31, 2021 | 85.55% |
| November 30, 2021 | 85.53% |
| October 31, 2021 | 84.23% |
| September 30, 2021 | 81.91% |
| August 31, 2021 | 81.91% |
| July 31, 2021 | 81.50% |
| June 30, 2021 | 81.82% |
| May 31, 2021 | 82.23% |
| April 30, 2021 | 83.93% |
| March 31, 2021 | 83.93% |
| February 28, 2021 | 83.93% |
| January 31, 2021 | 83.93% |
| December 31, 2020 | 83.93% |
| November 30, 2020 | 83.93% |
| October 31, 2020 | 83.93% |
| September 30, 2020 | 83.93% |
| August 31, 2020 | 83.93% |
| July 31, 2020 | 83.93% |
| June 30, 2020 | 83.93% |
| May 31, 2020 | 83.93% |
| April 30, 2020 | 83.93% |
| March 31, 2020 | 84.19% |
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
81.50%
Minimum
Jul 2021
86.36%
Maximum
Jan 2022
85.23%
Average
85.67%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.267 |
| Beta (5Y) | -1.616 |
| Alpha (vs YCharts Benchmark) (5Y) | -6.267 |
| Beta (vs YCharts Benchmark) (5Y) | -1.616 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.35% |
| Historical Sharpe Ratio (5Y) | -0.6171 |
| Historical Sortino (5Y) | -1.163 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.29% |