ProShares Short 20+ Year Treasury (TBF)
24.04
-0.12
(-0.48%)
USD |
NYSEARCA |
Nov 14, 16:00
24.04
0.00 (0.00%)
After-Hours: 17:35
TBF Max Drawdown (5Y): 42.61% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 42.61% |
September 30, 2024 | 42.61% |
August 31, 2024 | 42.61% |
July 31, 2024 | 42.61% |
June 30, 2024 | 42.61% |
May 31, 2024 | 42.61% |
April 30, 2024 | 42.61% |
March 31, 2024 | 42.61% |
February 29, 2024 | 42.61% |
January 31, 2024 | 42.61% |
December 31, 2023 | 42.61% |
November 30, 2023 | 42.61% |
October 31, 2023 | 42.61% |
September 30, 2023 | 42.61% |
August 31, 2023 | 42.61% |
July 31, 2023 | 42.61% |
June 30, 2023 | 42.61% |
May 31, 2023 | 42.61% |
April 30, 2023 | 42.61% |
March 31, 2023 | 42.61% |
February 28, 2023 | 42.61% |
January 31, 2023 | 42.61% |
December 31, 2022 | 42.61% |
November 30, 2022 | 42.61% |
October 31, 2022 | 42.61% |
Date | Value |
---|---|
September 30, 2022 | 42.61% |
August 31, 2022 | 42.61% |
July 31, 2022 | 42.61% |
June 30, 2022 | 42.61% |
May 31, 2022 | 42.61% |
April 30, 2022 | 42.61% |
March 31, 2022 | 42.61% |
February 28, 2022 | 42.61% |
January 31, 2022 | 42.61% |
December 31, 2021 | 42.61% |
November 30, 2021 | 42.61% |
October 31, 2021 | 42.61% |
September 30, 2021 | 42.61% |
August 31, 2021 | 42.61% |
July 31, 2021 | 42.61% |
June 30, 2021 | 42.61% |
May 31, 2021 | 42.61% |
April 30, 2021 | 42.61% |
March 31, 2021 | 42.81% |
February 28, 2021 | 46.84% |
January 31, 2021 | 47.90% |
December 31, 2020 | 47.90% |
November 30, 2020 | 49.70% |
October 31, 2020 | 49.70% |
September 30, 2020 | 49.70% |
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
42.61%
Minimum
Apr 2021
54.73%
Maximum
Nov 2019
44.48%
Average
42.61%
Median
Apr 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.668 |
Beta (5Y) | -2.172 |
Alpha (vs YCharts Benchmark) (5Y) | 7.374 |
Beta (vs YCharts Benchmark) (5Y) | -0.264 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.28% |
Historical Sharpe Ratio (5Y) | 0.2436 |
Historical Sortino (5Y) | 0.3876 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.54% |