ProShares UltraPro QQQ (TQQQ)
54.48
+1.63
(+3.08%)
USD |
NASDAQ |
Apr 26, 09:48
TQQQ Max Drawdown (5Y): 81.65% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 81.65% |
| February 29, 2024 | 81.65% |
| January 31, 2024 | 81.65% |
| December 31, 2023 | 81.65% |
| November 30, 2023 | 81.65% |
| October 31, 2023 | 81.65% |
| September 30, 2023 | 81.65% |
| August 31, 2023 | 81.65% |
| July 31, 2023 | 81.65% |
| June 30, 2023 | 81.65% |
| May 31, 2023 | 81.65% |
| April 30, 2023 | 81.65% |
| March 31, 2023 | 81.65% |
| February 28, 2023 | 81.65% |
| January 31, 2023 | 81.65% |
| December 31, 2022 | 81.65% |
| November 30, 2022 | 80.64% |
| October 31, 2022 | 80.16% |
| September 30, 2022 | 78.19% |
| August 31, 2022 | 75.32% |
| July 31, 2022 | 75.32% |
| June 30, 2022 | 75.32% |
| May 31, 2022 | 69.92% |
| April 30, 2022 | 69.92% |
| March 31, 2022 | 69.92% |
| Date | Value |
|---|---|
| February 28, 2022 | 69.92% |
| January 31, 2022 | 69.92% |
| December 31, 2021 | 69.92% |
| November 30, 2021 | 69.92% |
| October 31, 2021 | 69.92% |
| September 30, 2021 | 69.92% |
| August 31, 2021 | 69.92% |
| July 31, 2021 | 69.92% |
| June 30, 2021 | 69.92% |
| May 31, 2021 | 69.92% |
| April 30, 2021 | 69.92% |
| March 31, 2021 | 69.92% |
| February 28, 2021 | 69.92% |
| January 31, 2021 | 69.92% |
| December 31, 2020 | 69.92% |
| November 30, 2020 | 69.92% |
| October 31, 2020 | 69.92% |
| September 30, 2020 | 69.92% |
| August 31, 2020 | 69.92% |
| July 31, 2020 | 69.92% |
| June 30, 2020 | 69.92% |
| May 31, 2020 | 69.92% |
| April 30, 2020 | 69.92% |
| March 31, 2020 | 69.92% |
| February 29, 2020 | 58.08% |
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
58.08%
Minimum
Apr 2019
81.65%
Maximum
Dec 2022
71.64%
Average
69.92%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| ProShares Ultra QQQ | 63.68% |
| ProShares UltraPro Short QQQ | 99.88% |
| ProShares UltraShort QQQ | 95.62% |
| ProShares Ultra S&P500 | 59.34% |
| ProShares UltraPro S&P500 | 76.82% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.91 |
| Beta (5Y) | 3.432 |
| Alpha (vs YCharts Benchmark) (5Y) | -11.91 |
| Beta (vs YCharts Benchmark) (5Y) | 3.432 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 68.97% |
| Historical Sharpe Ratio (5Y) | 0.4768 |
| Historical Sortino (5Y) | 0.7306 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.44% |