ProShares UltraShort Russell2000 (TWM)
42.45
+1.28
(+3.11%)
USD |
NYSEARCA |
Nov 15, 16:00
42.42
-0.03
(-0.07%)
After-Hours: 20:00
TWM Max Drawdown (5Y): 91.46% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 91.46% |
| September 30, 2024 | 91.33% |
| August 31, 2024 | 91.33% |
| July 31, 2024 | 91.33% |
| June 30, 2024 | 91.33% |
| May 31, 2024 | 91.33% |
| April 30, 2024 | 91.33% |
| March 31, 2024 | 91.33% |
| February 29, 2024 | 91.33% |
| January 31, 2024 | 91.33% |
| December 31, 2023 | 91.33% |
| November 30, 2023 | 91.33% |
| October 31, 2023 | 91.33% |
| September 30, 2023 | 91.33% |
| August 31, 2023 | 91.33% |
| July 31, 2023 | 91.33% |
| June 30, 2023 | 91.33% |
| May 31, 2023 | 91.33% |
| April 30, 2023 | 91.33% |
| March 31, 2023 | 91.33% |
| February 28, 2023 | 91.33% |
| January 31, 2023 | 91.33% |
| December 31, 2022 | 91.33% |
| November 30, 2022 | 91.33% |
| October 31, 2022 | 91.33% |
| Date | Value |
|---|---|
| September 30, 2022 | 91.33% |
| August 31, 2022 | 91.33% |
| July 31, 2022 | 91.33% |
| June 30, 2022 | 91.33% |
| May 31, 2022 | 91.33% |
| April 30, 2022 | 91.33% |
| March 31, 2022 | 91.33% |
| February 28, 2022 | 91.33% |
| January 31, 2022 | 91.33% |
| December 31, 2021 | 91.33% |
| November 30, 2021 | 91.33% |
| October 31, 2021 | 91.33% |
| September 30, 2021 | 91.33% |
| August 31, 2021 | 91.33% |
| July 31, 2021 | 91.33% |
| June 30, 2021 | 91.33% |
| May 31, 2021 | 91.33% |
| April 30, 2021 | 91.33% |
| March 31, 2021 | 91.33% |
| February 28, 2021 | 90.64% |
| January 31, 2021 | 89.88% |
| December 31, 2020 | 89.88% |
| November 30, 2020 | 89.10% |
| October 31, 2020 | 88.03% |
| September 30, 2020 | 88.03% |
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
88.03%
Minimum
May 2020
91.46%
Maximum
Oct 2024
90.86%
Average
91.33%
Median
Mar 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.29 |
| Beta (5Y) | -2.210 |
| Alpha (vs YCharts Benchmark) (5Y) | -12.48 |
| Beta (vs YCharts Benchmark) (5Y) | -1.335 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.99% |
| Historical Sharpe Ratio (5Y) | -0.5738 |
| Historical Sortino (5Y) | -1.197 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.28% |