ProShares Ultra MSCI Brazil Capped (UBR)

14.17 -0.67 (-4.54%) USD  |  NYSEARCA  |  Dec 24, 16:00
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UBR Max Drawdown (5Y): 87.57% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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ProShares Ultra MSCI EAFE 63.53%
ProShares Ultra MSCI Japan 58.63%
ProShares Ultra Communication Services 64.21%
ProShares Ultra Consumer Staples 57.14%
ProShares Ultra FTSE Europe 67.28%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -56.24
Beta (5Y) 2.210
Alpha (vs YCharts Benchmark) (5Y) -48.77
Beta (vs YCharts Benchmark) (5Y) 1.43
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 71.38%
Historical Sharpe Ratio (5Y) -0.3743
Historical Sortino (5Y) -0.5757
Monthly Value at Risk (VaR) 5% (5Y Lookback) 27.06%