ProShares Ultra MSCI Brazil Capped (UBR)
19.45
-0.07
(-0.35%)
USD |
NYSEARCA |
Nov 15, 13:25
UBR Max Drawdown (5Y): 87.57% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 87.57% |
| September 30, 2024 | 87.57% |
| August 31, 2024 | 87.57% |
| July 31, 2024 | 87.57% |
| June 30, 2024 | 87.57% |
| May 31, 2024 | 87.57% |
| April 30, 2024 | 87.57% |
| March 31, 2024 | 87.57% |
| February 29, 2024 | 87.57% |
| January 31, 2024 | 87.57% |
| December 31, 2023 | 87.57% |
| November 30, 2023 | 87.57% |
| October 31, 2023 | 87.57% |
| September 30, 2023 | 87.57% |
| August 31, 2023 | 87.57% |
| July 31, 2023 | 87.57% |
| June 30, 2023 | 87.57% |
| May 31, 2023 | 87.57% |
| April 30, 2023 | 87.57% |
| March 31, 2023 | 87.57% |
| February 28, 2023 | 87.57% |
| January 31, 2023 | 87.57% |
| December 31, 2022 | 87.57% |
| November 30, 2022 | 87.57% |
| October 31, 2022 | 87.57% |
| Date | Value |
|---|---|
| September 30, 2022 | 87.57% |
| August 31, 2022 | 87.57% |
| July 31, 2022 | 87.57% |
| June 30, 2022 | 87.57% |
| May 31, 2022 | 87.57% |
| April 30, 2022 | 87.57% |
| March 31, 2022 | 87.57% |
| February 28, 2022 | 87.57% |
| January 31, 2022 | 87.57% |
| December 31, 2021 | 87.57% |
| November 30, 2021 | 87.57% |
| October 31, 2021 | 87.57% |
| September 30, 2021 | 87.57% |
| August 31, 2021 | 87.57% |
| July 31, 2021 | 87.57% |
| June 30, 2021 | 87.57% |
| May 31, 2021 | 87.57% |
| April 30, 2021 | 87.57% |
| March 31, 2021 | 88.87% |
| February 28, 2021 | 90.32% |
| January 31, 2021 | 91.48% |
| December 31, 2020 | 92.14% |
| November 30, 2020 | 95.62% |
| October 31, 2020 | 96.16% |
| September 30, 2020 | 96.16% |
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
87.57%
Minimum
Apr 2021
96.16%
Maximum
Nov 2019
89.63%
Average
87.57%
Median
Apr 2021
Max Drawdown (5Y) Benchmarks
| ProShares Ultra MSCI EAFE | 63.53% |
| ProShares Ultra MSCI Japan | 58.63% |
| ProShares Ultra Communication Services | 64.21% |
| ProShares Ultra FTSE Europe | 67.28% |
| ETRACS Mny Py 2xLgd US Hg Dv Lw Vl ETN B | 79.05% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -54.70 |
| Beta (5Y) | 2.265 |
| Alpha (vs YCharts Benchmark) (5Y) | -46.53 |
| Beta (vs YCharts Benchmark) (5Y) | 1.475 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 71.40% |
| Historical Sharpe Ratio (5Y) | -0.3567 |
| Historical Sortino (5Y) | -0.5441 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.06% |