ProShares Ultra 20+ Year Treasury (UBT)
17.38
-0.30
(-1.70%)
USD |
NYSEARCA |
Apr 25, 16:00
17.39
+0.01
(+0.06%)
After-Hours: 20:00
UBT Max Drawdown (5Y): 78.91% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 78.91% |
| February 29, 2024 | 78.91% |
| January 31, 2024 | 78.91% |
| December 31, 2023 | 78.91% |
| November 30, 2023 | 78.91% |
| October 31, 2023 | 78.91% |
| September 30, 2023 | 75.90% |
| August 31, 2023 | 73.50% |
| July 31, 2023 | 72.96% |
| June 30, 2023 | 72.96% |
| May 31, 2023 | 72.96% |
| April 30, 2023 | 72.96% |
| March 31, 2023 | 72.96% |
| February 28, 2023 | 72.96% |
| January 31, 2023 | 72.96% |
| December 31, 2022 | 72.96% |
| November 30, 2022 | 72.96% |
| October 31, 2022 | 72.96% |
| September 30, 2022 | 67.67% |
| August 31, 2022 | 62.16% |
| July 31, 2022 | 62.16% |
| June 30, 2022 | 62.16% |
| May 31, 2022 | 58.59% |
| April 30, 2022 | 54.46% |
| March 31, 2022 | 47.00% |
| Date | Value |
|---|---|
| February 28, 2022 | 42.52% |
| January 31, 2022 | 42.52% |
| December 31, 2021 | 42.52% |
| November 30, 2021 | 42.52% |
| October 31, 2021 | 42.52% |
| September 30, 2021 | 42.52% |
| August 31, 2021 | 42.52% |
| July 31, 2021 | 42.52% |
| June 30, 2021 | 42.52% |
| May 31, 2021 | 42.52% |
| April 30, 2021 | 42.52% |
| March 31, 2021 | 42.52% |
| February 28, 2021 | 38.45% |
| January 31, 2021 | 36.37% |
| December 31, 2020 | 36.37% |
| November 30, 2020 | 36.37% |
| October 31, 2020 | 36.37% |
| September 30, 2020 | 36.37% |
| August 31, 2020 | 36.37% |
| July 31, 2020 | 36.37% |
| June 30, 2020 | 36.37% |
| May 31, 2020 | 36.37% |
| April 30, 2020 | 36.37% |
| March 31, 2020 | 36.37% |
| February 29, 2020 | 36.37% |
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
36.37%
Minimum
Apr 2019
78.91%
Maximum
Oct 2023
51.93%
Average
42.52%
Median
Mar 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.80 |
| Beta (5Y) | 0.3443 |
| Alpha (vs YCharts Benchmark) (5Y) | -18.80 |
| Beta (vs YCharts Benchmark) (5Y) | 0.3443 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.73% |
| Historical Sharpe Ratio (5Y) | -0.4371 |
| Historical Sortino (5Y) | -0.8291 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.73% |