ProShares UltraPro Dow30 (UDOW)
74.03
-2.15
(-2.82%)
USD |
NYSEARCA |
Apr 25, 16:00
74.28
+0.25
(+0.34%)
After-Hours: 05:37
UDOW Max Drawdown (5Y): 80.29% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 80.29% |
February 29, 2024 | 80.29% |
January 31, 2024 | 80.29% |
December 31, 2023 | 80.29% |
November 30, 2023 | 80.29% |
October 31, 2023 | 80.29% |
September 30, 2023 | 80.29% |
August 31, 2023 | 80.29% |
July 31, 2023 | 80.29% |
June 30, 2023 | 80.29% |
May 31, 2023 | 80.29% |
April 30, 2023 | 80.29% |
March 31, 2023 | 80.29% |
February 28, 2023 | 80.29% |
January 31, 2023 | 80.29% |
December 31, 2022 | 80.29% |
November 30, 2022 | 80.29% |
October 31, 2022 | 80.29% |
September 30, 2022 | 80.29% |
August 31, 2022 | 80.29% |
July 31, 2022 | 80.29% |
June 30, 2022 | 80.29% |
May 31, 2022 | 80.29% |
April 30, 2022 | 80.29% |
March 31, 2022 | 80.29% |
Date | Value |
---|---|
February 28, 2022 | 80.29% |
January 31, 2022 | 80.29% |
December 31, 2021 | 80.29% |
November 30, 2021 | 80.29% |
October 31, 2021 | 80.29% |
September 30, 2021 | 80.29% |
August 31, 2021 | 80.29% |
July 31, 2021 | 80.29% |
June 30, 2021 | 80.29% |
May 31, 2021 | 80.29% |
April 30, 2021 | 80.29% |
March 31, 2021 | 80.29% |
February 28, 2021 | 80.29% |
January 31, 2021 | 80.29% |
December 31, 2020 | 80.29% |
November 30, 2020 | 80.29% |
October 31, 2020 | 80.29% |
September 30, 2020 | 80.29% |
August 31, 2020 | 80.29% |
July 31, 2020 | 80.29% |
June 30, 2020 | 80.29% |
May 31, 2020 | 80.29% |
April 30, 2020 | 80.29% |
March 31, 2020 | 80.29% |
February 29, 2020 | 49.22% |
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
49.22%
Minimum
Apr 2019
80.29%
Maximum
Mar 2020
74.60%
Average
80.29%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
ProShares Ultra Dow30 | 63.13% |
ProShares UltraShort Dow30 | 87.23% |
ProShares UltraPro Short Dow30 | 96.65% |
ProShares Short Dow30 | 60.32% |
ProShares Ultra Financials | 69.99% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -27.14 |
Beta (5Y) | 2.908 |
Alpha (vs YCharts Benchmark) (5Y) | -27.14 |
Beta (vs YCharts Benchmark) (5Y) | 2.908 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.72% |
Historical Sharpe Ratio (5Y) | 0.1977 |
Historical Sortino (5Y) | 0.2363 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.98% |