ProShares UltraPro Dow30 (UDOW)

100.06 +0.47 (+0.47%) USD  |  NYSEARCA  |  Dec 26, 16:00
99.30 -0.76 (-0.76%) After-Hours: 04:00
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UDOW Max Drawdown (5Y): 80.29% 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 Dow30 63.13%
ProShares Ultra Financials 69.99%
ProShares Ultra Energy 93.73%
Direxion Daily Energy Bull 2x Shares 99.07%
Direxion Daily Financial Bull 3x Shares 85.99%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -26.71
Beta (5Y) 2.907
Alpha (vs YCharts Benchmark) (5Y) -16.64
Beta (vs YCharts Benchmark) (5Y) 1.865
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 54.29%
Historical Sharpe Ratio (5Y) 0.2232
Historical Sortino (5Y) 0.2659
Monthly Value at Risk (VaR) 5% (5Y Lookback) 19.98%