ProShares Ultra Euro (ULE)
11.22
+0.06
(+0.49%)
USD |
NYSEARCA |
Apr 25, 16:00
ULE Max Drawdown (5Y): 51.30% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 51.30% |
| February 29, 2024 | 51.30% |
| January 31, 2024 | 51.30% |
| December 31, 2023 | 51.30% |
| November 30, 2023 | 51.30% |
| October 31, 2023 | 51.30% |
| September 30, 2023 | 51.30% |
| August 31, 2023 | 51.30% |
| July 31, 2023 | 51.30% |
| June 30, 2023 | 51.30% |
| May 31, 2023 | 51.30% |
| April 30, 2023 | 51.30% |
| March 31, 2023 | 51.30% |
| February 28, 2023 | 51.30% |
| January 31, 2023 | 51.30% |
| December 31, 2022 | 51.30% |
| November 30, 2022 | 51.30% |
| October 31, 2022 | 51.30% |
| September 30, 2022 | 51.30% |
| August 31, 2022 | 47.43% |
| July 31, 2022 | 46.37% |
| June 30, 2022 | 45.62% |
| May 31, 2022 | 45.62% |
| April 30, 2022 | 45.62% |
| March 31, 2022 | 45.62% |
| Date | Value |
|---|---|
| February 28, 2022 | 45.62% |
| January 31, 2022 | 47.27% |
| December 31, 2021 | 47.65% |
| November 30, 2021 | 47.95% |
| October 31, 2021 | 47.95% |
| September 30, 2021 | 48.70% |
| August 31, 2021 | 48.70% |
| July 31, 2021 | 48.70% |
| June 30, 2021 | 48.70% |
| May 31, 2021 | 48.70% |
| April 30, 2021 | 48.70% |
| March 31, 2021 | 48.70% |
| February 28, 2021 | 48.70% |
| January 31, 2021 | 48.70% |
| December 31, 2020 | 49.13% |
| November 30, 2020 | 51.28% |
| October 31, 2020 | 52.34% |
| September 30, 2020 | 52.34% |
| August 31, 2020 | 53.63% |
| July 31, 2020 | 53.63% |
| June 30, 2020 | 53.63% |
| May 31, 2020 | 53.63% |
| April 30, 2020 | 53.63% |
| March 31, 2020 | 53.63% |
| February 29, 2020 | 53.63% |
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
45.62%
Minimum
Feb 2022
53.63%
Maximum
Apr 2019
50.71%
Average
51.30%
Median
Sep 2022
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.20 |
| Beta (5Y) | 0.3544 |
| Alpha (vs YCharts Benchmark) (5Y) | -11.20 |
| Beta (vs YCharts Benchmark) (5Y) | 0.3544 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 14.08% |
| Historical Sharpe Ratio (5Y) | -0.4666 |
| Historical Sortino (5Y) | -0.8424 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.29% |