ProShares UltraPro MidCap400 (UMDD)
29.60
-0.88
(-2.89%)
USD |
NYSEARCA |
Nov 15, 10:40
UMDD Max Drawdown (5Y): 86.29% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 86.29% |
| September 30, 2024 | 86.29% |
| August 31, 2024 | 86.29% |
| July 31, 2024 | 86.29% |
| June 30, 2024 | 86.29% |
| May 31, 2024 | 86.29% |
| April 30, 2024 | 86.29% |
| March 31, 2024 | 86.29% |
| February 29, 2024 | 86.29% |
| January 31, 2024 | 86.29% |
| December 31, 2023 | 86.29% |
| November 30, 2023 | 86.29% |
| October 31, 2023 | 86.29% |
| September 30, 2023 | 86.29% |
| August 31, 2023 | 86.29% |
| July 31, 2023 | 86.29% |
| June 30, 2023 | 86.29% |
| May 31, 2023 | 86.29% |
| April 30, 2023 | 86.29% |
| March 31, 2023 | 86.29% |
| February 28, 2023 | 86.29% |
| January 31, 2023 | 86.29% |
| December 31, 2022 | 86.29% |
| November 30, 2022 | 86.29% |
| October 31, 2022 | 86.29% |
| Date | Value |
|---|---|
| September 30, 2022 | 86.29% |
| August 31, 2022 | 86.29% |
| July 31, 2022 | 86.29% |
| June 30, 2022 | 86.29% |
| May 31, 2022 | 86.29% |
| April 30, 2022 | 86.29% |
| March 31, 2022 | 86.29% |
| February 28, 2022 | 86.29% |
| January 31, 2022 | 86.29% |
| December 31, 2021 | 86.29% |
| November 30, 2021 | 86.29% |
| October 31, 2021 | 86.29% |
| September 30, 2021 | 86.29% |
| August 31, 2021 | 86.29% |
| July 31, 2021 | 86.29% |
| June 30, 2021 | 86.29% |
| May 31, 2021 | 86.29% |
| April 30, 2021 | 86.29% |
| March 31, 2021 | 86.29% |
| February 28, 2021 | 86.29% |
| January 31, 2021 | 86.29% |
| December 31, 2020 | 86.29% |
| November 30, 2020 | 86.29% |
| October 31, 2020 | 86.29% |
| September 30, 2020 | 86.29% |
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
57.11%
Minimum
Nov 2019
86.29%
Maximum
Mar 2020
84.34%
Average
86.29%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -40.05 |
| Beta (5Y) | 3.325 |
| Alpha (vs YCharts Benchmark) (5Y) | -28.38 |
| Beta (vs YCharts Benchmark) (5Y) | 2.187 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 66.76% |
| Historical Sharpe Ratio (5Y) | 0.0428 |
| Historical Sortino (5Y) | 0.0574 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.93% |