ProShares UltraPro MidCap400 (UMDD)
24.06
+0.34
(+1.43%)
USD |
NYSEARCA |
Apr 26, 16:00
24.06
0.00 (0.00%)
After-Hours: 18:04
UMDD Max Drawdown (5Y): 86.29% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 86.29% |
July 31, 2020 | 86.29% |
June 30, 2020 | 86.29% |
May 31, 2020 | 86.29% |
April 30, 2020 | 86.29% |
March 31, 2020 | 86.29% |
February 29, 2020 | 57.11% |
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
Apr 2019
86.29%
Maximum
Mar 2020
80.94%
Average
86.29%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Direxion Daily Mid Cap Bull 3X ETF | 86.26% |
ProShares Ultra MidCap400 | 69.19% |
ProShares UltraShort MidCap400 | 91.25% |
ProShares UltraPro Short MidCap400 | 98.30% |
ProShares Short MidCap400 | 66.42% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -38.81 |
Beta (5Y) | 3.367 |
Alpha (vs YCharts Benchmark) (5Y) | -38.81 |
Beta (vs YCharts Benchmark) (5Y) | 3.367 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 67.02% |
Historical Sharpe Ratio (5Y) | 0.0767 |
Historical Sortino (5Y) | 0.1023 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.93% |