ProShares UltraPro MidCap400 (UMDD)
27.55
+0.68
(+2.52%)
USD |
NYSEARCA |
Dec 24, 16:00
UMDD Max Drawdown (5Y): 86.29% for Nov. 30, 2024
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Direxion Daily Mid Cap Bull 3x Shares | 86.26% |
| ProShares Ultra MidCap400 | 69.19% |
| ProShares Ultra SmallCap600 | 74.54% |
| Direxion Daily Small Cap Bull 3x Shares | 88.09% |
| ProShares Ultra Russell2000 | 71.47% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -38.56 |
| Beta (5Y) | 3.355 |
| Alpha (vs YCharts Benchmark) (5Y) | -27.75 |
| Beta (vs YCharts Benchmark) (5Y) | 2.205 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 66.99% |
| Historical Sharpe Ratio (5Y) | 0.0932 |
| Historical Sortino (5Y) | 0.1252 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.93% |