ProShares UltraPro S&P500 (UPRO)
89.60
-3.70
(-3.97%)
USD |
NYSEARCA |
Nov 15, 12:23
UPRO Max Drawdown (5Y): 76.82% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 76.82% |
| September 30, 2024 | 76.82% |
| August 31, 2024 | 76.82% |
| July 31, 2024 | 76.82% |
| June 30, 2024 | 76.82% |
| May 31, 2024 | 76.82% |
| April 30, 2024 | 76.82% |
| March 31, 2024 | 76.82% |
| February 29, 2024 | 76.82% |
| January 31, 2024 | 76.82% |
| December 31, 2023 | 76.82% |
| November 30, 2023 | 76.82% |
| October 31, 2023 | 76.82% |
| September 30, 2023 | 76.82% |
| August 31, 2023 | 76.82% |
| July 31, 2023 | 76.82% |
| June 30, 2023 | 76.82% |
| May 31, 2023 | 76.82% |
| April 30, 2023 | 76.82% |
| March 31, 2023 | 76.82% |
| February 28, 2023 | 76.82% |
| January 31, 2023 | 76.82% |
| December 31, 2022 | 76.82% |
| November 30, 2022 | 76.82% |
| October 31, 2022 | 76.82% |
| Date | Value |
|---|---|
| September 30, 2022 | 76.82% |
| August 31, 2022 | 76.82% |
| July 31, 2022 | 76.82% |
| June 30, 2022 | 76.82% |
| May 31, 2022 | 76.82% |
| April 30, 2022 | 76.82% |
| March 31, 2022 | 76.82% |
| February 28, 2022 | 76.82% |
| January 31, 2022 | 76.82% |
| December 31, 2021 | 76.82% |
| November 30, 2021 | 76.82% |
| October 31, 2021 | 76.82% |
| September 30, 2021 | 76.82% |
| August 31, 2021 | 76.82% |
| July 31, 2021 | 76.82% |
| June 30, 2021 | 76.82% |
| May 31, 2021 | 76.82% |
| April 30, 2021 | 76.82% |
| March 31, 2021 | 76.82% |
| February 28, 2021 | 76.82% |
| January 31, 2021 | 76.82% |
| December 31, 2020 | 76.82% |
| November 30, 2020 | 76.82% |
| October 31, 2020 | 76.82% |
| September 30, 2020 | 76.82% |
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
50.28%
Minimum
Nov 2019
76.82%
Maximum
Mar 2020
75.05%
Average
76.82%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.52 |
| Beta (5Y) | 3.093 |
| Alpha (vs YCharts Benchmark) (5Y) | -5.630 |
| Beta (vs YCharts Benchmark) (5Y) | 1.893 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 55.52% |
| Historical Sharpe Ratio (5Y) | 0.3856 |
| Historical Sortino (5Y) | 0.4602 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.72% |