ProShares UltraPro S&P500 (UPRO)

95.98 +4.50 (+4.92%) USD  |  NYSEARCA  |  Dec 24, 16:00
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UPRO Max Drawdown (5Y): 76.82% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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ProShares Ultra S&P500 59.34%
Direxion Daily S&P 500 Bull 3X Shares 76.86%
Direxion Daily S&P 500 Bull 2X Shares 59.35%
MAX S&P 500 4X Leveraged ETN --
SPDR S&P 500 ETF Trust 33.70%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -18.50
Beta (5Y) 3.093
Alpha (vs YCharts Benchmark) (5Y) -6.379
Beta (vs YCharts Benchmark) (5Y) 1.894
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 55.47%
Historical Sharpe Ratio (5Y) 0.4113
Historical Sortino (5Y) 0.4907
Monthly Value at Risk (VaR) 5% (5Y Lookback) 23.72%