ProShares Ultra FTSE Europe (UPV)

55.50 +0.62 (+1.13%) USD  |  NYSEARCA  |  Dec 24, 16:00
More

UPV Max Drawdown (5Y): 67.28% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for UPV.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
ProShares Ultra MSCI EAFE 63.53%
ProShares Ultra MSCI Japan 58.63%
ProShares Ultra Communication Services 64.21%
ProShares Ultra Consumer Staples 57.14%
ProShares Ultra MSCI Brazil Capped 87.57%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -25.60
Beta (5Y) 1.993
Alpha (vs YCharts Benchmark) (5Y) -20.59
Beta (vs YCharts Benchmark) (5Y) 1.401
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 43.22%
Historical Sharpe Ratio (5Y) 0.0236
Historical Sortino (5Y) 0.0308
Monthly Value at Risk (VaR) 5% (5Y Lookback) 17.25%