ProShares Ultra Utilities (UPW)
56.00
-0.38
(-0.67%)
USD |
NYSEARCA |
Apr 23, 12:43
UPW Max Drawdown (5Y): 62.67% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 62.67% |
February 29, 2024 | 62.67% |
January 31, 2024 | 62.67% |
December 31, 2023 | 62.67% |
November 30, 2023 | 62.67% |
October 31, 2023 | 62.67% |
September 30, 2023 | 62.67% |
August 31, 2023 | 62.67% |
July 31, 2023 | 62.67% |
June 30, 2023 | 62.67% |
May 31, 2023 | 62.67% |
April 30, 2023 | 62.67% |
March 31, 2023 | 62.67% |
February 28, 2023 | 62.67% |
January 31, 2023 | 62.67% |
December 31, 2022 | 62.67% |
November 30, 2022 | 62.67% |
October 31, 2022 | 62.67% |
September 30, 2022 | 62.67% |
August 31, 2022 | 62.67% |
July 31, 2022 | 62.67% |
June 30, 2022 | 62.67% |
May 31, 2022 | 62.67% |
April 30, 2022 | 62.67% |
March 31, 2022 | 62.67% |
Date | Value |
---|---|
February 28, 2022 | 62.67% |
January 31, 2022 | 62.67% |
December 31, 2021 | 62.67% |
November 30, 2021 | 62.67% |
October 31, 2021 | 62.67% |
September 30, 2021 | 62.67% |
August 31, 2021 | 62.67% |
July 31, 2021 | 62.67% |
June 30, 2021 | 62.67% |
May 31, 2021 | 62.67% |
April 30, 2021 | 62.67% |
March 31, 2021 | 62.67% |
February 28, 2021 | 62.67% |
January 31, 2021 | 62.67% |
December 31, 2020 | 62.67% |
November 30, 2020 | 62.67% |
October 31, 2020 | 62.67% |
September 30, 2020 | 62.67% |
August 31, 2020 | 62.67% |
July 31, 2020 | 62.67% |
June 30, 2020 | 62.67% |
May 31, 2020 | 62.67% |
April 30, 2020 | 62.67% |
March 31, 2020 | 62.67% |
February 29, 2020 | 31.05% |
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
31.05%
Minimum
Apr 2019
62.67%
Maximum
Mar 2020
56.87%
Average
62.67%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -16.31 |
Beta (5Y) | 1.184 |
Alpha (vs YCharts Benchmark) (5Y) | -16.31 |
Beta (vs YCharts Benchmark) (5Y) | 1.184 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.39% |
Historical Sharpe Ratio (5Y) | -0.0216 |
Historical Sortino (5Y) | -0.0284 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.50% |