ProShares Ultra Utilities (UPW)
57.88
+1.25
(+2.20%)
USD |
NYSEARCA |
Jun 02, 16:00
56.38
-1.50
(-2.60%)
After-Hours: 20:00
UPW Max Drawdown (5Y): 62.67% for May 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| January 31, 2020 | 31.05% |
| December 31, 2019 | 31.05% |
| November 30, 2019 | 31.05% |
| October 31, 2019 | 31.05% |
| September 30, 2019 | 31.05% |
| August 31, 2019 | 31.05% |
| July 31, 2019 | 31.05% |
| June 30, 2019 | 31.05% |
| May 31, 2019 | 31.05% |
| April 30, 2019 | 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
Jun 2018
62.67%
Maximum
Mar 2020
51.60%
Average
62.67%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Direxion Daily Utilities Bull 3X ETF | 79.55% |
| ProShares UltraShort Utilities | 84.32% |
| ProShares Ultra Energy | 93.26% |
| ProShares Ultra Financials | 69.99% |
| Direxion Daily Energy Bull 2X ETF | 98.96% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.200 |
| Beta (5Y) | 1.107 |
| Alpha (vs YCharts Benchmark) (5Y) | -5.200 |
| Beta (vs YCharts Benchmark) (5Y) | 1.107 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.10% |
| Historical Sharpe Ratio (5Y) | 0.3067 |
| Historical Sortino (5Y) | 0.3802 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.50% |