ProShares UltraPro Russell2000 (URTY)

51.11 +0.59 (+1.17%) USD  |  NYSEARCA  |  Dec 24, 16:00
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URTY Max Drawdown (5Y): 88.09% 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 Russell2000 71.47%
Direxion Daily Small Cap Bull 3x Shares 88.09%
UBS ETRACS 2x Levd US Size Factor TR ETN --
ProShares Ultra MidCap400 69.19%
ProShares Ultra SmallCap600 74.54%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -51.59
Beta (5Y) 3.437
Alpha (vs YCharts Benchmark) (5Y) -41.52
Beta (vs YCharts Benchmark) (5Y) 2.324
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 74.58%
Historical Sharpe Ratio (5Y) -0.0763
Historical Sortino (5Y) -0.1123
Monthly Value at Risk (VaR) 5% (5Y Lookback) 28.47%