ProShares Ultra Semiconductors (USD)

68.67 -2.27 (-3.20%) USD  |  NYSEARCA  |  Dec 27, 16:00
68.88 +0.21 (+0.31%) After-Hours: 20:00
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USD Max Drawdown (5Y): 77.85% 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 UltraPro QQQ 81.65%
ProShares Ultra QQQ 63.68%
Direxion Daily Semiconductor Bull 3X Shares 90.46%
Direxion Daily Technology Bull 3x Shares 77.96%
MicroSectors FANG+ Index 3X Leveraged ETN 99.10%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 16.82
Beta (5Y) 2.765
Alpha (vs YCharts Benchmark) (5Y) 27.82
Beta (vs YCharts Benchmark) (5Y) 1.681
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 71.00%
Historical Sharpe Ratio (5Y) 0.7569
Historical Sortino (5Y) 1.328
Monthly Value at Risk (VaR) 5% (5Y Lookback) 28.13%