ProShares Ultra 7-10 Year Treasury (UST)
40.94
+0.29
(+0.72%)
USD |
NYSEARCA |
May 02, 16:00
40.70
-0.24
(-0.59%)
After-Hours: 20:00
UST Max Drawdown (5Y): 48.00% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 48.00% |
March 31, 2024 | 48.00% |
February 29, 2024 | 48.00% |
January 31, 2024 | 48.00% |
December 31, 2023 | 48.00% |
November 30, 2023 | 48.00% |
October 31, 2023 | 48.00% |
September 30, 2023 | 45.22% |
August 31, 2023 | 43.01% |
July 31, 2023 | 42.29% |
June 30, 2023 | 42.29% |
May 31, 2023 | 42.29% |
April 30, 2023 | 42.29% |
March 31, 2023 | 42.29% |
February 28, 2023 | 42.29% |
January 31, 2023 | 42.29% |
December 31, 2022 | 42.29% |
November 30, 2022 | 42.29% |
October 31, 2022 | 42.29% |
September 30, 2022 | 40.16% |
August 31, 2022 | 35.63% |
July 31, 2022 | 35.63% |
June 30, 2022 | 35.63% |
May 31, 2022 | 31.66% |
April 30, 2022 | 29.99% |
Date | Value |
---|---|
March 31, 2022 | 24.91% |
February 28, 2022 | 20.06% |
January 31, 2022 | 20.06% |
December 31, 2021 | 20.06% |
November 30, 2021 | 20.06% |
October 31, 2021 | 20.06% |
September 30, 2021 | 20.06% |
August 31, 2021 | 20.06% |
July 31, 2021 | 20.06% |
June 30, 2021 | 20.06% |
May 31, 2021 | 20.06% |
April 30, 2021 | 20.06% |
March 31, 2021 | 20.06% |
February 28, 2021 | 20.06% |
January 31, 2021 | 20.06% |
December 31, 2020 | 20.06% |
November 30, 2020 | 20.06% |
October 31, 2020 | 20.06% |
September 30, 2020 | 20.06% |
August 31, 2020 | 20.06% |
July 31, 2020 | 20.06% |
June 30, 2020 | 20.06% |
May 31, 2020 | 20.06% |
April 30, 2020 | 20.06% |
March 31, 2020 | 20.06% |
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
20.06%
Minimum
May 2019
48.00%
Maximum
Oct 2023
29.38%
Average
20.06%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.888 |
Beta (5Y) | 0.2014 |
Alpha (vs YCharts Benchmark) (5Y) | -9.888 |
Beta (vs YCharts Benchmark) (5Y) | 0.2014 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.17% |
Historical Sharpe Ratio (5Y) | -0.5039 |
Historical Sortino (5Y) | -0.7858 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.80% |