ProShares Ultra 7-10 Year Treasury (UST)
41.91
+0.16
(+0.40%)
USD |
NYSEARCA |
Nov 14, 11:21
UST Max Drawdown (5Y): 48.00% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 48.00% |
| September 30, 2024 | 48.00% |
| August 31, 2024 | 48.00% |
| July 31, 2024 | 48.00% |
| June 30, 2024 | 48.00% |
| May 31, 2024 | 48.00% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
48.00%
Maximum
Oct 2023
32.17%
Average
30.83%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.045 |
| Beta (5Y) | 2.256 |
| Alpha (vs YCharts Benchmark) (5Y) | -12.38 |
| Beta (vs YCharts Benchmark) (5Y) | 0.27 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.38% |
| Historical Sharpe Ratio (5Y) | -0.5785 |
| Historical Sortino (5Y) | -0.9004 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.80% |