ProShares Ultra Russell2000 (UWM)

42.88 +0.36 (+0.85%) USD  |  NYSEARCA  |  Dec 24, 16:00
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UWM Max Drawdown (5Y): 71.47% 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 Russell2000 88.09%
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) -26.09
Beta (5Y) 2.307
Alpha (vs YCharts Benchmark) (5Y) -19.12
Beta (vs YCharts Benchmark) (5Y) 1.546
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 50.76%
Historical Sharpe Ratio (5Y) 0.093
Historical Sortino (5Y) 0.1259
Monthly Value at Risk (VaR) 5% (5Y Lookback) 19.45%