ProShares Ultra Russell2000 (UWM)
35.63
+0.29
(+0.82%)
USD |
NYSEARCA |
Apr 26, 09:44
UWM Max Drawdown (5Y): 71.47% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 71.47% |
February 29, 2024 | 71.47% |
January 31, 2024 | 71.47% |
December 31, 2023 | 71.47% |
November 30, 2023 | 71.47% |
October 31, 2023 | 71.47% |
September 30, 2023 | 71.47% |
August 31, 2023 | 71.47% |
July 31, 2023 | 71.47% |
June 30, 2023 | 71.47% |
May 31, 2023 | 71.47% |
April 30, 2023 | 71.47% |
March 31, 2023 | 71.47% |
February 28, 2023 | 71.47% |
January 31, 2023 | 71.47% |
December 31, 2022 | 71.47% |
November 30, 2022 | 71.47% |
October 31, 2022 | 71.47% |
September 30, 2022 | 71.47% |
August 31, 2022 | 71.47% |
July 31, 2022 | 71.47% |
June 30, 2022 | 71.47% |
May 31, 2022 | 71.47% |
April 30, 2022 | 71.47% |
March 31, 2022 | 71.47% |
Date | Value |
---|---|
February 28, 2022 | 71.47% |
January 31, 2022 | 71.47% |
December 31, 2021 | 71.47% |
November 30, 2021 | 71.47% |
October 31, 2021 | 71.47% |
September 30, 2021 | 71.47% |
August 31, 2021 | 71.47% |
July 31, 2021 | 71.47% |
June 30, 2021 | 71.47% |
May 31, 2021 | 71.47% |
April 30, 2021 | 71.47% |
March 31, 2021 | 71.47% |
February 28, 2021 | 71.47% |
January 31, 2021 | 71.47% |
December 31, 2020 | 71.47% |
November 30, 2020 | 71.47% |
October 31, 2020 | 71.47% |
September 30, 2020 | 71.47% |
August 31, 2020 | 71.47% |
July 31, 2020 | 71.47% |
June 30, 2020 | 71.47% |
May 31, 2020 | 71.47% |
April 30, 2020 | 71.47% |
March 31, 2020 | 71.47% |
February 29, 2020 | 47.72% |
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
47.72%
Minimum
Apr 2019
71.47%
Maximum
Mar 2020
67.11%
Average
71.47%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -27.70 |
Beta (5Y) | 2.294 |
Alpha (vs YCharts Benchmark) (5Y) | -27.70 |
Beta (vs YCharts Benchmark) (5Y) | 2.294 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.37% |
Historical Sharpe Ratio (5Y) | 0.0446 |
Historical Sortino (5Y) | 0.0597 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.45% |