ProShares Ultra Financials (UYG)
47.60
-2.80 (-5.56%)
USD |
NYSEARCA |
May 18, 15:22
UYG Max Drawdown (5Y): 69.99% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 69.99% |
| March 31, 2022 | 69.99% |
| February 28, 2022 | 69.99% |
| January 31, 2022 | 69.99% |
| December 31, 2021 | 69.99% |
| November 30, 2021 | 69.99% |
| October 31, 2021 | 69.99% |
| September 30, 2021 | 69.99% |
| August 31, 2021 | 69.99% |
| July 31, 2021 | 69.99% |
| June 30, 2021 | 69.99% |
| May 31, 2021 | 69.99% |
| April 30, 2021 | 69.99% |
| March 31, 2021 | 69.99% |
| February 28, 2021 | 69.99% |
| January 31, 2021 | 69.99% |
| December 31, 2020 | 69.99% |
| November 30, 2020 | 69.99% |
| October 31, 2020 | 69.99% |
| September 30, 2020 | 69.99% |
| August 31, 2020 | 69.99% |
| July 31, 2020 | 69.99% |
| June 30, 2020 | 69.99% |
| May 31, 2020 | 69.99% |
| April 30, 2020 | 69.99% |
| Date | Value |
|---|---|
| March 31, 2020 | 69.99% |
| February 29, 2020 | 38.73% |
| January 31, 2020 | 38.73% |
| December 31, 2019 | 38.73% |
| November 30, 2019 | 38.73% |
| October 31, 2019 | 38.73% |
| September 30, 2019 | 38.73% |
| August 31, 2019 | 38.73% |
| July 31, 2019 | 38.73% |
| June 30, 2019 | 38.73% |
| May 31, 2019 | 38.73% |
| April 30, 2019 | 38.73% |
| March 31, 2019 | 38.73% |
| February 28, 2019 | 38.73% |
| January 31, 2019 | 38.73% |
| December 31, 2018 | 38.73% |
| November 30, 2018 | 38.64% |
| October 31, 2018 | 38.64% |
| September 30, 2018 | 38.64% |
| August 31, 2018 | 38.64% |
| July 31, 2018 | 38.64% |
| June 30, 2018 | 38.64% |
| May 31, 2018 | 38.64% |
| April 30, 2018 | 58.73% |
| March 31, 2018 | 61.84% |
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
38.64%
Minimum
May 2018
90.94%
Maximum
May 2017
59.80%
Average
69.99%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| ProShares UltraShort Financials | 94.48% |
| ProShares Short Financials | 62.06% |
| ProShares UltraPro Dow30 | 80.29% |
| ProShares Ultra Dow30 | 63.13% |
| ProShares Ultra S&P500 | 59.34% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.06 |
| Beta (5Y) | 2.096 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.10% |
| Historical Sharpe Ratio (5Y) | 0.5258 |
| Historical Sortino (5Y) | 0.5186 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.68% |