ProShares Ultra Financials (UYG)

88.00 +0.01 (+0.01%) USD  |  NYSEARCA  |  Dec 26, 13:32
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UYG Max Drawdown (5Y): 69.99% 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 Dow30 80.29%
ProShares Ultra Dow30 63.13%
ProShares Ultra Energy 93.73%
Direxion Daily Energy Bull 2x Shares 99.07%
Direxion Daily Financial Bull 3x Shares 85.99%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -15.57
Beta (5Y) 2.124
Alpha (vs YCharts Benchmark) (5Y) -9.475
Beta (vs YCharts Benchmark) (5Y) 1.444
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 43.87%
Historical Sharpe Ratio (5Y) 0.2916
Historical Sortino (5Y) 0.3279
Monthly Value at Risk (VaR) 5% (5Y Lookback) 18.51%