ProShares VIX Mid-Term Futures (VIXM)
14.55
-0.12
(-0.82%)
USD |
BATS |
May 09, 16:00
14.57
+0.02
(+0.14%)
Pre-Market: 20:00
VIXM Max Drawdown (5Y): 71.59% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 71.59% |
| March 31, 2024 | 71.59% |
| February 29, 2024 | 71.59% |
| January 31, 2024 | 71.59% |
| December 31, 2023 | 71.59% |
| November 30, 2023 | 71.59% |
| October 31, 2023 | 71.59% |
| September 30, 2023 | 72.53% |
| August 31, 2023 | 73.00% |
| July 31, 2023 | 75.50% |
| June 30, 2023 | 76.80% |
| May 31, 2023 | 78.63% |
| April 30, 2023 | 78.63% |
| March 31, 2023 | 78.81% |
| February 28, 2023 | 78.81% |
| January 31, 2023 | 78.81% |
| December 31, 2022 | 79.39% |
| November 30, 2022 | 81.87% |
| October 31, 2022 | 82.79% |
| September 30, 2022 | 82.79% |
| August 31, 2022 | 82.79% |
| July 31, 2022 | 83.52% |
| June 30, 2022 | 83.52% |
| May 31, 2022 | 84.38% |
| April 30, 2022 | 86.36% |
| Date | Value |
|---|---|
| March 31, 2022 | 86.71% |
| February 28, 2022 | 86.71% |
| January 31, 2022 | 87.88% |
| December 31, 2021 | 87.88% |
| November 30, 2021 | 87.88% |
| October 31, 2021 | 87.88% |
| September 30, 2021 | 87.88% |
| August 31, 2021 | 87.88% |
| July 31, 2021 | 87.88% |
| June 30, 2021 | 87.88% |
| May 31, 2021 | 87.88% |
| April 30, 2021 | 87.88% |
| March 31, 2021 | 87.88% |
| February 28, 2021 | 87.88% |
| January 31, 2021 | 87.88% |
| December 31, 2020 | 87.88% |
| November 30, 2020 | 87.88% |
| October 31, 2020 | 87.88% |
| September 30, 2020 | 87.88% |
| August 31, 2020 | 87.88% |
| July 31, 2020 | 87.88% |
| June 30, 2020 | 87.88% |
| May 31, 2020 | 87.88% |
| April 30, 2020 | 87.88% |
| March 31, 2020 | 87.88% |
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
71.59%
Minimum
Oct 2023
87.88%
Maximum
May 2019
83.56%
Average
87.88%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.936 |
| Beta (5Y) | -1.274 |
| Alpha (vs YCharts Benchmark) (5Y) | 5.936 |
| Beta (vs YCharts Benchmark) (5Y) | -1.274 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.97% |
| Historical Sharpe Ratio (5Y) | -0.1879 |
| Historical Sortino (5Y) | -0.5393 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.96% |