ProShares VIX Short-Term Futures (VIXY)
13.50
-0.12
(-0.88%)
USD |
BATS |
Apr 24, 16:00
13.85
+0.35
(+2.59%)
Pre-Market: 05:24
VIXY Max Drawdown (5Y): 98.87% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 98.87% |
| February 29, 2024 | 98.80% |
| January 31, 2024 | 98.75% |
| December 31, 2023 | 98.63% |
| November 30, 2023 | 98.47% |
| October 31, 2023 | 98.23% |
| September 30, 2023 | 98.23% |
| August 31, 2023 | 98.09% |
| July 31, 2023 | 97.99% |
| June 30, 2023 | 97.79% |
| May 31, 2023 | 97.36% |
| April 30, 2023 | 97.36% |
| March 31, 2023 | 97.36% |
| February 28, 2023 | 97.36% |
| January 31, 2023 | 97.36% |
| December 31, 2022 | 97.43% |
| November 30, 2022 | 98.05% |
| October 31, 2022 | 98.26% |
| September 30, 2022 | 98.33% |
| August 31, 2022 | 98.33% |
| July 31, 2022 | 98.52% |
| June 30, 2022 | 98.52% |
| May 31, 2022 | 98.52% |
| April 30, 2022 | 98.52% |
| March 31, 2022 | 98.52% |
| Date | Value |
|---|---|
| February 28, 2022 | 98.54% |
| January 31, 2022 | 98.81% |
| December 31, 2021 | 98.93% |
| November 30, 2021 | 98.93% |
| October 31, 2021 | 98.93% |
| September 30, 2021 | 98.93% |
| August 31, 2021 | 98.93% |
| July 31, 2021 | 98.93% |
| June 30, 2021 | 98.94% |
| May 31, 2021 | 98.94% |
| April 30, 2021 | 98.94% |
| March 31, 2021 | 98.94% |
| February 28, 2021 | 98.94% |
| January 31, 2021 | 98.94% |
| December 31, 2020 | 98.94% |
| November 30, 2020 | 98.94% |
| October 31, 2020 | 98.94% |
| September 30, 2020 | 98.94% |
| August 31, 2020 | 98.94% |
| July 31, 2020 | 98.94% |
| June 30, 2020 | 98.94% |
| May 31, 2020 | 98.94% |
| April 30, 2020 | 98.94% |
| March 31, 2020 | 98.94% |
| February 29, 2020 | 98.94% |
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
97.36%
Minimum
Jan 2023
98.94%
Maximum
Apr 2019
98.60%
Average
98.93%
Median
Jul 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.41 |
| Beta (5Y) | -2.990 |
| Alpha (vs YCharts Benchmark) (5Y) | -14.41 |
| Beta (vs YCharts Benchmark) (5Y) | -2.990 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 112.5% |
| Historical Sharpe Ratio (5Y) | -0.4751 |
| Historical Sortino (5Y) | -2.023 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.99% |