ProShares Ultra FTSE China 50 (XPP)
14.45
+0.10
(+0.67%)
USD |
NYSEARCA |
Apr 25, 16:00
14.50
+0.05
(+0.35%)
Pre-Market: 20:00
XPP Max Drawdown (5Y): 89.10% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 89.10% |
| February 29, 2024 | 89.10% |
| January 31, 2024 | 89.10% |
| December 31, 2023 | 88.82% |
| November 30, 2023 | 88.82% |
| October 31, 2023 | 88.82% |
| September 30, 2023 | 88.82% |
| August 31, 2023 | 88.82% |
| July 31, 2023 | 88.82% |
| June 30, 2023 | 88.82% |
| May 31, 2023 | 88.82% |
| April 30, 2023 | 88.82% |
| March 31, 2023 | 88.82% |
| February 28, 2023 | 88.82% |
| January 31, 2023 | 88.82% |
| December 31, 2022 | 88.82% |
| November 30, 2022 | 88.82% |
| October 31, 2022 | 88.82% |
| September 30, 2022 | 82.42% |
| August 31, 2022 | 78.55% |
| July 31, 2022 | 78.55% |
| June 30, 2022 | 78.55% |
| May 31, 2022 | 78.55% |
| April 30, 2022 | 78.55% |
| March 31, 2022 | 78.55% |
| Date | Value |
|---|---|
| February 28, 2022 | 63.97% |
| January 31, 2022 | 63.97% |
| December 31, 2021 | 63.97% |
| November 30, 2021 | 63.97% |
| October 31, 2021 | 63.97% |
| September 30, 2021 | 63.97% |
| August 31, 2021 | 63.97% |
| July 31, 2021 | 63.97% |
| June 30, 2021 | 63.97% |
| May 31, 2021 | 63.97% |
| April 30, 2021 | 63.97% |
| March 31, 2021 | 63.97% |
| February 28, 2021 | 66.52% |
| January 31, 2021 | 66.52% |
| December 31, 2020 | 66.52% |
| November 30, 2020 | 71.64% |
| October 31, 2020 | 71.64% |
| September 30, 2020 | 71.64% |
| August 31, 2020 | 71.64% |
| July 31, 2020 | 71.64% |
| June 30, 2020 | 71.64% |
| May 31, 2020 | 71.64% |
| April 30, 2020 | 71.64% |
| March 31, 2020 | 71.64% |
| February 29, 2020 | 71.64% |
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
63.97%
Minimum
Mar 2021
89.10%
Maximum
Jan 2024
75.89%
Average
71.64%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| ProShares UltraShort FTSE China 50 | 88.04% |
| ProShares Short FTSE China 50 | 60.86% |
| ProShares Ultra MSCI Japan | 58.63% |
| ProShares Ultra MSCI EAFE | 63.53% |
| ProShares Ultra Communication Services | 64.21% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -40.96 |
| Beta (5Y) | 0.8563 |
| Alpha (vs YCharts Benchmark) (5Y) | -40.96 |
| Beta (vs YCharts Benchmark) (5Y) | 0.8563 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.82% |
| Historical Sharpe Ratio (5Y) | -0.586 |
| Historical Sortino (5Y) | -1.042 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.60% |