ProShares Short FTSE China 50 (YXI)
14.32
-0.08
(-0.56%)
USD |
NYSEARCA |
Nov 15, 16:00
14.36
+0.04
(+0.28%)
After-Hours: 20:00
YXI Max Drawdown (5Y): 60.86% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 60.86% |
| September 30, 2024 | 60.86% |
| August 31, 2024 | 60.86% |
| July 31, 2024 | 60.86% |
| June 30, 2024 | 60.86% |
| May 31, 2024 | 60.86% |
| April 30, 2024 | 60.86% |
| March 31, 2024 | 60.86% |
| February 29, 2024 | 60.86% |
| January 31, 2024 | 60.86% |
| December 31, 2023 | 60.86% |
| November 30, 2023 | 60.86% |
| October 31, 2023 | 60.86% |
| September 30, 2023 | 60.86% |
| August 31, 2023 | 60.86% |
| July 31, 2023 | 60.86% |
| June 30, 2023 | 60.86% |
| May 31, 2023 | 60.86% |
| April 30, 2023 | 60.86% |
| March 31, 2023 | 60.86% |
| February 28, 2023 | 60.86% |
| January 31, 2023 | 60.86% |
| December 31, 2022 | 60.86% |
| November 30, 2022 | 60.86% |
| October 31, 2022 | 62.07% |
| Date | Value |
|---|---|
| September 30, 2022 | 62.07% |
| August 31, 2022 | 62.07% |
| July 31, 2022 | 62.07% |
| June 30, 2022 | 62.07% |
| May 31, 2022 | 62.07% |
| April 30, 2022 | 62.07% |
| March 31, 2022 | 62.07% |
| February 28, 2022 | 62.07% |
| January 31, 2022 | 62.07% |
| December 31, 2021 | 62.07% |
| November 30, 2021 | 62.07% |
| October 31, 2021 | 62.07% |
| September 30, 2021 | 62.07% |
| August 31, 2021 | 62.07% |
| July 31, 2021 | 62.07% |
| June 30, 2021 | 62.07% |
| May 31, 2021 | 62.07% |
| April 30, 2021 | 62.07% |
| March 31, 2021 | 62.07% |
| February 28, 2021 | 62.07% |
| January 31, 2021 | 62.07% |
| December 31, 2020 | 62.07% |
| November 30, 2020 | 62.07% |
| October 31, 2020 | 62.07% |
| September 30, 2020 | 62.07% |
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
60.86%
Minimum
Nov 2022
62.07%
Maximum
Nov 2019
61.59%
Average
62.07%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.757 |
| Beta (5Y) | -0.4777 |
| Alpha (vs YCharts Benchmark) (5Y) | -5.080 |
| Beta (vs YCharts Benchmark) (5Y) | -0.1989 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.81% |
| Historical Sharpe Ratio (5Y) | -0.2849 |
| Historical Sortino (5Y) | -0.4231 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.08% |