ProShares Short FTSE China 50 (YXI)
17.58
-0.27
(-1.49%)
USD |
NYSEARCA |
Apr 26, 15:03
YXI Max Drawdown (5Y): 60.86% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 62.07% |
July 31, 2020 | 62.07% |
June 30, 2020 | 62.07% |
May 31, 2020 | 62.07% |
April 30, 2020 | 62.07% |
March 31, 2020 | 62.07% |
February 29, 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
Apr 2019
61.73%
Average
62.07%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
ProShares UltraShort FTSE China 50 | 88.04% |
ProShares Ultra FTSE China 50 | 89.10% |
ProShares UltraShort MSCI Japan | 76.29% |
ProShares Short MidCap400 | 66.42% |
ProShares UltraShort MidCap400 | 91.25% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 4.200 |
Beta (5Y) | -0.3767 |
Alpha (vs YCharts Benchmark) (5Y) | 4.200 |
Beta (vs YCharts Benchmark) (5Y) | -0.3767 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.86% |
Historical Sharpe Ratio (5Y) | -0.0277 |
Historical Sortino (5Y) | -0.0479 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.29% |