ProFunds Small Cap Value Svc (SVPSX)
80.67
-0.58 (-0.71%)
USD |
Feb 26
SVPSX Max Drawdown (5Y): 49.98% for Feb. 28, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 28, 2021 | 49.98% |
January 31, 2021 | 49.98% |
December 31, 2020 | 49.98% |
November 30, 2020 | 49.98% |
October 31, 2020 | 49.98% |
September 30, 2020 | 49.98% |
August 31, 2020 | 49.98% |
July 31, 2020 | 49.98% |
June 30, 2020 | 49.98% |
May 31, 2020 | 49.98% |
April 30, 2020 | 49.98% |
March 31, 2020 | 49.98% |
February 29, 2020 | 28.26% |
January 31, 2020 | 28.26% |
December 31, 2019 | 28.26% |
November 30, 2019 | 28.26% |
October 31, 2019 | 28.26% |
September 30, 2019 | 28.26% |
August 31, 2019 | 28.26% |
July 31, 2019 | 28.26% |
June 30, 2019 | 28.26% |
May 31, 2019 | 28.26% |
April 30, 2019 | 28.26% |
March 31, 2019 | 28.26% |
February 28, 2019 | 28.26% |
Date | Value |
---|---|
January 31, 2019 | 28.26% |
December 31, 2018 | 28.26% |
November 30, 2018 | 22.14% |
October 31, 2018 | 22.14% |
September 30, 2018 | 22.14% |
August 31, 2018 | 22.14% |
July 31, 2018 | 22.14% |
June 30, 2018 | 22.14% |
May 31, 2018 | 22.14% |
April 30, 2018 | 22.14% |
March 31, 2018 | 22.14% |
February 28, 2018 | 22.14% |
January 31, 2018 | 22.14% |
December 31, 2017 | 22.14% |
November 30, 2017 | 22.14% |
October 31, 2017 | 22.14% |
September 30, 2017 | 22.14% |
August 31, 2017 | 22.14% |
July 31, 2017 | 22.14% |
June 30, 2017 | 22.14% |
May 31, 2017 | 22.14% |
April 30, 2017 | 22.14% |
March 31, 2017 | 22.14% |
February 28, 2017 | 22.14% |
January 31, 2017 | 22.14% |
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
22.14%
Minimum
Mar 2016
49.98%
Maximum
Mar 2020
29.23%
Average
22.14%
Median
Mar 2016
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -10.60 |
Beta (5Y) | 1.353 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.67% |
Historical Sharpe Ratio (5Y) | 0.5414 |
Historical Sortino (5Y) | 0.5857 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.17% |