ProShares Ultra Maximum Drawdown
| DDM ETF | | | USD 60.03 0.04 0.07% |
Maximum Drawdown (or MDD) is another indicator of risk. It is the reduction in asset value after a series of losing trades. This is normally calculated by getting the difference between a relative peaks in equity capital minus a relative trough. Below is ProShares Ultra's current Maximum Drawdown with peer comparisons and related risk metrics.
Current Maximum Drawdown Value
The Maximum Drawdown of 8.54 for ProShares Ultra indicates a contained peak-to-trough loss. ProShares Ultra's maximum drawdown has remained under 10%, indicating limited downside exposure.
Maximum Drawdown | = | MAX(HIGH - LOW) |
| = | 8.54 | |
| MAX | = | Maximum notation for the range of returns on ProShares Ultra |
Maximum Drawdown Peers Comparison
Among sector peers, ProShares Ultra's Maximum Drawdown of 8.54 is above the 6.53 group average. The range runs from 2.8 (Invesco SAMPP 500) to 17.49 (ProShares UltraPro Russell2000). ProShares Ultra's deeper drawdown relative to peers indicates greater historical downside exposure.
Maximum Drawdown Relative To Other Indicators
The chart below plots Maximum Drawdown against Maximum Drawdown for ProShares Ultra and its peers. Each point represents one equity — position along the horizontal axis shows Maximum Drawdown while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
ProShares Ultra shows nearly
1.00 of Maximum Drawdown per unit of Maximum Drawdown (
8.54 versus
8.54 ). The two measures are closely aligned in magnitude for ProShares Ultra.
Methodology, Assumptions & Data Sources
ProShares Ultra has a current Maximum Drawdown reading of 8.54. The Maximum Drawdown for ProShares Ultra is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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