Drawdown history

UPRO max drawdown: 97.6%

ProShares UltraPro S&P 500 (3x). From its 1999-12-31 peak, UPRO fell 97.6% to the 2009-02-28 trough and needed 9.2 years to make a new high (2019-10-31). Computed from 678 months of history starting 1970-01-31, including extended pre-ETF data where available.

3x daily S&P 500, the levered half of HFEA-style portfolios.

UPRO drawdown statistics

Maximum drawdown
-97.6%

1999-12-31 peak to 2009-02-28 trough.

Recovery time
9.2 years

New high reached 2019-10-31.

Time underwater
0.9%

Share of all months spent below a prior high.

Worst 12 months
-90.2%

Rolling year ending 2009-02-28.

For context, SPY (the S&P 500 baseline) had a maximum drawdown of 50.8% over the same kind of monthly-close analysis.

The biggest UPRO drawdowns on record

DepthPeakTroughRecoveredPeak to troughTotal underwater
-97.6%1999-12-312009-02-282019-10-31110 mo19.8 years
-87.2%1972-12-311974-09-301995-03-3121 mo22.3 years
-62.7%2021-12-312022-09-302024-06-309 mo2.5 years
-60.4%2019-12-312020-03-312020-12-313 mo12 months
-47.5%1970-02-281970-06-301970-12-314 mo10 months

Methodology: monthly closing prices, peak-to-trough on total return where available. History extends before the ETF's launch via documented proxy chains (index funds, indices, and academic series), the same data that powers BestFolio's strategy backtests. Educational information, not investment advice.

Drawdowns are the reason tactical strategies exist

Buy-and-hold UPRO means living through every number on this page. BestFolio tracks 46+ published TAA strategies whose whole job is cutting these drawdowns, with out-of-sample track records.

Disclaimer: BestFolio is an informational tool only and does not provide investment advice, recommendations, or solicitations to buy or sell securities. All strategy signals, backtests, and performance metrics are provided for educational and research purposes. Past performance is not indicative of future results. You are solely responsible for your own investment decisions. BestFolio is not a registered investment advisor, broker-dealer, or financial planner. Always consult a qualified financial professional before making investment decisions.

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UPRO Max Drawdown: 97.6% (1999 to 2009), Full History Since 1970 | BestFolio