ProShares Large Cap Core Plus
Provider: ProShares
| Annualised Return | 14.04% |
| Realised Volatility | 14.95% |
| Downside Volatility | 10.44% |
| Max Drawdown | -23.46% |
| Winning months | 68.18% |
| Sharpe Ratio | 0.94 |
| Sortino Ratio | 1.34 |
| Calmar Ratio | 0.6 |
| Viking Ratio | 0.34 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.25% | -1.56% | -4.97% | -0.6% | 6.41% | 4.86% | 1.96% | 3.17% | 3.56% | 2.55% | 0.61% | -0.54% | 19.76% |
| 2024 | 1.52% | 5.54% | 3.76% | -5.02% | 3.65% | 4.03% | 1.24% | 1.78% | 2.54% | -0.98% | 5.86% | -3.16% | 22.09% |
| 2023 | 7.95% | -2.15% | 0.8% | 0.24% | 0.1% | 6.99% | 3.64% | -2.48% | -5.08% | -2.09% | 8.89% | 5.66% | 23.5% |
| 2022 | -4.15% | -2.18% | 3.36% | -7.99% | 0.86% | -10.42% | 8.53% | -3.1% | -9.65% | 9.09% | 4.94% | -6.74% | -18.27% |
| 2021 | 0.85% | 1.83% | 5.59% | 5.39% | 0.87% | 2.53% | 1.94% | 3.61% | -4.32% | 6.38% | -0.55% | 5.36% | 33.13% |
| 2020 | -0.57% | -9.79% | -14.06% | 12.87% | 5.16% | 1.34% | 4.86% | 6.79% | -3.75% | -3.97% | 11.15% | 3.99% | 10.94% |
| 2019 | 9.24% | 2.79% | 0.77% | 4.3% | -6.77% | 6.39% | 1.53% | -3.05% | 2.66% | 1.46% | 5.04% | 2.53% | 29.26% |
| 2018 | 4.82% | -3.26% | -1.49% | -0.13% | 1.82% | 0.15% | 3.01% | 3.72% | 0.45% | -7.07% | 0.33% | -9.51% | -7.88% |
| 2017 | 1.5% | 3.98% | 0.46% | 1.1% | 0.97% | 1.19% | 2% | 0.07% | 2.33% | 1.98% | 3.4% | 1.58% | 22.52% |
| 2016 | -5.71% | 1.65% | 7.33% | -0.47% | 1.83% | 0.14% | 4.13% | 0.07% | -0.56% | -1.15% | 4.21% | 2.02% | 13.71% |
| 2015 | -3.31% | 5.23% | -1.77% | 0.33% | 1.14% | -2.25% | 2.58% | -6.51% | -2.67% | 8.53% | 0.62% | -1.55% | -0.53% |
| 2014 | -3.44% | 4.58% | 1.62% | 1.7% | 2.46% | 1.78% | -0.72% | 4.38% | -2.11% | 2.76% | 2.65% | 0.01% | 16.49% |
| 2013 | 5.3% | 1.99% | 4.01% | 2.02% | 3.06% | -1.13% | 5.16% | -3.32% | 3.13% | 5.17% | 2.84% | 2.79% | 35.35% |
| 2012 | 4.4% | 4.83% | 2.64% | -0.91% | -5.62% | 4.17% | 1.61% | 2.92% | 2.31% | -0.93% | -0.52% | 1.11% | 16.67% |
| 2011 | 2.74% | 3.8% | 1.3% | 2.29% | -1.42% | -1.67% | -2.58% | -5.05% | -8.22% | 12.33% | -1.95% | 0.4% | 0.54% |
| 2010 | -2.93% | 3.12% | 6.3% | 1.24% | -7.34% | -5.91% | 7.01% | -5.77% | 9.56% | 3.59% | -0.54% | 6.8% | 14.15% |
| 2009 | 5.85% | 3.27% | 4.95% | -1.71% | 5.39% | 2.44% | 21.73% |