ProShares Ultra Gold
Provider: ProShares
| Annualised Return | 7.23% |
| Realised Volatility | 32.71% |
| Downside Volatility | 17.15% |
| Max Drawdown | -73.45% |
| Winning months | 50% |
| Sharpe Ratio | 0.22 |
| Sortino Ratio | 0.42 |
| Calmar Ratio | 0.1 |
| Viking Ratio | 0.25 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -3.6% | 0.11% | 17.23% | 5.34% | 2.18% | -0.95% | 9.8% | 3.3% | 9.17% | 49.35% | |||
| 2023 | 11.11% | -11.01% | 15.32% | 1.02% | -3.5% | -5.19% | 4.02% | -3.48% | -10.04% | 14.52% | 4.25% | 1.7% | 15.56% |
| 2022 | -3.78% | 12.44% | 2.21% | -4.67% | -7.09% | -3.55% | -5.43% | -6.44% | -6.12% | -4.16% | 17.01% | 5.02% | -7.59% |
| 2021 | -7.07% | -12.76% | -2.5% | 6.81% | 15.72% | -14.12% | 4.72% | -0.3% | -6.95% | 2.99% | -1.75% | 6.33% | -12.3% |
| 2020 | 8.54% | -1.75% | -0.59% | 12.87% | 4.34% | 5.86% | 18.56% | -2.47% | -8.51% | -1.72% | -11.34% | 14.12% | 39.04% |
| 2019 | 4.95% | -1.55% | -3.65% | -1.77% | 3.04% | 16.21% | -0.3% | 15.64% | -7.05% | 4.62% | -6.66% | 7% | 31.11% |
| 2018 | 6.39% | -4.9% | 0.97% | -2% | -2.85% | -7.58% | -4.62% | -4.61% | -1.54% | 3.6% | 0.44% | 9.77% | -8.02% |
| 2017 | 10.3% | 5.79% | -0.75% | 3.12% | -0.45% | -4.54% | 4.35% | 8.29% | -7% | -1.87% | 0.51% | 4.12% | 22.5% |
| 2016 | 11% | 22.49% | -1.81% | 9.35% | -12.19% | 18.16% | 3.8% | -6.63% | 0.85% | -6.09% | -16.31% | -4.02% | 11.67% |
| 2015 | 17.47% | -11.19% | -4.82% | -0.52% | 1.16% | -3.49% | -12.99% | 7.26% | -3.88% | 4.18% | -13.11% | -1.16% | -22.6% |
| 2014 | 6.57% | 12.65% | -6.38% | 1.06% | -6.36% | 12.68% | -7.08% | 0.44% | -11.97% | -6.53% | -1.05% | 2.32% | -6.84% |
| 2013 | -1.4% | -10.1% | 1.79% | -15.78% | -12.55% | -21.41% | 14.61% | 10.38% | -9.77% | -1.38% | -10.93% | -7.72% | -51.69% |
| 2012 | 23.23% | -6.46% | -2.91% | -0.83% | -12.6% | 4.07% | 1.38% | 9.59% | 9.4% | -6.12% | -1.27% | -5% | 8.03% |
| 2011 | -12.57% | 12.12% | 2.67% | 18.26% | -3.8% | -5.12% | 17.15% | 24.49% | -22% | 11.31% | 2.79% | -20.95% | 11.77% |
| 2010 | -2.93% | 5.88% | -1.18% | 11.68% | 5.68% | 4.24% | -10.42% | 11.42% | 9.51% | 7.06% | 3.56% | 4.46% | 58.17% |
| 2009 | 10.13% | 1.58% | -5.77% | -7.51% | 20.84% | -10.61% | 4.27% | -0.46% | 11.55% | 7.06% | 26.79% | -14.57% | 41.39% |
| 2008 | 29.53% | 29.53% |