ProShares Ultra Performance

BOIL -- USA Etf  

USD 25.40  0.02  0.08%

The etf holds Beta of 0.3362 which implies as returns on market increase, ProShares Ultra returns are expected to increase less than the market. However during bear market, the loss on holding ProShares Ultra will be expected to be smaller as well.. Even though it is essential to pay attention to ProShares Ultra Bloo current trending patterns, it is always good to be careful when utilizing equity existing price patterns. Macroaxis philosophy towards forecasting future performance of any etf is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. ProShares Ultra Bloo exposes twenty-eight different technical indicators which can help you to evaluate its performance.
 Time Horizon     30 Days    Login   to change

ProShares Ultra Bloo Relative Risk vs. Return Landscape

If you would invest  3,002  in ProShares Ultra Bloomberg Natural Gas on June 18, 2018 and sell it today you would lose (460.00)  from holding ProShares Ultra Bloomberg Natural Gas or give up 15.32% of portfolio value over 30 days. ProShares Ultra Bloomberg Natural Gas is currently does not generate positive expected returns and assumes 2.0642% risk (volatility on return distribution) over the 30 days horizon. In different words, 18% of equities are less volatile than ProShares Ultra Bloomberg Natural Gas and 99% of traded equity instruments are projected to make higher returns than the company over the 30 days investment horizon.
 Daily Expected Return (%) 
      Risk (%) 
Given the investment horizon of 30 days, ProShares Ultra Bloomberg Natural Gas is expected to under-perform the market. In addition to that, the company is 3.28 times more volatile than its market benchmark. It trades about -0.36 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.05 per unit of volatility.

ProShares Ultra Market Risk Analysis

Sharpe Ratio = -0.355
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ProShares Ultra Relative Performance Indicators

Estimated Market Risk
 2.06
  actual daily
 
 82 %
of total potential
  
Expected Return
 -0.73
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.35
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average ProShares Ultra is performing at about 0% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of ProShares Ultra by adding it to a well-diversified portfolio.

Performance Rating

ProShares Ultra Bloomberg Natural Gas Risk Adjusted Performance Analysis
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Risk-Adjusted Performance

Over the last 30 days ProShares Ultra Bloomberg Natural Gas has generated negative risk-adjusted returns adding no value to investors with long positions.

ProShares Ultra Alerts

Equity Alerts and Improvement Suggestions
ProShares Ultra Bloo generates negative expected return over the last 30 days
ProShares Ultra Bloo has high likelihood to experience some financial distress in the next 2 years
ProShares Ultra Bloomberg Natural Gas created five year return of -50.0%
This fund holds all of the assets under management (AUM) in different types of exotic instruments
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