ProShares UltraShort Performance

SDD -- USA Etf  

USD 15.61  0.50  3.31%

The etf holds Beta of 0.1888 which implies as returns on market increase, ProShares UltraShort returns are expected to increase less than the market. However during bear market, the loss on holding ProShares UltraShort will be expected to be smaller as well.. Although it is vital to follow to ProShares UltraShort current trending patterns, it is good to be conservative about what you can actually do with the information regarding equity existing price patterns. The philosophy towards forecasting future performance of any etf is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By analyzing ProShares UltraShort technical indicators you can presently evaluate if the expected return of 0.3775% will be sustainable into the future.
Horizon     30 Days    Login   to change

ProShares UltraShort Relative Risk vs. Return Landscape

If you would invest  1,335  in ProShares UltraShort SmallCap600 on November 9, 2018 and sell it today you would earn a total of  226.00  from holding ProShares UltraShort SmallCap600 or generate 16.93% return on investment over 30 days. ProShares UltraShort SmallCap600 is generating 0.3775% of daily returns assuming volatility of 2.7561% on return distribution over 30 days investment horizon. In other words, 24% of equities are less volatile than the company and above 93% of equities are expected to generate higher returns over the next 30 days.
 Daily Expected Return (%) 
      Risk (%) 
Considering 30-days investment horizon, ProShares UltraShort SmallCap600 is expected to generate 2.1 times more return on investment than the market. However, the company is 2.1 times more volatile than its market benchmark. It trades about 0.14 of its potential returns per unit of risk. The DOW is currently generating roughly -0.08 per unit of risk.

ProShares UltraShort Market Risk Analysis

Sharpe Ratio = 0.137
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ProShares UltraShort Relative Performance Indicators

Estimated Market Risk
 2.76
  actual daily
 
 24 %
of total potential
 
24
Expected Return
 0.38
  actual daily
 
 7 %
of total potential
 
7
Risk-Adjusted Return
 0.14
  actual daily
 
 9 %
of total potential
 
9
Based on monthly moving average ProShares UltraShort is performing at about 9% 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 UltraShort by adding it to a well-diversified portfolio.

ProShares UltraShort Performance Rating

ProShares UltraShort SmallCap600 Risk Adjusted Performance Analysis

9

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in ProShares UltraShort SmallCap600 are ranked lower than 9 (%) of all global equities and portfolios over the last 30 days.

ProShares UltraShort Alerts

Equity Alerts and Improvement Suggestions

ProShares UltraShort has high likelihood to experience some financial distress in the next 2 years
This fund generated-35.0 ten year return of -35.0%
ProShares UltraShort maintains all of the assets in different exotic instruments

ProShares UltraShort Performance Indicators

ProShares UltraShort Basic Price Performance Measures

Fifty Two Week Low10.9400
Fifty Two Week High17.5600
Also please take a look at World Market Map. Please also try Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
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