ProShares UltraShort Historical Price Analysis Overview

SDD -- USA Etf  

USD 14.30  0.19  1.35%

Macroaxis considers ProShares UltraShort not very volatile given 1 month investment horizon. ProShares UltraShort maintains Sharpe Ratio (i.e. Efficiency) of 0.4239 which implies ProShares UltraShort had 0.4239% of return per unit of risk over the last 1 month. Our philosophy towards forecasting volatility of an etf is to use all available market data together with etf specific technical indicators that cannot be diversified away. By analyzing ProShares UltraShort technical indicators you can presently evaluate if the expected return of 0.9533% is justified by implied risk. Please employ ProShares UltraShort Coefficient Of Variation of 245.12 and Risk Adjusted Performance of 0.449 to confirm if our risk estimates are consistent with your expectations.
Horizon     30 Days    Login   to change

Performance History


Highest PriceOctober 23, 201814.3032
Lowest PricOctober 4, 201812.38
The price series of ProShares UltraShort for the period between Sun, Sep 23, 2018 and Tue, Oct 23, 2018 has a statistical range of 2.67 with a coefficient of variation of 6.98. The price distribution for the period has arithmetic mean of 12.87. The median price for the last 30 days is 12.72
OpenHighLowCloseVolume
10/23/2018 13.35  14.59  13.35  13.97  0.00 
10/23/2018 14.42  14.75  14.30  14.30  6,452 
10/22/2018 13.99  14.11  13.93  14.11  3,131 
10/20/2018 13.35  14.59  13.35  13.97  1.00 
10/19/2018 13.95  13.97  13.76  13.97  1,834 
10/18/2018 13.35  13.35  13.35  13.35  105.00 
10/17/2018 13.48  13.60  13.35  13.35  2,107 
10/16/2018 13.79  13.79  13.27  13.33  15,365 
10/15/2018 14.11  14.18  13.80  13.84  13,764 
10/12/2018 13.83  14.27  13.83  14.27  2,365 
10/11/2018 13.56  13.80  13.38  13.70  11,290 
10/10/2018 12.85  13.35  12.85  13.35  7,987 
10/09/2018 12.62  12.74  12.62  12.71  31,840 
10/08/2018 12.71  12.84  12.60  12.66  4,086 
10/07/2018 12.38  13.06  12.38  12.72  1.00 
10/05/2018 12.42  12.79  12.42  12.72  3,612 
10/04/2018 12.24  12.38  12.24  12.38  5,662 
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