ProShares UltraShort Historical Price Analysis Overview

SDP -- USA Etf  

USD 22.59  0.0049  0.0217%

We consider ProShares UltraShort not very risky. ProShares UltraShort maintains Sharpe Ratio (i.e. Efficiency) of 0.0118 which implies ProShares UltraShort had 0.0118% 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. We have found twenty-one technical indicators for ProShares UltraShort which you can use to evaluate future volatility of the etf. Please check ProShares UltraShort Coefficient Of Variation of 4980.57, Semi Deviation of 1.93 and Risk Adjusted Performance of 0.0265 to confirm if risk estimate we provide are consistent with the epected return of 0.0234%.
Horizon     30 Days    Login   to change

Performance History


Highest PriceSeptember 26, 201824.3
Lowest PricOctober 7, 201821.71
The price series of ProShares UltraShort for the period between Mon, Sep 17, 2018 and Wed, Oct 17, 2018 has a statistical range of 2.59 with a coefficient of variation of 2.98. The price distribution for the period has arithmetic mean of 23.06. The median price for the last 30 days is 23.23
OpenHighLowCloseVolume
10/17/2018 23.06  23.10  22.35  22.59  3,855 
10/16/2018 23.06  23.10  22.35  22.59  3,855 
10/15/2018 22.93  23.21  22.68  22.80  6,607 
10/12/2018 23.32  23.50  23.18  23.18  5,050 
10/11/2018 22.30  23.14  22.30  22.90  5,290 
10/10/2018 22.05  22.26  21.63  22.26  4,221 
10/09/2018 22.42  22.42  21.91  22.05  3,939 
10/08/2018 22.18  22.39  21.98  22.16  8,271 
10/07/2018 23.23  21.71  23.19  21.71  1.00 
10/05/2018 22.90  22.91  22.45  22.45  1,364 
10/04/2018 23.63  23.87  23.23  23.23  3,956 
10/03/2018 22.84  23.57  22.84  23.57  2,731 
10/02/2018 23.05  23.15  22.93  22.93  1,859 
10/01/2018 23.59  23.59  23.50  23.59  5,071 
09/28/2018 23.63  23.67  23.51  23.51  690.00 
09/27/2018 24.46  24.46  23.90  23.97  17,540 
09/26/2018 24.30  24.30  24.30  24.30  423.00 
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