ProShares UltraShort Performance

ProShares UltraShort SP500 -- USA Etf  

USD 38.76  1.13  2.83%

The etf holds Beta of -0.0221 which implies as returns on market increase, returns on owning ProShares UltraShort are expected to decrease at a much smaller rate. During bear market, ProShares UltraShort is likely to outperform the market.. Although it is extremely important to respect ProShares UltraShort current trending patterns, it is better to be realistic regarding the information on 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 0.0636% will be sustainable into the future.
 Time Horizon     30 Days    Login   to change

ProShares UltraShort Relative Risk vs. Return Landscape

If you would invest  3,928  in ProShares UltraShort SP500 on March 22, 2018 and sell it today you would earn a total of  61.00  from holding ProShares UltraShort SP500 or generate 1.55% return on investment over 30 days. ProShares UltraShort SP500 is generating 0.0636% of daily returns assuming volatility of 2.388% on return distribution over 30 days investment horizon. In other words, 21% of equities are less volatile than the company and above 99% of equities are expected to generate higher returns over the next 30 days.
 Daily Expected Return (%) 
      Risk (%) 
Considering 30-days investment horizon, ProShares UltraShort SP500 is expected to generate 1.69 times more return on investment than the market. However, the company is 1.69 times more volatile than its market benchmark. It trades about 0.03 of its potential returns per unit of risk. The DOW is currently generating roughly -0.02 per unit of risk.

Performance Rating

ProShares UltraShort SP500 Risk Adjusted Performance Analysis
1 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in ProShares UltraShort SP500 are ranked lower than 1 (%) of all global equities and portfolios over the last 30 days.

2 Months Efficiency

ProShares UltraShort Sharpe Ratio = 0.0266
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Estimated Market Risk
 2.39
  actual daily
 
 78 %
of total potential
  
Expected Return
 0.06
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 0.03
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average ProShares UltraShort is performing at about 1% 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.

Dividends

ProShares UltraShort Dividends Analysis
Check ProShares UltraShort dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
Check Dividends  
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