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ISIN
US74347W3878
CUSIP
74347Y813
Issuer
ProShares
Inception Date
Oct 4, 2011
Leveraged
-2x
Index Tracked
Bloomberg Natural Gas Subindex
Domicile
United States
Distribution Policy
Accumulating
Asset Class
Commodity
Assets Under Management
$135M

Share Price Chart


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Performance

KOLD Performance Chart

ProShares UltraShort Bloomberg Natural Gas (KOLD) is down 37.2% since the beginning of the year. KOLD is currently trading at $22 per share. Investors who bought $1,000 worth of KOLD shares 5 years ago would now be looking at an investment worth $85.


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S&P 500 Index

Returns By Period

ProShares UltraShort Bloomberg Natural Gas (KOLD) has returned -37.17% so far this year and 9.00% over the past 12 months. Over the last ten years, KOLD has returned -25.09% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


ProShares UltraShort Bloomberg Natural Gas

1D
-0.18%
1M
-14.27%
YTD
-37.17%
6M
-42.50%
1Y
9.00%
3Y*
-6.55%
5Y*
-38.86%
10Y*
-25.09%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KOLD Monthly Returns History

Based on dividend-adjusted daily data since Oct 6, 2011, KOLD's average daily return is +0.12%, while the average monthly return is +2.65%. At this rate, an investment would double in approximately 2.2 years.

Historically, 49% of months were positive and 51% were negative. The best month was Dec 2022 with a return of +96.9%, while the worst month was Jul 2022 at -64.2%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 7 months.

On a daily basis, KOLD closed higher 51% of trading days. The best single day was Feb 2, 2026 with a return of +48.5%, while the worst single day was Jan 20, 2026 at -38.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-61.50%72.68%-7.42%21.00%-18.16%3.07%-37.17%
2025-5.90%-40.78%-17.84%32.45%2.97%-4.05%20.66%13.04%-0.40%-7.13%-19.41%35.45%-17.48%
202410.69%16.83%25.68%-8.10%-25.53%-8.26%49.95%5.21%-28.84%46.32%-27.35%-27.19%-11.34%
202392.56%-3.56%41.50%-4.21%20.38%-33.60%5.54%-7.23%12.43%-26.51%80.43%19.11%249.82%
2022-52.12%-0.03%-44.31%-46.03%-31.00%66.47%-64.22%-25.70%61.75%9.18%-25.49%96.86%-88.62%
2021-7.30%-20.86%13.12%-15.64%-2.38%-36.87%-12.38%-21.55%-49.32%-0.14%26.16%35.01%-74.44%

Benchmark Metrics

ProShares UltraShort Bloomberg Natural Gas has an annualized alpha of 42.54%, beta of -0.37, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since October 06, 2011.

  • This ETF tended to rise when S&P 500 Index fell (downside capture of -123.16%), but participation in market rallies was also limited (-67.00%) - a profile typical of counter-cyclical assets.
  • Beta of -0.37 may look defensive, but with R2 of 0.00 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.00 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
42.54%
Beta
-0.37
0.00
Upside Capture
-67.00%
Downside Capture
-123.16%

Expense Ratio

KOLD has a high expense ratio of 0.95%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

KOLD ranks 13 for risk / return — in the bottom 13% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


KOLD Risk / Return Rank: 1313
Overall Rank
KOLD Sharpe Ratio Rank: 99
Sharpe Ratio Rank
KOLD Sortino Ratio Rank: 1818
Sortino Ratio Rank
KOLD Omega Ratio Rank: 1818
Omega Ratio Rank
KOLD Calmar Ratio Rank: 1010
Calmar Ratio Rank
KOLD Martin Ratio Rank: 99
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for ProShares UltraShort Bloomberg Natural Gas (KOLD) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


KOLDBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.95

Sortino ratioReturn per unit of downside risk

-1.79

Omega ratioGain probability vs. loss probability

1.13

1.37

-0.24

Calmar ratioReturn relative to maximum drawdown

0.12

2.78

-2.66

Martin ratioReturn relative to average drawdown

0.24

12.44

-12.20

Dividends

Dividend History


ProShares UltraShort Bloomberg Natural Gas doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the ProShares UltraShort Bloomberg Natural Gas. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the ProShares UltraShort Bloomberg Natural Gas was 99.45%, occurring on Aug 22, 2022. The portfolio has not yet recovered.

The current ProShares UltraShort Bloomberg Natural Gas drawdown is 97.43%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-99.45%Aug 2022
2y 1mo
5y 12moJun 2020 - now
Rate-hike selloffLate 2018
-87.03%Nov 2018
2y 8mo1y 7mo
4y 3moMar 2016 - Jun 2020
2014 bear market2014
-85.48%Apr 2014
2y 9d1y 10mo
3y 10moApr 2012 - Mar 2016
2012 bear market2012
-30.56%Jan 2012
5d1mo 11d
1mo 16dJan 2012 - Mar 2012
2011 pullback2011
-9.69%Dec 2011
14d6d
20dNov 2011 - Dec 2011

Drawdown Indicators


KOLDBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-99.45%

-56.78%

-42.67%

Max Drawdown (1Y)

Largest decline over 1 year

-72.50%

-9.10%

-63.40%

Max Drawdown (3Y)

Largest decline over 3 years

-84.34%

-18.90%

-65.44%

Max Drawdown (5Y)

Largest decline over 5 years

-98.07%

-25.43%

-72.64%

Max Drawdown (10Y)

Largest decline over 10 years

-99.45%

-33.92%

-65.53%

Current Drawdown

Current decline from peak

-97.43%

-1.80%

-95.63%

Average Drawdown

Average peak-to-trough decline

-69.56%

-10.71%

-58.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

37.81%

2.03%

+35.78%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with KOLD

Add ProShares UltraShort Bloomberg Natural Gas to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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