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ProShares UltraShort SmallCap600 (SDD)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS74348A3279
CUSIP74347G572
IssuerProShares
Inception DateJan 23, 2007
RegionNorth America (U.S.)
CategoryInverse Equities, Leveraged
Leveraged2x
Index TrackedS&P Small Cap 600 (-200%)
Home Pagewww.proshares.com
Asset ClassEquity

Asset Class Size

Micro-Cap

Asset Class Style

Blend

Expense Ratio

The ProShares UltraShort SmallCap600 has a high expense ratio of 0.95%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.95%

Share Price Chart


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ProShares UltraShort SmallCap600

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in ProShares UltraShort SmallCap600, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-100.00%0.00%100.00%200.00%300.00%OctoberNovemberDecember2024FebruaryMarch
-99.70%
269.01%
SDD (ProShares UltraShort SmallCap600)
Benchmark (^GSPC)

S&P 500

Returns By Period

ProShares UltraShort SmallCap600 had a return of -3.95% year-to-date (YTD) and -27.45% in the last 12 months. Over the past 10 years, ProShares UltraShort SmallCap600 had an annualized return of -28.88%, while the S&P 500 had an annualized return of 10.89%, indicating that ProShares UltraShort SmallCap600 did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-3.95%10.16%
1 month-5.48%3.47%
6 months-27.37%22.20%
1 year-27.45%30.45%
5 years (annualized)-30.45%13.16%
10 years (annualized)-28.88%10.89%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20248.31%-6.16%
20239.37%13.72%12.75%-15.15%-22.02%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for ProShares UltraShort SmallCap600 (SDD) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
SDD
ProShares UltraShort SmallCap600
-0.72
^GSPC
S&P 500
2.79

Sharpe Ratio

The current ProShares UltraShort SmallCap600 Sharpe ratio is -0.72. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00OctoberNovemberDecember2024FebruaryMarch
-0.72
2.79
SDD (ProShares UltraShort SmallCap600)
Benchmark (^GSPC)

Dividends

Dividend History

ProShares UltraShort SmallCap600 granted a 3.93% dividend yield in the last twelve months. The annual payout for that period amounted to $0.69 per share.


PeriodTTM202320222021202020192018
Dividend$0.69$0.71$0.09$0.00$0.00$1.07$0.74

Dividend yield

3.93%3.84%0.33%0.00%0.00%1.20%0.52%

Monthly Dividends

The table displays the monthly dividend distributions for ProShares UltraShort SmallCap600. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00
2023$0.00$0.00$0.13$0.00$0.00$0.16$0.00$0.00$0.18$0.00$0.00$0.24
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.09
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2019$0.00$0.00$0.32$0.00$0.00$0.36$0.00$0.00$0.28$0.00$0.00$0.11
2018$0.10$0.00$0.00$0.31$0.00$0.00$0.32

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-99.88%
0
SDD (ProShares UltraShort SmallCap600)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the ProShares UltraShort SmallCap600. 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 SmallCap600 was 99.88%, occurring on Mar 28, 2024. The portfolio has not yet recovered.

The current ProShares UltraShort SmallCap600 drawdown is 99.88%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-99.88%Mar 10, 20093466Mar 28, 2024
-50.18%Nov 21, 200830Jan 6, 200942Mar 9, 200972
-33.41%Oct 28, 20086Nov 4, 200811Nov 19, 200817
-30.83%Jan 23, 2008168Sep 19, 200811Oct 6, 2008179
-21.81%Mar 6, 200763Jun 4, 2007118Nov 19, 2007181

Volatility

Volatility Chart

The current ProShares UltraShort SmallCap600 volatility is 8.54%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%5.00%10.00%15.00%OctoberNovemberDecember2024FebruaryMarch
8.54%
2.80%
SDD (ProShares UltraShort SmallCap600)
Benchmark (^GSPC)