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ProShares Ultra S&P 500 (SSO)

ETF · Currency in USD
ISIN
US74347R1077
CUSIP
74347R107
Issuer
ProShares
Inception Date
Jun 21, 2006
Region
North America (U.S.)
Category
Leveraged Equities
Leveraged
2x
Expense Ratio
0.90%
Index Tracked
S&P 500 Index (200%)
ETF Home Page
www.proshares.com
Asset Class
Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

SSOPrice Chart


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SSOPerformance

The chart shows the growth of $10,000 invested in ProShares Ultra S&P 500 on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $146,966 for a total return of roughly 1,369.66%. All prices are adjusted for splits and dividends.


SSO (ProShares Ultra S&P 500)
Benchmark (S&P 500)

SSOReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M1.18%0.43%
6M20.02%9.37%
YTD49.78%22.33%
1Y60.19%26.59%
5Y30.44%15.74%
10Y29.94%14.46%

SSOMonthly Returns Heatmap


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SSOSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current ProShares Ultra S&P 500 Sharpe ratio is 2.51. A Sharpe ratio higher than 2.0 is considered very good.

The chart below displays rolling 12-month Sharpe Ratio.


SSO (ProShares Ultra S&P 500)
Benchmark (S&P 500)

SSODividends

ProShares Ultra S&P 500 granted a 0.17% dividend yield in the last twelve months, as of Nov 27, 2021. The annual payout for that period amounted to $0.24 per share.


PeriodTTM20202019201820172016201520142013201220112010
Dividend$0.24$0.18$0.38$0.35$0.21$0.12$0.20$0.10$0.07$0.11$0.06$0.09

Dividend yield

0.17%0.20%0.50%0.75%0.39%0.32%0.63%0.32%0.26%0.70%0.56%0.78%

SSODrawdowns Chart

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


SSO (ProShares Ultra S&P 500)
Benchmark (S&P 500)

SSOWorst Drawdowns

The table below shows the maximum drawdowns of the ProShares Ultra S&P 500. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the ProShares Ultra S&P 500 is 59.34%, recorded on Mar 23, 2020. It took 114 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-59.34%Feb 20, 202023Mar 23, 2020114Sep 2, 2020137
-36.57%Sep 21, 201865Dec 24, 2018130Jul 2, 2019195
-36.24%May 2, 2011108Oct 3, 2011111Mar 13, 2012219
-30.16%Apr 26, 201049Jul 2, 201088Nov 5, 2010137
-26.68%May 22, 2015183Feb 11, 2016103Jul 11, 2016286
-19.76%Jan 29, 201844Apr 2, 2018103Aug 27, 2018147
-18.81%Apr 3, 201242Jun 1, 201254Aug 17, 201296
-18.4%Sep 3, 202014Sep 23, 202038Nov 16, 202052
-15.6%Jan 20, 201014Feb 8, 201022Mar 11, 201036
-14.49%Sep 17, 201242Nov 15, 201231Jan 2, 201373

SSOVolatility Chart

Current ProShares Ultra S&P 500 volatility is 25.16%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


SSO (ProShares Ultra S&P 500)
Benchmark (S&P 500)

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