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ProShares Ultra S&P 500 (SSO)

ETF · Currency in USD · Last updated May 17, 2022

SSO is a passive ETF by ProShares tracking the investment results of the S&P 500 Index (200%). SSO launched on Jun 21, 2006 and has a 0.90% expense ratio.

ETF Info

Trading Data

  • Previous Close$50.89
  • Year Range$48.95 - $74.00
  • EMA (50)$58.58
  • EMA (200)$61.66
  • Average Volume$6.60M

SSOShare Price 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 $109,876 for a total return of roughly 998.76%. All prices are adjusted for splits and dividends.


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

SSOReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-17.31%-8.76%
YTD-30.42%-15.91%
6M-28.06%-14.41%
1Y-9.38%-3.97%
5Y18.88%10.80%
10Y23.90%11.90%

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 -0.26. 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.

The chart below displays rolling 12-month Sharpe Ratio.


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

SSODividend History

ProShares Ultra S&P 500 granted a 0.26% dividend yield in the last twelve months, as of May 17, 2022. The annual payout for that period amounted to $0.13 per share.


PeriodTTM202120202019201820172016201520142013201220112010
Dividend$0.13$0.13$0.09$0.19$0.17$0.11$0.10$0.10$0.05$0.03$0.05$0.03$0.05

Dividend yield

0.26%0.18%0.20%0.50%0.76%0.39%0.52%0.64%0.34%0.27%0.73%0.59%0.82%

SSODrawdowns Chart

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


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

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, 2018129Jul 1, 2019194
-36.24%May 2, 2011108Oct 3, 2011111Mar 13, 2012219
-33.86%Jan 4, 202290May 12, 2022
-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

SSOVolatility Chart

Current ProShares Ultra S&P 500 volatility is 70.47%. 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 (^GSPC)

SSOAlternatives


SymbolInceptionExpense RatioYTD Ret.10Y Ann. Ret.Div. Yield
SPYJan 22, 19930.09%-15.50%14.00%1.45%Compare SSO and SPY

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