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ProShares Ultra Gold

UGL
ETF · Currency in USD
ISIN
US74347W6012
CUSIP
74347W601
Issuer
ProShares
Inception Date
Dec 1, 2008
Category
Leveraged Commodities
Leveraged
2x
Expense Ratio
0.95%
Index Tracked
Gold bullion (200%)
ETF Home Page
www.proshares.com
Asset Class
Commodity

UGLPrice Chart


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UGLPerformance

The chart shows the growth of $10,000 invested in ProShares Ultra Gold on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $12,408 for a total return of roughly 24.08%. All prices are adjusted for splits and dividends.


UGL (ProShares Ultra Gold)
Benchmark (S&P 500)

UGLReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M1.81%
6M-1.14%
YTD-15.01%
1Y-18.54%
5Y7.35%
10Y-4.33%

UGLMonthly Returns Heatmap


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UGLSharpe 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 Gold Sharpe ratio is -0.55. 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.


UGL (ProShares Ultra Gold)
Benchmark (S&P 500)

UGLDividends


ProShares Ultra Gold doesn't pay dividends

UGLDrawdowns Chart

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


UGL (ProShares Ultra Gold)
Benchmark (S&P 500)

UGLWorst Drawdowns

The table below shows the maximum drawdowns of the ProShares Ultra Gold. 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 Gold is 75.93%, recorded on Dec 17, 2015. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-75.93%Aug 23, 20111088Dec 17, 2015
-16.17%Dec 7, 201036Jan 27, 201122Mar 1, 201158
-15.41%Jan 12, 201019Feb 8, 201042Apr 9, 201061
-15.11%Jun 21, 201026Jul 27, 201034Sep 14, 201060
-11.55%May 2, 20114May 5, 201147Jul 13, 201151
-10.6%Nov 9, 20107Nov 17, 201011Dec 3, 201018
-10.11%May 13, 20107May 21, 201018Jun 17, 201025
-7.86%Oct 15, 20109Oct 27, 20106Nov 4, 201015
-5.35%Mar 2, 201110Mar 15, 20116Mar 23, 201116
-5.01%Aug 11, 20112Aug 12, 20114Aug 18, 20116

UGLVolatility Chart

Current ProShares Ultra Gold volatility is 29.36%. 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.


UGL (ProShares Ultra Gold)
Benchmark (S&P 500)

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