ProShares Ultra MSCI EAFE (EFO) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
ProShares Ultra MSCI EAFE (EFO): 1Y return 23.0%, Sharpe ratio 0.79, volatility 31.3%, max drawdown -22.2%. A ETF in the Equity asset class. Compare EFO with other assets and invest through your own broker with pfolio.
ProShares Ultra MSCI EAFE (EFO) Overview
- Type: ETF
- Asset Class: Equity
- Currency: USD
EFO Performance
- MTD
- Return: -1.7%, Sharpe: -2.13, Volatility: 24.4%, Max Drawdown: -3.1%
- YTD
- Return: 11.1%, Sharpe: 0.55, Volatility: 33.7%, Max Drawdown: -22.2%
- 1Y
- Return: 23.0%, Sharpe: 0.79, Volatility: 31.3%, Max Drawdown: -22.2%
- 5Y
- Return: 51.2%, Sharpe: 0.41, Volatility: 32.6%, Max Drawdown: -53.3%
- 10Y
- Return: 162.8%, Sharpe: 0.45, Volatility: 32.9%, Max Drawdown: -63.5%
Frequently Asked Questions
- What is ProShares Ultra MSCI EAFE (EFO)?
- ProShares Ultra MSCI EAFE (EFO) is a ETF in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does EFO compare to other assets?
- You can compare EFO with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in EFO through pfolio?
- pfolio helps you build diversified portfolios that may include EFO. You invest through your own broker — pfolio provides the analytics.