ProShares Ultra S&P500 (SSO) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
ProShares Ultra S&P500 (SSO): 1Y return 56.8%, Sharpe ratio 1.99, volatility 23.2%, max drawdown -18.2%. A ETF in the Equity asset class. Compare SSO with other assets and invest through your own broker with pfolio.
ProShares Ultra S&P500 (SSO) Overview
- Type: ETF
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
SSO Performance
- MTD
- Return: 10.3%, Sharpe: 6.28, Volatility: 19.0%, Max Drawdown: -3.9%
- YTD
- Return: 20.1%, Sharpe: 1.78, Volatility: 26.2%, Max Drawdown: -18.2%
- 1Y
- Return: 56.8%, Sharpe: 1.99, Volatility: 23.2%, Max Drawdown: -18.2%
- 5Y
- Return: 149.4%, Sharpe: 0.70, Volatility: 33.0%, Max Drawdown: -46.7%
- 10Y
- Return: 780.3%, Sharpe: 0.77, Volatility: 35.2%, Max Drawdown: -59.3%
Frequently Asked Questions
- What is ProShares Ultra S&P500 (SSO)?
- ProShares Ultra S&P500 (SSO) 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 SSO compare to other assets?
- You can compare SSO with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in SSO through pfolio?
- pfolio helps you build diversified portfolios that may include SSO. You invest through your own broker — pfolio provides the analytics.