ProShares Ultra Gold (UGL) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
ProShares Ultra Gold (UGL): 1Y return 62.2%, Sharpe ratio 1.16, volatility 52.1%, max drawdown -37.6%. A ETF in the Commodity asset class. Compare UGL with other assets and invest through your own broker with pfolio.
ProShares Ultra Gold (UGL) Overview
- Type: ETF
- Asset Class: Commodity
- Region: Americas
- Country: US (Developed)
- Currency: USD
UGL Performance
- MTD
- Return: -3.9%, Sharpe: -1.02, Volatility: 39.1%, Max Drawdown: -12.1%
- YTD
- Return: 2.5%, Sharpe: 0.43, Volatility: 67.5%, Max Drawdown: -37.6%
- 1Y
- Return: 62.2%, Sharpe: 1.16, Volatility: 52.1%, Max Drawdown: -37.6%
- 5Y
- Return: 241.6%, Sharpe: 0.85, Volatility: 35.5%, Max Drawdown: -40.2%
- 10Y
- Return: 501.3%, Sharpe: 0.71, Volatility: 31.8%, Max Drawdown: -46.2%
Frequently Asked Questions
- What is ProShares Ultra Gold (UGL)?
- ProShares Ultra Gold (UGL) is a ETF in the Commodity 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 UGL compare to other assets?
- You can compare UGL with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in UGL through pfolio?
- pfolio helps you build diversified portfolios that may include UGL. You invest through your own broker — pfolio provides the analytics.