ProShares Ultra Gold (UGL) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
ProShares Ultra Gold (UGL): 1Y return 56.7%, Sharpe ratio 1.06, volatility 56.3%, max drawdown -50.0%. 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: 28.6%, Sharpe: 6.91, Volatility: 50.3%, Max Drawdown: -3.4%
- YTD
- Return: 2.3%, Sharpe: 0.37, Volatility: 62.0%, Max Drawdown: -50.0%
- 1Y
- Return: 56.7%, Sharpe: 1.06, Volatility: 56.3%, Max Drawdown: -50.0%
- 5Y
- Return: 278.7%, Sharpe: 0.89, Volatility: 36.8%, Max Drawdown: -50.0%
- 10Y
- Return: 410.7%, Sharpe: 0.65, Volatility: 32.4%, Max Drawdown: -50.0%
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.