ProShares Ultra Gold (UGL) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
ProShares Ultra Gold (UGL): 1Y return -7.2%, Sharpe ratio 0.17, volatility 57.6%, 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: 0.3%, Sharpe: 0.46, Volatility: 32.1%, Max Drawdown: -3.7%
- YTD
- Return: -17.4%, Sharpe: -0.09, Volatility: 59.8%, Max Drawdown: -50.0%
- 1Y
- Return: -7.2%, Sharpe: 0.17, Volatility: 57.6%, Max Drawdown: -50.0%
- 5Y
- Return: 228.3%, Sharpe: 0.80, Volatility: 37.3%, Max Drawdown: -50.0%
- 10Y
- Return: 359.1%, Sharpe: 0.62, Volatility: 32.6%, 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.