ProShares Ultra Gold (UGL) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
ProShares Ultra Gold (UGL): 1Y return 21.4%, Sharpe ratio 0.62, volatility 54.5%, max drawdown -49.4%. 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: -1.1%, Sharpe: -0.50, Volatility: 44.6%, Max Drawdown: -7.9%
- YTD
- Return: -21.9%, Sharpe: -0.36, Volatility: 64.8%, Max Drawdown: -49.4%
- 1Y
- Return: 21.4%, Sharpe: 0.62, Volatility: 54.5%, Max Drawdown: -49.4%
- 5Y
- Return: 190.8%, Sharpe: 0.75, Volatility: 36.2%, Max Drawdown: -49.4%
- 10Y
- Return: 275.1%, Sharpe: 0.56, Volatility: 32.0%, Max Drawdown: -49.4%
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.