ProShares Ultra Gold (UGL) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
ProShares Ultra Gold (UGL): 1Y return 89.0%, Sharpe ratio 1.42, volatility 53.7%, 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: 4.4%, Sharpe: 2.77, Volatility: 37.8%, Max Drawdown: -4.6%
- YTD
- Return: 15.5%, Sharpe: 1.03, Volatility: 76.3%, Max Drawdown: -37.6%
- 1Y
- Return: 89.0%, Sharpe: 1.42, Volatility: 53.7%, Max Drawdown: -37.6%
- 5Y
- Return: 346.7%, Sharpe: 1.00, Volatility: 35.1%, Max Drawdown: -40.2%
- 10Y
- Return: 548.0%, Sharpe: 0.73, Volatility: 31.6%, 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.