ProShares Ultra Yen (YCL) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
ProShares Ultra Yen (YCL): 1Y return -22.7%, Sharpe ratio -1.41, volatility 16.6%, max drawdown -24.8%. A ETF in the Currency asset class. Compare YCL with other assets and invest through your own broker with pfolio.
ProShares Ultra Yen (YCL) Overview
- Type: ETF
- Asset Class: Currency
- Region: Asia
- Country: JP (Developed)
- Currency: USD
YCL Performance
- MTD
- Return: -3.9%, Sharpe: -4.93, Volatility: 9.7%, Max Drawdown: -4.0%
- YTD
- Return: -5.2%, Sharpe: -0.67, Volatility: 16.7%, Max Drawdown: -10.8%
- 1Y
- Return: -22.7%, Sharpe: -1.41, Volatility: 16.6%, Max Drawdown: -24.8%
- 5Y
- Return: -65.6%, Sharpe: -0.92, Volatility: 20.1%, Max Drawdown: -66.2%
- 10Y
- Return: -71.7%, Sharpe: -0.57, Volatility: 18.3%, Max Drawdown: -76.7%
Frequently Asked Questions
- What is ProShares Ultra Yen (YCL)?
- ProShares Ultra Yen (YCL) is a ETF in the Currency 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 YCL compare to other assets?
- You can compare YCL with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in YCL through pfolio?
- pfolio helps you build diversified portfolios that may include YCL. You invest through your own broker — pfolio provides the analytics.