ProShares Ultra Yen (YCL) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
ProShares Ultra Yen (YCL): 1Y return -18.3%, Sharpe ratio -1.16, volatility 15.8%, max drawdown -23.3%. 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: -0.1%, Sharpe: 0.04, Volatility: 17.1%, Max Drawdown: -3.1%
- YTD
- Return: -5.9%, Sharpe: -0.48, Volatility: 16.0%, Max Drawdown: -15.3%
- 1Y
- Return: -18.3%, Sharpe: -1.16, Volatility: 15.8%, Max Drawdown: -23.3%
- 5Y
- Return: -65.7%, Sharpe: -0.92, Volatility: 20.3%, Max Drawdown: -67.7%
- 10Y
- Return: -75.8%, Sharpe: -0.68, Volatility: 17.9%, Max Drawdown: -77.6%
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.