ProShares Ultra Yen (YCL) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
ProShares Ultra Yen (YCL): 1Y return -12.6%, Sharpe ratio -0.74, volatility 15.9%, max drawdown -18.6%. 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: -1.2%, Sharpe: -4.32, Volatility: 8.7%, Max Drawdown: -1.2%
- YTD
- Return: -5.4%, Sharpe: -0.33, Volatility: 16.4%, Max Drawdown: -15.3%
- 1Y
- Return: -12.6%, Sharpe: -0.74, Volatility: 15.9%, Max Drawdown: -18.6%
- 5Y
- Return: -63.0%, Sharpe: -0.84, Volatility: 20.4%, Max Drawdown: -65.4%
- 10Y
- Return: -74.3%, Sharpe: -0.65, Volatility: 17.8%, Max Drawdown: -76.3%
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.