ProShares Ultra Expected Shortfall

Key Indicators . Expected Shortfall . ETFs . USA . 
ETF . ProShares Ultra Dow30
DDM ETF  USD 59.99  1.43  2.44%   
ProShares Ultra's current Expected Shortfall is presented alongside peer comparisons and related risk metrics.

Current Expected Shortfall Value

ProShares Ultra has a Expected Shortfall of 0, indicating its current reading on this measure. This reflects ProShares Ultra's positioning relative to its own recent range within ETF.
Compare ProShares Ultra to Peers

Methodology, Assumptions & Data Sources

The current Expected Shortfall for ProShares Ultra is 0. The Expected Shortfall for ProShares Ultra is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.

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Risk Adjusted Performance0.0373
Market Risk Adjusted Performance0.0383
Mean Deviation1.41
Semi Deviation1.66
Downside Deviation1.74
Coefficient Of Variation2991.6
Standard Deviation1.94
Variance3.76
Information Ratio0.0232
Jensen Alpha0.0356
Total Risk Alpha0.0349
Sortino Ratio0.0258
Treynor Ratio0.0283
Maximum Drawdown8.54
Value At Risk-3.22
Potential Upside3.58
Downside Variance3.02
Semi Variance2.77
Expected Short fall-1.54
Skewness0.6279
Kurtosis1.08
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