ProShares Ultra Expected Shortfall

Key Indicators . Expected Shortfall . ETFs . USA . 
ETF . ProShares Ultra Financials
UYG ETF  USD 79.34  -0.87  -1.08%   
ProShares Ultra's current Expected Shortfall is presented alongside peer comparisons and related risk metrics.

Current Expected Shortfall Value

ProShares Ultra registers a Expected Shortfall of 0, reflecting 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

ProShares Ultra's Expected Shortfall currently stands at 0. ProShares Ultra's Expected Shortfall is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.

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Risk Adjusted Performance-0.03
Market Risk Adjusted Performance-0.04
Mean Deviation1.6
Coefficient Of Variation-2,644
Standard Deviation2.17
Variance4.71
Information Ratio-0.05
Jensen Alpha-0.11
Total Risk Alpha-0.11
Treynor Ratio-0.05
Maximum Drawdown10.47
Value At Risk-4.11
Potential Upside3.29
Skewness-0.38
Kurtosis1.1
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