ProShares UltraPro Market Risk Adjusted Performance
| UPRO Etf | | | USD 97.09 -4.54 -4.47% |
The Market Risk Adjusted Performance profile for ProShares UltraPro SAMPP500 is based on historical price and volume observations. All inputs reflect available trading data across supported markets. Normalization methods and data feeds may affect reported values.
World Market Map provides a view into diversified allocation design. Understanding allocation structure supports portfolio context. Diversification context is built from the relationships between portfolio holdings. The information is presented without directional commentary. This reflects a position in ProShares UltraPro SAMPP500. It is distributed across the allocation. The allocation approach determines the relative weighting of each position. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in main economic indicators.
ProShares UltraPro SAMPP500 has current Market Risk Adjusted Performance of
-0.07.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | -0.07 | |
| ER[a] | = | Expected return on investing in ProShares UltraPro |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Market Risk Adjusted Performance Peers Comparison
Market Risk Adjusted Performance Relative To Other Indicators
ProShares UltraPro SAMPP500 is rated
below average in market risk adjusted performance against similar ETFs. It is currently under evaluation in maximum drawdown against similar ETFs .
Other Technical Indicators