Summary
BIS
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return -55.62% Volatility 46.61% Sharpe -1.20
Official loaded data — not a live quote.

ProShares UltraShort Nasdaq Biotechnology -2x Shares

Symbol: BIS

Exchange: NASDAQ

Sector: N/A

Category: Trading--Inverse Equity

Inception date: 06/04/2010

Latest date: 16/07/2026

Current price: $13.63

Expense ratio: 0.95%

Assets under management
$2.2M
1.11% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-17.65%

Ann. 42.69% (Sharpe / Sortino numerator)

Volatility

57.27%

Sharpe ratio

0.682

VaR 95%

-5.26%

CVaR 95%: -7.34%
Max drawdown: -11.42%
Sortino ratio: 0.923
Calmar ratio: 3.74

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-16.55%

Ann. -27.44% (Sharpe / Sortino numerator)

Volatility

47.36%

Sharpe ratio

-0.656

VaR 95%

-5.37%

CVaR 95%: -6.76%
Max drawdown: -14.12%
Sortino ratio: -0.905
Calmar ratio: -1.94

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-25.46%

Ann. -48.03% (Sharpe / Sortino numerator)

Volatility

40.57%

Sharpe ratio

-1.273

VaR 95%

-4.83%

CVaR 95%: -6.08%
Max drawdown: -30.78%
Sortino ratio: -1.822
Calmar ratio: -1.56

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-55.62%

Ann. -52.51% (Sharpe / Sortino numerator)

Volatility

46.61%

Sharpe ratio

-1.204

VaR 95%

-5.01%

CVaR 95%: -6.69%
Max drawdown: -64.06%
Sortino ratio: -1.807
Calmar ratio: -0.82

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-48.66%

Ann. -28.95% (Sharpe / Sortino numerator)

Volatility

41.74%

Sharpe ratio

-0.780

VaR 95%

-4.14%

CVaR 95%: -5.71%
Max drawdown: -64.06%
Sortino ratio: -1.209
Calmar ratio: -0.45

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-62.85%

Ann. -22.11% (Sharpe / Sortino numerator)

Volatility

39.04%

Sharpe ratio

-0.659

VaR 95%

-3.98%

CVaR 95%: -5.36%
Max drawdown: -65.65%
Sortino ratio: -1.025
Calmar ratio: -0.34

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

-0.29%

Best day

6.025%

02/06/2026
Worst day

-8.875%

31/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $13.48 $13.76 $13.42 $13.63 4,800
15/07/2026 $13.80 $13.80 $13.55 $13.56 3,900
14/07/2026 $13.72 $13.84 $13.64 $13.74 4,400
13/07/2026 $13.67 $13.73 $13.61 $13.61 8,500
10/07/2026 $12.63 $13.33 $12.62 $13.22 27,900
09/07/2026 $12.66 $12.67 $12.59 $12.59 13,600
08/07/2026 $12.42 $12.90 $12.42 $12.67 19,100
07/07/2026 $12.69 $12.69 $12.37 $12.43 10,900
06/07/2026 $12.72 $12.93 $12.72 $12.85 7,700
02/07/2026 $13.37 $13.37 $12.78 $12.79 8,400