Summary
BIS
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return -48.82% 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: 15/10/2026

Current price: $11.46

Expense ratio: 0.95%

Assets under management
$1.9M
-0.35% 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

-4.09%

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

-14.42%

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

-27.90%

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

-48.82%

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

-58.99%

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

-71.57%

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: 15/10/2025 - 15/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

-0.227%

Best day

6.026%

02/06/2026
Worst day

-12.759%

19/08/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $11.50 $11.55 $11.34 $11.46 13,500
14/10/2026 $12.11 $12.11 $11.90 $11.94 7,100
13/10/2026 $11.98 $12.33 $11.87 $12.32 14,400
12/10/2026 $11.61 $11.79 $11.58 $11.74 22,500
09/10/2026 $12.15 $12.20 $11.48 $11.53 14,200
08/10/2026 $12.20 $12.63 $12.20 $12.22 11,200
07/10/2026 $12.01 $12.01 $11.81 $11.95 3,100
06/10/2026 $11.39 $12.05 $11.39 $12.01 3,400
05/10/2026 $11.65 $11.81 $11.44 $11.48 6,900
02/10/2026 $11.66 $11.81 $11.66 $11.71 4,500