Summary
REW
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return -49.76% Volatility 55.93% Sharpe -0.93
Official loaded data — not a live quote.

ProShares UltraShort Technology -2x Shares

Symbol: REW

Exchange: NYSE

Sector: Realestate

Category: Trading--Inverse Equity

Inception date: 30/01/2007

Latest date: 20/07/2026

Current price: $13.23

Expense ratio: 0.95%

Assets under management
$2.8M
2.16% 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

17.87%

Ann. 43.75% (Sharpe / Sortino numerator)

Volatility

55.63%

Sharpe ratio

0.721

VaR 95%

-3.67%

CVaR 95%: -6.31%
Max drawdown: -12.44%
Sortino ratio: 1.043
Calmar ratio: 3.52

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

-27.07%

Ann. 43.09% (Sharpe / Sortino numerator)

Volatility

50.32%

Sharpe ratio

0.784

VaR 95%

-3.67%

CVaR 95%: -6.26%
Max drawdown: -12.44%
Sortino ratio: 1.224
Calmar ratio: 3.46

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

-40.31%

Ann. 12.68% (Sharpe / Sortino numerator)

Volatility

46.71%

Sharpe ratio

0.194

VaR 95%

-4.02%

CVaR 95%: -5.85%
Max drawdown: -17.00%
Sortino ratio: 0.327
Calmar ratio: 0.75

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

-49.76%

Ann. -48.53% (Sharpe / Sortino numerator)

Volatility

55.93%

Sharpe ratio

-0.932

VaR 95%

-4.13%

CVaR 95%: -8.12%
Max drawdown: -67.41%
Sortino ratio: -1.111
Calmar ratio: -0.72

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

-67.95%

Ann. -31.14% (Sharpe / Sortino numerator)

Volatility

52.35%

Sharpe ratio

-0.664

VaR 95%

-4.43%

CVaR 95%: -7.14%
Max drawdown: -67.41%
Sortino ratio: -0.893
Calmar ratio: -0.46

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

-80.44%

Ann. -36.73% (Sharpe / Sortino numerator)

Volatility

47.27%

Sharpe ratio

-0.854

VaR 95%

-4.14%

CVaR 95%: -6.53%
Max drawdown: -80.71%
Sortino ratio: -1.160
Calmar ratio: -0.46

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: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

-0.226%

Best day

13.414%

05/06/2026
Worst day

-8.559%

31/03/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $12.95 $13.23 $12.84 $13.23 53,800
17/07/2026 $13.68 $13.85 $12.91 $13.18 60,600
16/07/2026 $12.77 $13.09 $12.77 $12.96 24,300
15/07/2026 $11.87 $12.75 $11.87 $12.41 18,900
14/07/2026 $12.06 $12.42 $12.03 $12.11 19,500
13/07/2026 $12.25 $12.49 $12.13 $12.42 16,800
10/07/2026 $12.04 $12.11 $11.81 $11.87 11,900
09/07/2026 $11.98 $12.10 $11.76 $11.92 68,500
08/07/2026 $12.70 $12.99 $12.23 $12.40 21,800
07/07/2026 $12.63 $13.02 $12.60 $12.76 28,800