Summary
ROM
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 62.62% Volatility 53.16% Sharpe 0.87
Official loaded data — not a live quote.

PROSHARES ULTRA TECHNOLOGY

Symbol: ROM

Exchange: NYSE

Sector: Technology

Category: Trading--Leveraged Equity

Inception date: 30/01/2007

Latest date: 20/07/2026

Current price: $130.94

Expense ratio: 0.95%

Assets under management
$1.3B
-1.62% 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

-17.46%

Ann. -48.18% (Sharpe / Sortino numerator)

Volatility

54.49%

Sharpe ratio

-0.951

VaR 95%

-4.59%

CVaR 95%: -5.56%
Max drawdown: -17.76%
Sortino ratio: -1.791
Calmar ratio: -2.71

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

24.28%

Ann. -44.50% (Sharpe / Sortino numerator)

Volatility

49.44%

Sharpe ratio

-0.974

VaR 95%

-5.27%

CVaR 95%: -5.72%
Max drawdown: -28.15%
Sortino ratio: -1.704
Calmar ratio: -1.58

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

43.58%

Ann. -26.45% (Sharpe / Sortino numerator)

Volatility

46.90%

Sharpe ratio

-0.641

VaR 95%

-5.36%

CVaR 95%: -6.31%
Max drawdown: -32.35%
Sortino ratio: -0.950
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

62.62%

Ann. 50.06% (Sharpe / Sortino numerator)

Volatility

53.16%

Sharpe ratio

0.874

VaR 95%

-5.23%

CVaR 95%: -7.69%
Max drawdown: -32.35%
Sortino ratio: 1.116
Calmar ratio: 1.55

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

89.50%

Ann. 17.45% (Sharpe / Sortino numerator)

Volatility

51.01%

Sharpe ratio

0.271

VaR 95%

-5.38%

CVaR 95%: -7.64%
Max drawdown: -48.10%
Sortino ratio: 0.348
Calmar ratio: 0.36

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

185.89%

Ann. 33.48% (Sharpe / Sortino numerator)

Volatility

46.33%

Sharpe ratio

0.644

VaR 95%

-4.85%

CVaR 95%: -6.87%
Max drawdown: -48.10%
Sortino ratio: 0.850
Calmar ratio: 0.70

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

0.244%

Best day

8.362%

31/03/2026
Worst day

-13.446%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $133.09 $135.25 $130.79 $130.94 82,800
17/07/2026 $127.00 $134.18 $124.98 $130.78 78,600
16/07/2026 $136.14 $136.14 $132.41 $133.78 34,700
15/07/2026 $145.65 $145.65 $135.00 $140.16 43,700
14/07/2026 $143.88 $144.63 $139.89 $143.25 45,200
13/07/2026 $142.72 $143.56 $138.73 $139.90 52,100
10/07/2026 $143.97 $147.24 $143.00 $147.01 42,800
09/07/2026 $145.11 $147.75 $143.90 $146.25 45,800
08/07/2026 $134.17 $140.54 $134.15 $140.32 40,400
07/07/2026 $137.68 $139.08 $132.74 $136.83 67,500