PROSHARES ULTRA NASDAQ CYBERSECURITY
Symbol: UCYB
Exchange: NASDAQ
Sector: Technology
Category: Trading--Leveraged Equity
Inception date: 19/01/2021
Latest date: 21/07/2026
Current price: $76.87
Expense ratio: 0.95%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
16.11%
Ann. 8.68% (Sharpe / Sortino numerator)
Volatility
49.03%
Sharpe ratio
0.103
VaR 95%
-6.10%
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
69.53%
Ann. -60.74% (Sharpe / Sortino numerator)
Volatility
54.56%
Sharpe ratio
-1.180
VaR 95%
-7.12%
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
55.38%
Ann. -57.65% (Sharpe / Sortino numerator)
Volatility
47.20%
Sharpe ratio
-1.298
VaR 95%
-6.25%
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
29.77%
Ann. -13.15% (Sharpe / Sortino numerator)
Volatility
48.92%
Sharpe ratio
-0.343
VaR 95%
-5.47%
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
101.79%
Ann. 1.97% (Sharpe / Sortino numerator)
Volatility
45.19%
Sharpe ratio
-0.037
VaR 95%
-5.04%
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
170.37%
Ann. 16.41% (Sharpe / Sortino numerator)
Volatility
43.02%
Sharpe ratio
0.297
VaR 95%
-4.81%
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 - 21/07/2026.
Average daily return
0.158%
Best day
12.691%
Worst day
-8.909%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 21/07/2026 | $80.07 | $80.07 | $75.73 | $76.87 | 1,800 |
| 20/07/2026 | $79.97 | $81.64 | $79.03 | $79.03 | 4,300 |
| 17/07/2026 | $78.69 | $81.65 | $77.80 | $79.98 | 4,000 |
| 16/07/2026 | $78.82 | $80.33 | $78.82 | $79.38 | 3,100 |
| 15/07/2026 | $85.86 | $85.86 | $80.74 | $81.40 | 7,700 |
| 14/07/2026 | $82.65 | $84.51 | $82.55 | $84.42 | 6,100 |
| 13/07/2026 | $78.84 | $79.55 | $77.79 | $79.55 | 1,200 |
| 10/07/2026 | $84.27 | $84.27 | $79.44 | $79.44 | 2,700 |
| 09/07/2026 | $77.29 | $83.72 | $77.29 | $83.70 | 1,600 |
| 08/07/2026 | $78.96 | $79.34 | $77.21 | $79.34 | 6,600 |