Summary
UWM
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 66.63% Volatility 46.08% Sharpe 0.79
Official loaded data — not a live quote.

PROSHARES ULTRA RUSSELL2000

Symbol: UWM

Exchange: NYSE

Sector: Healthcare

Category: Trading--Leveraged Equity

Inception date: 23/01/2007

Latest date: 16/07/2026

Current price: $64.96

Expense ratio: 0.95%

Assets under management
$279.2M
0.57% daily change

Period performance

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

Adjusted return
--
--

Performance metrics

Period total return

1.82%

Ann. -68.61% (Sharpe / Sortino numerator)

Volatility

49.78%

Sharpe ratio

-1.451

VaR 95%

-4.38%

CVaR 95%: -4.54%
Max drawdown: -16.52%
Sortino ratio: -2.846
Calmar ratio: -4.15

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

17.86%

Ann. -0.84% (Sharpe / Sortino numerator)

Volatility

41.82%

Sharpe ratio

-0.107

VaR 95%

-4.04%

CVaR 95%: -4.37%
Max drawdown: -22.40%
Sortino ratio: -0.176
Calmar ratio: -0.04

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

19.20%

Ann. 4.10% (Sharpe / Sortino numerator)

Volatility

40.85%

Sharpe ratio

0.012

VaR 95%

-4.03%

CVaR 95%: -4.83%
Max drawdown: -22.40%
Sortino ratio: 0.019
Calmar ratio: 0.18

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

66.63%

Ann. 40.23% (Sharpe / Sortino numerator)

Volatility

46.08%

Sharpe ratio

0.794

VaR 95%

-4.08%

CVaR 95%: -6.28%
Max drawdown: -22.40%
Sortino ratio: 1.120
Calmar ratio: 1.80

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

46.27%

Ann. 12.65% (Sharpe / Sortino numerator)

Volatility

43.49%

Sharpe ratio

0.207

VaR 95%

-4.11%

CVaR 95%: -6.06%
Max drawdown: -49.79%
Sortino ratio: 0.305
Calmar ratio: 0.25

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

81.99%

Ann. 15.66% (Sharpe / Sortino numerator)

Volatility

42.09%

Sharpe ratio

0.286

VaR 95%

-3.95%

CVaR 95%: -5.66%
Max drawdown: -49.79%
Sortino ratio: 0.444
Calmar ratio: 0.31

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

0.233%

Best day

7.694%

22/08/2025
Worst day

-7.104%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $64.59 $65.92 $64.47 $64.96 320,400
15/07/2026 $64.85 $65.50 $64.39 $65.05 272,900
14/07/2026 $64.94 $65.14 $64.25 $64.48 266,000
13/07/2026 $64.79 $65.05 $63.72 $64.08 294,900
10/07/2026 $65.95 $66.11 $64.20 $65.15 232,400
09/07/2026 $64.89 $66.02 $64.75 $65.80 211,700
08/07/2026 $64.37 $64.81 $62.93 $64.15 494,700
07/07/2026 $66.71 $67.00 $64.92 $65.32 164,100
06/07/2026 $66.08 $67.20 $66.08 $66.51 129,000
02/07/2026 $67.27 $68.03 $64.83 $65.99 168,300