Summary
UWM
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return 13.11% 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: 15/10/2026

Current price: $55.36

Expense ratio: 0.95%

Assets under management
$221.1M
2.75% 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

-7.59%

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

-14.67%

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

1.11%

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

13.11%

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

29.27%

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

97.07%

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

Methodology: adjusted prices + daily simple return
Average daily return

0.075%

Best day

7.022%

06/02/2026
Worst day

-7.104%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $53.88 $55.39 $53.68 $55.36 394,000
14/10/2026 $54.71 $55.12 $53.50 $53.90 413,300
13/10/2026 $56.61 $56.85 $55.65 $56.10 350,200
12/10/2026 $56.88 $56.97 $56.52 $56.55 140,600
09/10/2026 $56.70 $57.35 $56.42 $56.99 198,400
08/10/2026 $55.93 $56.55 $55.24 $56.45 690,400
07/10/2026 $56.78 $57.05 $56.25 $56.53 188,200
06/10/2026 $59.33 $59.33 $57.81 $58.01 193,700
05/10/2026 $58.32 $59.23 $57.51 $58.91 257,000
02/10/2026 $58.43 $58.96 $57.92 $58.13 228,200