ProShares Ultra 7-10 Year Treasury (UST): Historical Returns

Data Source: from March 2010 to January 2024 (~14 years)
Consolidated Returns as of 31 January 2024
Live Update: Feb 29 2024
Category: Fixed Income
ProShares Ultra 7-10 Year Treasury (UST) ETF
ETF • LIVE PERFORMANCE (USD currency)
0.39%
1 Day
Feb 29 2024
6.17%
Current Month
February 2024

In the last 10 Years, the ProShares Ultra 7-10 Year Treasury (UST) ETF obtained a 0.11% compound annual return, with a 12.76% standard deviation.

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The ETF is related to the following investment themes:

  • Leveraged: 2x
  • Asset Class: Bond
  • Region: North America
  • Country: U.S.
  • Bond - Duration: Intermediate-Term

The ProShares Ultra 7-10 Year Treasury (UST) ETF is part of the following Lazy Portfolios:

Portfolio Name Author UST Weight Currency
Stocks/Bonds 40/60 2x Leveraged 60.00% USD
Desert Portfolio 2x Leveraged Gyroscopic Investing 60.00% USD
Simplified Permanent Portfolio 2x Leveraged 50.00% USD
Stocks/Bonds 60/40 2x Leveraged 40.00% USD
Golden Butterfly 2x Leveraged 40.00% USD
Talmud Portfolio 2x Leveraged Roger Gibson 33.33% USD
All Weather Portfolio 2x Leveraged Ray Dalio 15.00% USD

Investment Returns as of Jan 31, 2024

The ProShares Ultra 7-10 Year Treasury (UST) ETF guaranteed the following returns.

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
PROSHARES ULTRA 7-10 YEAR TREASURY (UST) ETF
Consolidated returns as of 31 January 2024
Live Update: Feb 29 2024
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Jan 31, 2024
  1 Day Time ET(*) Feb 2024 1M 6M 1Y 5Y 10Y MAX
(~14Y)
ProShares Ultra 7-10 Year Treasury (UST) ETF -0.39 -6.17 0.44 2.39 -5.42 -2.91 0.11 2.86
US Inflation Adjusted return 0.13 0.72 -8.27 -6.79 -2.60 0.27
Returns over 1 year are annualized | Available data source: since Mar 2010
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Jan 2024. Current inflation (annualized) is 1Y: 3.11% , 5Y: 4.16% , 10Y: 2.79%

In 2023, the ProShares Ultra 7-10 Year Treasury (UST) ETF granted a 3.42% dividend yield. If you are interested in getting periodic income, please refer to the ProShares Ultra 7-10 Year Treasury (UST) ETF: Dividend Yield page.

Capital Growth as of Jan 31, 2024

An investment of 1$, since February 2014, now would be worth 1.01$, with a total return of 1.14% (0.11% annualized).

The Inflation Adjusted Capital now would be 0.77$, with a net total return of -23.16% (-2.60% annualized).
An investment of 1$, since March 2010, now would be worth 1.48$, with a total return of 48.04% (2.86% annualized).

The Inflation Adjusted Capital now would be 1.04$, with a net total return of 3.87% (0.27% annualized).

Investment Metrics as of Jan 31, 2024

Metrics of ProShares Ultra 7-10 Year Treasury (UST) ETF, updated as of 31 January 2024.

Metrics are calculated based on monthly returns, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
PROSHARES ULTRA 7-10 YEAR TREASURY (UST) ETF
Advanced Metrics
Data Source: 1 March 2010 - 31 January 2024 (~14 years)
Swipe left to see all data
Metrics as of Jan 31, 2024
1M 3M 6M 1Y 3Y 5Y 10Y MAX
(~14Y)
Investment Return (%) 0.44 16.80 2.39 -5.42 -12.87 -2.91 0.11 2.86
Infl. Adjusted Return (%) details 0.13 15.98 0.72 -8.27 -17.54 -6.79 -2.60 0.27
US Inflation (%) 0.31 0.70 1.66 3.11 5.66 4.16 2.79 2.58
Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y MAX
Deepest Drawdown Depth (%) -19.46 -43.36 -46.99 -46.99 -46.99
Start to Recovery (# months) details 9* 36* 42* 42* 42*
Start (yyyy mm) 2023 05 2021 02 2020 08 2020 08 2020 08
Start to Bottom (# months) 6 33 39 39 39
Bottom (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2023 10
Bottom to End (# months) 3 3 3 3 3
End (yyyy mm) - - - - -
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details
Start (yyyy mm) 2023 05 2021 02 2020 08 2020 08 2020 08
Start to Bottom (# months) 6 33 39 39 39
Bottom (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2023 10
Bottom to End (# months) 3 3 3 3 3
End (yyyy mm) - - - - -
Longest negative period (# months) details 12* 36* 60* 118 147
Period Start (yyyy mm) 2023 02 2021 02 2019 02 2014 02 2011 08
Period End (yyyy mm) 2024 01 2024 01 2024 01 2023 11 2023 10
Annualized Return (%) -5.42 -12.87 -2.91 -0.66 -0.03
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -20.91 -51.65 -55.45 -55.45 -55.45
Start to Recovery (# months) details 12* 36* 42* 42* 42*
Start (yyyy mm) 2023 02 2021 02 2020 08 2020 08 2020 08
Start to Bottom (# months) 9 33 39 39 39
Bottom (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2023 10
Bottom to End (# months) 3 3 3 3 3
End (yyyy mm) - - - - -
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details
Start (yyyy mm) 2023 02 2021 02 2020 08 2020 08 2020 08
Start to Bottom (# months) 9 33 39 39 39
Bottom (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2023 10
Bottom to End (# months) 3 3 3 3 3
End (yyyy mm) - - - - -
Longest negative period (# months) details 12* 36* 60* 120* 165
Period Start (yyyy mm) 2023 02 2021 02 2019 02 2014 02 2010 03
Period End (yyyy mm) 2024 01 2024 01 2024 01 2024 01 2023 11
Annualized Return (%) -8.27 -17.54 -6.79 -2.60 -0.24
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y MAX
Standard Deviation (%) 17.43 16.57 15.17 12.76 12.74
Sharpe Ratio -0.60 -0.91 -0.31 -0.08 -0.09
Sortino Ratio -0.97 -1.36 -0.45 -0.12 -0.13
Ulcer Index 9.34 25.75 23.18 17.70 15.43
Ratio: Return / Standard Deviation -0.31 -0.78 -0.19 0.01 0.22
Ratio: Return / Deepest Drawdown -0.28 -0.30 -0.06 0.00 0.06
% Positive Months details 41% 38% 45% 49% 50%
Positive Months 5 14 27 59 85
Negative Months 7 22 33 61 82
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y MAX
Best 10 Years Return (%) - Annualized 0.11 9.07
Worst 10 Years Return (%) - Annualized -1.46
Best 10 Years Return (%) - Annualized -2.60 7.21
Worst 10 Years Return (%) - Annualized -4.13
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y MAX
Over the latest 10Y
Best Rolling Return (%) - Annualized 33.16 11.46 7.81 0.11
Worst Rolling Return (%) - Annualized -32.06 -17.91 -4.26
% Positive Periods 45% 55% 65% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 78.38 22.59 18.53 10.78
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - -
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 32.70 9.19 6.13 -2.60
Worst Rolling Return (%) - Annualized -36.94 -22.36 -7.94
% Positive Periods 44% 49% 59% 0%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 78.38 22.59 18.53 10.78
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - -
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Mar 2010 - Jan 2024)
Best Rolling Return (%) - Annualized 33.16 17.38 11.75 9.07
Worst Rolling Return (%) - Annualized -32.06 -17.91 -4.26 -1.46
% Positive Periods 54% 71% 79% 77%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 78.38 22.59 18.53 9.82
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - -
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 32.70 14.81 9.93 7.21
Worst Rolling Return (%) - Annualized -36.94 -22.36 -7.94 -4.13
% Positive Periods 52% 65% 70% 54%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 78.38 22.59 18.53 9.82
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - -
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
  • Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
  • Longest negative period: it's the maximum period for which an overall negative return has been observed.
  • Standard Deviation: it's a measure of the dispersion of returns around the mean.
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
  • Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
  • Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.

Correlations as of Jan 31, 2024

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1. If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.

Monthly correlations of ProShares Ultra 7-10 Year Treasury (UST) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).

PROSHARES ULTRA 7-10 YEAR TREASURY (UST) ETF
Monthly correlations as of 31 January 2024
Swipe left to see all data
Correlation vs UST
Asset Class 1 Year 5 Years 10 Years Since
Mar 2010
VTI
US Total Stock Market
0.72
0.22
0.08
-0.09
SPY
US Large Cap
0.75
0.24
0.09
-0.08
IJR
US Small Cap
0.46
0.06
-0.05
-0.17
VNQ
US REITs
0.70
0.33
0.35
0.23
QQQ
US Technology
0.70
0.36
0.20
0.04
PFF
Preferred Stocks
0.54
0.34
0.33
0.24
EFA
EAFE Stocks
0.78
0.27
0.13
-0.05
VT
World All Countries
0.75
0.24
0.10
-0.07
EEM
Emerging Markets
0.64
0.22
0.14
-0.02
VGK
Europe
0.75
0.25
0.13
-0.05
VPL
Pacific
0.78
0.28
0.14
-0.02
FLLA
Latin America
0.57
-0.02
-0.04
-0.10
BND
US Total Bond Market
0.98
0.89
0.90
0.89
TLT
Long Term Treasuries
0.95
0.93
0.93
0.91
BIL
US Cash
0.28
0.10
0.05
0.01
TIP
TIPS
0.96
0.77
0.76
0.74
LQD
Invest. Grade Bonds
0.95
0.76
0.74
0.69
HYG
High Yield Bonds
0.87
0.35
0.26
0.13
CWB
US Convertible Bonds
0.59
0.18
0.10
-0.03
BNDX
International Bonds
0.94
0.78
0.77
0.76
EMB
Emerg. Market Bonds
0.82
0.42
0.42
0.38
GLD
Gold
0.55
0.41
0.44
0.35
DBC
Commodities
-0.10
-0.31
-0.30
-0.32

If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.

Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

PROSHARES ULTRA 7-10 YEAR TREASURY (UST) ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 February 2014 - 31 January 2024 (10 Years)
Data Source: 1 March 2010 - 31 January 2024 (~14 years)
Inflation Adjusted:
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-46.99% Aug 2020 Oct 2023 39 in progress 3 42 27.59
-17.66% Aug 2016 Oct 2018 27 Aug 2019 10 37 11.21
-8.66% Feb 2015 Jun 2015 5 Feb 2016 8 13 4.88
-5.82% Sep 2019 Dec 2019 4 Jan 2020 1 5 3.27
-2.26% Sep 2014 Sep 2014 1 Oct 2014 1 2 1.31
-1.05% Mar 2014 Mar 2014 1 Apr 2014 1 2 0.61
-0.95% Jun 2014 Jul 2014 2 Aug 2014 1 3 0.51
-0.93% Mar 2016 May 2016 3 Jun 2016 1 4 0.57
-0.12% Jun 2020 Jun 2020 1 Jul 2020 1 2 0.07
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 19 6.4 Months 15.70%
 
DD = 0% 15.70%
 
0% < DD <= -5% 28 4.3 Months 23.14%
 
DD <= -5% 38.84%
 
-5% < DD <= -10% 19 6.4 Months 15.70%
 
DD <= -10% 54.55%
 
-10% < DD <= -15% 22 5.5 Months 18.18%
 
DD <= -15% 72.73%
 
-15% < DD <= -20% 10 12.1 Months 8.26%
 
DD <= -20% 80.99%
 
-20% < DD <= -25% 1 121.0 Months 0.83%
 
DD <= -25% 81.82%
 
-25% < DD <= -30% 4 30.3 Months 3.31%
 
DD <= -30% 85.12%
 
-30% < DD <= -35% 4 30.3 Months 3.31%
 
DD <= -35% 88.43%
 
-35% < DD <= -40% 9 13.4 Months 7.44%
 
DD <= -40% 95.87%
 
-40% < DD <= -45% 4 30.3 Months 3.31%
 
DD <= -45% 99.17%
 
-45% < DD <= -50% 1 121.0 Months 0.83%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-55.45% Aug 2020 Oct 2023 39 in progress 3 42 34.49
-21.79% Aug 2016 Oct 2018 27 Aug 2019 10 37 13.99
-9.77% Feb 2015 Jun 2015 5 Feb 2016 8 13 5.76
-6.77% Sep 2019 Dec 2019 4 Feb 2020 2 6 3.50
-2.27% Sep 2014 Sep 2014 1 Oct 2014 1 2 1.31
-1.85% Mar 2016 May 2016 3 Jun 2016 1 4 1.10
-1.25% Mar 2014 Mar 2014 1 Apr 2014 1 2 0.72
-1.19% Jun 2014 Jul 2014 2 Aug 2014 1 3 0.65
-0.56% Jun 2020 Jun 2020 1 Jul 2020 1 2 0.33
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 18 6.7 Months 14.88%
 
DD = 0% 14.88%
 
0% < DD <= -5% 21 5.8 Months 17.36%
 
DD <= -5% 32.23%
 
-5% < DD <= -10% 18 6.7 Months 14.88%
 
DD <= -10% 47.11%
 
-10% < DD <= -15% 18 6.7 Months 14.88%
 
DD <= -15% 61.98%
 
-15% < DD <= -20% 19 6.4 Months 15.70%
 
DD <= -20% 77.69%
 
-20% < DD <= -25% 4 30.3 Months 3.31%
 
DD <= -25% 80.99%
 
-25% < DD <= -30% 0 - 0.00%
 
DD <= -30% 80.99%
 
-30% < DD <= -35% 2 60.5 Months 1.65%
 
DD <= -35% 82.64%
 
-35% < DD <= -40% 3 40.3 Months 2.48%
 
DD <= -40% 85.12%
 
-40% < DD <= -45% 5 24.2 Months 4.13%
 
DD <= -45% 89.26%
 
-45% < DD <= -50% 10 12.1 Months 8.26%
 
DD <= -50% 97.52%
 
-50% < DD <= -55% 2 60.5 Months 1.65%
 
DD <= -55% 99.17%
 
-55% < DD <= -60% 1 121.0 Months 0.83%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-46.99% Aug 2020 Oct 2023 39 in progress 3 42 27.59
-17.66% Aug 2016 Oct 2018 27 Aug 2019 10 37 11.21
-15.16% May 2013 Dec 2013 8 Jan 2015 13 21 8.63
-9.89% Oct 2010 Feb 2011 5 Jul 2011 5 10 6.02
-8.66% Feb 2015 Jun 2015 5 Feb 2016 8 13 4.88
-5.82% Sep 2019 Dec 2019 4 Jan 2020 1 5 3.27
-5.25% Feb 2012 Mar 2012 2 May 2012 2 4 2.53
-4.66% Aug 2012 Jan 2013 6 Apr 2013 3 9 2.03
-2.81% Oct 2011 Oct 2011 1 Dec 2011 2 3 1.65
-2.24% Mar 2010 Mar 2010 1 Apr 2010 1 2 1.29
-1.15% Jun 2012 Jun 2012 1 Jul 2012 1 2 0.67
-0.93% Mar 2016 May 2016 3 Jun 2016 1 4 0.57
-0.12% Jun 2020 Jun 2020 1 Jul 2020 1 2 0.07
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 26 6.5 Months 15.48%
 
DD = 0% 15.48%
 
0% < DD <= -5% 46 3.7 Months 27.38%
 
DD <= -5% 42.86%
 
-5% < DD <= -10% 33 5.1 Months 19.64%
 
DD <= -10% 62.50%
 
-10% < DD <= -15% 29 5.8 Months 17.26%
 
DD <= -15% 79.76%
 
-15% < DD <= -20% 11 15.3 Months 6.55%
 
DD <= -20% 86.31%
 
-20% < DD <= -25% 1 168.0 Months 0.60%
 
DD <= -25% 86.90%
 
-25% < DD <= -30% 4 42.0 Months 2.38%
 
DD <= -30% 89.29%
 
-30% < DD <= -35% 4 42.0 Months 2.38%
 
DD <= -35% 91.67%
 
-35% < DD <= -40% 9 18.7 Months 5.36%
 
DD <= -40% 97.02%
 
-40% < DD <= -45% 4 42.0 Months 2.38%
 
DD <= -45% 99.40%
 
-45% < DD <= -50% 1 168.0 Months 0.60%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-55.45% Aug 2020 Oct 2023 39 in progress 3 42 34.49
-21.79% Aug 2016 Oct 2018 27 Aug 2019 10 37 13.99
-16.59% Aug 2012 Dec 2013 17 Jan 2015 13 30 8.63
-11.57% Oct 2010 Mar 2011 6 Aug 2011 5 11 7.04
-9.77% Feb 2015 Jun 2015 5 Feb 2016 8 13 5.76
-6.77% Sep 2019 Dec 2019 4 Feb 2020 2 6 3.50
-5.65% Feb 2012 Mar 2012 2 May 2012 2 4 2.76
-2.87% Oct 2011 Oct 2011 1 Dec 2011 2 3 1.75
-2.27% Mar 2010 Mar 2010 1 Apr 2010 1 2 1.31
-1.85% Mar 2016 May 2016 3 Jun 2016 1 4 1.10
-1.07% Jun 2012 Jun 2012 1 Jul 2012 1 2 0.62
-0.56% Jun 2020 Jun 2020 1 Jul 2020 1 2 0.33
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 23 7.3 Months 13.69%
 
DD = 0% 13.69%
 
0% < DD <= -5% 37 4.5 Months 22.02%
 
DD <= -5% 35.71%
 
-5% < DD <= -10% 31 5.4 Months 18.45%
 
DD <= -10% 54.17%
 
-10% < DD <= -15% 29 5.8 Months 17.26%
 
DD <= -15% 71.43%
 
-15% < DD <= -20% 21 8.0 Months 12.50%
 
DD <= -20% 83.93%
 
-20% < DD <= -25% 4 42.0 Months 2.38%
 
DD <= -25% 86.31%
 
-25% < DD <= -30% 0 - 0.00%
 
DD <= -30% 86.31%
 
-30% < DD <= -35% 2 84.0 Months 1.19%
 
DD <= -35% 87.50%
 
-35% < DD <= -40% 3 56.0 Months 1.79%
 
DD <= -40% 89.29%
 
-40% < DD <= -45% 5 33.6 Months 2.98%
 
DD <= -45% 92.26%
 
-45% < DD <= -50% 10 16.8 Months 5.95%
 
DD <= -50% 98.21%
 
-50% < DD <= -55% 2 84.0 Months 1.19%
 
DD <= -55% 99.40%
 
-55% < DD <= -60% 1 168.0 Months 0.60%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 

Rolling Returns

( more details)

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

PROSHARES ULTRA 7-10 YEAR TREASURY (UST) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 February 2014 - 31 January 2024 (10 Years)
Data Source: 1 March 2010 - 31 January 2024 (~14 years)
Inflation Adjusted:
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -32.06 11/2021
10/2022
0.67$ -12.27 0.87$ -1.96 0.98$ 17.47 1.17$ 33.16 05/2019
04/2020
1.33$ -5.42 54.13%
2Y -22.36 11/2021
10/2023
0.60$ -15.47 0.71$ 1.41 1.02$ 11.87 1.25$ 22.10 08/2018
07/2020
1.49$ -14.55 39.18%
3Y -17.91 11/2020
10/2023
0.55$ -10.51 0.71$ 1.83 1.05$ 9.97 1.32$ 11.46 08/2018
07/2021
1.38$ -12.87 44.71%
5Y -4.26 11/2018
10/2023
0.80$ -2.79 0.86$ 3.04 1.16$ 6.33 1.35$ 7.81 07/2015
06/2020
1.45$ -2.91 34.43%
7Y -5.06 11/2016
10/2023
0.69$ -3.06 0.80$ 0.08 1.00$ 4.79 1.38$ 6.25 02/2014
01/2021
1.52$ -1.70 48.65%
10Y 0.11 02/2014
01/2024
1.01$ 0.11 1.01$ 0.11 1.01$ 0.11 1.01$ 0.11 02/2014
01/2024
1.01$ 0.11 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -36.94 11/2021
10/2022
0.63$ -15.78 0.84$ -3.94 0.96$ 16.30 1.16$ 32.70 05/2019
04/2020
1.32$ -8.27 55.96%
2Y -26.39 11/2021
10/2023
0.54$ -20.27 0.63$ -0.22 0.99$ 10.57 1.22$ 20.38 08/2018
07/2020
1.44$ -18.40 52.58%
3Y -22.36 11/2020
10/2023
0.46$ -14.79 0.61$ -0.07 0.99$ 7.21 1.23$ 9.19 04/2017
03/2020
1.30$ -17.54 50.59%
5Y -7.94 11/2018
10/2023
0.66$ -6.53 0.71$ 0.66 1.03$ 4.43 1.24$ 6.13 07/2015
06/2020
1.34$ -6.79 40.98%
7Y -8.27 11/2016
10/2023
0.54$ -6.32 0.63$ -2.75 0.82$ 2.73 1.20$ 4.60 02/2014
01/2021
1.37$ -5.01 67.57%
10Y -2.60 02/2014
01/2024
0.76$ -2.60 0.76$ -2.60 0.76$ -2.60 0.76$ -2.60 02/2014
01/2024
0.76$ -2.60 100.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -32.06 11/2021
10/2022
0.67$ -10.79 0.89$ 3.01 1.03$ 18.28 1.18$ 33.16 05/2019
04/2020
1.33$ -5.42 45.51%
2Y -22.36 11/2021
10/2023
0.60$ -12.43 0.76$ 2.70 1.05$ 15.53 1.33$ 22.16 06/2010
05/2012
1.49$ -14.55 34.03%
3Y -17.91 11/2020
10/2023
0.55$ -2.79 0.91$ 4.33 1.13$ 9.90 1.32$ 17.38 04/2010
03/2013
1.61$ -12.87 28.79%
5Y -4.26 11/2018
10/2023
0.80$ -1.10 0.94$ 3.07 1.16$ 7.14 1.41$ 11.75 04/2010
03/2015
1.74$ -2.91 20.37%
7Y -5.06 11/2016
10/2023
0.69$ -1.72 0.88$ 3.37 1.26$ 6.25 1.52$ 8.14 04/2010
03/2017
1.72$ -1.70 21.43%
10Y -1.46 11/2013
10/2023
0.86$ -0.56 0.94$ 3.00 1.34$ 7.03 1.97$ 9.07 04/2010
03/2020
2.38$ 0.11 22.92%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -36.94 11/2021
10/2022
0.63$ -14.44 0.85$ 1.27 1.01$ 16.72 1.16$ 32.70 05/2019
04/2020
1.32$ -8.27 47.44%
2Y -26.39 11/2021
10/2023
0.54$ -17.95 0.67$ 0.52 1.01$ 12.58 1.26$ 20.38 08/2018
07/2020
1.44$ -18.40 45.83%
3Y -22.36 11/2020
10/2023
0.46$ -6.98 0.80$ 2.82 1.08$ 7.56 1.24$ 14.81 04/2010
03/2013
1.51$ -17.54 34.85%
5Y -7.94 11/2018
10/2023
0.66$ -4.78 0.78$ 1.08 1.05$ 5.49 1.30$ 9.93 04/2010
03/2015
1.60$ -6.79 29.63%
7Y -8.27 11/2016
10/2023
0.54$ -5.05 0.69$ 1.70 1.12$ 4.55 1.36$ 6.38 04/2010
03/2017
1.54$ -5.01 32.14%
10Y -4.13 11/2013
10/2023
0.65$ -3.18 0.72$ 0.81 1.08$ 5.22 1.66$ 7.21 04/2010
03/2020
2.00$ -2.60 45.83%
Annualized rolling and percentiles/median returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the ProShares Ultra 7-10 Year Treasury (UST) ETF: Rolling Returns page.

Seasonality

In which months is it better to invest in ProShares Ultra 7-10 Year Treasury (UST) ETF?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.
For further information about the seasonality, check the Asset Class Seasonality page.
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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
1.46
60%
-1.53
20%
1.16
60%
-1.15
60%
0.96
80%
-0.28
40%
2.08
60%
-1.32
20%
-4.23
20%
-2.11
20%
3.17
80%
-0.03
20%
Best 6.6
2020
5.9
2020
7.2
2020
2.1
2021
5.9
2019
2.1
2019
6.1
2022
7.7
2019
0.6
2020
0.1
2019
8.2
2023
7.4
2023
Worst -3.9
2022
-6.8
2023
-8.3
2022
-8.1
2022
-3.2
2023
-3.4
2023
-1.8
2023
-8.5
2022
-9.7
2022
-4.3
2023
-1.7
2019
-3.4
2022
Monthly Seasonality over the period Apr 2010 - Jan 2024
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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
1.91
70%
-0.99
40%
0.87
60%
-0.71
50%
1.03
70%
0.02
40%
1.21
60%
-0.02
50%
-2.57
30%
-1.32
20%
1.05
60%
0.45
40%
Best 8.6
2015
5.9
2020
7.2
2020
2.1
2021
5.9
2019
6.1
2016
6.1
2022
7.7
2019
3.1
2015
3.0
2014
8.2
2023
7.4
2023
Worst -4.7
2018
-6.8
2023
-8.3
2022
-8.1
2022
-3.2
2023
-3.4
2023
-1.8
2023
-8.5
2022
-9.7
2022
-4.3
2023
-8.5
2016
-3.4
2022
Monthly Seasonality over the period Apr 2010 - Jan 2024
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
1.76
71%
-0.88
38%
0.29
57%
0.52
64%
1.48
71%
-0.07
36%
1.59
64%
0.93
50%
-1.30
43%
-1.14
21%
0.68
57%
-0.32
36%
Best 8.6
2015
5.9
2020
7.2
2020
5.0
2012
5.9
2012
6.1
2016
6.1
2022
9.8
2011
4.2
2011
3.0
2014
8.2
2023
7.4
2023
Worst -4.7
2018
-6.8
2023
-8.3
2022
-8.1
2022
-6.1
2013
-5.2
2013
-1.8
2023
-8.5
2022
-9.7
2022
-4.3
2023
-8.5
2016
-6.2
2010
Monthly Seasonality over the period Apr 2010 - Jan 2024

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the ProShares Ultra 7-10 Year Treasury (UST) ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

PROSHARES ULTRA 7-10 YEAR TREASURY (UST) ETF
Monthly Returns Distribution
Data Source: 1 February 2014 - 31 January 2024 (10 Years)
Data Source: 1 March 2010 - 31 January 2024 (~14 years)
59 Positive Months (49%) - 61 Negative Months (51%)
85 Positive Months (51%) - 82 Negative Months (49%)
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(Scroll down to see all data)
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