TQQQ ProShares Ultra...
Fundamental Data
Get detailed Fundamental insights of ProShares UltraPro QQQ and compare it to the S&P500.
| 1-Day Range | undefined undefined |
| 1-Year Range | undefined undefined |
Company Stats
| Market Cap | $0 | Volume | 0 |
| Price | $undefined | Prev. Close | $undefined |
| Alpha | 0.11 | Beta | - |
| EPS | undefined | PE | undefined |
Worst 10 Drawdowns of TQQQ
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| Nov 22, 2021 | continuing | -81.75% | 908 |
| Feb 20, 2020 | Jul 9, 2020 | -69.92% | 141 |
| Aug 30, 2018 | Nov 6, 2019 | -58.08% | 434 |
| Jul 21, 2015 | Sep 21, 2016 | -44.63% | 429 |
| Sep 3, 2020 | Dec 16, 2020 | -35.37% | 105 |
| Feb 16, 2021 | Apr 12, 2021 | -30.44% | 56 |
| Mar 13, 2018 | Jun 13, 2018 | -29.67% | 93 |
| Jan 29, 2018 | Mar 8, 2018 | -28.61% | 39 |
| Sep 8, 2021 | Oct 27, 2021 | -21.73% | 50 |
| Apr 19, 2021 | Jun 11, 2021 | -21.07% | 54 |
TQQQ vs. S&P500
Comparison of company stats against the S&P500 Index.
Time Period between January 5, 2015 - May 17, 2024Annual Return (%)
TQQQ
S&P500
Metric TQQQ S&P500
| Cumulative Return | 1462.78% | 157.73 % |
| Compound Annual Growth Rate (CAGR) | 22.45% | 7.23% |
| Sharpe | 0.78 | 0.65 |
| Sortino | 1.10 | 0.91 |
| Max Drawdown | -81.75% | -34.1% |
| Longest Drawdown Days | 908 | 745 |
| Volatility (ann.) | 65.04% | 17.95% |
| Correlation | 92.68% | - |
| R^2 | 0.86 | - |
| Calmar | 0.27 | 0.21 |
| Skew | -0.39 | -0.55 |
| Kurtosis | 6.12 | 12.55 |
| Expected Daily | 0.12% | 0.04% |
| Expected Monthly | 2.46% | 0.84% |
| Expected Yearly | 31.64% | 9.93% |
| Kelly Criterion | 7.01% | 3.85% |
| Risk of Ruin | 0% | 0% |
| Daily Value-at-Risk | -6.54% | -1.81% |
| Expected Shortfall (cVaR) | -6.54% | -1.81% |
| Max Consecutive Wins | 11 | 10 |
| Max Consecutive Losses | 9 | 8 |
| Gain/Pain Ratio | 0.15 | 0.13 |
| Gain/Pain (1M) | 0.92 | 0.74 |
| Payoff Ratio | 0.91 | 0.91 |
| Profit Factor | 1.15 | 1.13 |
| Outlier Win Ratio | 2.42 | 8.97 |
| Outlier Loss Ratio | 2.49 | 9.87 |
| MTD | 19.42% | 5.47% |
| 3M | 9.70% | 5.99% |
| 6M | 46.02% | 17.60% |
| YTD | 24.22% | 11.39% |
| 1Y | 115.10% | 29.06% |
| 3Y (ann.) | 3.48% | 5.51% |
| Best Day | 26.99% | 9.06% |
| Worst Day | -34.48% | -10.94% |
| Best Month | 46.43% | 12.70% |
| Worst Month | -38.13% | -13.00% |
| Best Year | 193.06% | 28.79% |
| Worst Year | -79.20% | -19.48% |
| Avg. Drawdown | -7.63% | -1.81% |
| Avg. Drawdown Days | 31 | 22 |
| Recovery Factor | 5.83 | 3.22 |
| Ulcer Index | 0.33 | 0.08 |
| Avg. Up Month | 15.18% | 3.85% |
| Avg. Down Month | -15.60% | -4.45% |
| Win Days | 55.66% | 54.06% |
| Win Month | 61.06% | 66.37% |
| Win Quarter | 68.42% | 76.32% |
| Win Year | 80.00% | 70.00% |