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Performance analysis of SAA (PROSHARES ULTRA SMALLCAP600)

Annual Return

Over the past 3 years, SAA has had an average annual return of +18.39%, underperforming the benchmark SPY, which returned +22.77% annual.

Over the past 5 years, SAA has had an average annual return of +1.66%, underperforming the benchmark SPY, which returned +14% annual.

Over the past 10 years, SAA has had an average annual return of +11.63%, underperforming the benchmark SPY, which returned +15.53% annual.

Since Jan 25, 2007, SAA has had an average annual return of +8.96%, underperforming the benchmark SPY, which returned +11.06% annual.

202620252024202320222021202020192018201720162015
+30.41%+0.30%+5.60%+21.34%-36.16%+51.77%-1.78%+42.39%-23.01%+23.94%+51.13%-5.62%
20142013201220112010200920082007
+7.70%+94.06%+30.09%-9.44%+49.95%+37.23%-62.18%-11.08%

Monthly Return

YearJanFebMarAprMayJunJulAugSepOctNovDecAnnually Total
2026+10.79%+3.87%-9.03%+21.17%+1.33%+1.45%+30.41%
2025+5.20%-10.57%-13.76%-10.65%+9.69%+7.45%+0.31%+14.27%+1.28%-2.75%+4.62%-0.61%+0.30%
2024-8.93%+5.84%+5.77%-11.12%+8.53%-5.09%+21.93%-4.36%+1.05%-5.73%+21.33%-16.05%+5.60%
2023+18.73%-2.90%-11.44%-6.13%-4.09%+15.99%+10.21%-8.78%-12.15%-12.05%+16.07%+26.23%+21.34%
2022-14.14%+2.07%-0.14%-15.56%+2.89%-17.50%+20.54%-9.23%-19.39%+24.87%+7.02%-13.66%-36.16%
2021+13.14%+15.37%+5.37%+3.44%+3.72%+0.62%-5.63%+3.77%-4.99%+6.68%-5.08%+8.50%+51.77%
2020-8.39%-19.40%-45.64%+23.90%+6.40%+5.09%+7.13%+8.04%-9.58%+3.79%+38.90%+17.06%-1.78%
2019+22.14%+8.55%-7.18%+7.42%-17.42%+15.04%+1.85%-9.98%+6.63%+3.08%+6.47%+5.67%+42.39%
2018+3.71%-8.06%+3.40%+2.30%+12.30%+2.02%+5.02%+9.70%-5.96%-19.66%+0.14%-23.56%-23.01%
2017-2.03%+5.34%-2.26%+3.38%-6.71%+6.28%+0.99%-7.36%+18.56%-0.12%+4.31%+3.72%+23.94%

Drawdown analysis of SAA (PROSHARES ULTRA SMALLCAP600)

The maximum drawdown for the SAA was -87.41%, occurring on Mar 9, 2009. Recovery took 1091 trading sessions.

The current SAA drawdown is -2.68%.

Since Jan 25, 2007 SAA has experienced the following drawdowns:

  • 50% or more: 3 times
  • 40% or more: 3 times
  • 30% or more: 4 times
  • 20% or more: 5 times
  • 10% or more: 15 times
DepthStartTo BottomBottomTo RecoverEndTotal
-87.41%Jun 4, 2007444Mar 9, 20091091Jul 9, 20131535
-74.54%Aug 31, 2018390Mar 23, 2020221Feb 5, 2021611
-55.35%Nov 5, 2021857Apr 8, 2025OngoingOngoingOngoing
-37.45%Jun 22, 2015162Feb 11, 2016128Aug 15, 2016290
-22.75%Jul 1, 201472Oct 13, 201451Dec 24, 2014123
-19.42%Jun 8, 202128Jul 19, 202176Nov 3, 2021104
-18.47%Mar 12, 20218Mar 24, 202152Jun 8, 202160
-17.00%Jan 23, 201812Feb 8, 201863May 10, 201875
-15.91%Feb 22, 20077Mar 5, 200729Apr 16, 200736
-15.05%Sep 22, 201630Nov 3, 20166Nov 11, 201636
-14.53%Dec 26, 201325Feb 3, 201420Mar 4, 201445
-14.53%Mar 18, 201441May 15, 201432Jul 1, 201473
-13.05%Jul 25, 201718Aug 18, 201726Sep 26, 201744
-10.58%Jan 4, 201753Mar 22, 201724Apr 26, 201777
-10.28%Apr 26, 201715May 17, 201743Jul 19, 201758
-9.94%Dec 30, 201411Jan 15, 201520Feb 13, 201531
-8.09%Feb 24, 20216Mar 4, 20212Mar 8, 20218
-7.86%Aug 5, 201319Aug 30, 201311Sep 17, 201330
-7.60%Mar 23, 201531May 6, 201528Jun 16, 201559
-7.45%Jun 20, 20188Jul 2, 20184Jul 9, 201812
-7.26%Sep 7, 20164Sep 13, 20167Sep 22, 201611
-6.72%Oct 1, 20136Oct 9, 20132Oct 11, 20138
-6.71%Nov 29, 20139Dec 12, 20137Dec 23, 201316
-5.65%Oct 5, 201725Nov 9, 20178Nov 21, 201733
-5.34%Mar 2, 20157Mar 11, 20155Mar 18, 201512