See what your fund actually adds
ProShares UltraShort Bloomberg Natural Gas KOLD
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | KOLD | Replication |
|---|---|---|
| Annualized growth | -20.0% | 0.1% |
| Annualized volatility | 120.0% | 4.7% |
| Sharpe ratio | 0.41 | 0.04 |
| Maximum drawdown | 96.1% | 15.0% |
| Replication fit (R²) | 0.01 · Tracking error 119.6% | |
Replication portfolio
The published portfolio below is the investable basket used to model KOLD’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| BNDX | FI · International | 100.0% |