See what your fund actually adds
ProShares UltraShort QQQ Mega QQDN
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | QQDN | Replication |
|---|---|---|
| Annualized growth | -41.6% | 38.8% |
| Annualized volatility | 40.2% | 22.2% |
| Sharpe ratio | -1.13 | 1.59 |
| Maximum drawdown | 50.9% | 14.3% |
| Replication fit (R²) | 0.18 · Tracking error 36.4% | |
Replication portfolio
The published portfolio below is the investable basket used to model QQDN’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| XLE | Sector · Energy | 100.0% |