See what your fund actually adds
ProShares Ultra SmallCap600 SAA
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | SAA | Replication |
|---|---|---|
| Annualized growth | 1.5% | 6.0% |
| Annualized volatility | 39.9% | 20.4% |
| Sharpe ratio | 0.24 | 0.39 |
| Maximum drawdown | 53.2% | 29.1% |
| Replication fit (R²) | 0.75 · Tracking error 19.8% | |
Replication portfolio
The published portfolio below is the investable basket used to model SAA’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| IJR | US Small Cap | 73.8% |
| IWC | Micro Cap | 26.2% |