ProShares Short Dow30

10-Year Study

DOG.US · · US · ETF

Executive Summary: ProShares Short Dow30 has compounded at -11.0% annually over the last 10 years, with a maximum drawdown of 69.0% and an annualized volatility of 19.2%.

1Y CAGR
-11.0%
3Y CAGR
-8.2%
5Y CAGR
-4.8%
10Y CAGR
-11.0%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
69.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-1.02
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-1.62
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
14.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · +5.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · -21.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
20%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-1.40.05.4-4.4————————-0.6%
2025-3.91.94.62.5-3.5-3.80.4-2.8-1.3-2.0-0.1-0.3-8.4%
2024-0.5-1.6-1.55.9-1.8-0.5-3.6-1.3-1.31.9-6.86.1-5.6%
2023-2.54.7-1.6-1.93.9-3.7-2.72.94.32.0-7.7-4.0-7.0%
20223.22.9-2.94.8-0.96.6-6.43.99.6-12.5-5.44.75.7%
20211.7-3.5-6.7-2.8-2.3-0.1-1.6-1.64.2-5.83.4-5.5-19.2%
20201.010.26.7-11.5-5.1-2.7-2.9-7.31.74.3-11.3-3.3-20.4%
2019-6.8-3.60.1-2.36.9-6.5-0.91.3-1.9-0.4-3.8-1.5-18.4%
2018-5.53.83.2-0.2-1.20.6-4.4-2.2-1.75.1-1.98.83.6%
2017-0.6-4.90.6-1.4-0.7-1.6-2.6-0.6-2.0-4.1-4.0-1.9-21.5%
2016———-0.8-0.6-1.2-2.9-0.20.20.7-5.7-3.4-13.2%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 19.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 63.0% of variance. Idiosyncratic stock-specific factors contribute 1.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019920.976425346931
2016-05-019863.193445912055
2016-06-019744.631332553085
2016-07-019457.36164520983
2016-08-019434.556094298612
2016-09-019457.36164520983
2016-10-019521.20381207156
2016-11-018983.126567463634
2016-12-018682.160173883965
2017-01-018627.453603076408
2017-02-018203.363985955526
2017-03-018253.536197960208
2017-04-018134.974084601236
2017-05-018080.254138103995
2017-06-017952.569804380538
2017-07-017747.373348938305
2017-08-017701.7756228055505
2017-09-017546.738003678315
2017-10-017236.662765423841
2017-11-016949.379702390905
2017-12-016814.860391238923
2018-01-016440.8226049155655
2018-02-016682.57482026417
2018-03-016898.939976592543
2018-04-016885.243270356127
2018-05-016805.3369001839155
2018-06-016847.697709413141
2018-07-016546.89182410968
2018-08-016400.494900518308
2018-09-016288.781140277545
2018-10-016611.135261661929
2018-11-016483.798695870255
2018-12-017057.080755726467
2019-01-016575.0342752048155
2019-02-016339.180739006855
2019-03-016345.0526667781305
2019-04-016200.794295869211
2019-05-016631.260017072292
2019-06-016200.52182660456
2019-07-016147.189794864728
2019-08-016226.03035834178
2019-09-016105.015226439715
2019-10-016078.248437761244
2019-11-015846.663339344121
2019-12-015756.382638446225
2020-01-015811.237742760931
2020-02-016404.1487211129515
2020-03-016834.997634109576
2020-04-016049.985109095469
2020-05-015743.922527130183
2020-06-015588.554327473196
2020-07-015428.515371919934
2020-08-015031.333251095919
2020-09-015115.443084415754
2020-10-015336.228399208169
2020-11-014733.450359732904
2020-12-014579.25010417102
2021-01-014657.517665804997
2021-02-014495.141291335322
2021-03-014196.088925150999
2021-04-014078.1028452893797
2021-05-013983.480749750512
2021-06-013979.975896981065
2021-07-013918.0628692519804
2021-08-013856.148821038758
2021-09-014017.3575065343634
2021-10-013784.8904547016073
2021-11-013914.55725111943
2021-12-013699.613442649771
2022-01-013818.7674666064936
2022-02-013930.9125503874247
2022-03-013818.7674666064936
2022-04-014003.339881303816
2022-05-013968.2944150617577
2022-06-014231.133881150989
2022-07-013961.284964643898
2022-08-014116.652143816747
2022-09-014511.495570119179
2022-10-013947.267594534385
2022-11-013734.6594191338977
2022-12-013909.4425846234426
2023-01-013812.0871223229024
2023-02-013992.721233613474
2023-03-013928.695038357141
2023-04-013853.1886516775776
2023-05-014001.841555469272
2023-06-013854.914035232664
2023-07-013749.9855601494573
2023-08-013857.298141298356
2023-09-014022.803830374963
2023-10-014102.463077251139
2023-11-013786.238769367972
2023-12-013633.9896794765455
2024-01-013615.6357620257113
2024-02-013556.9048589576623
2024-03-013502.021181087114
2024-04-013707.367591366802
2024-05-013640.5682304674438
2024-06-013622.566124922933
2024-07-013492.1138108404475
2024-08-013446.956877524269
2024-09-013402.38493673978
2024-10-013467.2287949110987
2024-11-013232.01128320737
2024-12-013429.9543361922124
2025-01-013295.5476460778136
2025-02-013358.873789215981
2025-03-013514.2993911056888
2025-04-013602.7751106857913
2025-05-013475.2658728551874
2025-06-013342.4679759831915
2025-07-013355.586044446737
2025-08-013262.4484982065605
2025-09-013219.930536869357
2025-10-013155.10861910699
2025-11-013152.462758860088
2025-12-013141.949476156919
2026-01-013097.809710404562
2026-02-013099.1472997826454
2026-03-013266.343420832637
2026-04-013121.885972245444
Annual Return Matrix
YearAnnual Return
2017-0.21507317824680328
20180.035542967952643556
2019-0.18431107171684136
2020-0.20449171089032037
2021-0.19209185816691476
20220.05671650436630116
2023-0.07045835798441047
2024-0.05614637389771637
2025-0.0839675493624864
2026-0.006385686359290377
Total Factor Risk
0.1918882158490977
VTI.US Exposure
0.08580171566580617
VEA.US Exposure
-0.05079360637766834
VWO.US Exposure
0.007062685081599943
QQQ.US Exposure
-0.0051580775751154315
VTV.US Exposure
0.22108518489004533
IJR.US Exposure
0.013229376267281925
QUAL.US Exposure
0.01971486000589324
SHV.US Exposure
0.6303370032367948
TLT.US Exposure
-0.018718854574951285
LQD.US Exposure
0.0424974842915951
HYG.US Exposure
0.027646754632926426
GLD.US Exposure
0.0007537524824872837
USO.US Exposure
0.005530558794517241
VNQ.US Exposure
-0.01867399770033128
BTC-USD.CC Exposure
-0.0023704427777799736
CPER.US Exposure
-0.001687122512046634
VIX.INDX Exposure
0.012271566640398758
UUP.US Exposure
0.006335749523809615
TIP.US Exposure
0.009945547530500125
Idiosyncratic Exposure
0.015189862474237228
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
44.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
19.2%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.70%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$14
Avg Yield on Cost
0.14%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$14.040.14%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-1.4%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-2.5%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
18.5% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
-0.87
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is ProShares Short Dow30 a high-risk investment?

ProShares Short Dow30 (DOG.US) has an annualized volatility of 19.2% and experienced a maximum drawdown of 69.0% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of DOG.US?

Over the past 10 years, DOG.US has generated a Compound Annual Growth Rate (CAGR) of -11.0%. It has had a positive return in 20% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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