PortfolioMetrics

YCS vs. USDU - ETF Comparison

YCS - ProShares UltraShort Yen

The ProShares UltraShort Yen ETF is designed for investors seeking to bet against the Japanese yen's performance relative to the US dollar or to hedge against existing yen exposure. It utilizes daily leverage, aiming to achieve amplified returns over a single trading session.

USDU - WisdomTree Bloomberg U.S. Dollar Bullish Fund

The WisdomTree Bloomberg U.S. Dollar Bullish Fund is an actively managed currency ETF that seeks to provide returns through a long position in the U.S. dollar against a short position in a basket of global currencies.

YCSUSDU
Fund NameProShares UltraShort YenWisdomTree Bloomberg U.S. Dollar Bullish Fund
Fund ProviderProshare Advisors LLCWisdomTree
IndexJapanese Yen per U.S. Dollar (200%)Active (No Index)
Asset ClassCash & CurrenciesCash & Currencies
ListingUS-listedUS-listed
Expense Ratio0.95%0.50%
Inception Date2008-11-252013-12-18
Number Of Holdings17
CurrencyJPYUSD
RegionJapanUnited States
LeveragedLeveragedNon-leveraged
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Key Metrics

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Performance Metrics

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Risk Metrics

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Detailed Returns

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Benchmark Comparison

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Key Metrics

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Performance Metrics

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Risk Metrics

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Detailed Returns

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Benchmark Comparison

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Performance Analysis

The performance analysis examines historical data to assess the returns of the investment strategy, including key metrics such as Cumulative returns, End of Year (EoY) returns, and risk-adjusted returns like the Sharpe ratio or the Sortino ratio.

Cumulative Returns

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End of Year Returns Table

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End of Year Returns

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Risk Analysis

The risk analysis refers to an assessment of potential negative events that could lead to a loss of capital. Conducting a risk analysis can help in deciding whether an investment should be made. This is done using risk metrics such as drawdowns, volatility and beta which reflect stakeholders' confidence in the consistency of an investment strategy.

Drawdowns

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Drawdowns Table

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Monte Carlo Simulation

The Monte Carlo simulation is a statistical method used to forecast portfolio returns by generating a wide range of potential outcomes through random sampling from historical asset price data. It helps investors assess the potential risk and return of a portfolio under various market conditions. The simulation takes into account the initial investment and optionally simulates cash flow scenarios like fixed contributions, fixed withdrawals, or percentage withdrawals.

IMPORTANT: The forecast generated through Monte Carlo simulations is purely hypothetical and does not guarantee future returns. Investment decisions should be made with consideration of various factors, and past performance is not indicative of future results.

Monte Carlo Metrics

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Simulated Portfolio Prices

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