FUT ProShares Managed Futures Strategy
S&P Strategic Futures TR USD

NAV as of 16-May-2022

41.8938

4 Week: 41.25 - 42.09

52 Week: 38.46 - 42.09

Latest Closing Price

41.93

Premium / Discount

0

Expense Ratio

0.75%

Investment Objective

The investment seeks to provide positive returns that are not directly correlated to broad equity or fixed income markets. Under normal market conditions, the fund invests in a portfolio of commodity futures contracts and currency and U.S. Treasury futures contracts. The Advisor attempts to capture the economic benefit derived from rising and declining trends based on the price changes of these Futures Contracts. It will also hold cash or cash equivalents such as short-term U.S. Treasury securities or other high credit quality, short-term fixed-income or similar securities for direct investment or as collateral for Futures Contracts. It is non-diversified.

Main Fund Characteristics

Fund Manager:
ProShares
Asset Under Management:
16,007,804
Launch Date:
16/02/2016
Asset Class:
Alternative
Replication Method:
Not Applicable
Number of Holdings:
25
Trading Currency:
USD
Style:
Region/Sector/Strategy:
N.A / N.A / Futures
Exchange:
CBOEBZX

Performance

Period Performance Returns(%) Volatility(%) Risk Adjusted Performance
YTD8.720.3128.23
1 Day0.000.000.00
1 Week1.060.000.00
1 Month2.761.601.72
3 Months7.422.922.54
6 Months2.864.460.64
1 Year2.225.090.44
2 Years4.906.960.70
3 Years4.768.600.55
5 Years2.2710.650.21
10 Years0.000.000.00

Price History

-

Annual Performance Return

2012201320142015201620172018201920202021
Price (%) 0.00000.00000.00000.00000.0000-2.40641.5585-0.83792.7396-1.6495
Nav (%) 0.00000.00000.00000.00000.00000.00000.00000.00000.00000.0000
Rank 0.00000.00000.00000.00000.000086.00009.000079.000052.000093.0000

Dividend Frequency

Lastest Dividend

Ex Date Payment Date Dividend Payout per unit
22/12/202130/12/20210.9838
24/03/202031/03/20200.0564
23/12/201901/01/20200.2065
24/06/201901/07/20190.1154
19/03/201926/03/20190.1215
25/12/201830/12/20180.4162
25/09/201801/10/20180.0371
19/06/201826/06/20180.0556
20/03/201827/03/20180.0339
25/12/201703/01/20180.0022

Portfolio Data

Total Number of Holdings: 25

Number of Bond Holdings: 0

Number of Equity Holdings: 0

Total Market Value: 16,007,804

Portfolio Composition

Top 10 Holdings

% Portfolio Weight Shares Owned Shares Changed Market Value
1Mini Gold Future Precious Metal 28/Jun/2022 Xgm2 C3.011044245,845
2Cocoa Future July 222.829599231,030
3Lean Hog Future Aug 222.685953219,300
4Cotton No 2 Future July 222.675433218,445
5Soybean July222.063422168,475
6E-mini Natural Gas Dec221.861683152,000
7Sugar #11 (World) Foodstuff 30/Jun/2022 Sbn2 Comdt1.838877150,136
8Mini Ibovespa Future June 221.770711144,581
9NY Harbor ULSD Future Dec 221.651010134,807
10Corn July221.494531122,025

Country Exposure

Regional Exposure

America

Greater Europe

Greater Asia

Market Classification

Market Capitalization

Size% of portfolio
N.A

Equity Style Box Breakdown

000Large
000Mid
000Small
ValueBlendGrowth

Value Measures

Price/Prospective Earnings*

14.3740

Price/Book*

2.7678

Price/Sales*

3.6125

Price/Cash Flow*

15.2625

Dividend Yield*

6.8080

Growth Measures

Long-Term Earnings

7.1750

Historical Earnings

13.2256

Sales Growth

9.8996

Cash-Flow Growth

0.0000

Book-Value Growth

5.3875

*Forward-looking based on historical data.

Equity Sector

Number of Bond Holdings

0

Bond Statitics

DetailValue
Average Effective Duration0
Average Effective Maturity (Years)*0
Average Credit Quality0
Average Weighted Coupon*1.22
Average Weighted Price*94.66

Bond Style Box Breakdown

000HighQuality
000Med
000Low
LtdModExt
Interest-Rate Sensitivity

Credit Quality

Type% Bonds
N.A

Bond Sector

Type
% Bonds

Bond Maturity

% Bonds
1 to 3 Years0.00
3 to 5 Years0.00
5 to 7 Years0.00
7 to 10 Years0.00
10 to 15 Years0.00
15 to 20 Years0.00
20 to 30 Years0.00
Over 30 Years0.00
1 to 7 Days0.00
8 to 30 Days0.00
31 to 90 Days12.90
91 to 182 Days0.00
183 to 364 Days0.00

Data Source: Morningstar

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