FUT
ProShares Managed Futures Strategy
S&P Strategic Futures TR USD
NAV as of
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
Performance
| Period | Performance Returns(%) | Volatility(%) | Risk Adjusted Performance |
|---|---|---|---|
| YTD | 8.72 | 0.31 | 28.23 |
| 1 Day | 0.00 | 0.00 | 0.00 |
| 1 Week | 1.06 | 0.00 | 0.00 |
| 1 Month | 2.76 | 1.60 | 1.72 |
| 3 Months | 7.42 | 2.92 | 2.54 |
| 6 Months | 2.86 | 4.46 | 0.64 |
| 1 Year | 2.22 | 5.09 | 0.44 |
| 2 Years | 4.90 | 6.96 | 0.70 |
| 3 Years | 4.76 | 8.60 | 0.55 |
| 5 Years | 2.27 | 10.65 | 0.21 |
| 10 Years | 0.00 | 0.00 | 0.00 |
Price History
Annual Performance Return
| 2012 | 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | |
| Price (%) | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | -2.4064 | 1.5585 | -0.8379 | 2.7396 | -1.6495 |
| Nav (%) | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| Rank | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 86.0000 | 9.0000 | 79.0000 | 52.0000 | 93.0000 |
Dividend Frequency
Lastest Dividend
| Ex Date | Payment Date | Dividend Payout per unit |
|---|---|---|
| 22/12/2021 | 30/12/2021 | 0.9838 |
| 24/03/2020 | 31/03/2020 | 0.0564 |
| 23/12/2019 | 01/01/2020 | 0.2065 |
| 24/06/2019 | 01/07/2019 | 0.1154 |
| 19/03/2019 | 26/03/2019 | 0.1215 |
| 25/12/2018 | 30/12/2018 | 0.4162 |
| 25/09/2018 | 01/10/2018 | 0.0371 |
| 19/06/2018 | 26/06/2018 | 0.0556 |
| 20/03/2018 | 27/03/2018 | 0.0339 |
| 25/12/2017 | 03/01/2018 | 0.0022 |
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 | ||
|---|---|---|---|---|---|
| 1 | Mini Gold Future Precious Metal 28/Jun/2022 Xgm2 C | 3.0110 | 4 | 4 | 245,845 |
| 2 | Cocoa Future July 22 | 2.8295 | 9 | 9 | 231,030 |
| 3 | Lean Hog Future Aug 22 | 2.6859 | 5 | 3 | 219,300 |
| 4 | Cotton No 2 Future July 22 | 2.6754 | 3 | 3 | 218,445 |
| 5 | Soybean July22 | 2.0634 | 2 | 2 | 168,475 |
| 6 | E-mini Natural Gas Dec22 | 1.8616 | 8 | 3 | 152,000 |
| 7 | Sugar #11 (World) Foodstuff 30/Jun/2022 Sbn2 Comdt | 1.8388 | 7 | 7 | 150,136 |
| 8 | Mini Ibovespa Future June 22 | 1.7707 | 1 | 1 | 144,581 |
| 9 | NY Harbor ULSD Future Dec 22 | 1.6510 | 1 | 0 | 134,807 |
| 10 | Corn July22 | 1.4945 | 3 | 1 | 122,025 |
Country Exposure
Regional Exposure
America
Greater Europe
Greater Asia
Market Classification
Market Capitalization
| Size | % of portfolio |
|---|---|
| N.A | |
Equity Style Box Breakdown
| 0 | 0 | 0 | Large |
| 0 | 0 | 0 | Mid |
| 0 | 0 | 0 | Small |
| Value | Blend | Growth |
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
| Detail | Value |
|---|---|
| Average Effective Duration | 0 |
| Average Effective Maturity (Years)* | 0 |
| Average Credit Quality | 0 |
| Average Weighted Coupon* | 1.22 |
| Average Weighted Price* | 94.66 |
Bond Style Box Breakdown
| 0 | 0 | 0 | High | Quality |
| 0 | 0 | 0 | Med | |
| 0 | 0 | 0 | Low | |
| Ltd | Mod | Ext | ||
| Interest-Rate Sensitivity | ||||
Credit Quality
| Type | % Bonds |
|---|---|
| N.A | |
Bond Sector
Bond Maturity
| % Bonds | |
|---|---|
| 1 to 3 Years | 0.00 |
| 3 to 5 Years | 0.00 |
| 5 to 7 Years | 0.00 |
| 7 to 10 Years | 0.00 |
| 10 to 15 Years | 0.00 |
| 15 to 20 Years | 0.00 |
| 20 to 30 Years | 0.00 |
| Over 30 Years | 0.00 |
| 1 to 7 Days | 0.00 |
| 8 to 30 Days | 0.00 |
| 31 to 90 Days | 12.90 |
| 91 to 182 Days | 0.00 |
| 183 to 364 Days | 0.00 |
Data Source: Morningstar
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