HDG

ProShares Hedge Replication

BofAML Factor Modl - Exch Series TR USD

NAV as of 29-Sep-2023

47.5384

4 Week: 47.18 - 48.52

52 Week: 45.01 - 49.11

Latest Closing Price

47.34

Premium / Discount

-0.13

Expense Ratio

0.95%

Investment Objective

The investment seeks investment results, before fees and expenses, that track the performance of the Merrill Lynch Factor Model-Exchange Series (the "benchmark"). The fund invests in financial instruments that ProShare Advisors believes, in combination, should track the performance of the benchmark. The benchmark seeks to provide the risk and return characteristics of the hedge fund asset class by targeting a high correlation to the HFRI Fund Weighted Composite Index (the "HFRI"). The HFRI is designed to reflect hedge fund industry performance through an equally weighted composite of over 2000 constituent funds. The fund is non-diversified.

Main Fund Characteristics

Fund Manager:
ProShares
Asset Under Management:
32,984,969
Launch Date:
11/07/2011
Asset Class:
Alternative
Replication Method:
Physical-Sample
Number of Holdings:
1994
Trading Currency:
USD
Style:
Small Blend
Region/Sector/Strategy:
N.A / N.A / Multi Alternatives
Exchange:
NYSE

Performance

Period Performance Returns(%) Volatility(%) Risk Adjusted Performance
YTD0.330.321.00
1 Day-0.340.000.00
1 Week-0.360.58-0.62
1 Month-2.821.63-1.73
3 Months-2.552.30-1.11
6 Months-1.503.26-0.46
1 Year3.537.660.46
2 Years-8.5512.15-0.70
3 Years2.6714.260.19
5 Years4.0619.060.21
10 Years14.7121.880.67

Price History

-

Annual Performance Return

2013201420152016201720182019202020212022
Price (%) 4.34570.9095-0.33132.21325.4715-4.20539.49257.31912.7399-8.3028
Nav (%) 0.00000.00000.00000.00000.00000.00000.00000.00000.00000.0000
Rank 76.000087.000028.000055.000048.000062.000027.000022.000075.000079.0000

Dividend Frequency

Lastest Dividend

Ex Date Payment Date Dividend Payout per unit
25/12/201202/01/20130.0530

Portfolio Data

Total Number of Holdings: 1994

Number of Bond Holdings: 1

Number of Equity Holdings: 1989

Total Market Value: 32,984,969

Portfolio Composition

Top 10 Holdings

% Portfolio Weight Shares Owned Shares Changed Market Value
1United States Treasury Bills 0%66.313621,477,000021,295,880
2Cte ? Proshares Trust M17.92995,757,991-17,7275,757,991
3Msci Eafe Index (Efa) Swap1.399710449,500

Country Exposure

Regional Exposure

America

Greater Europe

Greater Asia

Market Classification

Market Capitalization

Size% of portfolio
Giant0.00
Large0.00
Medium0.78
Small9.07
Micro5.29

Equity Style Box Breakdown

000Large
000Mid
000Small
ValueBlendGrowth

Value Measures

Price/Prospective Earnings*

13.2539

Price/Book*

1.6353

Price/Sales*

0.9886

Price/Cash Flow*

5.6598

Dividend Yield*

1.8998

Growth Measures

Long-Term Earnings

14.6045

Historical Earnings

16.7706

Sales Growth

10.7420

Cash-Flow Growth

2.3513

Book-Value Growth

1.7635

*Forward-looking based on historical data.

Equity Sector

Number of Bond Holdings

1

Bond Statitics

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

Bond Style Box Breakdown

000HighQuality
000Med
000Low
LtdModExt
Interest-Rate Sensitivity

Credit Quality

Type% Bonds
N.A

Bond Sector

Type
% Bonds

Bond Maturity

% Bonds
N.A

Data Source: Morningstar

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(1) include the proprietary information of Morningstar and Morningstar’s third party licensors;
(2) may not be copied or redistributed except as specifically authorised;
(3) do not constitute investment advice;
(4) are provided solely for informational purposes;
(5) are not warranted to be complete, accurate or timely; and
(6) may be drawn from fund data published on various dates.

Morningstar and Phillip Securities Pte Ltd are not responsible for any trading decisions, damages or other losses related to the Information or its use. Please verify all of the Information before using it and don’t make any investment decision except upon the advice of a professional financial adviser. Past performance is no guarantee of future results. The value and income derived from investments may go down as well as up.

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