HDG
ProShares Hedge Replication
BofAML Factor Modl - Exch Series TR USD
NAV as of
4 Week: 47.72 - 48.30
52 Week: 44.86 - 49.11
Latest Closing Price
48.09
Premium / Discount
-0.23
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
Performance
| Period | Performance Returns(%) | Volatility(%) | Risk Adjusted Performance |
|---|---|---|---|
| YTD | 2.26 | 0.35 | 6.47 |
| 1 Day | 0.44 | 0.00 | 0.00 |
| 1 Week | 0.09 | 0.96 | 0.10 |
| 1 Month | 0.88 | 1.44 | 0.61 |
| 3 Months | -0.71 | 2.68 | -0.26 |
| 6 Months | 1.24 | 4.25 | 0.29 |
| 1 Year | 0.65 | 9.03 | 0.07 |
| 2 Years | -7.71 | 12.44 | -0.62 |
| 3 Years | 7.00 | 14.80 | 0.47 |
| 5 Years | 5.44 | 19.07 | 0.29 |
| 10 Years | 17.76 | 21.93 | 0.81 |
Price History
Annual Performance Return
| 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | |
| Price (%) | 4.3457 | 0.9095 | -0.3313 | 2.2132 | 5.4715 | -4.2053 | 9.4925 | 7.3191 | 2.7399 | -8.3028 |
| Nav (%) | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| Rank | 76.0000 | 87.0000 | 28.0000 | 55.0000 | 48.0000 | 62.0000 | 27.0000 | 22.0000 | 75.0000 | 79.0000 |
Dividend Frequency
Lastest Dividend
| Ex Date | Payment Date | Dividend Payout per unit |
|---|---|---|
| 25/12/2012 | 02/01/2013 | 0.0530 |
Portfolio Data
Total Number of Holdings: 1918
Number of Bond Holdings: 0
Number of Equity Holdings: 1913
Total Market Value: 33,972,599
Portfolio Composition
Top 10 Holdings
| % Portfolio Weight | Shares Owned | Shares Changed | Market Value | ||
|---|---|---|---|---|---|
| 1 | United States Treasury Bills 0% | 69.7711 | 23,490,000 | 0 | 23,273,484 |
| 2 | Cte ? Proshares Trust M | 12.6536 | 4,220,838 | -241,255 | 4,220,838 |
| 3 | Msci Eafe Index (Efa) Swap | 1.4223 | 1 | 0 | 474,450 |
Country Exposure
Regional Exposure
America
Greater Europe
Greater Asia
Market Classification
Market Capitalization
| Size | % of portfolio |
|---|---|
| Giant | 0.00 |
| Large | 0.00 |
| Medium | 0.78 |
| Small | 9.07 |
| Micro | 5.29 |
Equity Style Box Breakdown
| 0 | 0 | 0 | Large |
| 0 | 0 | 0 | Mid |
| 0 | 0 | 0 | Small |
| Value | Blend | Growth |
Value Measures
Price/Prospective Earnings*
12.7642
Price/Book*
1.6070
Price/Sales*
0.9346
Price/Cash Flow*
4.6101
Dividend Yield*
1.7787
Growth Measures
Long-Term Earnings
16.0900
Historical Earnings
18.0201
Sales Growth
9.5503
Cash-Flow Growth
3.0304
Book-Value Growth
12.3993
*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* | 0 |
| Average Weighted Price* | 0 |
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 | |
|---|---|
| N.A | |
Data Source: Morningstar
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(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.
For the most up-to-date fund’s data and information, a copy of the fund factsheet, information or prospectus may be obtained from the respective ETF issuer.
