HDG ProShares Hedge Replication
BofAML Factor Modl - Exch Series TR USD

NAV as of 13-May-2022

46.9987

4 Week: 46.33 - 49.16

52 Week: 46.33 - 52.97

Latest Closing Price

46.91

Premium / Discount

0.12

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:
58,910,459
Launch Date:
11/07/2011
Asset Class:
Alternative
Replication Method:
Physical-Sample
Number of Holdings:
2026
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
YTD-9.060.68-13.32
1 Day1.260.000.00
1 Week-1.082.13-0.51
1 Month-4.793.17-1.51
3 Months-6.165.81-1.06
6 Months-11.237.13-1.58
1 Year-8.618.44-1.02
2 Years6.6711.770.57
3 Years4.8715.760.31
5 Years6.3617.250.37
10 Years20.7520.681.00

Price History

-

Annual Performance Return

2012201320142015201620172018201920202021
Price (%) 3.30664.34570.9095-0.33132.21325.4715-4.20539.49257.31912.7399
Nav (%) 0.00000.00000.00000.00000.00000.00000.00000.00000.00000.0000
Rank 68.000076.000087.000028.000055.000048.000062.000027.000022.000075.0000

Dividend Frequency

Lastest Dividend

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

Portfolio Data

Total Number of Holdings: 2026

Number of Bond Holdings: 1

Number of Equity Holdings: 2019

Total Market Value: 58,910,459

Portfolio Composition

Top 10 Holdings

% Portfolio Weight Shares Owned Shares Changed Market Value
1United States Treasury Bills61.756428,460,00028,460,00028,430,541
2Msci Emerging Markets Index (Eem) Swap Ubs Ag7.72353,38903,555,637
3Msci Eafe Index (Efa) Swap Ubs Ag6.27232,25202,887,559
4Msci Emerging Markets Index (Eem) Swap Societe Gen3.54611,5563461,632,509
5Msci Eafe Index (Efa) Swap Societe Generale2.89111,0386321,330,944
6Msci Emerging Markets Index (Eem) Swap Credit Suis1.79367870825,697
7Msci Emerging Markets Index (Eem) Swap Morgan Stan0.55152420253,899
8Russell 2000 Index Swap Credit Suisse Internationa0.125531057,787

Country Exposure

Regional Exposure

America

Greater Europe

Greater Asia

Market Classification

Market Capitalization

Size% of portfolio
Giant0.00
Large0.04
Medium1.52
Small13.81
Micro7.39

Equity Style Box Breakdown

000Large
000Mid
000Small
ValueBlendGrowth

Value Measures

Price/Prospective Earnings*

12.4781

Price/Book*

1.6755

Price/Sales*

1.0743

Price/Cash Flow*

6.3521

Dividend Yield*

1.3331

Growth Measures

Long-Term Earnings

17.2939

Historical Earnings

23.8973

Sales Growth

2.5157

Cash-Flow Growth

-1.4344

Book-Value Growth

2.1465

*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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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.