Find A Portfolio/Ticker
Comparison Box
EFU: ProShares UltraShort MSCI EAFE (ETF)
Basic Info 7.37 0.12(1.60%) May 14
Asset Class: | Trading-Inverse Equity |
MyPlanIQ Rating: | (93%) |
Start Date: | 10/25/2007 |
Last Dividend Date: | 03/20/2024 |
12-Mo. Yield | 4.60% |
Expenses | 0.95% |
Sign up to get fund ranking change alerts |
Performance Analytics (As of 05/10/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 10/25/2007 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -3.0 | -12.2 | -19.6 | -11.0 | -20.9 | -14.7 | -21.3 | -18.3 | -25.4 | 23.0 | -24.6 | -35.5 | -32.7 | 32.3 | -36.9 | -12.2 | -7.8 | 6.9 | -36.6 | -36.5 | -2.8 | -30.7 | -56.3 | 49.2 | 4.5 |
Sharpe Ratio | NA | -1.31 | -0.83 | -0.33 | -0.56 | -0.47 | NA | -0.42 | -1.1 | 0.48 | -0.98 | -0.62 | -1.56 | 1.06 | -2.43 | -0.34 | -0.24 | 0.28 | -1.34 | -1.03 | -0.05 | -0.63 | -0.91 | 0.5 | 0.52 |
Draw Down(%) | NA | 15.9 | 33.0 | 53.9 | 79.5 | 84.7 | NA | 98.8 | 25.7 | 35.0 | 27.1 | 67.2 | 34.1 | 12.7 | 36.9 | 34.4 | 28.6 | 24.5 | 36.7 | 41.1 | 32.1 | 45.9 | 76.4 | 48.5 | 12.4 |
Standard Deviation(%) | NA | 23.4 | 25.5 | 33.5 | 38.2 | 33.7 | NA | 44.8 | 27.1 | 45.6 | 25.2 | 57.9 | 21.9 | 29.3 | 15.5 | 36.4 | 33.3 | 24.2 | 27.3 | 35.6 | 59.8 | 48.6 | 62.3 | 96.8 | 50.1 |
Treynor Ratio | NA | 0.21 | 0.13 | 0.07 | 0.14 | 0.1 | NA | 0.1 | 0.19 | -0.14 | 0.16 | 0.24 | 0.23 | -0.25 | 0.43 | 0.05 | 0.04 | -0.04 | 0.18 | 0.15 | 0.01 | 0.12 | 0.27 | -0.22 | -0.13 |
Alpha | NA | 0.01 | 0.07 | 0.03 | 0.02 | 0.03 | NA | 0.04 | 0.01 | 0.0 | 0.06 | 0.03 | 0.01 | 0.1 | -0.11 | 0.08 | 0.01 | 0.13 | 0.07 | -0.01 | 0.1 | 0.05 | -0.02 | 0.01 | 0.02 |
Beta | NA | -1.45 | -1.68 | -1.57 | -1.53 | -1.56 | NA | -1.91 | -1.56 | -1.58 | -1.54 | -1.51 | -1.51 | -1.23 | -0.88 | -2.26 | -1.78 | -1.72 | -2.07 | -2.45 | -2.43 | -2.48 | -2.12 | -2.14 | -2.08 |
RSquared | NA | 0.52 | 0.58 | 0.67 | 0.72 | 0.67 | NA | 0.77 | 0.57 | 0.72 | 0.64 | 0.78 | 0.74 | 0.51 | 0.15 | 0.63 | 0.68 | 0.65 | 0.7 | 0.77 | 0.89 | 0.85 | 0.86 | 0.87 | 0.83 |
Yield(%) | N/A | 0.7 | 4.6 | 1.9 | 0.6 | 0.2 | 0.0 | N/A | 4.6 | 0.1 | 0.0 | 0.1 | 0.6 | 0.2 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 33.2 | 0.5 |
Dividend Growth(%) | N/A | -88.9 | 149.6 | 144.4 | 719.7 | N/A | N/A | N/A | 5300.0 | N/A | -100.0 | -94.4 | 260.0 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | -100.0 | 7167.6 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 10/25/2007
Calculate Performance
Start date (MM/dd/yyyy)
End date (MM/dd/yyyy)
View Historical Data in an advanced chart |
Use MyPlanIQ Comparison to compare with multiple funds or portfolios |
See Trading-Inverse Equity Asset Class Trend Rankings |
Top Rated Funds in Trading-Inverse Equity
Best Mutual Funds
- RYCWX (INVERSE DOW 2X STRATEGY FUND H) 0.60% (36%)
- RYIDX (Rydex Dynamic Fds Inverse Down 2X Strategy Fd) 0.60% (35%)
- RYWZX (INVERSE EMERGING MARKETS 2X STRATEGY FUND CLASS C) 0.10% (7%)
Best ETFs
- DOG (ProShares Short Dow30) 0.31% (100%)
- DUG (ProShares UltraShort Oil & Gas) 0.21% (98%)
- DXD (ProShares UltraShort Dow30) 0.57% (96%)
- EEV (ProShares UltraShort MSCI Emerging Markets) 1.07% (95%)
- EFU (ProShares UltraShort MSCI EAFE) 1.60% (93%)
- EFZ (ProShares Short MSCI EAFE) 0.80% (91%)
- ERY (Direxion Daily Energy Bear 2X Shares) 0.0% (89%)
- EUM (ProShares Short MSCI Emerging Markets) 0.59% (87%)
- FAZ (Direxion Daily Financial Bear 3X Shares) 1.36% (84%)
- FXP (ProShares UltraShort FTSE China 50) 2.57% (82%)