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RALS: ProShares Trust - ProShares RAFI Long/Short (ETF)
Basic Info
Asset Class: | Market Neutral |
MyPlanIQ Rating: | Not Rated |
Start Date: | 12/10/2010 |
Last Dividend Date: | 03/23/2022 |
12-Mo. Yield | 0.89% |
Expenses | 0.95% |
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Performance Analytics (As of 06/15/2022)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Inception** | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -3.9 | 1815.6 | 164.6 | 77.5 | 34.8 | 28.4 | 1899.6 | 2.9 | -10.3 | -1.9 | -3.0 | -4.6 | 4.6 | -6.2 | 0.3 | 11.0 | 2.4 | -6.8 | 1.4 |
Sharpe Ratio | NA | 3.5 | 0.55 | 0.33 | 0.21 | 0.18 | 96.41 | 0.4 | -1.07 | -0.79 | -0.42 | -1.06 | 0.65 | -0.98 | 0.05 | 1.23 | 0.25 | -0.89 | 6.48 |
Draw Down(%) | NA | 94.9 | 94.9 | 94.9 | 94.9 | 94.9 | 94.9 | 7.8 | 13.4 | 4.9 | 5.6 | 6.4 | 2.9 | 7.3 | 4.3 | 3.6 | 9.0 | 14.0 | 0.5 |
Standard Deviation(%) | NA | 518.9 | 299.0 | 231.9 | 164.0 | 152.8 | 778.1 | 7.1 | 9.8 | 4.1 | 10.3 | 5.0 | 6.8 | 6.4 | 5.7 | 8.9 | 9.6 | 7.6 | 4.4 |
Treynor Ratio | NA | -0.99 | -0.26 | -0.18 | -0.12 | -0.1 | -21.32 | 0.06 | 1.8 | -0.72 | 0.32 | -0.8 | 0.4 | 0.35 | 0.01 | 0.36 | -0.08 | 0.83 | -2.56 |
Alpha | NA | 16.24 | 5.0 | 2.93 | 1.49 | 1.29 | 35.92 | -0.03 | -0.04 | -0.01 | -0.02 | -0.02 | 0.02 | -0.02 | 0.0 | 0.03 | 0.01 | -0.02 | 0.08 |
Beta | NA | -18.27 | -6.31 | -4.26 | -2.97 | -2.78 | -35.19 | 0.45 | -0.06 | 0.05 | -0.13 | 0.07 | 0.11 | -0.18 | 0.3 | 0.31 | -0.29 | -0.08 | -0.11 |
RSquared | NA | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.01 | 0.19 | 0.0 | 0.0 | 0.01 | 0.0 | 0.01 | 0.02 | 0.04 | 0.01 | 0.01 | 0.0 | 0.01 |
Yield(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 1.3 | 1.3 | 1.2 | 0.8 | 0.1 |
Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 10.2 | 6.5 | 35.3 | 1033.3 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/09/2010
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