Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| FUT (ProShares Managed Futures Strategy ETF) | NA | 8.09% | 3.62% | 2.08% | NA | NA | NA | 2.17% |
Data as of 05/24/2022, AR inception is 04/26/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FUT (ProShares Managed Futures Strategy ETF) | 04/26/2016 | 05/24/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 8.09 | 3.62 | 2.08 | NA | NA | NA | 2.17 | 8.71 | 0.69 | 2.76 | -2.24 | -0.31 | -2.96 | 4.61 | -63.48 | -61.67 | -25.00 | -82.61 | -23.33 | 3.45 |
| Sharpe Ratio | NA | 1.63 | 0.66 | 0.29 | NA | NA | NA | 0.30 | 5.12 | 0.13 | 0.47 | -6.49 | -4.30 | -4.19 | -6.38 | -0.99 | -1.01 | -0.87 | -0.51 | -0.41 | -0.12 |
| Standard Deviation(%) | NA | 4.86 | 4.91 | 4.76 | NA | NA | NA | 5.04 | 4.57 | 4.99 | 5.33 | 3.93 | 5.10 | 5.32 | 5.81 | 83.19 | 79.12 | 50.09 | 197.62 | 103.12 | 66.18 |
| Draw Down(%) | NA | 3.92 | 6.43 | 6.43 | NA | NA | NA | 6.43 | 1.43 | 5.02 | 4.44 | 4.21 | 3.15 | 4.62 | 2.78 | 80.56 | 76.33 | 25.00 | 86.96 | 59.38 | 22.22 |
| Yield(%) | 0.00 | 2.40 | 1.05 | 0.95 | 0.49 | 0.32 | 0.24 | 0.81 | 0.00 | 2.44 | 0.14 | 0.86 | 1.35 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 05/24/2022, AR inception is 04/26/2016
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FUT (ProShares Managed Futures Strategy ETF) |
-1.40%
Jan 2017 - Jan 2020 |
0.01%
Dec 2016 - Dec 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FUT (ProShares Managed Futures Strategy ETF) |
3.41%
Apr 2019 - Apr 2022 |
1.99%
Apr 2017 - Apr 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart