Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TPS (ProShares UltraShort TIPs) | NA | 16,595.65% | -11.15% | -15.66% | -12.44% | -0.35% | NA | … | … |
Data as of 06/29/2018, Common starting date is 11/10/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TPS (ProShares UltraShort TIPs) | 11/10/2000 | 06/29/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 16,595.65 | -11.15 | -15.66 | -12.44 | -0.35 | NA | … | … | 0.00 | -26.72 | -7.03 | 1.92 | -39.23 | 10.98 | -28.07 | -16.79 | 52.22 | -14.29 | -33.12 | -9.25 | 6.79 | 71.43 | 73.39 | 43.42 | 11.76 | 7.59 | -5.11 |
| Sharpe Ratio | NA | 5.87 | -0.01 | -0.01 | -0.02 | NA | NA | … | … | -0.03 | -0.01 | -0.01 | -0.07 | -0.13 | -0.01 | -0.07 | -0.10 | 0.55 | -0.65 | -1.11 | -0.82 | -0.41 | 0.23 | 0.79 | 0.06 | -0.38 | -0.71 | -3.84 |
| Standard Deviation(%) | NA | 2,825.17 | 3,660.43 | 2,848.31 | 2,054.82 | NA | NA | … | … | 579.70 | 4,389.42 | 4,570.15 | 248.24 | 446.76 | 525.11 | 643.23 | 357.12 | 61.51 | 50.64 | 46.86 | 38.79 | 47.48 | 264.03 | 69.51 | 387.80 | 21.18 | 19.64 | 20.01 |
| Draw Down(%) | NA | 99.74 | 99.88 | 99.91 | 99.94 | NA | NA | … | … | 76.51 | 99.75 | 99.84 | 42.86 | 47.50 | 54.45 | 55.91 | 57.66 | 38.72 | 51.87 | 38.75 | 28.28 | 31.82 | 83.02 | 41.67 | 91.73 | 12.50 | 20.00 | 5.97 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/29/2018, Common starting date is 11/10/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TPS (ProShares UltraShort TIPs) |
-88.23%
Jun 2013 – Jun 2016 |
-74.31%
Jun 2011 – Jun 2016 |
-52.47%
Sep 2006 – Sep 2016 |
-32.08%
Sep 2001 – Sep 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TPS (ProShares UltraShort TIPs) |
78.47%
Mar 2003 – Mar 2006 |
48.62%
May 2001 – May 2006 |
14.70%
Jun 2001 – Jun 2011 |
4.00%
Dec 2001 – Dec 2016 |
Annualized Rolling Returns Comparison Chart