ProShares Ultra S&P500 (SSO)

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67.25 -0.20  -0.30% NYSE Arca Jul 31, 20:00 Delayed 2m USD
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SSO Description

ProShares Ultra S&P500 is a long-short equity fund managed by ProShares that tracks the S&P 500 TR USD index and has 1.807B USD assets under management. It has an forecasted dividend yield of 2.24%, a forecasted PE ratio of 18.28, and a forecasted price to book value of 2.499. The fund has a net expense ratio of 0.89%, turns over its positions 31.00% per year, and is traded on the New York Stock Exchange Arca.

SSO Key Info

Expense Ratio (1-9-15) 0.89%
Assets Under Management (7-31-15) 1.807B
30-Day Average Volume (7-31-15) 3.585M
Net Asset Value (7-31-15) 67.17
Discount or Premium to NAV (7-31-15) 0.12%
Turnover Ratio (5-31-15) 31.00%
View All SSO News

SSO News

SSO Asset Allocation

Type % Net % Long % Short
Cash -99.92% 15.57% 115.5%
Stock 199.9% 199.9% 0.00%
Bond 0.00% 0.00% 0.00%
Convertible 0.00% 0.00% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.00% 0.00% 0.00%
As of June 30, 2015

SSO Region Exposure

Americas 98.70%
North America 98.70%
Latin America 0.00%
Greater Europe 1.03%
United Kingdom 0.13%
Europe Developed 0.90%
Europe Emerging 0.00%
Africa/Middle East 0.00%
Greater Asia 0.27%
Japan 0.00%
Australasia 0.00%
Asia Developed 0.08%
Asia Emerging 0.19%
Market Classification
% Developed Markets 99.81%
% Emerging Markets 0.19%
As of June 30, 2015
Region breakdown data is calculated by using the long position holdings of the portfolio.

SSO Stock Sector Exposure

Basic Materials 0.00%
Communication Services 0.00%
Consumer Cyclical 0.00%
Consumer Defensive 0.00%
Energy 0.00%
Financial Services 0.00%
Healthcare 0.00%
Industrials 0.00%
Real Estate 0.00%
Technology 0.00%
Utilities 0.00%
As of June 30, 2015

SSO Stock Market Capitalization

Giant --
Large --
Medium --
Small --
Micro --
As of June 30, 2015
View More Holdings

SSO Top 10 Holdings

Symbol Name % Weight Price % Chg
-- S&P 500 Index Swap Morgan Stanley & Co. International Plc 40.03% -- --
-- S&P 500 Index Swap Deutsche Bank Ag 26.73% -- --
-- Spdr S&P 500 (Spy) Swap Deutsche Bank Ag 13.56% -- --
-- Spdr S&P 500 (Spy) Swap Goldman Sachs International 11.51% -- --
-- S&P 500 Index Swap Ubs Ag 7.10% -- --
-- S&P 500 E-Mini Future 09/18/15 5.07% -- --
-- S&P 500 Index Swap Credit Suisse International 4.55% -- --
AAPL Apple Inc 3.35% 121.30 -0.87%
-- S&P 500 Index Swap Bank Of America, Na 2.65% -- --
-- S&P 500 Index Swap Citibank, N.A. 2.35% -- --
As of June 30, 2015
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SSO Basic Info

Style
Equity Style Large Cap/Blend
Broad Asset Class Alternative
Broad Category Alternative
Prospectus Objective Growth
Fund Owner Firm Name ProShares
Benchmark Index
S&P 500 TR USD 200.0%

SSO Manager Info

Name Tenure
Michael Neches 1.75 yrs
Rachel Ames 1.75 yrs

SSO Risk Info

Beta 2.037
Max Drawdown (All) 85.52%
Historical Sharpe (10y) --
Historical Sortino (All) 0.83
30-Day Rolling Volatility 24.14%
Daily Value at Risk (VaR) 1% (All) 8.34%
Monthly Value at Risk (VaR) 1% (All) 34.00%

SSO Fundamentals

Dividend Yield TTM (7-31-15) 0.92%
Weighted Average PE Ratio --
Weighted Average Price to Sales Ratio --
Weighted Average Price to Book Ratio --
Weighted Median ROE --
Weighted Median ROA --
Forecasted Dividend Yield 2.24%
Forecasted PE Ratio 18.28
Forecasted Price to Sales Ratio 1.714
Forecasted Price to Book Ratio 2.499
Number of Holdings 526
As of June 30, 2015

SSO Growth Estimates

Forecasted 5 Yr Earnings Growth 9.70%
Forecasted Book Value Growth 6.35%
Forecasted Cash Flow Growth 5.95%
Forecasted Earnings Growth 6.03%
Forecasted Revenue Growth 3.93%
As of June 30, 2015

SSO Performance

  Returns Total Returns
1M 4.22% 4.22%
3M 2.14% 2.26%
6M 11.69% 12.25%
1Y 19.61% 20.76%
3Y 140.6% 146.8%
5Y 266.1% 284.8%
As of July 31, 2015

SSO Net Flows

1M 15.16M
3M -161.04M
6M -554.50M
YTD -632.42M
1Y -855.74M
3Y -1.351B
5Y -2.006B
As of July 31, 2015

SSO Attributes

Key Dates
Inception Date 6/19/2006
Last Annual Report Date 5/31/2014
Last Prospectus Date 1/9/2015
Attributes
Exchange Traded Share Yes
Exchange Traded Note No
Enhanced Index Fund No
Index Fund Yes
Inverse Fund No
Leveraged Fund Yes
Fund of Funds No
Currency Hedged Fund No
Synthetic Replication Fund No
Has Dividend Investment Plan No
General Availability
Available for Insurance Product No
Available for Retirement Plan No
Available for RRSP No
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