ProShares Short 20+ Year Treasury (TBF)

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25.12 -0.14  -0.53% NYSE Arca Jul 27, 17:00 Delayed 2m USD
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TBF Price Chart

TBF Description

ProShares Short 20+ Year Treasury is a long-short fund managed by ProShares that tracks the Barclays US Treasury 20+ Yr TR USD index and has 1.085B USD assets under management. The fund has a net expense ratio of 0.93% and is traded on the New York Stock Exchange Arca.

TBF Key Info

Expense Ratio (1-9-15) 0.93%
Assets Under Management (7-24-15) 1.085B
30-Day Average Volume (7-24-15) 710873.9
Net Asset Value (7-24-15) 25.32
Discount or Premium to NAV (7-24-15) -0.24%
Turnover Ratio --

TBF Asset Allocation

Type % Net % Long % Short
Cash 200.5% 200.5% 0.00%
Stock 0.00% 0.00% 0.00%
Bond -2.21% 0.00% 2.21%
Convertible 0.00% 0.00% 0.00%
Preferred 0.00% 0.00% 0.00%
Other -98.27% 0.00% 98.27%
As of June 30, 2015
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TBF Top 6 Holdings

Name % Weight Price % Chg
Barclays 20+ Year U.S. Treasury Index Swap Societe Generale 39.41% -- --
Barclays 20+ Year U.S. Treasury Index Swap Citibank, N.A. 22.73% -- --
Barclays 20+ Year U.S. Treasury Index Swap Deutsche Bank Ag 18.47% -- --
Barclays 20+ Year U.S. Treasury Index Swap Morgan Stanley & Co. Internation 11.65% -- --
Barclays 20+ Year U.S. Treasury Index Swap Goldman Sachs International 6.01% -- --
30 Year US Treasury Bond Future Sept15 2.21% -- --
As of June 30, 2015
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TBF Basic Info

Style
Broad Asset Class Alternative
Broad Category Alternative
Prospectus Objective Government Bond - Treasury
Fund Owner Firm Name ProShares
Benchmark Index
Barclays US Treasury 20+ Yr TR USD -100.0%

TBF Manager Info

Name Tenure
Michelle Liu 5.87 yrs

TBF Risk Info

Beta 0.6891
Max Drawdown (All) 55.14%
Historical Sharpe (10y) --
Historical Sortino (All) -1.274
30-Day Rolling Volatility 16.91%
Daily Value at Risk (VaR) 1% (All) 2.47%
Monthly Value at Risk (VaR) 1% (All) 10.85%

TBF Performance

  Returns Total Returns
1M -4.79% -4.79%
3M 3.82% 3.82%
6M 6.82% 6.82%
1Y -11.81% -11.81%
3Y -9.30% -9.30%
5Y -42.06% -42.06%
As of July 24, 2015

TBF Net Flows

1M 25.99M
3M 135.62M
6M 32.81M
YTD 32.81M
1Y -239.89M
3Y 519.49M
5Y 1.293B
As of June 30, 2015

TBF Attributes

Key Dates
Inception Date 8/18/2009
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 Yes
Leveraged Fund No
Fund of Funds No
Currency Hedged Fund No
Synthetic Replication Fund Yes
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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