ProShares UltraShort 20+ Year Treasury (TBT)

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44.93 -0.58  -1.27% NYSE Arca Sep 1, 17:00 Delayed 2m USD
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TBT Key Stats

Expense Ratio (8-17-15) 0.92%
Assets Under Management (8-31-15) 2.959B
30-Day Average Volume (8-31-15) 2.341M
Net Asset Value (8-28-15) 44.74
Discount or Premium to NAV (8-31-15) 0.73%
Turnover Ratio --

TBT Asset Allocation

Type % Net % Long % Short
Cash 300.5% 300.5% 0.00%
Stock 0.00% 0.00% 0.00%
Bond -3.33% 0.00% 3.33%
Convertible 0.00% 0.00% 0.00%
Preferred 0.00% 0.00% 0.00%
Other -197.2% 0.00% 197.2%
As of June 30, 2015
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TBT Top 7 Holdings

Symbol Name % Weight Price % Chg
-- Barclays 20+ Year U.S. Treasury Index Swap Societe Generale 64.52% -- --
-- Barclays 20+ Year U.S. Treasury Index Swap Deutsche Bank Ag 41.88% -- --
-- Barclays 20+ Year U.S. Treasury Index Swap Goldman Sachs International 29.91% -- --
-- Barclays 20+ Year U.S. Treasury Index Swap Citibank, N.A. 27.63% -- --
-- Barclays 20+ Year U.S. Treasury Index Swap Morgan Stanley & Co. Internation 23.71% -- --
-- Barclays 20+ Year U.S. Treasury Index Swap Bank Of America, Na 9.56% -- --
-- 30 Year US Treasury Bond Future Sept15 3.33% -- --
As of June 30, 2015
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TBT 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
-200.0%

TBT Manager Info

Name Tenure
Michelle Liu 7.26 yrs

TBT Risk Info

Beta 1.369
Max Drawdown (All) 87.16%
Historical Sharpe (10y) --
Historical Sortino (All) -1.015
30-Day Rolling Volatility 28.29%
Daily Value at Risk (VaR) 1% (All) 5.53%
Monthly Value at Risk (VaR) 1% (All) 27.27%

TBT Performance

  Returns Total Returns
1M -0.66% -0.66%
3M -3.31% -3.31%
6M 4.13% 4.13%
1Y -17.18% -17.18%
3Y -24.56% -24.56%
5Y -62.65% -62.65%
As of Aug. 28, 2015

TBT Net Flows

1M 26.55M
3M 77.83M
6M 213.77M
YTD 233.16M
1Y -337.10M
3Y 1.194B
5Y 3.758B
As of July 31, 2015

TBT Attributes

Key Dates
Inception Date 4/29/2008
Last Annual Report Date 5/31/2015
Last Prospectus Date 8/17/2015
Attributes
Exchange Traded Share Yes
Exchange Traded Note No
Enhanced Index Fund No
Index Fund Yes
Inverse Fund Yes
Leveraged Fund Yes
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

TBT Excel Add-In Codes

  • Name: =YCI("TBT","name")
  • Broad Asset Class: =YCI("TBT", "broad_asset_class")
  • Broad Category: =YCI("TBT", "broad_category_group")
  • Prospectus Objective: =YCI("TBT", "prospectus_objective")

To find the codes for any of our financial metrics, see our Complete Reference of Metric Codes.

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