ProShares UltraShort 20+ Year Treasury (TBT)

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47.99 -0.97  -1.98% NYSE Arca Jul 7, 5:00PM Delayed 2m USD
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TBT Price Chart

TBT Description

ProShares UltraShort 20+ Year Treasury is a long-short fund managed by ProShares that tracks the Barclays US Treasury 20+ Yr TR USD index and has 3.452B USD assets under management. The fund has a net expense ratio of 0.92% and is traded on the New York Stock Exchange Arca.

TBT Key Info

Expense Ratio (1-9-15) 0.92%
Assets Under Management (7-2-15) 3.452B
30-Day Average Volume (7-6-15) 3.786M
Net Asset Value (7-2-15) 50.87
Discount or Premium to NAV (7-2-15) -0.18%
Turnover Ratio --

TBT Asset Allocation

Type % Net % Long % Short
Cash 300.4% 300.4% 0.00%
Stock 0.00% 0.00% 0.00%
Bond -0.68% 0.00% 0.68%
Convertible 0.00% 0.00% 0.00%
Preferred 0.00% 0.00% 0.00%
Other -199.7% 0.00% 199.7%
As of March 31, 2015
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TBT Top 7 Holdings

Name % Weight Price % Chg
Barclays 20+ Year U.S. Treasury Index Swap Bank Of America, Na 65.47% -- --
Barclays 20+ Year U.S. Treasury Index Swap Societe Generale 51.96% -- --
Barclays 20+ Year U.S. Treasury Index Swap Deutsche Bank Ag 27.34% -- --
Barclays 20+ Year U.S. Treasury Index Swap Citibank, N.A. 26.88% -- --
Barclays 20+ Year U.S. Treasury Index Swap Morgan Stanley & Co. Internation 23.69% -- --
Barclays 20+ Year U.S. Treasury Index Swap Goldman Sachs International 4.37% -- --
30 Year US Treasury Bond Future June15 0.68% -- --
As of March 31, 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 7.09 yrs

TBT Risk Info

Beta 1.408
Max Drawdown (All) 87.16%
Historical Sharpe (10y) --
Historical Sortino (All) -1.066
30-Day Rolling Volatility 36.79%
Daily Value at Risk (VaR) 1% (All) 5.55%
Monthly Value at Risk (VaR) 1% (All) 27.35%

TBT Performance

  Returns Total Returns
1M -4.35% -4.35%
3M 14.07% 14.07%
6M 13.16% 13.16%
1Y -24.43% -24.43%
3Y -21.58% -21.58%
5Y -66.06% -66.06%
As of July 2, 2015

TBT Net Flows

1M 103.49M
3M 159.76M
6M 206.61M
YTD 206.61M
1Y -57.55M
3Y 1.216B
5Y 3.534B
As of June 30, 2015

TBT Attributes

Key Dates
Inception Date 4/29/2008
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 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
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