ProShares Merger (MRGR)

38.55 +0.02  +0.05% BATS Jan 17, 20:00 Delayed 2m USD
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Key Stats

Net Asset Value 38.57
Discount or Premium to NAV -0.06%
Turnover Ratio 314.0%
1 Year Fund Level Flows -940500.0
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News

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 1.30% 1.36% -0.09% 11
3M 2.97% 2.95% 0.17% 7
6M 3.31% 3.52% 0.51% 17
YTD 0.73% 0.75% 0.09% 19
1Y 5.47% 4.98% 0.37% 32
3Y 3.70% 3.49% 1.02% 31
5Y 1.78% 1.86% 0.41% 37
10Y -- -- 0.79% --
15Y -- -- 1.56% --
20Y -- -- 3.17% --
As of Jan. 17, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 19.24% 66.14% 46.90%
Stock 86.64% 86.64% 0.00%
Bond 0.00% 0.00% 0.00%
Convertible 0.00% 0.00% 0.00%
Preferred 0.00% 0.00% 0.00%
Other -5.88% 27.40% 33.27%
As of Dec. 31, 2019
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Top 10 Holdings

Symbol Name % Weight Price % Chg
-- S&P Merger Arbitrage Short Sub-Index Swap Societe Generale -33.27% -- --
-- S&P Merger Arbitrage Long Index Swap Societe Generale 27.40% -- --
ACIA Acacia Communications Inc 3.04% 68.66 -0.06%
TSGI.TO The Stars Group Inc 2.86% 32.71 -0.49%
JAG Jagged Peak Energy Inc 2.82% -- --
AGN Allergan PLC 2.77% 192.68 -0.59%
JE. Just Eat PLC 2.76% -- --
WCG WellCare Health Plans Inc 2.71% 337.10 -0.51%
ZAYO Zayo Group Holdings Inc 2.71% 34.77 +0.09%
DGC.TO Detour Gold Corp 2.57% 24.42 -0.81%
As of Dec. 31, 2019
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Basic Info

Investment Strategy
The investment seeks investment results, before fees and expenses, that track the performance of the S&P® Merger Arbitrage Index (the "index"). The fund is designed to track the performance of the index and provide exposure to a global merger arbitrage strategy. The index, and by extension the fund, seeks to produce consistent, positive returns in virtually all market environments, although there are no assurances it will achieve this result. The fund is non-diversified.
General
Security Type Exchange-Traded Fund
Equity Style Mid Cap/Growth
Fixed Income Style --
Broad Asset Class Alternative
Broad Category Alternative
Category Name Market Neutral
Prospectus Objective Growth
Fund Owner Firm Name ProShares
Benchmark Index
S&P Merger Arbitrage TR USD 100.0%

Manager Info

Name Tenure
Ryan Dofflemeyer 0.57 yrs
Scott Hanson 3.17 yrs

Net Fund Flows

1M 0.00
3M -940500.0
6M -940500.0
YTD -940500.0
1Y -940500.0
3Y 1.758M
5Y 918423.9
10Y --
As of Dec. 31, 2019

Risk Info

Beta (5Y) 0.0471
Max Drawdown (All) 10.03%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) -0.7638
30-Day Rolling Volatility 3.24%
Daily Value at Risk (VaR) 1% (All) 1.10%
Monthly Value at Risk (VaR) 1% (All) 3.26%

Comparables

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Attributes

Key Dates
Inception Date 12/11/2012
Termination Date
Last Annual Report Date 5/31/2019
Last Prospectus Date 10/1/2019
Attributes
Exchange Traded Share Yes
Exchange Traded Note No
Enhanced Index Fund No
Fixed Distribution Fund No
High-Net Worth Individual Fund No
Index Fund Yes
Inverse Fund No
Leveraged Fund No
Fund of Funds No
Currency Hedged Fund No
Synthetic Replication Fund No
Has Dividend Investment Plan No
Socially Responsible Fund No
General Availability
Available for Insurance Product No
Available for Retirement Plan No
Available for RRSP No
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