ProShares UltraShort S&P500 (SDS)

29.93 -2.57  -7.91% NYSE Arca Apr 6, 09:47 Delayed 2m USD
View Full Chart
Price Chart

Key Stats

Net Asset Value 32.54
Discount or Premium to NAV -0.11%
Turnover Ratio --
1 Year Fund Level Flows 609.51M

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 16.39% 16.30% -- --
3M 31.59% 31.57% -- --
6M 6.10% 6.14% -- --
YTD 30.95% 31.20% -- --
1Y 1.80% 1.91% -- --
3Y -14.63% -14.62% -- --
5Y -17.03% -17.01% -- --
10Y -23.50% -23.49% -- --
15Y -- -- -- --
20Y -- -- -- --
As of April 3, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 208.0% 208.0% 0.00%
Stock -116.6% 0.00% 116.6%
Bond 8.59% 8.59% 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 Feb. 29, 2020

Region Exposure

Americas 100.0%
North America 100.0%
Latin America 0.00%
Greater Europe 0.00%
United Kingdom 0.00%
Europe Developed 0.00%
Europe Emerging 0.00%
Africa/Middle East 0.00%
Greater Asia 0.00%
Japan 0.00%
Australasia 0.00%
Asia Developed 0.00%
Asia Emerging 0.00%
Market Classification
% Developed Markets 100.0%
% Emerging Markets 0.00%
As of Feb. 29, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

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 Feb. 29, 2020

Stock Market Capitalization

Giant 0.00%
Large 0.00%
Medium 0.00%
Small 0.00%
Micro 0.00%
As of Feb. 29, 2020

Stock Style Exposure

Large Cap Value --
Large Cap Blend --
Large Cap Growth --
Mid Cap Value --
Mid Cap Blend --
Mid Cap Growth --
Small Cap Value --
Small Cap Blend --
Small Cap Growth --
As of Feb. 29, 2020

SDS Bond Exposure

Government 3.97%
Corporate 0.00%
Securitized 0.00%
Municipal 0.00%
Cash 96.03%
Derivative 0.00%
As of Feb. 29, 2020

SDS Bond Credit Quality Exposure

AAA --
AA --
A --
BBB --
BB --
B --
Below B --
Not Rated --
Date Unavailable

SDS Bond Maturity Exposure

1 to 7 Days 0.00%
8 to 30 Days 0.00%
31 to 90 Days 0.00%
91 to 182 Days 100.0%
183 to 364 Days 0.00%
1 to 3 Years 0.00%
3 to 5 Years 0.00%
5 to 7 Years 0.00%
7 to 10 Years 0.00%
10 to 15 Years 0.00%
15 to 20 Years 0.00%
20 to 30 Years 0.00%
Over 30 Years 0.00%
As of Feb. 29, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
-- S&P 500 Index Swap Citibank Na -27.75% -- --
-- S&P 500 Index Swap Societe Generale -20.29% -- --
-- S&P 500 Index Swap Bnp Paribas -19.99% -- --
-- S&P 500 Index Swap Credit Suisse International -15.73% -- --
-- S&P 500 Index Swap Goldman Sachs International -13.99% -- --
-- S&P 500 Index Swap Bank Of America Na -9.55% -- --
-- S&P 500 Index Swap Ubs Ag -8.08% -- --
-- United States Treasury Bills 4.77% -- --
-- United States Treasury Bills 4.73% -- --
-- United States Treasury Bills 4.72% -- --
As of Feb. 29, 2020
Advertisement

Basic Info

Investment Strategy
The investment seeks daily investment results, before fees and expenses, that correspond to two times the inverse (-2x) of the daily performance of the S&P 500® Index. The fund invests in financial instruments that ProShare Advisors believes, in combination, should produce daily returns consistent with the fund's investment objective. The index is a measure of large-cap U.S. stock market performance. The fund is non-diversified.
General
Security Type Exchange-Traded Fund
Equity Style --
Fixed Income Style --
Broad Asset Class Alternative
Broad Category Alternative
Category Name Trading--Inverse Equity
Prospectus Objective Growth
Fund Owner Firm Name ProShares
Benchmark Index
S&P 500 TR USD -200.0%
Reports
One Page Report Download

Manager Info

Name Tenure
Devin Sullivan 1.50 yrs
Michael Neches 6.09 yrs

Net Fund Flows

1M 249.30M
3M 256.17M
6M 444.69M
YTD 256.17M
1Y 609.51M
3Y 672.75M
5Y 1.713B
10Y 3.048B
As of March 31, 2020

Risk Info

Beta (5Y) -1.572
Max Drawdown (All) 98.74%
Historical Sharpe Ratio (10Y) -0.8079
Historical Sortino (All) -1.300
30-Day Rolling Volatility 161.8%
Daily Value at Risk (VaR) 1% (All) 7.05%
Monthly Value at Risk (VaR) 1% (All) 21.07%

Fundamentals

General
Dividend Yield TTM (4-6-20) 1.41%
30-Day SEC Yield --
7-Day SEC Yield --
Forecasted Dividend Yield --
Number of Holdings 38
Stock
Weighted Average PE Ratio --
Weighted Average Price to Sales Ratio --
Weighted Average Price to Book Ratio --
Weighted Median ROE --
Weighted Median ROA --
Forecasted PE Ratio --
Forecasted PS Ratio --
Forecasted Price to Book Value --
Number of Stock Holdings 9
Bond
Current Yield --
Yield to Maturity --
Effective Duration --
Average Coupon --
Average Credit Score --
Average Price --
Number of Bond Holdings 17
As of Feb. 29, 2020

Comparables

Edit

Attributes

Key Dates
Inception Date 7/11/2006
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 Yes
Leveraged Fund Yes
Fund of Funds No
Currency Hedged Fund No
Synthetic Replication Fund Yes
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
Advertisement

{{root.upsell.info.feature_headline}}.

{{root.upsell.info.feature_description}}

Please note that this feature is only available as an add-on to YCharts subscriptions.


Please note that this feature requires full activation of your account and is not permitted during the free trial period.

Start My Free Trial {{root.upsell.info.call_to_action}} No credit card required.

Already a subscriber? Sign in.