ProShares Short S&P500 (SH)

23.59 -0.07  -0.30% NYSE Arca Jan 29, 12:11 Delayed 2m USD
View Full Chart
Price Chart

Key Stats

Net Asset Value 23.66
Discount or Premium to NAV -0.01%
Turnover Ratio --
1 Year Fund Level Flows 426.12M

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M -1.13% -1.11% -- --
3M -7.21% -7.24% -- --
6M -7.91% -7.91% -- --
YTD -1.46% -1.39% -- --
1Y -19.15% -19.10% -- --
3Y -11.99% -11.98% -- --
5Y -11.45% -11.45% -- --
10Y -13.82% -13.83% -- --
15Y -- -- -- --
20Y -- -- -- --
As of Jan. 28, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 142.8% 142.8% 0.00%
Stock -51.22% 0.00% 51.22%
Bond 8.44% 8.44% 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 Dec. 31, 2019

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 Dec. 31, 2019. 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 Dec. 31, 2019

Stock Market Capitalization

Giant 0.00%
Large 0.00%
Medium 0.00%
Small 0.00%
Micro 0.00%
As of Dec. 31, 2019

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 Dec. 31, 2019

SH Bond Exposure

Government 5.58%
Corporate 0.00%
Securitized 0.00%
Municipal 0.00%
Cash 94.42%
Derivative 0.00%
As of Dec. 31, 2019

SH Bond Credit Quality Exposure

AAA --
AA --
A --
BBB --
BB --
B --
Below B --
Date Unavailable

SH 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 82.12%
183 to 364 Days 17.88%
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 Dec. 31, 2019
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
-- S&P 500 Index Swap Bnp Paribas -9.03% -- --
-- S&P 500 Index Swap Bank Of America Na -8.14% -- --
-- S&P 500 Index Swap Societe Generale -7.92% -- --
-- S&P 500 Index Swap Credit Suisse International -7.39% -- --
-- S&P 500 Index Swap Citibank Na -6.87% -- --
-- S&P 500 Index Swap Goldman Sachs International -5.45% -- --
-- United States Treasury Bills 4.97% -- --
-- United States Treasury Bills 4.89% -- --
-- United States Treasury Bills 4.62% -- --
-- S&P 500 Index Swap Ubs Ag -4.47% -- --
As of Dec. 31, 2019
Advertisement

Basic Info

Investment Strategy
The investment seeks daily investment results that correspond to the inverse (-1x) 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. It is a float-adjusted, market capitalization-weighted index of 500 U.S. operating companies and real estate investment trusts selected through a process that factors in criteria such as liquidity, price, market capitalization and financial viability. 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 -100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
Devin Sullivan 1.50 yrs
Michael Neches 6.09 yrs

Net Fund Flows

1M -122.88M
3M -74.42M
6M 165.43M
YTD 426.12M
1Y 426.12M
3Y 807.74M
5Y 1.797B
10Y 3.470B
As of Dec. 31, 2019

Risk Info

Beta (5Y) -0.9426
Max Drawdown (All) 86.80%
Historical Sharpe Ratio (10Y) -1.10
Historical Sortino (All) -1.441
30-Day Rolling Volatility 8.96%
Daily Value at Risk (VaR) 1% (All) 3.32%
Monthly Value at Risk (VaR) 1% (All) 10.64%

Fundamentals

General
Dividend Yield TTM (1-29-20) 1.79%
30-Day SEC Yield --
7-Day SEC Yield --
Forecasted Dividend Yield --
Number of Holdings 39
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 8
Bond
Current Yield --
Yield to Maturity --
Effective Duration --
Average Coupon --
Average Credit Score --
Average Price --
Number of Bond Holdings 20
As of Dec. 31, 2019

Comparables

Edit

Attributes

Key Dates
Inception Date 6/19/2006
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 No
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.