ProShares Ultra S&P500 (SSO)

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70.72 -0.19  -0.27% NYSE Arca Jul 27, 11:27 Delayed 2m USD
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SSO Price Chart

SSO Key Stats

Expense Ratio (1-15-16) 0.89%
Assets Under Management (7-26-16) 1.489B
30-Day Average Volume (7-26-16) 3.659M
Net Asset Value (7-26-16) 70.90
Discount or Premium to NAV (7-26-16) 0.01%
Turnover Ratio (5-31-15) 31.00%

SSO Asset Allocation

Type % Net % Long % Short
Cash -92.75% 25.23% 118.0%
Stock 192.7% 199.9% 7.19%
Bond 0.00% 0.00% 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 June 30, 2016

SSO Net Fund Flows

1M 5.828M
3M -144.12M
6M -475.93M
YTD -475.93M
1Y -266.76M
3Y -2.070B
5Y -1.882B
10Y -125.18M
As of June 30, 2016

SSO Net Share Class Flows

1M 5.828M
3M -144.12M
6M -475.93M
YTD -475.93M
1Y -266.76M
3Y -2.070B
5Y -1.882B
10Y -125.18M
As of June 30, 2016

SSO Region Exposure

Americas 99.41%
North America 99.41%
Latin America 0.00%
Greater Europe 0.55%
United Kingdom 0.20%
Europe Developed 0.36%
Europe Emerging 0.00%
Africa/Middle East 0.00%
Greater Asia 0.04%
Japan 0.00%
Australasia 0.00%
Asia Developed 0.04%
Asia Emerging 0.00%
Market Classification
% Developed Markets 100.0%
% Emerging Markets 0.00%
As of June 30, 2016
Region breakdown data is calculated by using the long position holdings of the portfolio.

SSO 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 June 30, 2016

SSO Stock Market Capitalization

Giant --
Large --
Medium --
Small --
Micro --
As of June 30, 2016
View More Holdings

SSO Top 10 Holdings

Symbol Name % Weight Price % Chg
-- S&P 500 Index Swap Deutsche Bank Ag 18.72% -- --
-- Spdr S&P 500 (Spy) Swap Deutsche Bank Ag 15.76% -- --
-- S&P 500 Index Swap Morgan Stanley & Co. International Plc 15.33% -- --
-- Spdr S&P 500 (Spy) Swap Goldman Sachs International 13.68% -- --
-- S&P 500 Index Swap Ubs Ag 12.45% -- --
-- S&P 500 Index Swap Bank Of America, Na 12.21% -- --
-- S&P 500 Index Swap Goldman Sachs International 11.92% -- --
-- S&P 500 Index Swap Societe Generale 10.18% -- --
-- E-mini S&P 500 Sept16 7.19% -- --
-- E-mini S&P 500 Sept16 7.19% -- --
As of June 30, 2016
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SSO Basic Info

Style
Equity Style Large Cap/Blend
Broad Asset Class Alternative
Broad Category Alternative
Category Name Trading--Leveraged Equity
Prospectus Objective Growth
Fund Owner Firm Name ProShares
Benchmark Index
S&P 500 TR USD
200.0%

SSO Manager Info

Name Tenure
Michael Neches 2.50 yrs
Rachel Ames 2.50 yrs

SSO Risk Info

Beta 2.036
Max Drawdown (All) 85.52%
Historical Sharpe (10Y) 0.3827
Historical Sortino (All) 0.4567
30-Day Rolling Volatility 32.63%
Daily Value at Risk (VaR) 1% (All) 7.90%
Monthly Value at Risk (VaR) 1% (All) 32.00%

SSO Fundamentals

Dividend Yield TTM (7-27-16) 0.60%
Weighted Average PE Ratio --
Weighted Average Price to Sales Ratio --
Weighted Average Price to Book Ratio --
Weighted Median ROE --
Weighted Median ROA --
Forecasted Dividend Yield 2.36%
Forecasted PE Ratio 18.44
Forecasted Price to Sales Ratio 1.802
Forecasted Price to Book Ratio 2.568
Number of Holdings 529
As of June 30, 2016

SSO Growth Estimates

Forecasted 5 Yr Earnings Growth 8.80%
Forecasted Book Value Growth 3.10%
Forecasted Cash Flow Growth 1.35%
Forecasted Earnings Growth 5.81%
Forecasted Revenue Growth 1.54%
As of June 30, 2016

SSO Performance

  Returns Total Returns
1M 13.35% 13.35%
3M 7.75% 7.89%
6M 30.09% 30.56%
1Y 7.96% 8.69%
3Y 66.49% 69.02%
5Y 163.2% 170.0%
As of July 26, 2016

SSO Comparables

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SSO Attributes

Key Dates
Inception Date 6/19/2006
Last Annual Report Date 5/31/2015
Last Prospectus Date 1/15/2016
Attributes
Exchange Traded Share Yes
Exchange Traded Note No
Enhanced Index Fund No
Index Fund Yes
Inverse Fund No
Leveraged Fund Yes
Fund of Funds No
Currency Hedged Fund No
Synthetic Replication Fund No
Has Dividend Investment Plan No
General Availability
Available for Insurance Product No
Available for Retirement Plan No
Available for RRSP No

SSO Excel Add-In Codes

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

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

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