ProShares Ultra S&P500 (SSO)

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53.19 -2.05  -3.71% NYSE Arca Feb 5, 20:00 Delayed 2m USD
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SSO Price Chart

SSO Key Stats

Expense Ratio (1-15-16) 0.89%
Assets Under Management (2-5-16) 1.640B
30-Day Average Volume (2-5-16) 6.777M
Net Asset Value (2-5-16) 53.18
Discount or Premium to NAV (2-5-16) 0.02%
Turnover Ratio (5-31-15) 31.00%
View All SSO News

SSO News

SSO Asset Allocation

Type % Net % Long % Short
Cash -99.95% 15.93% 115.9%
Stock 199.9% 199.9% 0.00%
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 Dec. 31, 2015

SSO Region Exposure

Americas 99.26%
North America 99.26%
Latin America 0.00%
Greater Europe 0.46%
United Kingdom 0.23%
Europe Developed 0.24%
Europe Emerging 0.00%
Africa/Middle East 0.00%
Greater Asia 0.27%
Japan 0.00%
Australasia 0.00%
Asia Developed 0.06%
Asia Emerging 0.21%
Market Classification
% Developed Markets 99.79%
% Emerging Markets 0.21%
As of Dec. 31, 2015
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 Dec. 31, 2015

SSO Stock Market Capitalization

Giant --
Large --
Medium --
Small --
Micro --
As of Dec. 31, 2015
View More Holdings

SSO Top 10 Holdings

Symbol Name % Weight Price % Chg
-- S&P 500 Index Swap Deutsche Bank Ag 29.47% -- --
-- S&P 500 Index Swap Morgan Stanley & Co. International Plc 26.55% -- --
-- S&P 500 Index Swap Societe Generale 14.58% -- --
-- Spdr S&P 500 (Spy) Swap Deutsche Bank Ag 11.90% -- --
-- Spdr S&P 500 (Spy) Swap Goldman Sachs International 10.33% -- --
-- S&P 500 Index Swap Ubs Ag 5.93% -- --
-- E-mini S&P 500 5.01% -- --
-- S&P 500 Index Swap Citibank, N.A. 4.05% -- --
-- S&P 500 Index Swap Bank Of America, Na 3.62% -- --
AAPL Apple Inc 2.76% 94.02 -2.67%
As of Dec. 31, 2015
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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 2.25 yrs
Rachel Ames 2.25 yrs

SSO Risk Info

Beta 2.031
Max Drawdown (All) 85.52%
Historical Sharpe (10y) --
Historical Sortino (All) 0.3972
30-Day Rolling Volatility 41.98%
Daily Value at Risk (VaR) 1% (All) 8.19%
Monthly Value at Risk (VaR) 1% (All) 32.15%

SSO Fundamentals

Dividend Yield TTM (2-5-16) 0.97%
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 2.27%
Forecasted PE Ratio 17.22
Forecasted Price to Sales Ratio 1.693
Forecasted Price to Book Ratio 2.343
Number of Holdings 528
As of Dec. 31, 2015

SSO Growth Estimates

Forecasted 5 Yr Earnings Growth 9.69%
Forecasted Book Value Growth 6.43%
Forecasted Cash Flow Growth 5.97%
Forecasted Earnings Growth 5.71%
Forecasted Revenue Growth 3.97%
As of Dec. 31, 2015

SSO Performance

  Returns Total Returns
1M -13.46% -13.46%
3M -20.24% -20.00%
6M -20.60% -20.36%
1Y -17.26% -16.59%
3Y 57.29% 60.62%
5Y 104.2% 113.9%
As of Feb. 5, 2016

SSO Net Flows

1M 74.58M
3M 232.85M
6M 268.60M
YTD 74.58M
1Y -285.90M
3Y -634.64M
5Y -1.396B
As of Jan. 31, 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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