ProShares Short 20+ Year Treasury (TBF)

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23.09 -0.02  -0.09% NYSE Arca Feb 5, 20:00 Delayed 2m USD
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TBF Key Stats

Expense Ratio (1-15-16) 0.95%
Assets Under Management (2-5-16) 648.89M
30-Day Average Volume (2-5-16) 483702.2
Net Asset Value (2-5-16) 23.09
Discount or Premium to NAV (2-5-16) 0.00%
Turnover Ratio --

TBF Asset Allocation

Type % Net % Long % Short
Cash 200.3% 200.3% 0.00%
Stock 0.00% 0.00% 0.00%
Bond -1.92% 0.00% 1.92%
Convertible 0.00% 0.00% 0.00%
Preferred 0.00% 0.00% 0.00%
Other -98.39% 0.00% 98.39%
As of Dec. 31, 2015
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TBF Top 6 Holdings

Symbol Name % Weight Price % Chg
-- Barclays 20+ Year U.S. Treasury Index Swap Societe Generale 43.81% -- --
-- Barclays 20+ Year U.S. Treasury Index Swap Morgan Stanley & Co. Internation 16.48% -- --
-- Barclays 20+ Year U.S. Treasury Index Swap Deutsche Bank Ag 14.20% -- --
-- Barclays 20+ Year U.S. Treasury Index Swap Goldman Sachs International 13.81% -- --
-- Barclays 20+ Year U.S. Treasury Index Swap Citibank Na 10.09% -- --
-- 30 Year US Treasury Bond Future Mar16 1.92% -- --
As of Dec. 31, 2015
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TBF Basic Info

Style
Broad Asset Class Alternative
Broad Category Alternative
Category Name Trading-Inverse Debt
Prospectus Objective Government Bond - Treasury
Fund Owner Firm Name ProShares
Benchmark Index
Barclays US Treasury 20+ Yr TR USD
-100.0%

TBF Manager Info

Name Tenure
Michelle Liu 6.37 yrs

TBF Risk Info

Beta 0.5613
Max Drawdown (All) 55.14%
Historical Sharpe (10y) --
Historical Sortino (All) -1.348
30-Day Rolling Volatility 13.00%
Daily Value at Risk (VaR) 1% (All) 2.46%
Monthly Value at Risk (VaR) 1% (All) 10.74%

TBF Performance

  Returns Total Returns
1M -6.44% -6.44%
3M -7.38% -7.38%
6M -8.08% -8.08%
1Y -2.49% -2.49%
3Y -24.37% -24.37%
5Y -50.13% -50.13%
As of Feb. 5, 2016

TBF Net Flows

1M -81.89M
3M -117.60M
6M -338.78M
YTD -81.89M
1Y -205.82M
3Y 163.72M
5Y 580.29M
As of Jan. 31, 2016

TBF Comparables

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TBF Attributes

Key Dates
Inception Date 8/18/2009
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 Yes
Leveraged Fund No
Fund of Funds No
Currency Hedged Fund No
Synthetic Replication Fund Yes
Has Dividend Investment Plan No
General Availability
Available for Insurance Product No
Available for Retirement Plan No
Available for RRSP No

TBF Excel Add-In Codes

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

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

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