ProShares Short 20+ Year Treasury (TBF)

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20.57 -0.16  -0.77% NYSE Arca Jul 29, 20:00 Delayed 2m USD
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TBF Price Chart

TBF Key Stats

Expense Ratio (1-15-16) 0.95%
Assets Under Management (7-29-16) 643.75M
30-Day Average Volume (7-29-16) 758689.3
Net Asset Value (7-29-16) 20.57
Discount or Premium to NAV (7-29-16) 0.00%
Turnover Ratio --

TBF Asset Allocation

Type % Net % Long % Short
Cash 202.2% 202.2% 0.00%
Stock 0.00% 0.00% 0.00%
Bond -9.74% 0.00% 9.74%
Convertible 0.00% 0.00% 0.00%
Preferred 0.00% 0.00% 0.00%
Other -92.50% 0.00% 92.50%
As of June 30, 2016

TBF Net Fund Flows

1M 30.72M
3M 81.55M
6M -63.03M
YTD -63.03M
1Y -326.58M
3Y -148.76M
5Y 308.76M
10Y --
As of June 30, 2016

TBF Net Share Class Flows

1M 30.72M
3M 81.55M
6M -63.03M
YTD -63.03M
1Y -326.58M
3Y -148.76M
5Y 308.76M
10Y --
As of June 30, 2016
View More Holdings

TBF Top 6 Holdings

Symbol Name % Weight Price % Chg
-- Barclays 20+ Year U.S. Treasury Index Swap Societe Generale 43.60% -- --
-- Barclays 20+ Year U.S. Treasury Index Swap Citibank Na 15.14% -- --
-- Barclays 20+ Year U.S. Treasury Index Swap Morgan Stanley & Co. Internation 15.05% -- --
-- Barclays 20+ Year U.S. Treasury Index Swap Deutsche Bank Ag 10.60% -- --
-- Us Long Future 09/21/2016 9.74% -- --
-- Barclays 20+ Year U.S. Treasury Index Swap Goldman Sachs International 8.10% -- --
As of June 30, 2016
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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 6.62 yrs

TBF Risk Info

Beta 0.5802
Max Drawdown (All) 58.93%
Historical Sharpe (10Y) --
Historical Sortino (All) -1.238
30-Day Rolling Volatility 16.18%
Daily Value at Risk (VaR) 1% (All) 2.46%
Monthly Value at Risk (VaR) 1% (All) 10.58%

TBF Performance

  Returns Total Returns
1M -2.51% -2.51%
3M -9.74% -9.74%
6M -12.24% -12.24%
1Y -18.98% -18.98%
3Y -36.04% -36.04%
5Y -49.35% -49.35%
As of July 29, 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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