ProShares UltraShort 20+ Year Treasury (TBT)

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31.43 -0.17  -0.54% NYSE Arca Jul 22, 20:00 Delayed 2m USD
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TBT Price Chart

TBT Key Stats

Expense Ratio (1-15-16) 0.93%
Assets Under Management (7-22-16) 1.919B
30-Day Average Volume (7-22-16) 3.391M
Net Asset Value (7-22-16) 31.53
Discount or Premium to NAV (7-22-16) -0.32%
Turnover Ratio --

TBT Asset Allocation

Type % Net % Long % Short
Cash 302.2% 302.2% 0.00%
Stock 0.00% 0.00% 0.00%
Bond -9.87% 0.00% 9.87%
Convertible 0.00% 0.00% 0.00%
Preferred 0.00% 0.00% 0.00%
Other -192.4% 0.00% 192.4%
As of June 30, 2016

TBT Net Fund Flows

1M 42.59M
3M 233.93M
6M 35.22M
YTD 35.22M
1Y -389.57M
3Y 800.95M
5Y 1.330B
10Y --
As of June 30, 2016

TBT Net Share Class Flows

1M 42.59M
3M 233.93M
6M 35.22M
YTD 35.22M
1Y -389.57M
3Y 800.95M
5Y 1.330B
10Y --
As of June 30, 2016
View More Holdings

TBT Top 7 Holdings

Symbol Name % Weight Price % Chg
-- Barclays 20+ Year U.S. Treasury Index Swap Societe Generale 47.61% -- --
-- Barclays 20+ Year U.S. Treasury Index Swap Deutsche Bank Ag 38.77% -- --
-- Barclays 20+ Year U.S. Treasury Index Swap Goldman Sachs International 38.02% -- --
-- Barclays 20+ Year U.S. Treasury Index Swap Morgan Stanley & Co. Internation 27.45% -- --
-- Barclays 20+ Year U.S. Treasury Index Swap Citibank, N.A. 22.83% -- --
-- Barclays 20+ Year U.S. Treasury Index Swap Bank Of America, Na 17.67% -- --
-- Us Long Future 09/21/2016 9.87% -- --
As of June 30, 2016
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TBT 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
-200.0%

TBT Manager Info

Name Tenure
Michelle Liu 7.93 yrs

TBT Risk Info

Beta 1.134
Max Drawdown (All) 89.43%
Historical Sharpe (10Y) --
Historical Sortino (All) -1.003
30-Day Rolling Volatility 31.28%
Daily Value at Risk (VaR) 1% (All) 5.13%
Monthly Value at Risk (VaR) 1% (All) 27.02%

TBT Performance

  Returns Total Returns
1M -8.47% -8.47%
3M -16.94% -16.94%
6M -22.70% -22.70%
1Y -33.93% -33.93%
3Y -56.99% -56.99%
5Y -75.99% -75.99%
As of July 22, 2016

TBT Comparables

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TBT Attributes

Key Dates
Inception Date 4/29/2008
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 Yes
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

TBT Excel Add-In Codes

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

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

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