ProShares UltraShort 20+ Year Treasury (TBT)

Add to Watchlists
Create an Alert
36.66 +1.20  +3.38% NYSE Arca Feb 12, 16:59 Delayed 2m USD
View Full Chart
TBT Price Chart

TBT Key Stats

Expense Ratio (1-15-16) 0.93%
Assets Under Management (2-10-16) 2.003B
30-Day Average Volume (2-11-16) 2.019M
Net Asset Value (2-11-16) 35.74
Discount or Premium to NAV (2-11-16) -0.78%
Turnover Ratio --

TBT Asset Allocation

Type % Net % Long % Short
Cash 300.0% 300.0% 0.00%
Stock 0.00% 0.00% 0.00%
Bond -0.22% 0.00% 0.22%
Convertible 0.00% 0.00% 0.00%
Preferred 0.00% 0.00% 0.00%
Other -199.8% 0.00% 199.8%
As of Dec. 31, 2015
View More Holdings

TBT Top 7 Holdings

Symbol Name % Weight Price % Chg
-- Barclays 20+ Year U.S. Treasury Index Swap Societe Generale 63.82% -- --
-- Barclays 20+ Year U.S. Treasury Index Swap Goldman Sachs International 57.17% -- --
-- Barclays 20+ Year U.S. Treasury Index Swap Deutsche Bank Ag 32.45% -- --
-- Barclays 20+ Year U.S. Treasury Index Swap Morgan Stanley & Co. Internation 27.30% -- --
-- Barclays 20+ Year U.S. Treasury Index Swap Bank Of America, Na 12.82% -- --
-- Barclays 20+ Year U.S. Treasury Index Swap Citibank, N.A. 6.24% -- --
-- 30 Year US Treasury Bond Future Mar16 0.22% -- --
As of Dec. 31, 2015
Advertisement

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 7.68 yrs

TBT Risk Info

Beta 1.116
Max Drawdown (All) 87.16%
Historical Sharpe (10Y) --
Historical Sortino (All) -1.022
30-Day Rolling Volatility 25.94%
Daily Value at Risk (VaR) 1% (All) 5.30%
Monthly Value at Risk (VaR) 1% (All) 27.09%

TBT Performance

  Returns Total Returns
1M -17.53% -17.53%
3M -23.77% -23.77%
6M -18.22% -18.22%
1Y -17.57% -17.57%
3Y -47.37% -47.37%
5Y -78.00% -78.00%
As of Feb. 11, 2016

TBT Net Flows

1M -107.82M
3M -261.34M
6M -559.16M
YTD -107.82M
1Y -345.39M
3Y 771.87M
5Y 2.647B
As of Jan. 31, 2016

TBT Comparables

Edit

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.

Access our powerful Excel Add-in with a YCharts Professional Membership. Learn More.

Advertisement

You've hit the 10 page limit on YCharts.

Experience the power of YCharts.
Start your Free 7-Day Trial.

Start My Free Trial No credit card required.

Already a subscriber? Sign in.

{{root.upsell.info.feature_headline}}.

{{root.upsell.info.feature_description}}
Start your free 7-Day Trial.

{{root.upsell.info.button_text}} No credit card required.

Already a subscriber? Sign in.