ProShares UltraShort 20+ Year Treasury (TBT)

25.42 +0.24  +0.95% NYSE Arca Dec 5, 14:19 Delayed 2m USD
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Key Stats

Net Asset Value 25.27
Discount or Premium to NAV -0.36%
Turnover Ratio --
1 Year Fund Level Flows -473.68M

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M -2.06% -1.79% -- --
3M 9.41% 9.75% -- --
6M -14.67% -14.31% -- --
YTD -27.23% -27.45% -- --
1Y -31.72% -31.56% -- --
3Y -14.18% -14.03% -- --
5Y -12.44% -12.49% -- --
10Y -18.02% -18.05% -- --
15Y -- -- -- --
20Y -- -- -- --
As of Dec. 4, 2019. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 184.6% 184.6% 0.00%
Stock 0.00% 0.00% 0.00%
Bond 5.45% 7.46% 2.02%
Convertible 0.00% 0.00% 0.00%
Preferred 0.00% 0.00% 0.00%
Other -90.08% 0.00% 90.08%
As of Nov. 30, 2019
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
-- Ice 20+ Year U.S. Treasury Index Swap Goldman Sachs International -26.14% -- --
-- Ice 20+ Year U.S. Treasury Index Swap Citibank Na -24.35% -- --
-- Ice 20+ Year U.S. Treasury Index Swap Bank Of America Na -23.50% -- --
-- Ice 20+ Year U.S. Treasury Index Swap Societe Generale -16.09% -- --
-- United States Treasury Bills 7.95% -- --
-- United States Treasury Bills 4.11% -- --
-- United States Treasury Bills 3.75% -- --
-- United States Treasury Bills 3.67% -- --
-- United States Treasury Bills 3.45% -- --
-- United States Treasury Bills 3.22% -- --
As of Nov. 30, 2019
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Basic Info

Investment Strategy
The investment seeks daily investment results, before fees and expenses, that correspond to two times the inverse (-2x) of the daily performance of the ICE U.S. Treasury 20+ Year Bond Index. The fund invests in financial instruments that ProShare Advisors believes, in combination, should produce daily returns consistent with the fund's investment objective. The index includes publicly-issued U.S. Treasury securities that have a remaining maturity greater than or equal to twenty years and have $300 million or more of outstanding face value, excluding amounts held by the Federal Reserve. The fund is non-diversified.
General
Security Type Exchange-Traded Fund
Equity Style --
Fixed Income 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
ICE U.S. Treasury 20+ Year Bond TR USD -200.0%

Manager Info

Name Tenure
Alexander Ilyasov 0.57 yrs
Michelle Liu 11.51 yrs

Net Fund Flows

1M -12.60M
3M -129.82M
6M -135.70M
YTD -297.41M
1Y -473.68M
3Y -1.119B
5Y -1.830B
10Y 3.079B
As of Nov. 30, 2019

Risk Info

Beta (5Y) 0.5638
Max Drawdown (All) 92.08%
Historical Sharpe Ratio (10Y) -0.6346
Historical Sortino (All) -0.9361
30-Day Rolling Volatility 28.25%
Daily Value at Risk (VaR) 1% (All) 4.83%
Monthly Value at Risk (VaR) 1% (All) 22.88%

Comparables

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Attributes

Key Dates
Inception Date 4/29/2008
Termination Date
Last Annual Report Date 5/31/2019
Last Prospectus Date 10/1/2019
Attributes
Exchange Traded Share Yes
Exchange Traded Note No
Enhanced Index Fund No
Fixed Distribution Fund No
High-Net Worth Individual 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
Socially Responsible Fund No
General Availability
Available for Insurance Product No
Available for Retirement Plan No
Available for RRSP No
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