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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ProShares Big Data Refiners ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
ProShares Big Data Refiners ETF (DAT) has returned -24.83% so far this year and -13.31% over the past 12 months.
ProShares Big Data Refiners ETF
- 1D
- 2.47%
- 1M
- -6.54%
- YTD
- -24.83%
- 6M
- -28.77%
- 1Y
- -13.31%
- 3Y*
- 11.65%
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Sep 30, 2021, DAT's average daily return is +0.01%, while the average monthly return is -0.01%.
Historically, 48% of months were positive and 52% were negative. The best month was Nov 2024 with a return of +22.0%, while the worst month was May 2022 at -14.6%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 4 months.
On a daily basis, DAT closed higher 51% of trading days. The best single day was Apr 9, 2025 with a return of +13.8%, while the worst single day was May 9, 2022 at -9.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -14.11% | -6.36% | -6.54% | -24.83% | |||||||||
| 2025 | 5.97% | -6.86% | -9.08% | 3.90% | 10.17% | 3.10% | 0.13% | -0.25% | 3.24% | 0.50% | -9.15% | 3.77% | 3.49% |
| 2024 | 0.38% | 11.26% | 1.31% | -8.26% | -1.12% | 3.57% | 2.44% | -0.73% | -0.18% | 5.72% | 21.99% | -4.27% | 33.22% |
| 2023 | 11.05% | 1.84% | -0.07% | -5.16% | 15.87% | 6.64% | 6.96% | -9.00% | -1.57% | -4.27% | 16.65% | 7.10% | 51.76% |
| 2022 | -13.19% | -7.65% | 4.32% | -12.98% | -14.57% | -5.22% | 10.62% | -2.47% | -10.80% | 2.51% | -2.53% | -1.76% | -44.33% |
| 2021 | 5.16% | -5.70% | -2.98% | -3.78% |
Benchmark Metrics
ProShares Big Data Refiners ETF has an annualized alpha of -13.16%, beta of 1.47, and R² of 0.58 versus S&P 500 Index. Calculated based on daily prices since October 01, 2021.
- This ETF participated in 122.50% of S&P 500 Index downside but only 67.97% of its upside — more exposed to losses than it benefited from rallies.
- This ETF had an annualized alpha of -13.16% versus S&P 500 Index — delivering less than market exposure alone would predict.
- Alpha
- -13.16%
- Beta
- 1.47
- R²
- 0.58
- Upside Capture
- 67.97%
- Downside Capture
- 122.50%
Expense Ratio
DAT has an expense ratio of 0.58%, placing it in the medium range.
Return for Risk
Risk / Return Rank
DAT ranks 4 for risk / return — in the bottom 4% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for ProShares Big Data Refiners ETF (DAT) and compare them to a chosen benchmark (S&P 500 Index).
| DAT | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.42 | 0.90 | -1.32 |
Sortino ratioReturn per unit of downside risk | -0.42 | 1.39 | -1.81 |
Omega ratioGain probability vs. loss probability | 0.95 | 1.21 | -0.26 |
Calmar ratioReturn relative to maximum drawdown | -0.47 | 1.40 | -1.87 |
Martin ratioReturn relative to average drawdown | -1.27 | 6.61 | -7.88 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore DAT risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the ProShares Big Data Refiners ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the ProShares Big Data Refiners ETF was 56.22%, occurring on Nov 9, 2022. Recovery took 512 trading sessions.
The current ProShares Big Data Refiners ETF drawdown is 30.23%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -56.22% | Nov 10, 2021 | 252 | Nov 9, 2022 | 512 | Nov 22, 2024 | 764 |
| -31.92% | Feb 11, 2025 | 284 | Mar 30, 2026 | — | — | — |
| -11.45% | Dec 9, 2024 | 23 | Jan 13, 2025 | 19 | Feb 10, 2025 | 42 |
| -3.58% | Oct 4, 2021 | 1 | Oct 4, 2021 | 7 | Oct 13, 2021 | 8 |
| -3.55% | Oct 26, 2021 | 2 | Oct 27, 2021 | 6 | Nov 4, 2021 | 8 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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