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ProShares UltraShort MSCI Emerging Markets (EEV)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS74347X5757
CUSIP74347B284
IssuerProShares
Inception DateNov 1, 2007
RegionEmerging Markets (Broad)
CategoryLeveraged Equities, Leveraged
Leveraged2x
Index TrackedMSCI Emerging Markets Index (-200%)
Home Pagewww.proshares.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

The ProShares UltraShort MSCI Emerging Markets has a high expense ratio of 0.95%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.95%

Share Price Chart


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ProShares UltraShort MSCI Emerging Markets

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in ProShares UltraShort MSCI Emerging Markets, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-100.00%-50.00%0.00%50.00%100.00%150.00%200.00%250.00%OctoberNovemberDecember2024FebruaryMarch
-98.83%
248.33%
EEV (ProShares UltraShort MSCI Emerging Markets)
Benchmark (^GSPC)

S&P 500

Returns By Period

ProShares UltraShort MSCI Emerging Markets had a return of -2.46% year-to-date (YTD) and -9.60% in the last 12 months. Over the past 10 years, ProShares UltraShort MSCI Emerging Markets had an annualized return of -14.87%, while the S&P 500 had an annualized return of 10.89%, indicating that ProShares UltraShort MSCI Emerging Markets did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-2.46%10.16%
1 month-2.46%3.47%
6 months-15.75%22.20%
1 year-9.60%30.45%
5 years (annualized)-13.77%13.16%
10 years (annualized)-14.87%10.89%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
202410.60%-7.45%
202315.09%7.08%7.34%-13.74%-6.45%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for ProShares UltraShort MSCI Emerging Markets (EEV) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
EEV
ProShares UltraShort MSCI Emerging Markets
-0.35
^GSPC
S&P 500
2.79

Sharpe Ratio

The current ProShares UltraShort MSCI Emerging Markets Sharpe ratio is -0.35. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00OctoberNovemberDecember2024FebruaryMarch
-0.35
2.79
EEV (ProShares UltraShort MSCI Emerging Markets)
Benchmark (^GSPC)

Dividends

Dividend History

ProShares UltraShort MSCI Emerging Markets granted a 3.82% dividend yield in the last twelve months. The annual payout for that period amounted to $0.73 per share.


PeriodTTM202320222021202020192018
Dividend$0.73$0.68$0.06$0.00$0.02$0.47$0.20

Dividend yield

3.82%3.45%0.27%0.00%0.13%1.34%0.38%

Monthly Dividends

The table displays the monthly dividend distributions for ProShares UltraShort MSCI Emerging Markets. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00
2023$0.00$0.00$0.09$0.00$0.00$0.17$0.00$0.00$0.18$0.00$0.00$0.23
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.06
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2020$0.00$0.00$0.02$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2019$0.00$0.00$0.12$0.00$0.00$0.16$0.00$0.00$0.12$0.00$0.00$0.08
2018$0.07$0.00$0.00$0.12

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-99.58%
0
EEV (ProShares UltraShort MSCI Emerging Markets)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the ProShares UltraShort MSCI Emerging Markets. 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 UltraShort MSCI Emerging Markets was 99.71%, occurring on Feb 17, 2021. The portfolio has not yet recovered.

The current ProShares UltraShort MSCI Emerging Markets drawdown is 99.58%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-99.71%Oct 28, 20083097Feb 17, 2021
-46.49%Oct 10, 20082Oct 13, 20089Oct 24, 200811
-35.61%Feb 7, 200870May 16, 200864Aug 18, 2008134
-35.37%Sep 18, 20082Sep 19, 200812Oct 7, 200814
-24.57%Nov 27, 20078Dec 6, 200728Jan 17, 200836

Volatility

Volatility Chart

The current ProShares UltraShort MSCI Emerging Markets volatility is 6.32%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%OctoberNovemberDecember2024FebruaryMarch
6.32%
2.80%
EEV (ProShares UltraShort MSCI Emerging Markets)
Benchmark (^GSPC)