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ProShares Ultra MSCI EAFE (EFO)

ETF · Currency in USD
ISIN
US74347X5005
CUSIP
74347X500
Issuer
ProShares
Inception Date
Jun 2, 2009
Region
Developed Markets (EAFE)
Category
Leveraged Equities
Leveraged
2x
Expense Ratio
0.95%
Index Tracked
MSCI EAFE Index (200%)
ETF Home Page
www.proshares.com
Asset Class
Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

EFOPrice Chart


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EFOPerformance

The chart shows the growth of $10,000 invested in ProShares Ultra MSCI EAFE on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $17,937 for a total return of roughly 79.37%. All prices are adjusted for splits and dividends.


EFO (ProShares Ultra MSCI EAFE)
Benchmark (S&P 500)

EFOReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-8.33%0.43%
6M-7.35%9.37%
YTD11.30%22.33%
1Y18.82%26.59%
5Y12.07%15.74%
10Y10.26%14.46%

EFOMonthly Returns Heatmap


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EFOSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current ProShares Ultra MSCI EAFE Sharpe ratio is 0.75. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


EFO (ProShares Ultra MSCI EAFE)
Benchmark (S&P 500)

EFODividends

ProShares Ultra MSCI EAFE granted a 0.00% dividend yield in the last twelve months, as of Nov 27, 2021. The annual payout for that period amounted to $0.00 per share.


PeriodTTM20202019201820172016201520142013201220112010
Dividend$0.00$0.00$0.16$0.03$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.03

Dividend yield

0.00%0.00%0.37%0.11%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.10%

EFODrawdowns Chart

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


EFO (ProShares Ultra MSCI EAFE)
Benchmark (S&P 500)

EFOWorst Drawdowns

The table below shows the maximum drawdowns of the ProShares Ultra MSCI EAFE. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the ProShares Ultra MSCI EAFE is 63.52%, recorded on Mar 23, 2020. It took 268 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-63.52%Jan 29, 2018541Mar 23, 2020268Apr 15, 2021809
-49.36%May 2, 2011275Jun 1, 2012325Sep 18, 2013600
-45.23%Jul 7, 2014406Feb 12, 2016403Sep 19, 2017809
-38.22%Apr 15, 201037Jun 7, 2010106Nov 4, 2010143
-25.4%Jan 12, 201018Feb 5, 201046Apr 14, 201064
-20.28%Feb 22, 201117Mar 16, 201128Apr 26, 201145
-14.57%Nov 8, 201015Nov 29, 201032Jan 13, 201147
-14.26%Jan 23, 20148Feb 3, 201414Feb 24, 201422
-12.3%Sep 7, 202158Nov 26, 2021
-11.14%Jun 16, 202123Jul 19, 202133Sep 2, 202156

EFOVolatility Chart

Current ProShares Ultra MSCI EAFE volatility is 26.03%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


EFO (ProShares Ultra MSCI EAFE)
Benchmark (S&P 500)

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