PortfoliosLab logo

ProShares Short Euro (EUFX)

ETF · Currency in USD
ISIN
US74347W7424
CUSIP
74347W742
Issuer
ProShares
Inception Date
Jun 26, 2012
Region
Developed Europe (Broad)
Category
Currency
Expense Ratio
0.97%
Index Tracked
Euro (-100%)
ETF Home Page
www.proshares.com
Asset Class
Currency

EUFXPrice Chart


Chart placeholderClick Calculate to get results

EUFXPerformance

The chart shows the growth of $10,000 invested in ProShares Short Euro on Jul 17, 2012 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $11,142 for a total return of roughly 11.42%. All prices are adjusted for splits and dividends.


EUFX (ProShares Short Euro)
Benchmark (S&P 500)

EUFXReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M2.65%0.43%
6M7.84%9.37%
YTD9.46%22.33%
1Y5.38%26.59%
5Y0.24%15.74%
10Y1.16%13.95%

EUFXMonthly Returns Heatmap


Chart placeholderClick Calculate to get results

EUFXSharpe 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 Short Euro Sharpe ratio is 0.58. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


EUFX (ProShares Short Euro)
Benchmark (S&P 500)

EUFXDividends


ProShares Short Euro doesn't pay dividends

EUFXDrawdowns Chart

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


EUFX (ProShares Short Euro)
Benchmark (S&P 500)

EUFXWorst Drawdowns

The table below shows the maximum drawdowns of the ProShares Short Euro. 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 Short Euro is 16.70%, recorded on Feb 1, 2018. It took 397 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-16.7%Mar 16, 2015728Feb 1, 2018397Aug 30, 20191125
-15.93%Mar 20, 2020257Mar 26, 2021
-15%Jul 25, 2012447May 6, 2014176Jan 15, 2015623
-7.66%Feb 21, 202014Mar 11, 20206Mar 19, 202020
-4.34%Oct 1, 201975Jan 16, 202016Feb 10, 202091
-2.66%Jan 26, 20159Feb 5, 201518Mar 4, 201527
-0.76%Sep 4, 20198Sep 13, 20195Sep 20, 201913
-0.61%Mar 12, 20151Mar 12, 20151Mar 13, 20152
-0.3%Sep 27, 20191Sep 27, 20191Sep 30, 20192
-0.24%Sep 24, 20191Sep 24, 20191Sep 25, 20192

EUFXVolatility Chart

Current ProShares Short Euro volatility is 8.88%. 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.


EUFX (ProShares Short Euro)
Benchmark (S&P 500)

Portfolios with ProShares Short Euro


Loading data...

More Tools for ProShares Short Euro