PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ProShares Short MSCI Emerging Markets (EUM)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS74347R3966
CUSIP74347R396
IssuerProShares
Inception DateNov 1, 2007
RegionEmerging Markets (Broad)
CategoryInverse Equities
Index TrackedMSCI Emerging Markets Index (-100%)
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

The ProShares Short 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


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds to compare with EUM

ProShares Short MSCI Emerging Markets

Popular comparisons: EUM vs. QQQ

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in ProShares Short 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
-76.62%
247.94%
EUM (ProShares Short MSCI Emerging Markets)
Benchmark (^GSPC)

S&P 500

Returns By Period

ProShares Short MSCI Emerging Markets had a return of -0.09% year-to-date (YTD) and -1.98% in the last 12 months. Over the past 10 years, ProShares Short MSCI Emerging Markets had an annualized return of -5.55%, while the S&P 500 had an annualized return of 10.96%, indicating that ProShares Short MSCI Emerging Markets did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-0.09%10.04%
1 month-0.58%3.53%
6 months-6.55%22.79%
1 year-1.98%32.16%
5 years (annualized)-4.23%13.15%
10 years (annualized)-5.55%10.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20245.44%-3.58%
20237.54%3.83%3.91%-6.90%-3.19%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for ProShares Short MSCI Emerging Markets (EUM) 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
EUM
ProShares Short MSCI Emerging Markets
-0.22
^GSPC
S&P 500
2.76

Sharpe Ratio

The current ProShares Short MSCI Emerging Markets Sharpe ratio is -0.22. 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
-0.22
2.76
EUM (ProShares Short MSCI Emerging Markets)
Benchmark (^GSPC)

Dividends

Dividend History

ProShares Short MSCI Emerging Markets granted a 4.34% dividend yield in the last twelve months. The annual payout for that period amounted to $0.61 per share.


PeriodTTM202320222021202020192018
Dividend$0.61$0.55$0.07$0.00$0.02$0.23$0.18

Dividend yield

4.34%3.86%0.46%0.00%0.15%1.35%0.88%

Monthly Dividends

The table displays the monthly dividend distributions for ProShares Short 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$0.06$0.00$0.00$0.14$0.00$0.00$0.13$0.00$0.00$0.22
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.07
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$0.05$0.00$0.00$0.07$0.00$0.00$0.07$0.00$0.00$0.05
2018$0.01$0.00$0.00$0.04$0.00$0.00$0.13

Drawdowns

Drawdowns Chart

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


-80.00%-60.00%-40.00%-20.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-88.30%
0
EUM (ProShares Short MSCI Emerging Markets)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the ProShares Short 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 Short MSCI Emerging Markets was 90.95%, occurring on Feb 17, 2021. The portfolio has not yet recovered.

The current ProShares Short MSCI Emerging Markets drawdown is 88.30%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-90.95%Oct 28, 20083097Feb 17, 2021
-23.6%Oct 10, 20082Oct 13, 20089Oct 24, 200811
-19.42%Sep 18, 20082Sep 19, 200811Oct 6, 200813
-18.94%Mar 20, 200842May 19, 200858Aug 11, 2008100
-12.64%Nov 27, 20078Dec 6, 200727Jan 16, 200835

Volatility

Volatility Chart

The current ProShares Short MSCI Emerging Markets volatility is 3.42%, 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%3.00%4.00%5.00%OctoberNovemberDecember2024FebruaryMarch
3.42%
2.82%
EUM (ProShares Short MSCI Emerging Markets)
Benchmark (^GSPC)