PortfoliosLab logo

ProShares Managed Futures Strategy ETF

FUT
ETF · Currency in USD
ISIN
US74347B5324
CUSIP
74347B532
Issuer
ProShares
Inception Date
Feb 17, 2016
Category
Commodities
Expense Ratio
0.75%
Index Tracked
NONE
ETF Home Page
www.proshares.com
Asset Class
Alternatives

FUTPrice Chart


Chart placeholderClick Calculate to get results

FUTPerformance

The chart shows the growth of $10,000 invested in ProShares Managed Futures Strategy ETF on Apr 27, 2016 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $10,529 for a total return of roughly 5.29%. All prices are adjusted for splits and dividends.


FUT (ProShares Managed Futures Strategy ETF)
Benchmark (S&P 500)

FUTReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M0.93%
6M0.23%
YTD1.30%
1Y2.24%
5Y0.63%
10Y0.94%

FUTMonthly Returns Heatmap


Chart placeholderClick Calculate to get results

FUTSharpe 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 Managed Futures Strategy ETF 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.


FUT (ProShares Managed Futures Strategy ETF)
Benchmark (S&P 500)

FUTDividends

ProShares Managed Futures Strategy ETF granted a 0.00% dividend yield in the last twelve months, as of Oct 23, 2021. The annual payout for that period amounted to $0.00 per share.


PeriodTTM20202019201820172016
Dividend$0.00$0.06$0.35$0.54$0.00$0.00

Dividend yield

0.00%0.14%0.88%1.35%0.00%0.00%

FUTDrawdowns Chart

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


FUT (ProShares Managed Futures Strategy ETF)
Benchmark (S&P 500)

FUTWorst Drawdowns

The table below shows the maximum drawdowns of the ProShares Managed Futures Strategy ETF. 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 Managed Futures Strategy ETF is 6.43%, recorded on Feb 7, 2020. It took 236 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-6.43%Sep 4, 2019109Feb 7, 2020236Jan 14, 2021345
-6.05%Jan 9, 2017331May 2, 2018330Aug 23, 2019661
-3.96%Feb 26, 202196Jul 14, 2021
-2.78%Jun 21, 201658Sep 12, 201650Nov 21, 2016108
-1.25%Dec 30, 20164Jan 5, 20171Jan 6, 20175
-1.04%Jan 15, 202111Feb 1, 20216Feb 9, 202117
-1%Dec 6, 20162Dec 7, 20165Dec 14, 20167
-0.95%May 19, 20161May 19, 20169Jun 2, 201610
-0.65%May 6, 20162May 9, 20162May 11, 20164
-0.43%Feb 10, 20211Feb 10, 20212Feb 12, 20213

FUTVolatility Chart

Current ProShares Managed Futures Strategy ETF volatility is 3.21%. 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.


FUT (ProShares Managed Futures Strategy ETF)
Benchmark (S&P 500)

Portfolios with ProShares Managed Futures Strategy ETF


Loading data...

More Tools for ProShares Managed Futures Strategy ETF