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ProShares Hedge Replication

HDG
ETF · Currency in USD
ISIN
US74347X2945
CUSIP
74347X294
Issuer
ProShares
Inception Date
Jul 12, 2011
Region
North America (U.S.)
Category
Long-Short
Expense Ratio
0.95%
Index Tracked
Merrill Lynch Factor Model - Exchange Series
ETF Home Page
proshares.com
Asset Class
Alternatives

HDGPrice Chart


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HDGPerformance

The chart shows the growth of $10,000 invested in ProShares Hedge Replication on Jul 15, 2011 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $13,252 for a total return of roughly 32.52%. All prices are adjusted for splits and dividends.


HDG (ProShares Hedge Replication)
Benchmark (S&P 500)

HDGReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M1.96%
6M0.29%
YTD4.05%
1Y11.44%
5Y4.47%
10Y3.22%

HDGMonthly Returns Heatmap


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HDGSharpe 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 Hedge Replication Sharpe ratio is 1.52. A Sharpe ratio greater than 1.0 is considered acceptable.

The chart below displays rolling 12-month Sharpe Ratio.


HDG (ProShares Hedge Replication)
Benchmark (S&P 500)

HDGDividends

ProShares Hedge Replication 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.


PeriodTTM2020201920182017201620152014201320122011
Dividend$0.00$0.04$0.51$0.22$0.00$0.00$0.00$0.00$0.00$0.05$0.00

Dividend yield

0.00%0.08%1.09%0.52%0.00%0.00%0.00%0.00%0.00%0.13%0.00%

HDGDrawdowns Chart

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


HDG (ProShares Hedge Replication)
Benchmark (S&P 500)

HDGWorst Drawdowns

The table below shows the maximum drawdowns of the ProShares Hedge Replication. 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 Hedge Replication is 13.76%, recorded on Mar 23, 2020. It took 159 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-13.76%Feb 18, 202025Mar 23, 2020159Nov 5, 2020184
-7.83%Jul 22, 201152Oct 4, 2011312Jan 2, 2013364
-7.82%May 22, 2015183Feb 11, 2016255Feb 15, 2017438
-7.43%Jan 29, 2018229Dec 24, 2018207Oct 21, 2019436
-3.79%May 22, 201323Jun 24, 201360Sep 18, 201383
-3.66%Mar 16, 2021110Aug 19, 2021
-3.41%Sep 4, 201431Oct 16, 201475Feb 4, 2015106
-2.92%Feb 10, 202116Mar 4, 20217Mar 15, 202123
-2.73%Nov 1, 201365Feb 5, 201439Apr 2, 2014104
-1.8%Jan 15, 202110Jan 29, 20214Feb 4, 202114

HDGVolatility Chart

Current ProShares Hedge Replication volatility is 3.13%. 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.


HDG (ProShares Hedge Replication)
Benchmark (S&P 500)

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