PortfoliosLab logo

ProShares RAFI Long/Short

RALS
ETF · Currency in USD
ISIN
US74347X3109
CUSIP
74347X310
Issuer
ProShares
Inception Date
Dec 2, 2010
Region
North America (U.S.)
Category
Long-Short
Expense Ratio
0.95%
Index Tracked
RAFI US Equity Long/Short Index
ETF Home Page
proshares.com
Asset Class
Alternatives
Asset Class Size
Large-Cap
Asset Class Style
Blend

RALSPrice Chart


Click Calculate to get results
S&P 500

RALSPerformance

The chart shows the growth of $10,000 invested in ProShares RAFI Long/Short on Dec 10, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $9,205 for a total return of roughly -7.95%. All prices are adjusted for splits and dividends.


RALS (ProShares RAFI Long/Short)
Benchmark (S&P 500)

RALSReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M-1.20%
YTD6.06%
6M7.34%
1Y3.17%
5Y-2.24%
10Y-1.12%

RALSMonthly Returns Heatmap


Click Calculate to get results

RALSSharpe 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 RAFI Long/Short Sharpe ratio is 0.17. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


RALS (ProShares RAFI Long/Short)
Benchmark (S&P 500)

RALSDividends

ProShares RAFI Long/Short granted a 1.44% dividend yield in the last twelve months, as of May 3, 2021. The annual payout for that period amounted to $0.47 per share.


PeriodTTM20202019201820172016201520142013201220112010
Dividend$0.47$0.49$0.66$0.67$0.56$0.67$0.62$0.54$0.50$0.46$0.34$0.03
Dividend yield
1.44%1.61%1.90%1.86%1.48%1.67%1.60%1.29%1.17%1.18%0.89%0.08%

RALSDrawdowns Chart

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


RALS (ProShares RAFI Long/Short)
Benchmark (S&P 500)

RALSWorst Drawdowns

The table below shows the maximum drawdowns of the ProShares RAFI Long/Short. 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 RAFI Long/Short is 24.84%, recorded on Sep 1, 2020. The portfolio has not recovered from it yet.


Depth
Start
To Bottom
Bottom
To Recover
End
Total
-24.84%Apr 29, 20141599Sep 1, 2020
-18.69%Feb 18, 2011362Jul 26, 2012237Jul 9, 2013599
-4.22%Jan 10, 201422Feb 11, 201430Mar 26, 201452
-3.59%Aug 19, 201330Sep 30, 201354Dec 16, 201384
-1.63%Apr 16, 20144Apr 22, 20144Apr 28, 20148
-1.49%Jul 10, 20132Jul 11, 20139Jul 24, 201311
-1.45%Apr 7, 20141Apr 7, 20141Apr 8, 20142
-0.91%Dec 17, 20134Dec 20, 201312Jan 9, 201416
-0.88%Jan 7, 20118Jan 19, 20116Jan 27, 201114
-0.68%Feb 9, 20113Feb 11, 20114Feb 17, 20117

RALSVolatility Chart

Current ProShares RAFI Long/Short volatility is 2.51%. 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.


RALS (ProShares RAFI Long/Short)
Benchmark (S&P 500)

Portfolios with ProShares RAFI Long/Short


Loading data...

More Tools for ProShares RAFI Long/Short