ProShares Short Financials (SEF)
SEF is a passive ETF by ProShares tracking the investment results of the Dow Jones U.S. Financials Index (-100%). SEF launched on Jun 12, 2008 and has a 0.95% expense ratio.
ETF Info
ISIN | US74347R2307 |
---|---|
CUSIP | 74347B185 |
Issuer | ProShares |
Inception Date | Jun 12, 2008 |
Region | North America (U.S.) |
Category | Inverse Equities |
Index Tracked | Dow Jones U.S. Financials Index (-100%) |
Asset Class | Equity |
Asset Class Size | Large-Cap |
Asset Class Style | Blend |
Expense Ratio
The ProShares Short Financials has a high expense ratio of 0.95%, indicating higher-than-average management fees.
Share Price Chart
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Compare to other instruments
Popular comparisons: SEF vs. XLF
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ProShares Short Financials, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
ProShares Short Financials had a return of -9.43% year-to-date (YTD) and -20.73% in the last 12 months. Over the past 10 years, ProShares Short Financials had an annualized return of -12.19%, while the S&P 500 had an annualized return of 10.89%, indicating that ProShares Short Financials did not perform as well as the benchmark.
Period | Return | Benchmark |
---|---|---|
Year-To-Date | -9.43% | 10.16% |
1 month | -4.21% | 3.47% |
6 months | -18.61% | 22.20% |
1 year | -20.73% | 30.45% |
5 years (annualized) | -13.73% | 13.16% |
10 years (annualized) | -12.19% | 10.89% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -2.38% | -3.56% | ||||||||||
2023 | 3.32% | 3.88% | 3.05% | -9.33% | -4.64% |
Risk-Adjusted Performance
Risk-Adjusted Performance Indicators
This table presents risk-adjusted performance metrics for ProShares Short Financials (SEF) 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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
ProShares Short Financials | -1.70 | ||||
S&P 500 | 2.79 |
Dividends
Dividend History
ProShares Short Financials granted a 5.42% dividend yield in the last twelve months. The annual payout for that period amounted to $0.55 per share.
Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
---|---|---|---|---|---|---|---|
Dividend | $0.55 | $0.50 | $0.05 | $0.00 | $0.02 | $0.24 | $0.10 |
Dividend yield | 5.42% | 4.43% | 0.39% | 0.00% | 0.12% | 1.25% | 0.41% |
Monthly Dividends
The table displays the monthly dividend distributions for ProShares Short Financials. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | $0.00 | $0.00 | ||||||||||
2023 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.19 |
2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.05 |
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 | $0.06 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.05 |
2018 | $0.03 | $0.00 | $0.00 | $0.07 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the ProShares Short Financials. 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 Financials was 95.61%, occurring on Mar 28, 2024. The portfolio has not yet recovered.
The current ProShares Short Financials drawdown is 95.61%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-95.61% | Mar 9, 2009 | 3790 | Mar 28, 2024 | — | — | — |
-35.06% | Nov 21, 2008 | 11 | Dec 8, 2008 | 59 | Mar 5, 2009 | 70 |
-32.07% | Jul 16, 2008 | 47 | Sep 19, 2008 | 14 | Oct 9, 2008 | 61 |
-20.24% | Oct 28, 2008 | 6 | Nov 4, 2008 | 6 | Nov 12, 2008 | 12 |
-18.92% | Oct 10, 2008 | 3 | Oct 14, 2008 | 9 | Oct 27, 2008 | 12 |
Volatility
Volatility Chart
The current ProShares Short Financials volatility is 2.73%, 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.