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ProShares Short Financials (SEF)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS74347R2307
CUSIP74347B185
IssuerProShares
Inception DateJun 12, 2008
RegionNorth America (U.S.)
CategoryInverse Equities
Index TrackedDow Jones U.S. Financials Index (-100%)
Asset ClassEquity

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.


0.50%1.00%1.50%2.00%0.95%

Share Price Chart


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Compare to other instruments

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

ProShares Short Financials

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.


-100.00%0.00%100.00%200.00%300.00%OctoberNovemberDecember2024FebruaryMarch
-92.01%
292.15%
SEF (ProShares Short Financials)
Benchmark (^GSPC)

S&P 500

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.


PeriodReturnBenchmark
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


JanFebMarAprMayJunJulAugSepOctNovDec
2024-2.38%-3.56%
20233.32%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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
SEF
ProShares Short Financials
-1.70
^GSPC
S&P 500
2.79

Sharpe Ratio

The current ProShares Short Financials Sharpe ratio is -1.70. 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-2.00-1.000.001.002.003.00OctoberNovemberDecember2024FebruaryMarch
-1.70
2.79
SEF (ProShares Short Financials)
Benchmark (^GSPC)

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.


PeriodTTM202320222021202020192018
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.


JanFebMarAprMayJunJulAugSepOctNovDec
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.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-95.61%
0
SEF (ProShares Short Financials)
Benchmark (^GSPC)

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, 20093790Mar 28, 2024
-35.06%Nov 21, 200811Dec 8, 200859Mar 5, 200970
-32.07%Jul 16, 200847Sep 19, 200814Oct 9, 200861
-20.24%Oct 28, 20086Nov 4, 20086Nov 12, 200812
-18.92%Oct 10, 20083Oct 14, 20089Oct 27, 200812

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.


2.00%3.00%4.00%5.00%6.00%OctoberNovemberDecember2024FebruaryMarch
2.73%
2.80%
SEF (ProShares Short Financials)
Benchmark (^GSPC)