UltraPro Short 20+ Year Treasury (TTT)
TTT is a passive ETF by ProShares tracking the investment results of the Barclays Capital U.S. 20+ Year Treasury Index (-300%). TTT launched on Mar 27, 2012 and has a 0.95% expense ratio.
ETF Info
ISIN | US74348A4913 |
---|---|
CUSIP | 74348A491 |
Issuer | ProShares |
Inception Date | Mar 27, 2012 |
Region | North America (U.S.) |
Category | Leveraged Bonds, Leveraged |
Leveraged | 3x |
Index Tracked | Barclays Capital U.S. 20+ Year Treasury Index (-300%) |
ETF Home Page | www.proshares.com |
Asset Class | Bond |
Expense Ratio
The UltraPro Short 20+ Year Treasury has a high expense ratio of 0.95%, indicating higher-than-average management fees.
Share Price Chart
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Performance
The chart shows the growth of an initial investment of $10,000 in UltraPro Short 20+ Year Treasury, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Compare to other instruments
Popular comparisons: TTT vs. TBT, TTT vs. TMF, TTT vs. TLT, TTT vs. TMV, TTT vs. UUP, TTT vs. SPY, TTT vs. SQQQ, TTT vs. VOO
Return
UltraPro Short 20+ Year Treasury had a return of -8.60% year-to-date (YTD) and 32.34% in the last 12 months. Over the past 10 years, UltraPro Short 20+ Year Treasury had an annualized return of -13.38%, while the S&P 500 had an annualized return of 9.79%, indicating that UltraPro Short 20+ Year Treasury did not perform as well as the benchmark.
Period | Return | Benchmark |
---|---|---|
1 month | 16.20% | 0.86% |
Year-To-Date | -8.60% | 9.53% |
6 months | -2.09% | 4.45% |
1 year | 32.34% | 1.14% |
5 years (annualized) | -7.25% | 9.36% |
10 years (annualized) | -13.38% | 9.79% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2023 | -19.85% | 15.50% | -14.23% | -0.94% | ||||||||
2022 | 19.67% | -20.12% | 6.41% |
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for UltraPro Short 20+ Year Treasury (TTT) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that 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 | |
---|---|---|---|---|---|
TTT UltraPro Short 20+ Year Treasury | 0.56 | ||||
^GSPC S&P 500 | 0.27 |
Dividend History
UltraPro Short 20+ Year Treasury granted a 0.71% dividend yield in the last twelve months. The annual payout for that period amounted to $0.50 per share.
Period | TTM | 2022 | 2021 | 2020 | 2019 | 2018 |
---|---|---|---|---|---|---|
Dividend | $0.50 | $0.26 | $0.00 | $0.09 | $1.24 | $0.46 |
Dividend yield | 0.71% | 0.34% | 0.00% | 0.29% | 1.90% | 0.46% |
Monthly Dividends
The table displays the monthly dividend distributions for UltraPro Short 20+ Year Treasury. 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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2023 | $0.00 | $0.00 | $0.23 | $0.00 | ||||||||
2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.26 |
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 | $0.09 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
2019 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.35 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $0.34 |
2018 | $0.18 | $0.00 | $0.00 | $0.28 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the UltraPro Short 20+ Year Treasury. 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 UltraPro Short 20+ Year Treasury is 94.00%, recorded on Aug 4, 2020. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-94% | Apr 4, 2012 | 2097 | Aug 4, 2020 | — | — | — |
-0.43% | Apr 2, 2012 | 1 | Apr 2, 2012 | 1 | Apr 3, 2012 | 2 |
Volatility Chart
The current UltraPro Short 20+ Year Treasury volatility is 14.57%, 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.