FUT
ProShares Managed Futures Strategy\Disc
$41.93
0.00 (0.00%)
Currency in USD / Last Updated: 11/28/2022
| Category | Systematic Trend |
|---|---|
| Market Cap | 8.176M |
| 52 Week High | 42.09 |
| 52 Week Low | 38.46 |
Customize MutualFund.com
Log in or sign up to get started.
Key Data
| Symbol | FUT |
|---|---|
| Type | ETF |
| Category | Systematic Trend |
| Price | 41.93 |
| Price Yesterday | 41.93 |
| Market Cap | 8.18 |
| YTD Return | 8.71% |
Expense Details
| Deferred | 0 |
|---|---|
| 12b-1 | 0 |
| Front Load | 0 |
| Initial Purchase Amount | 0 |
| Redeption Fee | 0 |
| Prospectus | 0.0075 |
Overview
| 52 Week High | 42.09 |
|---|---|
| 52 Week Low | 38.46 |
| Market Cap | 8.18M |
| Shares Outstanding | 0.20M |
| Income Dividend Yield | 0.00% |
| Long Term Dividend Yield | 0.00% |
| Short Term Dividend Yield | 0.00% |
| 52 Week Yield (All) | 0.00% |
Returns Annualized
| One Day | 0.00% |
|---|---|
| Five Days | 0.00% |
| One Months | 0.00% |
| Three Months | 0.00% |
| Six Months | 0.00% |
| Nine Months | 8.81% |
| One Year | 4.02% |
| Three Years | 1.89% |
| Five Years | 1.00% |
| Ten Years | 0.44% |
| YTD | 9.68% |
| Since Inception | 0.65% |
Returns Total
| One Day | 0.00% |
|---|---|
| Five Days | 0.00% |
| One Month | 0.00% |
| Three Months | 0.00% |
| Six Months | 0.00% |
| Nine Months | 6.53% |
| One Year | 4.02% |
| Three Years | 5.78% |
| Five Years | 5.09% |
| Ten Years | 4.49% |
| YTD | 8.71% |
| Since Inception | 4.49% |
Yearly Returns
| 2022 | 8.71% |
|---|---|
| 2021 | -4.22% |
| 2020 | 2.62% |
| 2019 | -2.49% |
| 2018 | -0.07% |
| 2017 | -2.96% |
| 2016 | 3.41% |
| 2015 | 0.00% |
| 2014 | 0.00% |
| 2013 | 0.00% |
Risk against SP-DA
| Alpha | 2.80% |
|---|---|
| Beta | -0.02 |
| Correlation | -13.90% |
| Downside Deviation | 2.84% |
| Coefficient of determination | 1.93% |
| Standard Deviation | 1.19% |
| Sharpe Ratio | 3.98 |
| Sortino | 5.76 |
| Treynor | -131.4 |
| Ulcer Index | 1.57 |
| Ulcer Performance Index | 10.41 |