Cboe US - Delayed Quote USD

ProShares Managed Futures Strategy ETF (FUT)

41.93 +0.06 (+0.13%)
At close: May 2 at 2:15 PM EDT

ETF Summary

Under normal market conditions, the fund invests in a portfolio of commodity futures contracts and currency and U.S. Treasury futures contracts. The Advisor attempts to capture the economic benefit derived from rising and declining trends based on the price changes of these Futures Contracts. It will also hold cash or cash equivalents such as short-term U.S. Treasury securities or other high credit quality, short-term fixed-income or similar securities for direct investment or as collateral for Futures Contracts. It is non-diversified.

Risk Overview

Performance & Risk

YTD Return 8.72%
5y Average Return 1.68%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) -0.10
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
FUTCategory AverageFUTCategory AverageFUTCategory Average
Alpha 3.16 6.3 1.18 6.42 0 3.92
BETA -0.1 -0.23 -0.07 -0.1 0 -0.05
Mean Annual Return 0.24 0.67 0.13 0.63 0 0.42
R-squared 11.37 16.44 6.62 7.85 0 4.83
Standard Deviation 5.17 11.8 4.44 11.12 0 10.84
Sharpe Ratio 0.23 0.37 0.92 0.46 0 0.32
Treynor Ratio -21.51 -18.35 -5.74 -41.95 0 -0.19

Related Tickers