ProShares Global Listed Private Equity ETF
Ticker
PEX
ISIN
US74348A533
Price
USD 30.01
Change Today
-0.24 / -0.78 %
Price 1 year ago
24.28 / 23.621 %
Morningstar
-
52 Week Low
23.16
52 Week High
30.43
200 Day Moving Average 27.00
27.00
50-day Moving Average
29.45
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 1.20 |
| Sortino Ratio | 1.36 |
| Maximum Drawdown | -11.75% |
| Maximum Drawdown Date | 2023-10-27 |
| Calmar Ratio | -1.56 |
1 year
| Parameter | Value |
|---|---|
| Return | 4.08 |
| Volatility | 10.07% |
| Alpha | -3.20 |
| Beta | None |
| R Squared | +97.26 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 7.798% |
| Average Annual Volatility | 19.367% |
| Sharpe Ratio | 0.40 |
| Sortino Ratio | 0.31 |
| Maximum Drawdown | -49.0% |
| Maximum Drawdown Date | 2020-03-23 |
| Calmar Ratio | -0.17 |
Company information
Summary
The investment seeks investment results, before fees and expenses, that track the performance of the LPX Direct Listed Private Equity Index (the "index"). The index consists of up to 30 qualifying listed private equity companies. The fund invests in financial instruments that ProShare Advisors believes, in combination, should track the performance of the index. It will invest at least 80% of its total assets in component securities. The fund will concentrate its investments in a particular industry or group of industries, country or region to approximately the same extent the index is so concentrated or focused. It is non-diversified.
Market
US
Category
Miscellaneous Sector
Expense Ratio
2.67%
Fund family
ProShares
Morningstar
-
Yield
0.092700005
Exchange
BTS
| Sector | Weight |
|---|---|
| Financial services | 74.02% |
| Industrials | 2.26% |
| Healthcare | 0.92% |
| Basic materials | 0.62% |
| Consumer cyclical | 0.09% |
| Realestate | 0.00% |
| Consumer defensive | 0.00% |
| Technology | 0.00% |
| Communication services | 0.00% |
| Utilities | 0.00% |
| Energy | 0.00% |
| Country | Ratio |
|---|---|
| United States | 62.19 |
| Sweden | 11.21 |
| France | 10.95 |
| Canada | 8.05 |
| United Kingdom | 3.84 |
| Germany | 1.40 |
| Belgium | 1.39 |
| China | 0.75 |
| Netherlands | 0.13 |
| India | 0.06 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| ARCC | Ares Capital Corp | 9.82% |
| III.L | 3i Ord | 9.25% |
| ONEX.TO | Onex Corp | 8.65% |
| RF.PA | Eurazeo SE | 6.81% |
| MF.PA | Wendel SE | 5.67% |
| FSK | FS KKR Capital Corp | 4.33% |
| MAIN | Main Street Capital Corp | 4.29% |
| GBDC | Golub Capital BDC Inc Class B | 3.91% |
| PSEC | Prospect Capital Corp | 3.84% |
| HBMN | HBM Healthcare Investments AG Ord | 3.62% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| AGGG.L | iShares Core Global Aggregate Bond UCITS ETF | IE00B3F8140 | LSE | 0.10% | 4 | ||
| FTGC | First Trust Global Tactical Commodity Strategy Fund | US33739H101 | NGM | 0.95% | 4 | +4.24 | |
| IOO | iShares Global 100 ETF | DE000A0F5UH1 | PCX | 0.40% | 5 | -0.85 | |
| IXC | iShares Global Energy ETF | US4642873412 | PCX | 0.40% | 5 | +38.88 | |
| IXJ | iShares Global Healthcare ETF | US4642873255 | PCX | 0.40% | 4 | +4.96 | |
| IXN | iShares Global Tech ETF | US4642872919 | PCX | 0.40% | 4 | -3.70 | |
| LIT | Global X Lithium & Battery Tech ETF | US37954Y855 | PCX | 0.75% | 4 | +3.12 | |
| PAVE | Global X U.S. Infrastructure Development ETF | IE00BLCHJ53 | BTS | 0.47% | 5 | +23.28 | |
| PICK | iShares MSCI Global Metals & Mining Producers ETF | US46434G8481 | BTS | 0.39% | 5 | +31.51 | |
| SAGG.L | iShares Core Global Aggregate Bond UCITS ETF | IE00BDBRDM3 | LSE | 0.10% | 4 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.