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.