ProShares Short S&P500

Ticker

SH

ISIN

US74347B425

Price

USD 11.84

Change Today

+0.00 / 0.023 %

Price 1 year ago

14.12 / -16.111 %

Morningstar

-

52 Week Low

11.83

52 Week High

14.70

200 Day Moving Average 12.96

12.96

50-day Moving Average

12.10


Price evolution


Yearly returns


Peers comparison

Risk factors

1 year

Parameter Value
Sharpe Ratio -0.85
Sortino Ratio -1.45
Maximum Drawdown -13.07%
Maximum Drawdown Date 2023-12-27
Calmar Ratio 0.97

1 year

Parameter Value
Return -2.66
Volatility 9.305%
Alpha -2.57
Beta None
R Squared +99.77

History

Parameter Value
Average Annual Return -10.156%
Average Annual Volatility 19.767%
Sharpe Ratio -0.51
Sortino Ratio -0.89
Maximum Drawdown -93.0%
Maximum Drawdown Date 2024-05-15
Calmar Ratio 0.11

Company information

Summary

The investment seeks daily investment results that correspond to the inverse (-1x) of the daily performance of the S&P 500® Index. The fund invests in financial instruments that ProShare Advisors believes, in combination, should produce daily returns consistent with the fund's investment objective. The index is a measure of large-cap U.S. stock market performance. It is a float-adjusted, market capitalization-weighted index of 500 U.S. operating companies and real estate investment trusts selected through a process that factors in criteria such as liquidity, price, market capitalization, financial viability and public float. The fund is non-diversified.

Market

US

Category

Trading--Inverse Equity

Expense Ratio

0.88%

Fund family

ProShares

Morningstar
-
Yield
-
Exchange
PCX
Sector Weight
Realestate 0.00%
Consumer cyclical 0.00%
Basic materials 0.00%
Consumer defensive 0.00%
Technology 0.00%
Communication services 0.00%
Financial services 0.00%
Utilities 0.00%
Industrials 0.00%
Energy 0.00%
Healthcare 0.00%
Country Ratio
United States
Canada
Argentina
Brazil
Chile
Colombia
Mexico
Peru
Venezuela
United Kingdom

Holdings

Symbol Name Allocation
S&P 500 Index Swap Bank Of America Na 11.03%
S&P 500 Index Swap Bnp Paribas 8.22%
S&P 500 Index Swap Goldman Sachs International 7.45%
S&P 500 Index Swap Societe Generale 6.74%
S&P 500 Index Swap Ubs Ag 6.34%
S&P 500 Index Swap Citibank Na 5.23%
United States Treasury Bills 3.37%
S&P 500 Index Swap Credit Suisse International 3.17%

Alternative funds

Ticker Name Isin Exchange Expenses Morningstar Alpha Beta
ERNA.L iShares $ Ultrashort Bond UCITS ETF DE000A1W4WE LSE 0.09% 5 +0.03 --
JMST JPMorgan Ultra-Short Municipal Income ETF US46641Q654 BTS 0.18% 5 -0.99 --
JPST JPMorgan Ultra-Short Income ETF US46641Q837 PCX 0.18% 5 -0.35
PULS PGIM Ultra Short Bond ETF US69344A107 PCX 0.15% 5 +0.17 --
VTIP Vanguard Short-Term Inflation-Protected Securities Index Fund US922020805 NGM 0.04% 5 -0.38

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.