ISPYProShares
ProShares Trust ProShares S&P 5
$48.45+0.50% today
424952-WK
SOURCE: MARKET TAPE & DAILY CREATION/REDEMPTION RECORDS · 1Y SHOWN
The desk’s read
Flows are quiet — the past month netted out near zero, while the price has returned +6.0% so far this year. At 0.55% a year it is not the cheapest way in — LQD runs the same ground at 0.14%.
COMPOSED FROM THE FUND’S OWN DAILY RECORDS · UPDATED WITH EACH REFRESH
$240Massets under management
0.55%expense ratio · $55 per $10,000 a year
—net flow, trailing month
76Kavg daily volume, 30 days
506holdings
2023listed December 17, 2023 · beta 0.93
Sector weights
PORTFOLIO COMPOSITION, LATEST DISCLOSURE
Country weights
PORTFOLIO COMPOSITION, LATEST DISCLOSURE
Performance
| 1 week | -1.4% |
| 1 month | +2.4% |
| 3 months | +0.5% |
| 6 months | +6.1% |
| YTD | +6.0% |
| 1 year | +10.9% |
| 3 years | — |
PRICE RETURN, DISTRIBUTIONS NOT REINVESTED
Net flows
| 1 week | — |
| 1 month | — |
| 3 months | — |
| YTD | — |
| 1 year | — |
CREATION/REDEMPTION DOLLARS, DAILY RECORDS
The risk read
11%realized volatility, 30 days (annualized)
13%realized volatility, 1 year
-9.3%deepest fall from a peak, 1 year
-1.5%where it sits vs. that peak today
VOLATILITY & DRAWDOWN FROM THE DAILY TAPE · CONCENTRATION FROM THE LATEST DISCLOSED BOOK
Options tape
—calls today
—puts today
—put/call ratio
28Kshares traded