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Values as of: 2019-08-21
Values as of: 2019-08-21
The investment seeks investment results before fees and expenses that track the performance of the Merrill Lynch Factor Model-Exchange Series. The fund invests in securities and derivatives that ProShare Advisors believes, in combination, should track the performance of the Benchmark. The Benchmark, established by Merrill Lynch International, seeks to provide the risk and return characteristics of the hedge fund asset class by targeting a high correlation to the HFRI Fund Weighted Composite Index. The HFRI is designed to reflect hedge fund industry performance through an equally weighted composite of over 2000 constituent funds. It is non-diversified.
Company Website : www.proshares.com
Currency: USD
Country : USA
Inception Date: 12/07/2011
Primary Benchmark: BofAML Factor Modl - Exch Series TR USD
Primary Index: Morningstar Mod Tgt Risk TR USD
Gross Expense Ratio: 2.1%
Management Expense Ratio: 0.95 %
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Symbol | Company Name | Allocation |
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LFUS | Littelfuse Inc | 0.06 % |
N/A
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Symbol | Name | Mer | Price(Change) | Market Cap |
---|---|---|---|---|
SOJE | SOJE | 0.00 % |
+0.70 (+3.66%) |
USD 65.72B |
JEPI | JPMorgan Equity Premium Income.. | 0.00 % |
+0.44 (+0.79%) |
USD 32.43B |
DTB | DTB | 0.00 % |
+1.19 (+6.19%) |
USD 26.58B |
DFAC | Dimensional U.S. Core Equity 2.. | 0.00 % |
+0.36 (+1.19%) |
USD 26.00B |
GBTC | Grayscale Bitcoin Trust (BTC) | 0.00 % |
-0.05 (-0.08%) |
USD 23.75B |
JPST | JPMorgan Ultra-Short Income ET.. | 0.00 % |
+0.02 (+0.04%) |
USD 22.73B |
SGOV | iShares® 0-3 Month Treasury B.. | 0.00 % |
+0.01 (+0.01%) |
USD 19.79B |
AVUV | Avantis® U.S. Small Cap Value.. | 0.00 % |
+1.53 (+1.72%) |
USD 10.49B |
DFUV | Dimensional US Marketwide Valu.. | 0.00 % |
+0.37 (+0.94%) |
USD 10.15B |
DFAT | Dimensional U.S. Targeted Valu.. | 0.00 % |
+0.59 (+1.15%) |
USD 9.40B |
Symbol | Name | Weight | Mer | Price(Change) | Market Cap |
---|---|---|---|---|---|
ALTS | 12.55 % | 0.00 % |
N/A |
N/A |
Market Performance vs. Industry/Classification (Others) | Market Performance vs. Exchange (NYSE Arca) | ||||||
Value | Sector Median | Percentile Rank | Grade | Market Median | Percentile Rank | Grade | |
YTD | |||||||
Capital Gain | 4.26% | 32% | F | 36% | F | ||
Dividend Return | 0.67% | 25% | F | 16% | F | ||
Total Return | 4.93% | 30% | F | 33% | F | ||
Trailing 12 Months | |||||||
Capital Gain | -1.08% | 57% | F | 58% | F | ||
Dividend Return | 0.99% | 23% | F | 17% | F | ||
Total Return | -0.09% | 53% | F | 53% | F | ||
Trailing 5 Years | |||||||
Capital Gain | 5.90% | 55% | F | 58% | F | ||
Dividend Return | 1.20% | 11% | F | 6% | D- | ||
Total Return | 7.10% | 43% | F | 41% | F | ||
Average Annual (5 Year Horizon) | |||||||
Capital Gain | 1.26% | 53% | F | 52% | F | ||
Dividend Return | 1.41% | 34% | F | 33% | F | ||
Total Return | 0.15% | 7% | C- | 4% | F | ||
Risk Return Profile | |||||||
Volatility (Standard Deviation) | 3.33% | 88% | B+ | 94% | A | ||
Risk Adjusted Return | 42.33% | 53% | F | 56% | F | ||
Market Capitalization | 0.03B | 34% | F | 32% | F |
Target Price Action | Rating Action | Analyst | Rating | Price | Date |
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This is a composite scorecard based on the application of evaluation criteria deemed most important by analysts. This is not a buy or sell recommendation.
The stock’s annual returns have been stable and consistent compared to its sector peers(for a hold period of at least 12 months) and is in the top quartile. Although stability is good, also keep in mind it can limit returns.
The company’s average income yield over the past 5 years has been low compared to its peers. However, it is not a problem if you are not looking for income.
The company has under performed its peers on annual average total returns in the past 5 years.
This is among the smaller entities in its sectors with below median market capitalization. That may make it less stable in the long run unless it has a unique technology or market which can help it grow or get acquired in future.