Proshares Trust Etf Performance
| RB Etf | 40.77 0.07 0.17% |
The etf holds a Beta of -0.0024, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning ProShares Trust are expected to decrease at a much lower rate. During the bear market, ProShares Trust is likely to outperform the market.
Risk-Adjusted Performance
Solid
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in ProShares Trust are ranked lower than 24 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong fundamental drivers, ProShares Trust is not utilizing all of its potentials. The latest stock price disturbance, may contribute to short-term losses for the investors. ...more
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ProShares Trust Relative Risk vs. Return Landscape
If you would invest 4,026 in ProShares Trust on April 21, 2025 and sell it today you would earn a total of 51.00 from holding ProShares Trust or generate 1.27% return on investment over 90 days. ProShares Trust is generating 0.0743% of daily returns and assumes 0.2406% volatility on return distribution over the 90 days horizon. Put differently, 2% of etfs are less risky than ProShares on the basis of their historical return distribution, and some 99% of all equities are expected to be superior in generating returns on investments over the next 90 days. Expected Return |
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ProShares Trust Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for ProShares Trust's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as ProShares Trust , and traders can use it to determine the average amount a ProShares Trust's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.309
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Estimated Market Risk
| 0.24 actual daily | 2 98% of assets are more volatile |
Expected Return
| 0.07 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.31 actual daily | 24 76% of assets perform better |
Based on monthly moving average ProShares Trust is performing at about 24% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of ProShares Trust by adding it to a well-diversified portfolio.
About ProShares Trust Performance
By analyzing ProShares Trust's fundamental ratios, stakeholders can gain valuable insights into ProShares Trust's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if ProShares Trust has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if ProShares Trust has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.