ProShares K Performance

ProShares K 1 Free Crude Oil Strategy -- USA Etf  

USD 22.50  0.22  0.99%

The etf holds Beta of -0.4195 which implies as returns on market increase, returns on owning ProShares K are expected to decrease at a much smaller rate. During bear market, ProShares K is likely to outperform the market.. Although it is extremely important to respect ProShares K 1 current trending patterns, it is better to be realistic regarding the information on equity existing price patterns. The philosophy towards forecasting future performance of any etf is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By analyzing ProShares K 1 technical indicators you can presently evaluate if the expected return of 0.0545% will be sustainable into the future.
 Time Horizon     30 Days    Login   to change

ProShares K 1 Relative Risk vs. Return Landscape

If you would invest  2,225  in ProShares K 1 Free Crude Oil Strategy on February 18, 2018 and sell it today you would earn a total of  25.00  from holding ProShares K 1 Free Crude Oil Strategy or generate 1.12% return on investment over 30 days. ProShares K 1 Free Crude Oil Strategy is currenly generating 0.0545% of daily expected returns and assumes 1.2823% risk (volatility on return distribution) over the 30 days horizon. In different words, 11% of equities are less volatile than ProShares K 1 Free Crude Oil Strategy and 99% of traded equity instruments are projected to make higher returns than the company over the 30 days investment horizon.
 Daily Expected Return (%) 
      Risk (%) 
Given the investment horizon of 30 days, ProShares K 1 Free Crude Oil Strategy is expected to generate 1.37 times more return on investment than the market. However, the company is 1.37 times more volatile than its market benchmark. It trades about 0.04 of its potential returns per unit of risk. The DOW is currently generating roughly 0.0 per unit of risk.

ProShares K Realized Returns

ProShares K Daily Price Distribution

The median price of ProShares K for the period between Sun, Feb 18, 2018 and Tue, Mar 20, 2018 is 21.94000053 with a coefficient of variation of 62.69. The daily time series for the period is distributed with a sample standard deviation of 10.08, arithmetic mean of 16.07, and mean deviation of 8.77. The Etf received some media coverage during the period.

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in ProShares K 1 Free Crude Oil Strategy are ranked lower than 2 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

ProShares K Sharpe Ratio = 0.0425
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Estimated Market Risk

  actual daily
 89 %
of total potential

Expected Return

  actual daily
 1 %
of total potential

Risk-Adjusted Return

  actual daily
 2 %
of total potential
Based on monthly moving average ProShares K is performing at about 2% 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 K by adding it to a well-diversified portfolio.