ProShares K Semi Deviation

ProShares K 1 Free Crude Oil Strategy -- USA Etf  

USD 23.03  0.003001  0.013%

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ProShares K 1 Free Crude Oil Strategy has current Semi Deviation of 1.28. Semi-deviation provides a good measure of downside risk for a equity or a portfolio. It is similar to standard deviation, but it only looks at periods where the returns are less than the target or average level.
ProShares K 
Semi Deviation 
SQRT =   Square root notation
SV =   ProShares K semi variance of returns over selected period

Semi Deviation Comparison

ProShares K 1 Free Crude Oil Strategy is regarded second largest ETF in semi deviation as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about  3.70  of Maximum Drawdown per Semi Deviation. The ratio of Maximum Drawdown to Semi Deviation for ProShares K 1 Free Crude Oil Strategy is roughly  3.70 
Semideviation is the square root of semi variance. Semi-variance is calculated by averaging the deviations of returns that have a result that is less than the mean.
Compare ProShares K to competition
The investment seeks to provide total return through actively managed exposure to the West Texas Intermediate crude oil futures markets. ProShares K is traded on BATS Exchange in USA. more
NameProShares K 1 Free Crude Oil Strategy
Thematic ClassificationEnergyView All
Macroaxis Advice
InstrumentUSA Etf View All
Investment IssuerProShares
ExchangeBATS Exchange
CurrencyUSD - US Dollar
DescriptionProShares K 1 Free Crude Oil Strategy ETF
Inception Date2016-09-26
BenchmarkNot Applicable
Entity TypeRegulated Investment Company
Asset Under Management6.75 Million
Average Trading Valume9,393
Asset TypeCommodities
FocusCrude Oil
Market ConcentrationBlended Development
AdministratorJ.P. Morgan Investor Services Co.
AdvisorProShare Advisors LLC
CustodianJPMorgan Chase Bank, N.A.
DistributorSEI Investments Distribution Co.
Portfolio ManagerAlexander Ilyasov, Ryan Dofflemeyer
Transfer AgentJPMorgan Chase Bank, N.A.
Fiscal Year EndMay 31
ExchangeCboe BZX Exchange, Inc.
Market MakerVirtu Financial
Total Expense0.65
Management Fee0.65