ProShares High Yield-Interest Rate Hedged ETF
Provider: ProShares
| Annualised Return | 3.94% |
| Realised Volatility | 7.64% |
| Downside Volatility | 6.77% |
| Max Drawdown | -18.48% |
| Winning months | 63.83% |
| Sharpe Ratio | 0.52 |
| Sortino Ratio | 0.58 |
| Calmar Ratio | 0.21 |
| Viking Ratio | 0.25 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 0.19% | 0.19% | |||||||||||
| 2024 | 0.16% | 2.1% | 0.44% | 1.2% | 0.94% | -0.09% | 0.98% | 0.77% | 1.01% | 1.43% | 1.25% | 0.69% | 11.41% |
| 2023 | 3% | 0.55% | -0.38% | 0.03% | 0.11% | 3.89% | 1.38% | 0.74% | 0.02% | -0.16% | 2.39% | 2.32% | 14.69% |
| 2022 | -1.53% | -0.04% | 1.79% | -2.46% | 0.87% | -6.38% | 4.88% | -1.28% | -0.41% | 4.3% | 0.34% | -1.31% | -1.71% |
| 2021 | 0.24% | 0.78% | 1.58% | 0.07% | -0.16% | 1.12% | -0.55% | 0.9% | 0.58% | 0.24% | -1.59% | 2.44% | 5.75% |
| 2020 | -1.46% | -2.41% | -11.72% | 3.41% | 4.23% | -0.64% | 5.14% | 0.3% | -1.28% | 0.33% | 4.01% | 1.4% | 0.16% |
| 2019 | 4.9% | 1.97% | 0.31% | 1.62% | -3.03% | 2.69% | 0.3% | -1.15% | 0.64% | 0.12% | 1.04% | 2.2% | 12.02% |
| 2018 | 2.42% | -0.79% | -1.27% | 1.44% | -0.44% | 0.42% | 2.27% | 0.01% | 1.74% | -1.88% | -1.21% | -4.47% | -1.95% |
| 2017 | 0.91% | 1.05% | -0.8% | 0.53% | 0.66% | 0.04% | 1.17% | -1.19% | 1.04% | 0.47% | -0.1% | -0.04% | 3.77% |
| 2016 | -4.03% | 1.27% | 4.13% | 3.51% | 0.54% | -0.66% | 1.89% | 3.24% | 0.69% | -0.14% | 1.93% | 2.71% | 15.86% |
| 2015 | -1.94% | 4.49% | -1.41% | 1.21% | 0.26% | -1.46% | -1.91% | -2.58% | -4.7% | 3.72% | -2.47% | -2.78% | -9.53% |
| 2014 | -1.06% | 1.71% | 0.34% | 0.05% | -0.22% | 1.3% | -0.74% | 0% | -2.66% | 0.07% | -2.2% | -0.7% | -4.12% |
| 2013 | 0.03% | -2.21% | 2.82% | -1.39% | 0.24% | 2.64% | -0.05% | 1.13% | 3.13% |