PowerShares UltraShort Lehman 7-10 + Year Treasury chart

Last update: 2022-12-30
Key statistics and financials
Three year average return -7.79%
YTD return 4.13%
Beta 3Y -2.54
Total Assets 74.83M
Annual report expense ratio 0.95%

Company description

The fund invests in financial instruments that ProShare Advisors believes, in combination, should produce daily returns consistent with the fund's investment objective. The index includes publicly-issued U.S. Treasury securities that have a remaining maturity of greater than or equal to seven years and less than or equal to ten years and have $300 million or more of outstanding face value, excluding amounts held by the Federal Reserve. The fund is non-diversified.

Sector: N/A - Industry: N/A


Insider Transactions

Here are the insider transactions of stock shares related to PowerShares UltraShort Lehman 7-10 + Year Treasury:

Filer Name Transaction Text Ownership Date Filer Relation Shares
NO DATA

Insider transaction explanations

Insider buying is the legal purchase of shares by a senior executive or director of a company. "Filer Name" corresponds to the name of the stock buyer or seller. "Transaction Text" describes the transaction. "Ownership" gives information about the transaction type. "Date" is the reported transaction date. "Filer Relation" gives the role of the insider in the company. "Shares" is the value of the transaction. You will find the complete description of the General Transaction Codes on the SEC dedicated page


Investment strategy backtesting

These are the result of three automatic investment systems applied to PowerShares UltraShort Lehman 7-10 + Year Treasury. You will find the performance of an systematic investment system, a momentum strategy, and a buy the dip trading strategy.


Systematic investment results on PowerShares UltraShort Lehman 7-10 + Year Treasury

Here is the result of two systematic investment strategies applied to PowerShares UltraShort Lehman 7-10 + Year Treasury. The first strategy automatically buys the first day of the month, and the second strategy buys the fifteenth day of the month.

Systematic investment equity curve on PowerShares UltraShort Lehman 7-10 + Year Treasury

The following chart shows the equity curve of the two systematic investment strategies applied to PowerShares UltraShort Lehman 7-10 + Year Treasury:

PowerShares UltraShort Lehman 7-10 + Year Treasury automated entries

The systematic investment strategy that buys the first day of the month would give a performance of -10.23% on the backtest period.

Performance at glance

Performance

-10.23 %

Latent gain

-231.36 $

Invested capital

2262.48 $

Annualized return

-2.47 %
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Momentum strategy results on PowerShares UltraShort Lehman 7-10 + Year Treasury

This is the result of two momentum investment strategies applied to PowerShares UltraShort Lehman 7-10 + Year Treasury. The first strategy uses a momentum signal calculated on one quarter, and the second uses a momentum signal calculated on two quarters.

Momentum entry openings on PowerShares UltraShort Lehman 7-10 + Year Treasury

The following chart shows all the entries opened by the momentum investment system on PowerShares UltraShort Lehman 7-10 + Year Treasury:

PowerShares UltraShort Lehman 7-10 + Year Treasury momentum entries
  • The first momentum investment strategy would give -11.35% of return on PowerShares UltraShort Lehman 7-10 + Year Treasury. That represents -543.0$ of latent gain with 4785.42$ of employed capital.
  • The second momentum investment strategy would give -12.36% of return on PowerShares UltraShort Lehman 7-10 + Year Treasury. That represents -247.28$ of latent gain with 1999.94$ of employed capital.
Performance at glance (1Q Momentum)

Performance

-11.35 %

Latent gain

-543.0 $

Invested capital

4785.42 $

Annualized return

0.0 %
Performance at glance (2Q Momentum)

Performance

-12.36 %

Latent gain

-247.28 $

Invested capital

1999.94 $

Annualized return

-3.38 %

Momentum equity curve on PowerShares UltraShort Lehman 7-10 + Year Treasury

The following chart shows the equity curve of the two momentum strategies applied to PowerShares UltraShort Lehman 7-10 + Year Treasury:

PowerShares UltraShort Lehman 7-10 + Year Treasury momentum equity

Note: the dividends potentially given by PowerShares UltraShort Lehman 7-10 + Year Treasury are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on PowerShares UltraShort Lehman 7-10 + Year Treasury

The following chart shows the employed capital evolution of the two momentum strategies on PowerShares UltraShort Lehman 7-10 + Year Treasury since the beginning:

PowerShares UltraShort Lehman 7-10 + Year Treasury

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.


Buy the dip strategy result on PowerShares UltraShort Lehman 7-10 + Year Treasury

Buy the dip entry openings on PowerShares UltraShort Lehman 7-10 + Year Treasury

PowerShares UltraShort Lehman 7-10 + Year Treasury

The performance achieved by the robo-advisor on PowerShares UltraShort Lehman 7-10 + Year Treasury is 0%. That represents 0.0$ of latent gain with 0.0$ of employed capital. The following chart shows PowerShares UltraShort Lehman 7-10 + Year Treasury stock price with all the entries opened by the automated investment system.

Note: The blue line represents the weekly stock price of PowerShares UltraShort Lehman 7-10 + Year Treasury, and the green triangles represent the entry openings. The artificall robo-advisor needs at least 100 weeks of trading history to work.

Performance at glance

Performance

0 %

Latent gain

0.0 $

Invested capital

0.0 $

Annualized return

0.0 %

Equity curve of the strategy applied to PowerShares UltraShort Lehman 7-10 + Year Treasury

The following chart shows the result of the investment strategy applied to PowerShares UltraShort Lehman 7-10 + Year Treasury:

PowerShares UltraShort Lehman 7-10 + Year Treasury

Note: the dividends potentially given by PowerShares UltraShort Lehman 7-10 + Year Treasury are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on PowerShares UltraShort Lehman 7-10 + Year Treasury

The following chart shows the employed capital evolution since the beginning of the investment strategy on PowerShares UltraShort Lehman 7-10 + Year Treasury:

PowerShares UltraShort Lehman 7-10 + Year Treasury

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.


Investment strategies comparison on PowerShares UltraShort Lehman 7-10 + Year Treasury

In this section, I will compare the three previous investment strategies applied to PowerShares UltraShort Lehman 7-10 + Year Treasury.

Equity curve comparison on PowerShares UltraShort Lehman 7-10 + Year Treasury

The following chart shows the equity curve of the artificall advisor, the trend folowing and the automatic investment strategies:

PowerShares UltraShort Lehman 7-10 + Year Treasury investment strategy comparison

Employed capital comparison on PowerShares UltraShort Lehman 7-10 + Year Treasury

PowerShares UltraShort Lehman 7-10 + Year Treasury investment comparison

Performance comparison on PowerShares UltraShort Lehman 7-10 + Year Treasury

Strategy Latent Profit Growth Employed capital CAGR
Automatic investment -10.23% -231.36$ 2262.48$ -2.47%
Momentum 1 quarter -11.35% -543.0$ 4785.42$ -2.91%
Momentum 2 quarters -12.36% -247.28$ 1999.94$ -3.38%
Non-directional 0% 0.0$ 0.0$ 0.0%
Annualized return comparison

Automatic investment

-2.47 %

Momentum 1Q

-3.38 %

Momentum 2Q

-3.38 %

Non-directional

0.0 %

Correlated stocks

Here are the most positively and negatively correlated stocks with PowerShares UltraShort Lehman 7-10 + Year Treasury:

Positive correlations

Most correlated stocks this year

  • PowerShares UltraShort Lehman 7-10 + Year Treasury

  • Most correlated stocks last 3 months

  • YINCHENG LS
  • PowerShares UltraShort Lehman 7-10 + Year Treasury

  • Negative correlation

    Most negatively correlated stocks this year


    Most negatively correlated stocks last 3 months

  • ISHARES GOLD BULLION ETF HDG
  • Sprott Physical Gold Trust
  • IQ MacKay Municipal Insured ETF

  • Note: The algorithm computes the probability of correlation between PowerShares UltraShort Lehman 7-10 + Year Treasury and the other stocks. There may be false positives or some missing correlated stocks. If the price of PowerShares UltraShort Lehman 7-10 + Year Treasury does not vary for 36 weeks, the correlation calculation result will be wrong.


    Company information

    Company name PowerShares UltraShort Lehman 7-10 + Year Treasury
    Country
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    Website
    FullTime employees
    Industry
    Sector
    Exchange ARCX
    Ticker PST
    Market

    PowerShares UltraShort Lehman 7-10 + Year Treasury ESG Scores

    Environment scores

    Environment ESG Factors Scores
    Environment Score 0
    Peer Environment Performance unknown
    Environment Percentile unknown
    Palm Oil unknown
    Nuclear unknown
    Fur Leather unknown
    GMO unknown
    Coal unknown
    Pesticides unknown
    Animal Testing unknown

    Social scores

    Social ESG Factors Scores
    Social Score 0
    Peer Social Performance unknown
    Social Percentile unknown
    Highest Controversy unknown
    Peer Highest Controversy Performance unknown
    Adult unknown
    Gambling unknown
    Alcoholic unknown
    Tobacco unknown
    Catholic unknown
    Controversial Weapons unknown
    Small Arms unknown
    Military Contract unknown
    Peer Count unknown

    Related Controversy:


    Governance scores

    Governance ESG Factors Scores
    Governance Score 0
    Peer Governance Performance unknown
    Governance Percentile unknown

    ESG at glance
    Total ESG Scores: unknown
    Environment Score: 0
    Social Score: 0
    Governance Score: 0

    ESG Performance: unknown

    Peer Group: unknown

    Peer Esg Score Performance: unknown

    Rating Year: unknown

    Rating Month: unknown

    Max Age: unknown

    Percentile: unknown