ProShares Inflation Expectations ETF chart

Last update: 2022-12-30
Key statistics and financials
Three year average return 5.64%
YTD return -2.11%
Beta 3Y -0.98
Total Assets 44.44M
Annual report expense ratio 0.30%

Company description

Under normal circumstances, the fund will invest at least 80% of its total assets in component securities of the index. The index tracks the performance of (i) long position in the most recently issued 30-year Treasury Inflation-Protected Securities ("TIPS") and (ii) duration-adjusted short position in U.S. Treasury bonds of, in aggregate, approximate equivalent duration dollars to the TIPS. The fund is non-diversified.

Sector: N/A - Industry: N/A


Insider Transactions

Here are the insider transactions of stock shares related to ProShares Inflation Expectations ETF:

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 ProShares Inflation Expectations ETF. You will find the performance of an systematic investment system, a momentum strategy, and a buy the dip trading strategy.


Systematic investment results on ProShares Inflation Expectations ETF

Here is the result of two systematic investment strategies applied to ProShares Inflation Expectations ETF. 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 ProShares Inflation Expectations ETF

The following chart shows the equity curve of the two systematic investment strategies applied to ProShares Inflation Expectations ETF:

ProShares Inflation Expectations ETF automated entries

The systematic investment strategy that buys the first day of the month would give a performance of 13.97% on the backtest period.

Performance at glance

Performance

13.97 %

Latent gain

276.98 $

Invested capital

1982.24 $

Annualized return

3.37 %
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Momentum strategy results on ProShares Inflation Expectations ETF

This is the result of two momentum investment strategies applied to ProShares Inflation Expectations ETF. 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 ProShares Inflation Expectations ETF

The following chart shows all the entries opened by the momentum investment system on ProShares Inflation Expectations ETF:

ProShares Inflation Expectations ETF momentum entries
  • The first momentum investment strategy would give 12.04% of return on ProShares Inflation Expectations ETF. That represents 734.95$ of latent gain with 6103.77$ of employed capital.
  • The second momentum investment strategy would give 9.28% of return on ProShares Inflation Expectations ETF. That represents 355.15$ of latent gain with 3827.46$ of employed capital.
Performance at glance (1Q Momentum)

Performance

12.04 %

Latent gain

734.95 $

Invested capital

6103.77 $

Annualized return

1.85 %
Performance at glance (2Q Momentum)

Performance

9.28 %

Latent gain

355.15 $

Invested capital

3827.46 $

Annualized return

2.54 %

Momentum equity curve on ProShares Inflation Expectations ETF

The following chart shows the equity curve of the two momentum strategies applied to ProShares Inflation Expectations ETF:

ProShares Inflation Expectations ETF momentum equity

Note: the dividends potentially given by ProShares Inflation Expectations ETF 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 ProShares Inflation Expectations ETF

The following chart shows the employed capital evolution of the two momentum strategies on ProShares Inflation Expectations ETF since the beginning:

ProShares Inflation Expectations ETF

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 ProShares Inflation Expectations ETF

Buy the dip entry openings on ProShares Inflation Expectations ETF

ProShares Inflation Expectations ETF

The performance achieved by the robo-advisor on ProShares Inflation Expectations ETF is 3.95%. That represents 10.44$ of latent gain with 264.33$ of employed capital. The following chart shows ProShares Inflation Expectations ETF stock price with all the entries opened by the automated investment system.

Note: The blue line represents the weekly stock price of ProShares Inflation Expectations ETF, 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

3.95 %

Latent gain

10.44 $

Invested capital

264.33 $

Annualized return

1.85 %

Equity curve of the strategy applied to ProShares Inflation Expectations ETF

The following chart shows the result of the investment strategy applied to ProShares Inflation Expectations ETF:

ProShares Inflation Expectations ETF

Note: the dividends potentially given by ProShares Inflation Expectations ETF 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 ProShares Inflation Expectations ETF

The following chart shows the employed capital evolution since the beginning of the investment strategy on ProShares Inflation Expectations ETF:

ProShares Inflation Expectations ETF

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 ProShares Inflation Expectations ETF

In this section, I will compare the three previous investment strategies applied to ProShares Inflation Expectations ETF.

Equity curve comparison on ProShares Inflation Expectations ETF

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

ProShares Inflation Expectations ETF investment strategy comparison

Employed capital comparison on ProShares Inflation Expectations ETF

ProShares Inflation Expectations ETF investment comparison

Performance comparison on ProShares Inflation Expectations ETF

Strategy Latent Profit Growth Employed capital CAGR
Automatic investment 13.97% 276.98$ 1982.24$ 3.37%
Momentum 1 quarter 12.04% 734.95$ 6103.77$ 3.09%
Momentum 2 quarters 9.28% 355.15$ 3827.46$ 2.54%
Non-directional 3.95% 10.44$ 264.33$ 1.85%
Annualized return comparison

Automatic investment

3.37 %

Momentum 1Q

2.54 %

Momentum 2Q

2.54 %

Non-directional

1.85 %

Correlated stocks

Here are the most positively and negatively correlated stocks with ProShares Inflation Expectations ETF:

Negative correlation

Most negatively correlated stocks this year


Most negatively correlated stocks last 3 months

  • SPECTRIS PLC ORD 5P

  • Note: The algorithm computes the probability of correlation between ProShares Inflation Expectations ETF and the other stocks. There may be false positives or some missing correlated stocks. If the price of ProShares Inflation Expectations ETF does not vary for 36 weeks, the correlation calculation result will be wrong.


    Company information

    Company name ProShares Inflation Expectations ETF
    Country
    City
    Address
    Phone
    Website
    FullTime employees
    Industry
    Sector
    Exchange ARCX
    Ticker RINF
    Market

    ProShares Inflation Expectations ETF 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