ProShares Ultra Bloomberg Crude Oil chart

Last update: 2022-12-30
Key statistics and financials
Three year average return -36.85%
YTD return 8.67%
Beta 3Y 5.00
Total Assets 1.1B
Annual report expense ratio 0.95%

Company description

The fund seeks to meet its investment objective by investing, under normal market conditions, in any one of, or combinations of, Financial Instruments (including swap agreements, futures contracts, forward contracts, and option contracts) based on WTI sweet, light crude oil. It will not invest directly in oil.

Sector: N/A - Industry: N/A


Insider Transactions

Here are the insider transactions of stock shares related to ProShares Ultra Bloomberg Crude Oil:

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 Ultra Bloomberg Crude Oil. 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 Ultra Bloomberg Crude Oil

Here is the result of two systematic investment strategies applied to ProShares Ultra Bloomberg Crude Oil. 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 Ultra Bloomberg Crude Oil

The following chart shows the equity curve of the two systematic investment strategies applied to ProShares Ultra Bloomberg Crude Oil:

ProShares Ultra Bloomberg Crude Oil automated entries

The systematic investment strategy that buys the first day of the month would give a performance of 118.22% on the backtest period.

Performance at glance

Performance

118.22 %

Latent gain

905.41 $

Invested capital

765.86 $

Annualized return

82.1 %
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Momentum strategy results on ProShares Ultra Bloomberg Crude Oil

This is the result of two momentum investment strategies applied to ProShares Ultra Bloomberg Crude Oil. 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 Ultra Bloomberg Crude Oil

The following chart shows all the entries opened by the momentum investment system on ProShares Ultra Bloomberg Crude Oil:

ProShares Ultra Bloomberg Crude Oil momentum entries
  • The first momentum investment strategy would give 125.46% of return on ProShares Ultra Bloomberg Crude Oil. That represents 1859.99$ of latent gain with 1482.55$ of employed capital.
  • The second momentum investment strategy would give 165.27% of return on ProShares Ultra Bloomberg Crude Oil. That represents 796.24$ of latent gain with 481.79$ of employed capital.
Performance at glance (1Q Momentum)

Performance

125.46 %

Latent gain

1859.99 $

Invested capital

1482.55 $

Annualized return

-0.0 %
Performance at glance (2Q Momentum)

Performance

165.27 %

Latent gain

796.24 $

Invested capital

481.79 $

Annualized return

172.16 %

Momentum equity curve on ProShares Ultra Bloomberg Crude Oil

The following chart shows the equity curve of the two momentum strategies applied to ProShares Ultra Bloomberg Crude Oil:

ProShares Ultra Bloomberg Crude Oil momentum equity

Note: the dividends potentially given by ProShares Ultra Bloomberg Crude Oil 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 Ultra Bloomberg Crude Oil

The following chart shows the employed capital evolution of the two momentum strategies on ProShares Ultra Bloomberg Crude Oil since the beginning:

ProShares Ultra Bloomberg Crude Oil

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 Ultra Bloomberg Crude Oil

Buy the dip entry openings on ProShares Ultra Bloomberg Crude Oil

ProShares Ultra Bloomberg Crude Oil

The performance achieved by the robo-advisor on ProShares Ultra Bloomberg Crude Oil is 0%. That represents 0.0$ of latent gain with 0.0$ of employed capital. The following chart shows ProShares Ultra Bloomberg Crude Oil stock price with all the entries opened by the automated investment system.

Note: The blue line represents the weekly stock price of ProShares Ultra Bloomberg Crude Oil, 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 ProShares Ultra Bloomberg Crude Oil

The following chart shows the result of the investment strategy applied to ProShares Ultra Bloomberg Crude Oil:

ProShares Ultra Bloomberg Crude Oil

Note: the dividends potentially given by ProShares Ultra Bloomberg Crude Oil 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 Ultra Bloomberg Crude Oil

The following chart shows the employed capital evolution since the beginning of the investment strategy on ProShares Ultra Bloomberg Crude Oil:

ProShares Ultra Bloomberg Crude Oil

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 Ultra Bloomberg Crude Oil

In this section, I will compare the three previous investment strategies applied to ProShares Ultra Bloomberg Crude Oil.

Equity curve comparison on ProShares Ultra Bloomberg Crude Oil

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

ProShares Ultra Bloomberg Crude Oil investment strategy comparison

Employed capital comparison on ProShares Ultra Bloomberg Crude Oil

ProShares Ultra Bloomberg Crude Oil investment comparison

Performance comparison on ProShares Ultra Bloomberg Crude Oil

Strategy Latent Profit Growth Employed capital CAGR
Automatic investment 118.22% 905.41$ 765.86$ 82.1%
Momentum 1 quarter 125.46% 1859.99$ 1482.55$ 104.55%
Momentum 2 quarters 165.27% 796.24$ 481.79$ 172.16%
Non-directional 0% 0.0$ 0.0$ -0.0%
Annualized return comparison

Automatic investment

82.1 %

Momentum 1Q

172.16 %

Momentum 2Q

172.16 %

Non-directional

-0.0 %

Correlated stocks

Here are the most positively and negatively correlated stocks with ProShares Ultra Bloomberg Crude Oil:

Positive correlations

Most correlated stocks this year

  • ProShares Ultra Bloomberg Crude Oil 2x Shares

  • Most correlated stocks last 3 months

  • ProShares Ultra Bloomberg Crude Oil 2x Shares

  • Negative correlation

    Most negatively correlated stocks this year


    Most negatively correlated stocks last 3 months

  • TALENT PPT GP

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


    Company information

    Company name ProShares Ultra Bloomberg Crude Oil
    Country
    City
    Address
    Phone
    Website
    FullTime employees
    Industry
    Sector
    Exchange ARCX
    Ticker UCO
    Market

    ProShares Ultra Bloomberg Crude Oil 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