ProShares UltraPro Russell2000 chart

Last update: 2022-12-30
Key statistics and financials
Three year average return 18.20%
YTD return -8.93%
Beta 3Y 3.76
Total Assets 455.62M
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 is a measure of small-cap U.S. stock market performance. The fund is non-diversified.

Sector: N/A - Industry: N/A


Insider Transactions

Here are the insider transactions of stock shares related to ProShares UltraPro Russell2000:

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 UltraPro Russell2000. 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 UltraPro Russell2000

Here is the result of two systematic investment strategies applied to ProShares UltraPro Russell2000. 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 UltraPro Russell2000

The following chart shows the equity curve of the two systematic investment strategies applied to ProShares UltraPro Russell2000:

ProShares UltraPro Russell2000 automated entries

The systematic investment strategy that buys the first day of the month would give a performance of 44.63% on the backtest period.

Performance at glance

Performance

44.63 %

Latent gain

298.07 $

Invested capital

667.9 $

Annualized return

30.99 %
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Momentum strategy results on ProShares UltraPro Russell2000

This is the result of two momentum investment strategies applied to ProShares UltraPro Russell2000. 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 UltraPro Russell2000

The following chart shows all the entries opened by the momentum investment system on ProShares UltraPro Russell2000:

ProShares UltraPro Russell2000 momentum entries
  • The first momentum investment strategy would give 79.28% of return on ProShares UltraPro Russell2000. That represents 1898.53$ of latent gain with 2394.67$ of employed capital.
  • The second momentum investment strategy would give 23.31% of return on ProShares UltraPro Russell2000. That represents 263.72$ of latent gain with 1131.57$ of employed capital.
Performance at glance (1Q Momentum)

Performance

79.28 %

Latent gain

1898.53 $

Invested capital

2394.67 $

Annualized return

-0.0 %
Performance at glance (2Q Momentum)

Performance

23.31 %

Latent gain

263.72 $

Invested capital

1131.57 $

Annualized return

24.28 %

Momentum equity curve on ProShares UltraPro Russell2000

The following chart shows the equity curve of the two momentum strategies applied to ProShares UltraPro Russell2000:

ProShares UltraPro Russell2000 momentum equity

Note: the dividends potentially given by ProShares UltraPro Russell2000 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 UltraPro Russell2000

The following chart shows the employed capital evolution of the two momentum strategies on ProShares UltraPro Russell2000 since the beginning:

ProShares UltraPro Russell2000

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 UltraPro Russell2000

Buy the dip entry openings on ProShares UltraPro Russell2000

ProShares UltraPro Russell2000

The performance achieved by the robo-advisor on ProShares UltraPro Russell2000 is 0%. That represents 0.0$ of latent gain with 0.0$ of employed capital. The following chart shows ProShares UltraPro Russell2000 stock price with all the entries opened by the automated investment system.

Note: The blue line represents the weekly stock price of ProShares UltraPro Russell2000, 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 UltraPro Russell2000

The following chart shows the result of the investment strategy applied to ProShares UltraPro Russell2000:

ProShares UltraPro Russell2000

Note: the dividends potentially given by ProShares UltraPro Russell2000 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 UltraPro Russell2000

The following chart shows the employed capital evolution since the beginning of the investment strategy on ProShares UltraPro Russell2000:

ProShares UltraPro Russell2000

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 UltraPro Russell2000

In this section, I will compare the three previous investment strategies applied to ProShares UltraPro Russell2000.

Equity curve comparison on ProShares UltraPro Russell2000

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

ProShares UltraPro Russell2000 investment strategy comparison

Employed capital comparison on ProShares UltraPro Russell2000

ProShares UltraPro Russell2000 investment comparison

Performance comparison on ProShares UltraPro Russell2000

Strategy Latent Profit Growth Employed capital CAGR
Automatic investment 44.63% 298.07$ 667.9$ 30.99%
Momentum 1 quarter 79.28% 1898.53$ 2394.67$ 66.07%
Momentum 2 quarters 23.31% 263.72$ 1131.57$ 24.28%
Non-directional 0% 0.0$ 0.0$ -0.0%
Annualized return comparison

Automatic investment

30.99 %

Momentum 1Q

24.28 %

Momentum 2Q

24.28 %

Non-directional

-0.0 %

Correlated stocks

Here are the most positively and negatively correlated stocks with ProShares UltraPro Russell2000:

Note: The algorithm computes the probability of correlation between ProShares UltraPro Russell2000 and the other stocks. There may be false positives or some missing correlated stocks. If the price of ProShares UltraPro Russell2000 does not vary for 36 weeks, the correlation calculation result will be wrong.


Company information

Company name ProShares UltraPro Russell2000
Country
City
Address
Phone
Website
FullTime employees
Industry
Sector
Exchange ARCX
Ticker URTY
Market

ProShares UltraPro Russell2000 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