MARKET

SAA

SAA

ProShares Ultra SmallCap600
NYSEARCA

Real-time Quotes | Provided by Morningstar

144.65
+6.48
+4.69%
Closed 16:00 03/05 EST
OPEN
141.55
PREV CLOSE
138.18
HIGH
144.65
LOW
141.55
VOLUME
3.12K
TURNOVER
--
52 WEEK HIGH
152.19
52 WEEK LOW
32.22
TOTAL ASSET
34.93M
YTD YIELD
-35.80%
1D
5D
1M
3M
1Y
5Y
Conceptualizing The Volatility Decay Of Leveraged Funds
In this article I will walk you through the commonly used but wrong way to think about volatility decay.We'll then walk through an example of volatility decay with realistic numbers.Afterwards, we'll build a simple mathematical model to calculate volatility decay from first principles.We'll compare the model with back-test simulations done on portfoliovisualizer.com.
Seekingalpha · 09/22/2020 17:49
Don't Hold Your Breadth Waiting For The So-Called Small-Cap Effect To Reassert Itself
Led by Fama-French and the quant community, Wall Street has long considered small caps to be a significant factor in and of itself.Not so! Fundamental assessment of businesses shows that large and small companies are structurally different and that all else being equal, smaller firms are riskier.Aiming at small-cap per se is a risk-on choice; the idea of emerging growth should be pursued in a market-capitalization-neutral manner.
Seekingalpha · 08/31/2020 21:25
Either Lumber Is Wrong, Or Small Caps Are
Lumber is screaming that small caps should be outperforming, consistent with my 2015 NAAIM award white paper.Lumber’s vertical move explains why housing is vertical, and domestic small caps should be the biggest beneficiaries – but aren't at the moment.A look at the disconnect between large and small caps.
Seekingalpha · 08/31/2020 15:07
No Data
Learn about the latest financial forecast of SAA. Analyze the recent business situations of ProShares Ultra SmallCap600 through EPS, BVPS, FPS, and other data. This information may help you make smarter investment decisions.
No Data
Ratings
Date
Period
Agency
Ratings
03/31/2011
3 Year
Morningstar
  • Performance
  • Asset Allocation
  • Dividend History
Period
Return
Rank in Cat
1-Day
-5.2179%
--
1-Week
-2.1282%
--
1-Month
4.4459%
--
3-Month
8.6760%
--
6-Month
-14.4294%
--
YTD
-35.8042%
--
1-Year
-18.7928%
--
3-Year
-4.6624%
--
5-Year
6.2530%
--
10-Year
16.1259%
--
Since Inception
5.7767%
--
No Data
No Data
  • All
No Data
Profile
Fund Name
ProShares Ultra SmallCap600
Risk
Low risk
Inception Date
2007-01-23
Benchmark
S&P 600 Small Cap TR
Advisor Company
ProShares
Custodian
JPMorgan
Manager
Neches/Sullivan