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ProShares Investment Grade-Interest Rate Hedged
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- Description
- Performance
- Fundamentals
- Rate Sensitivity
- Rating
| ProShares Investment Grade-Interest Rate Hedged ETF is an exchange-traded fund incorporated in the USA. The ETF seeks investment results, before fees and expenses, that track the performance of the Citi Corp Investment Grade (Treasury Rate-Hedged) Index. |
| Category | Corporate |
| Fund Sponsor | ProShare Advisors LLC |
| Website | www.proshares.com |
| Inception date | Nov 05, 2013 |
| Assets (mns) | $257 |
| Currency | USD |
| Expense ratio | 30 bp |
| Distributions | Monthly |
| Regulation | Open-End Investment Company |
| Custodian | JPMorgan Chase Bank National Association |
| Weighting | Unknown |
| Index replication | Full |
| No. of constituents | 189 |
| No of distinct issuers | 115 |
| Inflation protected | 0% |
| Variable/Fixed coupon | 6% /94% |
| Non-standard maturity (callable, etc.) | 33% |
| 0.0% // | 0.0 % |
| TOTAL | 0.0 % |
|---|
| COCA-COLA COMPANY | 3.1% |
| JPMORGAN CHASE & CO | 3.0% |
| VERIZON COMMUNICATIONS INC. | 2.9% |
| INTERNATIONAL BUSINESS MACHINES CO... | 2.9% |
| SUMITOMO MITSUI FINANCIAL GROUP, I... | 2.6% |
 |
UNITED STATES | 64.3 % |
 |
JAPAN | 5.6 % |
 |
BRITAIN | 5.2 % |
 |
NETHERLANDS | 5.2 % |
 |
CANADA | 3.5 % |
HISTORICAL RETURNS 
| Custom date range | Compare to | ||
| thru |
| Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
| -0.4% | 3.5% | 5.8% | 3.7% | 3.3% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 0.25 | 15% |
| S&P500 | 0.19 | 49% |
| MSCI EAFE | 0.16 | 39% |
| MSCI Emg. Mkts. | 0.13 | 25% |
| Recent close | $77.82 |
| 30d moving avg. | $76.97 |
| Annualized volatility | 4.6% |
| Short interest (ETF) | 0.0% |
| Relative strength (RSI) | 57 |
| Avg. volume (thou.) | 18 |
| Avg. daily value traded (mns) | $1 |
| Turnover | 0.5% |
| Bid/Ask (% of price) | 0.21 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| IGHG | 10.2 yrs | Category Avg.* |
4.6 yrs |
| IGHG | 9.9% | Category Avg.* |
4.5% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 7.75% | -23.6% | $59.47 |
| +200 bp | 6.75% | -17.1% | $64.53 |
| +150 bp | 6.25% | -13.3% | $67.46 |
| +100 bp | 5.75% | -9.2% | $70.65 |
| +75 bp | 5.50% | -7.0% | $72.34 |
| +50 bp | 5.25% | -4.8% | $74.10 |
| +25 bp | 5.00% | -2.4% | $75.93 |
| 0 bp | 4.75% | 0% | $77.82 |
| -25 bp | 4.50% | 2.5% | $79.78 |
| -50 bp | 4.25% | 5.1% | $81.80 |
| -75 bp | 4.00% | 7.8% | $83.89 |
| -100 bp | 3.75% | 10.6% | $86.05 |
| -150 bp | 3.25% | 16.4% | $90.56 |
| -200 bp | 2.75% | 22.5% | $95.34 |
| -300 bp | 1.75% | 35.8% | $105.69 |
*Fund Category: CORPORATE
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
475 | bp |
| Less: Annual "default factor" |
21 | bp |
| Less: Expense ratio | 30 | bp |
| Equals: ALTAR Score | 4.24 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 3.1% |
| Corporate | 4.0% |
| Emerging Market | 5.9% |
| Government | 7.1% |
| Inflation Protected | 2.3% |
| Mortgage | 4.9% |
| Municipals | 3.5% |
| *Note: The ProShares Investment Grade-Interest Rate Hedged is classified as a Corporate fund. | |