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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) | $271 |
| 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. |
| 2.8% | 5.3% | 5.8% | 4.4% | 3.5% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 0.14 | 6% |
| S&P500 | 0.16 | 35% |
| MSCI EAFE | 0.11 | 21% |
| MSCI Emg. Mkts. | 0.08 | 12% |
| Recent close | $79.05 |
| 30d moving avg. | $78.68 |
| Annualized volatility | 3.6% |
| Short interest (ETF) | 0.6% |
| Relative strength (RSI) | 59 |
| Avg. volume (thou.) | 20 |
| Avg. daily value traded (mns) | $2 |
| Turnover | 0.6% |
| Bid/Ask (% of price) | 0.22 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| IGHG | 10.2 yrs | Category Avg.* |
4.7 yrs |
| IGHG | 9.9% | Category Avg.* |
4.6% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 7.64% | -23.6% | $60.41 |
| +200 bp | 6.64% | -17.1% | $65.55 |
| +150 bp | 6.14% | -13.3% | $68.52 |
| +100 bp | 5.64% | -9.2% | $71.76 |
| +75 bp | 5.39% | -7.0% | $73.48 |
| +50 bp | 5.14% | -4.8% | $75.27 |
| +25 bp | 4.89% | -2.4% | $77.12 |
| 0 bp | 4.64% | 0% | $79.05 |
| -25 bp | 4.39% | 2.5% | $81.04 |
| -50 bp | 4.14% | 5.1% | $83.09 |
| -75 bp | 3.89% | 7.8% | $85.22 |
| -100 bp | 3.64% | 10.6% | $87.41 |
| -150 bp | 3.14% | 16.4% | $91.99 |
| -200 bp | 2.64% | 22.5% | $96.84 |
| -300 bp | 1.64% | 35.8% | $107.35 |
*Fund Category: CORPORATE
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
464 | bp |
| Less: Annual "default factor" |
21 | bp |
| Less: Expense ratio | 30 | bp |
| Equals: ALTAR Score | 4.13 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 2.7% |
| Corporate | 3.7% |
| Emerging Market | 5.2% |
| Government | 6.7% |
| Inflation Protected | 2.0% |
| Mortgage | 4.5% |
| Municipals | 3.1% |
| *Note: The ProShares Investment Grade-Interest Rate Hedged is classified as a Corporate fund. | |