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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) | $287 |
| 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% |
| GOLDMAN SACHS GROUP, 6.8% 1/01/37 | 1.5 % |
| PFIZER INC. 7.2% 3/15/39 | 1.5 % |
| BARCLAYS PLC 4.4% 1/12/26 | 1.2 % |
| VERIZON COMMUNICATION 4.3% 1/15/36 | 1.1 % |
| APPLE INC. 3.2% 5/13/25 | 1.1 % |
| MEDTRONIC, INC. 4.6% 3/15/45 | 1.0 % |
| GLAXOSMITHKLINE CAPIT 6.4% 5/15/38 | 1.0 % |
| MITSUBISHI UFJ FINANC 3.9% 3/01/26 | 1.0 % |
| TELEFONICA EMISIONES 7.0% 6/20/36 | 0.9 % |
| CONOCOPHILLIPS 6.5% 2/01/39 | 0.9 % |
| TOTAL | 11.1 % |
|---|
| 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% |
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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. |
| 2.4% | 13.1% | 4.5% | 3.0% | 3.2% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 0.36 | 26% |
| S&P500 | 0.18 | 41% |
| MSCI EAFE | 0.22 | 54% |
| MSCI Emg. Mkts. | 0.18 | 39% |
| Recent close | $76.49 |
| 30d moving avg. | $75.14 |
| Annualized volatility | 5.1% |
| Short interest (ETF) | 0.0% |
| Relative strength (RSI) | 70 |
| Avg. volume (thou.) | 23 |
| Avg. daily value traded (mns) | $2 |
| Turnover | 0.6% |
| 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 | 7.91% | -23.6% | $58.45 |
| +200 bp | 6.91% | -17.1% | $63.43 |
| +150 bp | 6.41% | -13.3% | $66.30 |
| +100 bp | 5.91% | -9.2% | $69.44 |
| +75 bp | 5.66% | -7.0% | $71.10 |
| +50 bp | 5.41% | -4.8% | $72.83 |
| +25 bp | 5.16% | -2.4% | $74.63 |
| 0 bp | 4.91% | 0% | $76.49 |
| -25 bp | 4.66% | 2.5% | $78.42 |
| -50 bp | 4.41% | 5.1% | $80.41 |
| -75 bp | 4.16% | 7.8% | $82.46 |
| -100 bp | 3.91% | 10.6% | $84.58 |
| -150 bp | 3.41% | 16.4% | $89.02 |
| -200 bp | 2.91% | 22.5% | $93.71 |
| -300 bp | 1.91% | 35.8% | $103.88 |
*Fund Category: CORPORATE
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
491 | bp |
| Less: Annual "default factor" |
21 | bp |
| Less: Expense ratio | 30 | bp |
| Equals: ALTAR Score | 4.40 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 3.5% |
| Corporate | 4.5% |
| Emerging Market | 6.2% |
| Government | 4.8% |
| Inflation Protected | 3.0% |
| Mortgage | 5.2% |
| Municipals | 3.4% |
| *Note: The ProShares Investment Grade-Interest Rate Hedged is classified as a Corporate fund. | |