ALTS Performance — ProShares Morningstar Alternatives Solution ETF
Data updated: 2022-04-28
ALTS returned +4.27% over one year to Feb 2022. Over one year the fund trailed its Inflation-Protected Allocation category average: $100 grew to $104, against $106 for the category. Volatility over the past 12 months was 5.42% a year. In the 12 months to Feb 2022 the fund lost a net $772K, and assets reached $8.38M.
ALTS Growth of $100
What $100 invested in ProShares Morningstar Alternatives Solution ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Inflation-Protected Allocation category average over the same months.
| Period | ALTS | Category average |
|---|---|---|
| 1 year (Mar 2021 – Feb 2022) | $104 | $106 |
| Since data start (Sep 2019 – Feb 2022) | $108 | $113 |
ALTS Trailing Returns
Total returns to Feb 2022, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +4.27% |
| 3 years (annualised) | +3.26% |
ALTS Annual Returns
Calendar-year total returns of ProShares Morningstar Alternatives Solution ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2022 (Jan–Feb) | −2.26% |
| 2021 | +10.11% |
| 2020 | −2.50% |
| 2019 (Sep–Dec) | +3.27% |
ALTS Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | −1.9% | −0.4% | — | — | — | — | — | — | — | — | — | — |
| 2021 | +1.3% | +1.9% | +2.5% | +1.6% | +1.3% | −0.7% | −0.2% | +0.5% | −0.8% | +1.8% | −1.8% | +2.4% |
| 2020 | −0.4% | −3.5% | −10.4% | +5.0% | +0.6% | +0.8% | +0.6% | +0.7% | −0.7% | +0.6% | +2.8% | +1.9% |
| 2019 | — | — | — | — | — | — | — | — | +0.6% | +0.5% | +0.1% | +2.0% |
ALTS Risk
Risk measures from monthly returns over Mar 2021 – Feb 2022.
- 1-year volatility (annualised): 5.42%
- Best month: +2.54% (Mar 2021)
- Worst month: −1.89% (Jan 2022)
ALTS Fund Flows
Monthly money in and out of ProShares Morningstar Alternatives Solution ETF, from SEC Form N-PORT.
- 12-month net flow: −$772K
- 12-month gross sales (incl. reinvestments): $778K
- Sales ÷ redemptions: 0.50×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Feb 2022 | $0 | $0 | $0 |
| Jan 2022 | $386K | $0 | $386K |
| Dec 2021 | $0 | $1.5M | −$1.5M |
| Nov 2021 | $0 | $0 | $0 |
| Oct 2021 | $0 | $0 | $0 |
| Sep 2021 | $0 | $0 | $0 |
| Aug 2021 | $391K | $0 | $391K |
| Jul 2021 | $0 | $0 | $0 |
| Jun 2021 | $0 | $0 | $0 |
| May 2021 | $0 | $0 | $0 |
| Apr 2021 | $0 | $0 | $0 |
| Mar 2021 | $0 | $0 | $0 |
ALTS Assets Under Management
Net assets of ProShares Morningstar Alternatives Solution ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2022-02-28 | $8.38M |
| 2021-11-30 | $9.63M |
| 2021-08-31 | $9.80M |
| 2021-05-31 | $9.53M |
| 2021-02-28 | $9.07M |
| 2020-11-30 | $7.21M |
| 2020-08-31 | $7.03M |
| 2020-05-31 | $6.89M |
| 2020-02-29 | $7.30M |
| 2019-11-30 | $6.76M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.