FUT Performance — ProShares Managed Futures Strategy ETF
Data updated: 2022-04-28
FUT returned −2.27% over one year to Feb 2022. Over one year the fund trailed its Commodities category average: $100 grew to $98, against $115 for the category. Volatility over the past 12 months was 3.34% a year. In the 12 months to Feb 2022 the fund took in a net $1.6M, and assets reached $6.11M.
FUT Growth of $100
What $100 invested in ProShares Managed Futures Strategy ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Commodities category average over the same months.
| Period | FUT | Category average |
|---|---|---|
| 1 year (Mar 2021 – Feb 2022) | $98 | $115 |
| Since data start (Sep 2019 – Feb 2022) | $100 | $131 |
FUT Trailing Returns
Total returns to Feb 2022, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −2.27% |
| 3 years (annualised) | −0.06% |
FUT Annual Returns
Calendar-year total returns of ProShares Managed Futures Strategy ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2022 (Jan–Feb) | +2.14% |
| 2021 | −1.65% |
| 2020 | +2.74% |
| 2019 (Sep–Dec) | −3.24% |
FUT 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 | +0.8% | +1.4% | — | — | — | — | — | — | — | — | — | — |
| 2021 | +0.7% | +2.1% | −0.2% | −0.7% | +0.2% | −1.1% | −0.3% | +0.1% | +1.0% | −0.2% | −1.9% | −1.3% |
| 2020 | −2.3% | +1.1% | +3.6% | −0.6% | −1.1% | +0.1% | −0.2% | +0.9% | −0.9% | +0.1% | 0.0% | +2.2% |
| 2019 | — | — | — | — | — | — | — | — | −2.3% | −0.2% | −0.6% | −0.2% |
FUT Risk
Risk measures from monthly returns over Mar 2021 – Feb 2022.
- 1-year volatility (annualised): 3.34%
- Best month: +1.36% (Feb 2022)
- Worst month: −1.88% (Nov 2021)
FUT Fund Flows
Monthly money in and out of ProShares Managed Futures Strategy ETF, from SEC Form N-PORT.
- 12-month net flow: $1.6M
- 12-month gross sales (incl. reinvestments): $6.1M
- Sales ÷ redemptions: 1.35×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Feb 2022 | $0 | $0 | $0 |
| Jan 2022 | $0 | $0 | $0 |
| Dec 2021 | $0 | $0 | $0 |
| Nov 2021 | $0 | $4.5M | −$4.5M |
| Oct 2021 | $4.5M | $0 | $4.5M |
| Sep 2021 | $0 | $0 | $0 |
| Aug 2021 | $0 | $0 | $0 |
| Jul 2021 | $1.6M | $0 | $1.6M |
| Jun 2021 | $0 | $0 | $0 |
| May 2021 | $0 | $0 | $0 |
| Apr 2021 | $0 | $0 | $0 |
| Mar 2021 | $0 | $0 | $0 |
FUT Assets Under Management
Net assets of ProShares Managed Futures Strategy ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2022-02-28 | $6.11M |
| 2021-11-30 | $6.22M |
| 2021-08-31 | $6.29M |
| 2021-05-31 | $4.73M |
| 2021-02-28 | $4.76M |
| 2020-11-30 | $4.53M |
| 2020-08-31 | $3.38M |
| 2020-05-31 | $4.93M |
| 2020-02-29 | $2.52M |
| 2019-11-30 | $2.97M |
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.