RALS Performance — ProShares RAFI Long/Short
Data updated: 2022-04-28
RALS returned +3.39% over one year to Feb 2022. Over one year the fund beat its Money Market category average: $100 grew to $103, against $102 for the category. Volatility over the past 12 months was 7.62% a year. In the 12 months to Feb 2022 the fund lost a net $599K, and assets reached $4.89M.
RALS Growth of $100
What $100 invested in ProShares RAFI Long/Short grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Money Market category average over the same months.
| Period | RALS | Category average |
|---|---|---|
| 1 year (Mar 2021 – Feb 2022) | $103 | $102 |
| Since data start (Sep 2019 – Feb 2022) | $98 | $115 |
RALS Trailing Returns
Total returns to Feb 2022, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +3.39% |
| 3 years (annualised) | −0.68% |
RALS Annual Returns
Calendar-year total returns of ProShares RAFI Long/Short, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2022 (Jan–Feb) | +5.40% |
| 2021 | +2.43% |
| 2020 | −10.29% |
| 2019 (Sep–Dec) | +1.52% |
RALS 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 | +3.9% | +1.5% | — | — | — | — | — | — | — | — | — | — |
| 2021 | +3.9% | +0.5% | +3.1% | −1.5% | +2.0% | −3.0% | −1.8% | −0.8% | +1.3% | −1.6% | −1.1% | +1.6% |
| 2020 | −2.1% | −1.4% | −2.9% | −0.8% | −1.2% | −1.4% | −1.9% | −2.1% | 0.0% | +1.1% | +2.2% | −0.2% |
| 2019 | — | — | — | — | — | — | — | — | +1.9% | −0.3% | −0.3% | +0.2% |
RALS Risk
Risk measures from monthly returns over Mar 2021 – Feb 2022.
- 1-year volatility (annualised): 7.62%
- Best month: +3.89% (Jan 2022)
- Worst month: −2.97% (Jun 2021)
RALS Fund Flows
Monthly money in and out of ProShares RAFI Long/Short, from SEC Form N-PORT.
- 12-month net flow: −$599K
- 12-month gross sales (incl. reinvestments): $3.9M
- Sales ÷ redemptions: 0.87×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Feb 2022 | $3.0M | $2.3M | $662K |
| Jan 2022 | $0 | $0 | $0 |
| Dec 2021 | $0 | $924K | −$924K |
| Nov 2021 | $0 | $0 | $0 |
| Oct 2021 | $0 | $0 | $0 |
| Sep 2021 | $0 | $0 | $0 |
| Aug 2021 | $0 | $0 | $0 |
| Jul 2021 | $0 | $0 | $0 |
| Jun 2021 | $328K | $0 | $328K |
| May 2021 | $332K | $0 | $332K |
| Apr 2021 | $319K | $0 | $319K |
| Mar 2021 | $0 | $1.3M | −$1.3M |
RALS Assets Under Management
Net assets of ProShares RAFI Long/Short by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2022-02-28 | $4.89M |
| 2021-11-30 | $4.88M |
| 2021-08-31 | $4.96M |
| 2021-05-31 | $4.93M |
| 2021-02-28 | $5.41M |
| 2020-11-30 | $5.22M |
| 2020-08-31 | $5.07M |
| 2020-05-31 | $5.37M |
| 2020-02-29 | $5.34M |
| 2019-11-30 | $5.54M |
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.