SJB Performance — ProShares Short High Yield
Data updated: 2026-08-14
SJB returned +0.35% year to date and −0.86% over one year to May 2026. Annualised returns are −2.37% over 3 years and −0.71% over 5 years. The fund trailed its Trading - Leveraged category average: $100 invested three years ago grew to $93, against $173 for the category, and to $99 over one year, against $137. Volatility over the past three years was 4.47% a year. In the 12 months to May 2026 the fund lost a net $29.5M, and assets reached $66.50M.
SJB Growth of $100
What $100 invested in ProShares Short High Yield grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Trading - Leveraged category average over the same months.
| Period | SJB | Category average |
|---|---|---|
| 1 year (Jun 2025 – May 2026) | $99 | $137 |
| 3 years (Jun 2023 – May 2026) | $93 | $173 |
| 5 years (Jun 2021 – May 2026) | $97 | $155 |
| Since data start (Sep 2019 – May 2026) | $83 | $181 |
SJB Trailing Returns
Total returns to May 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +0.35% |
| 1 year | −0.86% |
| 3 years (annualised) | −2.37% |
| 5 years (annualised) | −0.71% |
SJB Annual Returns
Calendar-year total returns of ProShares Short High Yield, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–May) | +0.35% |
| 2025 | −1.83% |
| 2024 | −0.82% |
| 2023 | −5.67% |
| 2022 | +9.58% |
| 2021 | −6.83% |
| 2020 | −9.15% |
| 2019 (Sep–Dec) | −2.69% |
SJB 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | −0.1% | +0.5% | +1.4% | −1.2% | −0.2% | — | — | — | — | — | — | — |
| 2025 | −0.8% | −0.5% | +1.6% | +0.2% | −1.1% | −1.3% | +0.5% | −0.5% | −0.3% | +0.6% | −0.3% | +0.1% |
| 2024 | +0.4% | +0.2% | −0.5% | +1.9% | −1.0% | +0.1% | −1.7% | −0.9% | −1.1% | +1.5% | −1.1% | +1.3% |
| 2023 | −3.3% | +2.2% | −1.6% | +0.2% | +1.7% | −1.3% | −0.7% | +0.3% | +2.1% | +1.6% | −4.2% | −2.6% |
| 2022 | +2.4% | +0.6% | +0.9% | +4.0% | −2.0% | +7.1% | −6.5% | +4.4% | +3.8% | −3.4% | −3.2% | +2.1% |
| 2021 | +0.2% | 0.0% | −1.5% | −0.9% | −0.3% | −1.6% | −0.4% | −0.9% | +0.1% | 0.0% | +0.9% | −2.5% |
| 2020 | +0.5% | +1.3% | +9.2% | −5.7% | −3.2% | +0.1% | −5.1% | −0.2% | +0.7% | −0.7% | −3.5% | −2.2% |
| 2019 | — | — | — | — | — | — | — | — | −0.4% | +0.1% | −0.6% | −1.9% |
SJB Risk
Risk measures from monthly returns over Jun 2023 – May 2026.
- 3-year volatility (annualised): 4.47%
- 3-year Sharpe ratio: -1.54 (vs 4.5% risk-free rate)
- Best month: +2.13% (Sep 2023)
- Worst month: −4.18% (Nov 2023)
SJB Fund Flows
Monthly money in and out of ProShares Short High Yield, from SEC Form N-PORT.
- 12-month net flow: −$29.5M
- 12-month gross sales (incl. reinvestments): $135.6M
- Sales ÷ redemptions: 0.82×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| May 2026 | $3.8M | $39.8M | −$36.0M |
| Apr 2026 | $6.2M | $49.9M | −$43.7M |
| Mar 2026 | $105.3M | $0 | $105.3M |
| Feb 2026 | $0 | $1.5M | −$1.5M |
| Jan 2026 | $0 | $8.4M | −$8.4M |
| Dec 2025 | $0 | $3.1M | −$3.1M |
| Nov 2025 | $0 | $16.3M | −$16.3M |
| Oct 2025 | $13.1M | $10.8M | $2.3M |
| Sep 2025 | $1.5M | $13.2M | −$11.7M |
| Aug 2025 | $0 | $4.7M | −$4.7M |
| Jul 2025 | $0 | $8.6M | −$8.6M |
| Jun 2025 | $5.5M | $8.8M | −$3.2M |
SJB Assets Under Management
Net assets of ProShares Short High Yield by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-05-31 | $66.50M |
| 2026-02-28 | $42.15M |
| 2025-11-30 | $55.53M |
| 2025-08-31 | $81.88M |
| 2025-05-31 | $100.51M |
| 2025-02-28 | $54.23M |
| 2024-11-30 | $73.22M |
| 2024-08-31 | $91.21M |
| 2024-05-31 | $94.84M |
| 2024-02-29 | $113.58M |
| 2023-11-30 | $180.55M |
| 2023-08-31 | $187.08M |
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.