Title
of Securities to be Registered
|
Benchmark
|
ProShares
VIX Short-Term Futures ETF (VIXY) |
S&P
500®
VIX Short-Term Futures Index |
ProShares
Ultra VIX Short-Term Futures ETF (UVXY) |
S&P
500®
VIX Short-Term Futures Index |
ProShares
Short VIX Short-Term Futures ETF (SVXY) |
S&P
500®
VIX Short-Term Futures Index |
|
|
|
|
SUMMARY |
|
Important
Information About the Funds |
|
Overview |
|
The
Matching Fund |
|
The
Ultra Fund |
|
The
Short Fund |
|
All
Funds |
|
Purchases
and Sales in the Secondary Market |
|
Creation
and Redemption Transactions |
|
Breakeven
Amounts |
|
Important
Tax Information |
|
RISK
FACTOR SUMMARY |
|
Risks
Specific to the Geared Funds |
|
Risks
Related to All Funds |
|
RISK
FACTORS |
|
CAUTIONARY
NOTE REGARDING FORWARD-LOOKING STATEMENTS |
|
DESCRIPTION
OF EACH FUND’S BENCHMARK |
|
The
S&P 500 VIX Short-Term Futures Index |
|
Information
about the Index Licensor |
|
INVESTMENT
OBJECTIVES AND PRINCIPAL INVESTMENT STRATEGIES |
|
Investment
Objectives |
|
PERFORMANCE
OF THE OFFERED COMMODITY POOLS OPERATED BY THE COMMODITY POOL
OPERATOR |
|
MANAGEMENT’S
DISCUSSION AND ANALYSIS OF FINANCIAL CONDITION AND RESULTS OF
OPERATIONS |
|
CHARGES |
|
Breakeven
Table |
|
MATERIAL
U.S. FEDERAL INCOME TAX CONSIDERATIONS |
|
Status
of the Funds |
|
U.S.
Shareholders |
|
Page |
PERFORMANCE
OF THE OTHER COMMODITY POOLS OPERATED
BY THE COMMODITY POOL OPERATOR |
|
USE
OF PROCEEDS |
|
WHO
MAY SUBSCRIBE |
|
CREATION
AND REDEMPTION OF SHARES |
|
Creation
Procedures |
|
Redemption
Procedures |
|
Creation
and Redemption Transaction Fee |
|
Special
Settlement |
|
LITIGATION |
|
DESCRIPTION
OF THE SHARES; THE FUNDS; CERTAIN MATERIAL TERMS
OF THE TRUST AGREEMENT |
|
Description
of the Shares |
|
Principal
Office; Location of Records; Fiscal Year |
|
The
Funds |
|
The
Trustee |
|
The
Sponsor |
|
Duties
of the Sponsor |
|
Ownership
or Beneficial Interest in the Funds |
|
Management;
Voting by Shareholders |
|
Recognition
of the Trust and the Funds in Certain States |
|
Possible
Repayment of Distributions Received by Shareholders |
|
Shares
Freely Transferable |
|
Book-Entry
Form |
|
Reports
to Shareholders |
|
Net
Asset Value (“NAV”) |
|
Indicative
Optimized Portfolio Value (“IOPV”) |
|
Termination
Events |
|
DISTRIBUTIONS |
|
THE
ADMINISTRATOR |
|
THE
CUSTODIAN |
|
THE
TRANSFER AGENT |
|
THE
DISTRIBUTOR |
|
Description
of SEI |
|
THE
SECURITIES DEPOSITORY; BOOK-ENTRY ONLY SYSTEM; GLOBAL
SECURITY |
|
SHARE
SPLITS OR REVERSE SPLITS |
|
CONFLICTS
OF INTEREST |
|
MATERIAL
CONTRACTS |
|
Administration
and Accounting Agreement |
|
Transfer
Agency and Service Agreement |
|
Custody
Agreement |
|
Distribution
Agreement |
|
PURCHASES
BY EMPLOYEE BENEFIT PLANS |
|
General |
|
“Plan
Assets” |
|
Ineligible
Purchasers |
|
Page |
PLAN
OF DISTRIBUTION |
|
Buying
and Selling Shares |
|
Authorized
Participants |
|
Likelihood
of Becoming a Statutory Underwriter |
|
General |
|
LEGAL
MATTERS |
|
EXPERTS |
|
WHERE
INVESTORS CAN FIND MORE INFORMATION |
|
RECENT
FINANCIAL INFORMATION AND ANNUAL REPORTS |
|
PRIVACY
POLICY |
|
The
Trust’s Commitment to Investors |
|
The
Information the Trust Collects About Investors |
|
How
the Trust Handles Investors’ Personal Information |
|
How
the Trust Safeguards Investors’ Personal Information |
|
INCORPORATION
BY REFERENCE OF CERTAIN DOCUMENTS |
|
FUTURES
COMMISSION MERCHANTS |
|
Litigation
and Regulatory Disclosure Relating to FCMs |
|
SWAP
COUNTERPARTIES |
|
Litigation
and Regulatory Disclosure Relating to Swap
Counterparties |
|
APPENDIX
A—GLOSSARY OF DEFINED TERMS |
A-1
|
Fund
Name
|
Index
|
ProShares
VIX Short-Term Futures ETF |
S&P
500®
VIX Short-Term Futures Index |
ProShares
Ultra VIX Short-Term Futures ETF |
S&P
500®
VIX Short-Term Futures Index |
ProShares
Short VIX Short-Term Futures ETF |
S&P
500®
VIX Short-Term Futures Index |
Create/Redeem
Cut-off
|
NAV
Calculation Time
|
2:00
p.m. (Eastern Time) |
4:00
p.m. (Eastern Time) |
Fund
Name
|
Breakeven
Amount
(%
Per Annum of
Average
Daily
NAV)*
|
Assumed
Selling
Price
Per
Share*
|
Breakeven
Amount
($
for the
Assumed
Selling
Price
Per Share)*
|
ProShares
Ultra VIX Short-Term Futures ETF |
1.71% |
$20.00 |
$0.34 |
ProShares
Short VIX Short-Term Futures ETF |
1.15% |
$55.00 |
$0.63 |
ProShares
VIX Short-Term Futures ETF* |
1.05% |
$20.00 |
$0.21 |
|
Index
XYZ
|
Fund
XYZ
| ||
Level
|
Daily
Performance
|
Daily
Performance
|
Net
Asset
Value
| |
Start |
100.00 |
|
|
$100.00 |
Day
1 |
97.00 |
-3.00% |
-4.50% |
$95.50 |
Day
2 |
99.91 |
3.00% |
4.50% |
$99.80 |
Day
3 |
96.91 |
-3.00% |
-4.50% |
$95.31 |
Day
4 |
99.82 |
3.00% |
4.50% |
$99.60 |
Day
5 |
96.83 |
-3.00% |
-4.50% |
$95.11 |
Day
6 |
99.73 |
3.00% |
4.50% |
$99.39 |
Day
7 |
96.74 |
-3.00% |
-4.50% |
$94.92 |
Total
Return |
|
-3.26% |
-5.08% |
|
|
Index
XYZ
|
Fund
XYZ
| ||
Level
|
Daily
Performance
|
Daily
Performance
|
Net
Asset
Value
| |
Start |
100.00 |
|
|
$100.00 |
Day
1 |
103.00 |
3.00% |
4.50% |
$104.50 |
Day
2 |
99.91 |
-3.00% |
-4.50% |
$99.80 |
Day
3 |
102.91 |
3.00% |
4.50% |
$104.29 |
Day
4 |
99.82 |
-3.00% |
-4.50% |
$99.60 |
Day
5 |
102.81 |
3.00% |
4.50% |
$104.08 |
Day
6 |
99.73 |
-3.00% |
-4.50% |
$99.39 |
Day
7 |
102.72 |
3.00% |
4.50% |
$103.87 |
Total
Return |
|
2.72% |
3.87% |
|
One
Year
Index
Performance |
One-Half
the
Invers
(-0.5x)
One
Year
Index
Performance
|
Index
Volatility
| |||||||||||||||
0%
|
5%
|
10%
|
15%
|
20%
|
25%
|
30%
|
35%
|
40%
|
45%
|
50%
|
55% |
60%
|
65% |
70%
|
75%
| ||
-60% |
30.0% |
58.1% |
58.0% |
57.5% |
56.8% |
55.8% |
54.5% |
52.9% |
51.0% |
48.9% |
46.6% |
44.0% |
41.2% |
38.1% |
34.9% |
31.6% |
28.0% |
-55% |
27.5% |
49.1% |
48.9% |
48.5% |
47.8% |
46.9% |
45.6% |
44.1% |
42.4% |
40.4% |
38.2% |
35.7% |
33.1% |
30.2% |
27.2% |
24.0% |
20.7% |
-50% |
25.0% |
41.4% |
41.3% |
40.9% |
40.2% |
39.3% |
38.1% |
36.7% |
35.1% |
33.2% |
31.1% |
28.8% |
26.3% |
23.6% |
20.7% |
17.7% |
14.5% |
-45% |
22.5% |
34.8% |
34.7% |
34.3% |
33.7% |
32.8% |
31.7% |
30.4% |
28.8% |
27.0% |
25.0% |
22.8% |
20.4% |
17.8% |
15.1% |
12.2% |
9.2% |
-40% |
20.0% |
29.1% |
29.0% |
28.6% |
28.0% |
27.2% |
26.1% |
24.8% |
23.3% |
21.6% |
19.7% |
17.5% |
15.3% |
12.8% |
10.2% |
7.4% |
4.5% |
-35% |
17.5% |
24.0% |
23.9% |
23.6% |
23.0% |
22.2% |
21.2% |
19.9% |
18.5% |
16.8% |
15.0% |
12.9% |
10.7% |
8.4% |
5.9% |
3.2% |
0.4% |
-30% |
15.0% |
19.5% |
19.4% |
19.1% |
18.5% |
17.7% |
16.8% |
15.6% |
14.2% |
12.6% |
10.8% |
8.8% |
6.7% |
4.4% |
2.0% |
-0.5% |
-3.2% |
-25% |
12.5% |
15.5% |
15.4% |
15.0% |
14.5% |
13.8% |
12.8% |
11.6% |
10.3% |
8.7% |
7.0% |
5.1% |
3.1% |
0.9% |
-1.4% |
-3.9% |
-6.5% |
-20% |
10.0% |
11.8% |
11.7% |
11.4% |
10.9% |
10.1% |
9.2% |
8.1% |
6.8% |
5.3% |
3.6% |
1.8% |
-0.2% |
-2.3% |
-4.6% |
-7.0% |
-9.5% |
-15% |
7.5% |
8.5% |
8.4% |
8.1% |
7.6% |
6.9% |
6.0% |
4.9% |
3.6% |
2.1% |
0.5% |
-1.2% |
-3.2% |
-5.2% |
-7.4% |
-9.7% |
-12.2% |
-10% |
5.0% |
5.4% |
5.3% |
5.0% |
4.5% |
3.8% |
3.0% |
1.9% |
0.7% |
-0.7% |
-2.3% |
-4.0% |
-5.9% |
-7.9% |
-10.0% |
-12.3% |
-14.6% |
-5% |
2.5% |
2.6% |
2.5% |
2.2% |
1.7% |
1.1% |
0.2% |
-0.8% |
-2.0% |
-3.4% |
-4.9% |
-6.6% |
-8.4% |
-10.4% |
-12.4% |
-14.6% |
-16.9% |
0% |
0.0% |
0.0% |
-0.1% |
-0.4% |
-0.8% |
-1.5% |
-2.3% |
-3.3% |
-4.5% |
-5.8% |
-7.3% |
-8.9% |
-10.7% |
-12.6% |
-14.7% |
-16.8% |
-19.0% |
5% |
-2.5% |
-2.4% |
-2.5% |
-2.8% |
-3.2% |
-3.9% |
-4.7% |
-5.6% |
-6.8% |
-8.1% |
-9.5% |
-11.1% |
-12.9% |
-14.7% |
-16.7% |
-18.8% |
-21.0% |
10% |
-5.0% |
-4.7% |
-4.7% |
-5.0% |
-5.5% |
-6.1% |
-6.9% |
-7.8% |
-8.9% |
-10.2% |
-11.6% |
-13.2% |
-14.9% |
-16.7% |
-18.6% |
-20.7% |
-22.8% |
15% |
-7.5% |
-6.7% |
-6.8% |
-7.1% |
-7.5% |
-8.1% |
-8.9% |
-9.8% |
-10.9% |
-12.2% |
-13.6% |
-15.1% |
-16.7% |
-18.5% |
-20.4% |
-22.4% |
-24.5% |
20% |
-10.0% |
-8.7% |
-8.8% |
-9.1% |
-9.5% |
-10.1% |
-10.8% |
-11.7% |
-12.8% |
-14.0% |
-15.4% |
-16.9% |
-18.5% |
-20.2% |
-22.1% |
-24.0% |
-26.1% |
25% |
-12.5% |
-10.6% |
-10.6% |
-10.9% |
-11.3% |
-11.9% |
-12.6% |
-13.5% |
-14.6% |
-15.8% |
-17.1% |
-18.6% |
-20.1% |
-21.9% |
-23.7% |
-25.6% |
-27.6% |
30% |
-15.0% |
-12.3% |
-12.4% |
-12.6% |
-13.0% |
-13.6% |
-14.3% |
-15.2% |
-16.2% |
-17.4% |
-18.7% |
-20.1% |
-21.7% |
-23.4% |
-25.1% |
-27.0% |
-29.0% |
35% |
-17.5% |
-13.9% |
-14.0% |
-14.3% |
-14.7% |
-15.2% |
-15.9% |
-16.8% |
-17.8% |
-18.9% |
-20.2% |
-21.6% |
-23.2% |
-24.8% |
-26.5% |
-28.4% |
-30.3% |
40% |
-20.0% |
-15.5% |
-15.6% |
-15.8% |
-16.2% |
-16.7% |
-17.4% |
-18.3% |
-19.3% |
-20.4% |
-21.7% |
-23.0% |
-24.5% |
-26.2% |
-27.9% |
-29.7% |
-31.6% |
45% |
-22.5% |
-17.0% |
-17.0% |
-17.3% |
-17.7% |
-18.2% |
-18.9% |
-19.7% |
-20.7% |
-21.8% |
-23.0% |
-24.4% |
-25.9% |
-27.4% |
-29.1% |
-30.9% |
-32.7% |
50% |
-25.0% |
-18.4% |
-18.4% |
-18.7% |
-19.0% |
-19.6% |
-20.2% |
-21.1% |
-22.0% |
-23.1% |
-24.3% |
-25.7% |
-27.1% |
-28.7% |
-30.3% |
-32.1% |
-33.9% |
55% |
-27.5% |
-19.7% |
-19.8% |
-20.0% |
-20.4% |
-20.9% |
-21.5% |
-22.3% |
-23.3% |
-24.4% |
-25.6% |
-26.9% |
-28.3% |
-29.8% |
-31.4% |
-33.2% |
-35.0% |
60% |
-30.0% |
-20.9% |
-21.0% |
-21.2% |
-21.6% |
-22.1% |
-22.8% |
-23.6% |
-24.5% |
-25.5% |
-26.7% |
-28.0% |
-29.4% |
-30.9% |
-32.5% |
-34.2% |
-36.0% |
One
Year
Index
Performance
|
One
and
One-Half
Times
(1.5x)
One
Year
Index
Performance
|
Index
Volatility
| |||||||||||||||
0%
|
5%
|
10%
|
15%
|
20%
|
25%
|
30%
|
35%
|
40%
|
45%
|
50%
|
55%
|
60%
|
65%
|
70%
|
75%
| ||
-60% |
-90.0% |
-74.7% |
-74.7% |
-74.8% |
-74.9% |
-75.1% |
-75.3% |
-75.5% |
-75.8% |
-76.2% |
-76.6% |
-77.0% |
-77.4% |
-77.9% |
-78.4% |
-78.9% |
-79.5% |
-55% |
-82.5% |
-69.8% |
-69.8% |
-69.9% |
-70.1% |
-70.3% |
-70.5% |
-70.8% |
-71.2% |
-71.6% |
-72.0% |
-72.5% |
-73.1% |
-73.6% |
-74.2% |
-74.9% |
-75.6% |
-50% |
-75.0% |
-64.6% |
-64.7% |
-64.8% |
-64.9% |
-65.2% |
-65.5% |
-65.8% |
-66.2% |
-66.7% |
-67.2% |
-67.8% |
-68.4% |
-69.1% |
-69.8% |
-70.6% |
-71.4% |
-45% |
-67.5% |
-59.2% |
-59.2% |
-59.4% |
-59.6% |
-59.8% |
-60.2% |
-60.6% |
-61.0% |
-61.6% |
-62.2% |
-62.9% |
-63.6% |
-64.4% |
-65.2% |
-66.1% |
-67.0% |
-40% |
-60.0% |
-53.5% |
-53.6% |
-53.7% |
-53.9% |
-54.2% |
-54.6% |
-55.1% |
-55.6% |
-56.2% |
-56.9% |
-57.7% |
-58.5% |
-59.4% |
-60.3% |
-61.3% |
-62.4% |
-35% |
-52.5% |
-47.6% |
-47.6% |
-47.8% |
-48.0% |
-48.4% |
-48.8% |
-49.3% |
-49.9% |
-50.6% |
-51.4% |
-52.3% |
-53.2% |
-54.2% |
-55.3% |
-56.4% |
-57.6% |
-30% |
-45.0% |
-41.4% |
-41.5% |
-41.7% |
-41.9% |
-42.3% |
-42.8% |
-43.4% |
-44.1% |
-44.8% |
-45.7% |
-46.7% |
-47.7% |
-48.8% |
-50.0% |
-51.3% |
-52.6% |
-25% |
-37.5% |
-35.0% |
-35.1% |
-35.3% |
-35.6% |
-36.0% |
-36.6% |
-37.2% |
-38.0% |
-38.8% |
-39.8% |
-40.9% |
-42.0% |
-43.3% |
-44.6% |
-46.0% |
-47.4% |
-20% |
-30.0% |
-28.4% |
-28.5% |
-28.7% |
-29.0% |
-29.5% |
-30.1% |
-30.8% |
-31.7% |
-32.6% |
-33.7% |
-34.8% |
-36.1% |
-37.5% |
-38.9% |
-40.5% |
-42.1% |
-15% |
-22.5% |
-21.6% |
-21.7% |
-21.9% |
-22.3% |
-22.8% |
-23.4% |
-24.2% |
-25.2% |
-26.2% |
-27.4% |
-28.6% |
-30.0% |
-31.5% |
-33.1% |
-34.8% |
-36.5% |
-10% |
-15.0% |
-14.6% |
-14.7% |
-14.9% |
-15.3% |
-15.9% |
-16.6% |
-17.5% |
-18.5% |
-19.6% |
-20.9% |
-22.3% |
-23.8% |
-25.4% |
-27.1% |
-29.0% |
-30.9% |
-5% |
-7.5% |
-7.4% |
-7.5% |
-7.8% |
-8.2% |
-8.8% |
-9.6% |
-10.5% |
-11.6% |
-12.8% |
-14.2% |
-15.7% |
-17.3% |
-19.1% |
-21.0% |
-22.9% |
-25.0% |
0% |
0.0% |
0.0% |
-0.1% |
-0.4% |
-0.8% |
-1.5% |
-2.3% |
-3.3% |
-4.5% |
-5.8% |
-7.3% |
-8.9% |
-10.7% |
-12.6% |
-14.7% |
-16.8% |
-19.0% |
5% |
7.5% |
7.6% |
7.5% |
7.2% |
6.7% |
6.0% |
5.1% |
4.0% |
2.8% |
1.3% |
-0.3% |
-2.0% |
-3.9% |
-6.0% |
-8.2% |
-10.5% |
-12.9% |
10% |
15.0% |
15.4% |
15.3% |
14.9% |
14.4% |
13.7% |
12.7% |
11.5% |
10.2% |
8.7% |
6.9% |
5.0% |
3.0% |
0.8% |
-1.5% |
-4.0% |
-6.6% |
15% |
22.5% |
23.3% |
23.2% |
22.9% |
22.3% |
21.5% |
20.5% |
19.2% |
17.8% |
16.1% |
14.3% |
12.3% |
10.1% |
7.7% |
5.3% |
2.6% |
-0.1% |
20% |
30.0% |
31.5% |
31.3% |
31.0% |
30.3% |
29.5% |
28.4% |
27.1% |
25.6% |
23.8% |
21.8% |
19.7% |
17.4% |
14.9% |
12.2% |
9.4% |
6.5% |
25% |
37.5% |
39.8% |
39.6% |
39.2% |
38.6% |
37.7% |
36.5% |
35.1% |
33.5% |
31.6% |
29.5% |
27.2% |
24.8% |
22.1% |
19.3% |
16.3% |
13.2% |
30% |
45.0% |
48.2% |
48.1% |
47.7% |
47.0% |
46.0% |
44.8% |
43.3% |
41.6% |
39.6% |
37.4% |
35.0% |
32.3% |
29.5% |
26.5% |
23.3% |
20.0% |
35% |
52.5% |
56.9% |
56.7% |
56.3% |
55.5% |
54.5% |
53.2% |
51.7% |
49.8% |
47.7% |
45.4% |
42.8% |
40.0% |
37.0% |
33.9% |
30.5% |
27.0% |
40% |
60.0% |
65.7% |
65.5% |
65.0% |
64.3% |
63.2% |
61.8% |
60.2% |
58.2% |
56.0% |
53.5% |
50.8% |
47.9% |
44.7% |
41.4% |
37.8% |
34.1% |
45% |
67.5% |
74.6% |
74.4% |
73.9% |
73.1% |
72.0% |
70.6% |
68.8% |
66.8% |
64.4% |
61.8% |
59.0% |
55.9% |
52.6% |
49.0% |
45.3% |
41.4% |
50% |
75.0% |
83.7% |
83.5% |
83.0% |
82.2% |
81.0% |
79.5% |
77.6% |
75.5% |
73.0% |
70.3% |
67.3% |
64.0% |
60.5% |
56.8% |
52.9% |
48.8% |
55% |
82.5% |
93.0% |
92.8% |
92.3% |
91.4% |
90.1% |
88.5% |
86.6% |
84.3% |
81.7% |
78.9% |
75.7% |
72.3% |
68.6% |
64.7% |
60.6% |
56.3% |
60% |
90.0% |
102.4% |
102.2% |
101.6% |
100.7% |
99.4% |
97.7% |
95.7% |
93.3% |
90.6% |
87.6% |
84.3% |
80.7% |
76.8% |
72.7% |
68.4% |
63.9% |
|
Swaps
|
Futures |
Options | |||
|
Low
|
High
|
Low
|
High |
Low
|
High
|
ProShares
Ultra VIX Short-Term Futures ETF |
0% |
25% |
125% |
150% |
|
0% |
ProShares
Short VIX Short-Term Futures ETF |
|
0% |
|
-50% |
|
0% |
ProShares
VIX Short-Term Futures ETF |
|
0% |
|
100% |
|
0% |
Name
of Pool:
|
ProShares
Short VIX Short-Term Futures ETF |
Type
of Pool:
|
Public,
Exchange-listed Commodity Pool |
Date
of Inception of Trading:
|
October
3, 2011 |
Aggregate
Gross Capital Subscriptions1
as of November 30, 2021 |
$14,117,045,679 |
Aggregate
Net Capital Subscriptions2
as of November 30, 2021 |
$457,637,303 |
Net
Asset Value as of November 30, 2021 |
$343,736,136 |
Net
Asset Value per Share3
as of November 30, 2021 |
$53.84 |
Worst
Monthly Loss:4
|
-89.59%
(February 2018) |
Name
of Pool: |
ProShares
Short VIX Short-Term Futures ETF |
Worst
Peak-to-Valley Loss:5
|
-93.91%
(December 2017-March 2020) |
Rate
of Return:6
|
2016 |
2017 |
2018 |
2019 |
2020 |
2021 |
January |
-22.30% |
29.23% |
-6.82% |
13.90% |
-4.78% |
-12.91% |
February |
-6.58% |
4.35% |
-89.59% |
6.11% |
-17.55% |
12.24% |
March |
37.26% |
14.69% |
-6.11% |
2.17% |
-39.79% |
16.42% |
April |
2.22% |
3.04% |
6.43% |
6.59% |
6.11% |
5.70% |
May |
20.79% |
6.44% |
4.45% |
-10.42% |
4.76% |
4.11% |
June |
-20.28% |
3.53% |
-0.86% |
9.13% |
-8.93% |
7.23% |
July |
32.73% |
14.75% |
8.40% |
2.47% |
7.92% |
-3.42% |
August |
11.27% |
-12.55% |
3.03% |
-9.81% |
2.36% |
7.77% |
September |
-1.33% |
16.54% |
3.56% |
7.05% |
1.96% |
-5.92% |
October |
-1.36% |
14.64% |
-18.15% |
7.63% |
-4.62% |
13.03% |
November |
17.32% |
4.39% |
4.39% |
8.89% |
22.61% |
-12.52% |
December |
8.55% |
13.56% |
-16.11% |
3.84% |
0.12% |
|
Annual |
79.54% |
179.12% |
-91.68% |
54.92% |
-36.89% |
N/A |
Year-to-Date |
N/A |
N/A |
N/A |
N/A |
N/A |
30.02% |
Name
of Pool:
|
ProShares
Ultra VIX Short-Term Futures ETF |
Type
of Pool:
|
Public,
Exchange-listed Commodity Pool |
Date
of Inception of Trading:
|
October
3, 2011 |
Aggregate
Gross Capital Subscriptions1
as of November 30, 2021 |
$27,443,632,332 |
Aggregate
Net Capital Subscriptions2
as of November 30, 2021 |
$7,662,531,394 |
Net
Asset Value as of November 30, 2021 |
$917,153,016 |
Net
Asset Value per Share3
as of November 30, 2021 |
$20.55 |
Worst
Monthly Loss:4
|
-51.67%
(March 2016) |
Worst
Peak-to-Valley Loss:5
|
-100.00%
(Inception - October 2021) |
Rate
of Return:6
|
2016 |
2017 |
2018 |
2019 |
2020 |
2021 |
January |
34.25% |
-42.60% |
10.20% |
-35.48% |
9.33% |
36.42% |
February |
5.64% |
-11.29% |
48.44% |
-17.46% |
58.78% |
-34.87% |
March |
-51.67% |
-26.86% |
12.39% |
-10.08% |
165.90% |
-40.58% |
April |
-13.26% |
-12.79% |
-20.67% |
-18.62% |
-27.02% |
-17.77% |
May |
-36.41% |
-23.70% |
-16.23% |
25.96% |
-22.77% |
-22.08% |
June |
-14.07% |
-8.79% |
-2.98% |
-24.06% |
-0.13% |
-22.66% |
July |
-45.21% |
-25.99% |
-23.74% |
-9.46% |
-24.15% |
2.35% |
August |
-21.67% |
-0.75% |
-11.63% |
17.21% |
-9.21% |
-23.68% |
September |
-13.70% |
-28.54% |
-11.59% |
-21.26% |
-11.13% |
12.07% |
October |
-1.25% |
-26.02% |
67.32% |
-23.74% |
7.28% |
-32.63% |
November |
-35.39% |
-10.74% |
-16.43% |
-23.67% |
-48.56% |
24.85% |
December |
-19.36% |
-24.16% |
59.59% |
-14.19% |
-4.09% |
|
Annual |
-93.81% |
-94.06% |
57.60% |
-84.44% |
-15.84% |
N/A |
Year-to-Date |
N/A |
N/A |
N/A |
N/A |
N/A |
-80.74% |
Name
of Pool:
|
ProShares
VIX Short-Term Futures ETF |
Type
of Pool:
|
Public,
Exchange-listed Commodity Pool |
Date
of Inception of Trading:
|
January
3, 2011 |
Aggregate
Gross Capital Subscriptions1
as of November 30, 2021 |
$5,024,137,090 |
Aggregate
Net Capital Subscriptions2
as of November 30, 2021 |
$1,334,082,950 |
Net
Asset Value as of November 30, 2021 |
$360,553,193 |
Net
Asset Value per Share3
as of November 30, 2021 |
$20.83 |
Worst
Monthly Loss:4
|
-35.26%
(November 2020) |
Worst
Peak-to-Valley Loss:5
|
-99.96%
(September 2011 - October
2021) |
Rate
of Return:6
|
2016 |
2017 |
2018 |
2019 |
2020 |
2021 |
January |
19.62% |
-23.72% |
5.70% |
-24.67% |
7.12% |
24.81% |
February |
4.01% |
-5.32% |
47.34% |
-11.73% |
38.55% |
-23.96% |
March |
-29.41% |
-13.98% |
9.38% |
-6.13% |
107.86% |
-28.60% |
April |
-5.45% |
-5.35% |
-13.62% |
-12.54% |
-17.16% |
-11.87% |
May |
-19.23% |
-10.71% |
-10.45% |
18.61% |
-14.30% |
-13.59% |
June |
1.63% |
-4.18% |
-1.11% |
-16.49% |
3.69% |
-15.18% |
July |
-25.53% |
-13.63% |
-16.10% |
-5.94% |
-16.22% |
2.81% |
August |
-11.04% |
3.95% |
-7.34% |
13.97% |
-5.91% |
-15.95% |
September |
-4.60% |
-15.03% |
-7.58% |
-14.19% |
-6.72% |
8.99% |
October |
0.02% |
-13.61% |
42.86% |
-15.80% |
5.88% |
-22.88% |
November |
-17.88% |
-5.09% |
-10.42% |
-16.26% |
-35.26% |
19.08% |
December |
-9.47% |
-12.58% |
37.96% |
-9.11% |
-2.25% |
|
Annual |
-67.96% |
-72.49% |
65.26% |
-68.12% |
11.87% |
N/A |
Year-to-Date |
N/A |
N/A |
N/A |
N/A |
N/A |
-62.14% |
Ticker |
Fund |
Split
Ratio |
Old
Cusip |
New
Cusip |
UVXY |
ProShares
Ultra VIX Short-Term Futures ETF |
1:10 |
74347W148 |
74347Y839 |
ZSL |
ProShares
UltraShort Silver |
1:4 |
74347W114 |
74347Y847 |
SCO
|
ProShares
UltraShort Bloomberg Crude Oil |
1:4 |
74347W668 |
74347Y862 |
VIXY
|
ProShares
VIX Short-Term Futures ETF |
1:4 |
74347W171 |
74347Y854 |
|
ProShares
Ultra
VIX
Short-Term
Futures
ETF |
ProShares
UltraShort
Silver |
ProShares
UltraShort
Bloomberg
Crude
Oil |
ProShares
VIX
Short-Term
Futures
ETF |
Shares
outstanding, at December 31, 2020 |
12,713,091 |
1,041,744 |
2,084,971 |
5,331,579 |
Shares
outstanding, at December 31, 2019 |
4,163,091 |
129,244 |
2,572,471 |
5,687,829 |
|
Net
asset
value,
beginning
of
period |
Net
investment
income
(loss) |
Net
realized
and
unrealized
gain
(loss) |
Change
in
net
asset
value
from
operations |
Net
asset
value,
end
of
period |
Market
value
per
share,
end
of
period |
ProShares
Ultra VIX Short-Term Futures ETF |
|
|
|
|
|
|
For
the Year Ended December 31, 2020 |
126.74 |
(2.81) |
(17.25) |
(20.06) |
106.68 |
106.50 |
For
the Year Ended December 31, 2019 |
814.56 |
0.05 |
(687.87) |
(687.82) |
126.74 |
128.90 |
For
the Year Ended December 31, 2018 |
516.74 |
(4.05) |
301.88 |
297.82 |
814.56 |
817.30 |
|
Net
asset
value,
beginning
of
period |
Net
investment
income
(loss) |
Net
realized
and
unrealized
gain
(loss) |
Change
in
net
asset
value
from
operations |
Net
asset
value,
end
of
period |
Market
value
per
share,
end
of
period |
ProShares
UltraShort Silver |
|
|
|
|
|
|
For
the Year Ended December 31, 2020 |
107.04 |
(0.37) |
(78.94) |
(79.31) |
27.73 |
27.40 |
For
the Year Ended December 31, 2019 |
148.51 |
1.22 |
(42.69) |
(41.47) |
107.04 |
107.20 |
For
the Year Ended December 31, 2018 |
126.83 |
0.79 |
20.89 |
21.68 |
148.51 |
148.40 |
ProShares
UltraShort Bloomberg Crude Oil |
|
|
|
|
|
|
For
the Year Ended December 31, 2020 |
48.77 |
(1.03) |
(1.29) |
(2.32) |
46.45 |
46.56 |
For
the Year Ended December 31, 2019 |
119.15 |
0.57 |
(70.95) |
(70.38) |
48.77 |
48.60 |
For
the Year Ended December 31, 2018 |
97.24 |
0.44 |
21.47 |
21.91 |
119.15 |
117.12 |
ProShares
VIX Short-Term Futures ETF |
|
|
|
|
|
|
For
the Year Ended December 31, 2020 |
49.19 |
(0.56) |
6.40 |
5.84 |
55.03 |
54.96 |
For
the Year Ended December 31, 2019 |
154.32 |
0.70 |
(105.83) |
(105.13) |
49.19 |
49.72 |
For
the Year Ended December 31, 2018 |
93.36 |
0.34 |
60.62 |
60.96 |
154.32 |
154.44 |
|
ProShares
UltraShort Bloomberg Natural Gas |
|
|
|
Shares
outstanding, at December 31, 2020 |
104,966 |
|
|
|
Shares
outstanding, at December 31, 2019 |
64,966 |
|
|
|
|
Net
asset
value,
beginning
of
period |
Net
investment
income
(loss) |
Net
realized
and
unrealized
gain
(loss) |
Change
in
net
asset
value
from
operations |
Net
asset
value,
end
of
period |
Market
value
per
share,
end
of
period |
ProShares
UltraShort Bloomberg Natural Gas |
|
|
|
|
|
|
For
the Year Ended December 31, 2020 |
$192.65 |
$(3.40) |
$48.71 |
$45.31 |
$237.96 |
$236.90 |
For
the Year Ended December 31, 2019 |
$108.06 |
$0.42 |
$84.17 |
$84.59 |
$192.65 |
$194.10 |
For
the Year Ended December 31, 2018 |
$197.41 |
$(0.06) |
$(89.29) |
$(89.35) |
$108.06 |
$106.10 |
Expenses(1)
|
Dollar
Amount and Percentage of
Expenses
per Fund
| |
|
ProShares
Ultra VIX Short-Term Futures
ETF | |
Selling
price per share |
$20.00 |
|
Management
fee(2)
|
$0.19 |
0.95% |
Brokerage
commissions and fees |
$0.18 |
0.97% |
Variable
create/redeem fees(3)
|
$(0.04) |
(0.21)% |
Other
expenses |
$0.00 |
0.00% |
Total
fees and expenses |
$0.34 |
1.71% |
Interest
income(4)
|
$0.00 |
0.00% |
Amount
of trading income required for the NAV at the end of one year to equal the
initial
selling
price per share (12-Month breakeven)(5)
|
$0.34 |
1.71% |
Expenses(1)
|
Dollar
Amount and Percentage of
Expenses
per Fund
| |
|
ProShares
Short VIX Short-Term Futures
ETF | |
Selling
price per share |
$55.00 |
|
Management
fee(2)
|
$0.52 |
0.95% |
Brokerage
commissions and fees |
$0.20 |
0.37% |
Variable
create/redeem fees(3)
|
$(0.09) |
(0.17)% |
Other
expenses |
$0.00 |
0.00% |
Total
fees and expenses |
$0.63 |
1.15% |
Interest
income(4)
|
$0.00 |
0.00% |
Amount
of trading income required for the NAV at the end of one year to equal the
initial
selling
price per share (12-Month breakeven)(5)
|
$0.63 |
1.15% |
Expenses(1)
|
Dollar
Amount and Percentage of
Expenses
per Fund
| |
|
ProShares
VIX Short-Term Futures ETF | |
Selling
price per share |
$20.00 |
|
Management
fee(2)
|
$0.17 |
0.85% |
Brokerage
commissions and fees |
$0.07 |
0.33% |
Variable
create/redeem fees(3,
6)
|
$(0.03) |
(0.13)% |
Other
expenses |
$0.00 |
0.00% |
Total
fees and expenses |
$0.21 |
1.05% |
Interest
income(4)
|
$0.00 |
0.00% |
Amount
of trading income required for the NAV at the end of one year to equal the
initial
selling
price per share (12-Month breakeven)(5)
|
$0.21 |
1.05% |
Name
of Pool:
|
ProShares
Short Euro |
Type
of Pool:
|
Public,
Exchange-listed Commodity Pool |
Date
of Inception of Trading:
|
June
26, 2012 |
Aggregate
Gross Capital Subscriptions1
as of November 30, 2021 |
$59,505,176 |
Aggregate
Net Capital Subscriptions2
as of November 30, 2021 |
$(928,722) |
Net
Asset Value as of November 30, 2021 |
$2,253,776 |
Net
Asset Value per Share3
as of November 30, 2021 |
$45.08 |
Worst
Monthly Loss:4
|
-4.67%
(July 2020) |
Worst
Peak-to-Valley Loss:5
|
-14.14%
(December 2016 -January 2018) |
Rate
of Return:6
|
2016 |
2017 |
2018 |
2019 |
2020 |
2021 |
January |
0.24% |
-2.43% |
-3.26% |
0.43% |
1.40% |
0.66% |
February |
-0.51% |
1.93% |
1.88% |
0.96% |
0.66% |
0.55% |
March |
-4.43% |
-0.66% |
-0.63% |
1.70% |
-0.08% |
2.89% |
April |
-0.64% |
-2.00% |
2.08% |
0.36% |
0.73% |
-2.50% |
May |
2.92% |
-2.95% |
3.52% |
0.77% |
-1.39% |
-1.42% |
June |
0.18% |
-1.53% |
0.31% |
-1.47% |
-1.21% |
2.74% |
July |
-0.76% |
-3.43% |
0.11% |
3.06% |
-4.67% |
-0.05% |
August |
0.25% |
-0.44% |
0.99% |
1.05% |
-1.38% |
0.46% |
September |
-0.69% |
0.80% |
0.20% |
1.16% |
1.78% |
1.91% |
October |
2.39% |
1.57% |
2.81% |
-1.89% |
0.64% |
0.18% |
November |
3.58% |
-2.02% |
0.36% |
1.45% |
-2.38% |
1.93% |
December |
0.71% |
-0.54% |
-0.85% |
-1.57% |
-2.41% |
|
Annual |
3.04% |
-11.24% |
7.58% |
6.05% |
-8.17% |
N/A |
Year-to-Date |
N/A |
N/A |
N/A |
N/A |
N/A |
7.45% |
Name
of Pool:
|
ProShares
Ultra Bloomberg Crude Oil†
|
Type
of Pool:
|
Public,
Exchange-listed Commodity Pool |
Date
of Inception of Trading:
|
November
24, 2008 |
Name
of Pool: |
ProShares
Ultra Bloomberg Crude Oil† |
Aggregate
Gross Capital Subscriptions1
as of November 30, 2021 |
$16,052,404,815 |
Aggregate
Net Capital Subscriptions2
as of November 30, 2021 |
$1,255,706,413 |
Net
Asset Value as of November 30, 2021 |
$950,647,565 |
Net
Asset Value per Share3
as of November 30, 2021 |
$67.85 |
Worst
Monthly Loss:4
|
-85.06%
(March 2020) |
Worst
Peak-to-Valley Loss:5
|
-99.94%
(Inception -April 2020) |
Rate
of Return:6
|
2016 |
2017 |
2018 |
2019 |
2020 |
2021 |
January |
-24.75% |
-7.28% |
14.44% |
37.17% |
-28.51% |
11.58% |
February |
-16.75% |
2.10% |
-8.64% |
10.52% |
-26.25% |
35.90% |
March |
14.14% |
-14.18% |
11.06% |
8.71% |
-85.06% |
-4.74% |
April |
31.14% |
-6.77% |
11.67% |
12.78% |
-63.40% |
14.07% |
May |
9.78% |
-6.09% |
-4.72% |
-30.81% |
70.27% |
8.69% |
June |
-6.05% |
-10.82% |
17.42% |
16.85% |
14.42% |
20.06% |
July |
-28.95% |
16.64% |
-10.52% |
-0.54% |
5.91% |
2.83% |
August |
9.10% |
-10.36% |
4.71% |
-12.95% |
9.49% |
-10.33% |
September |
11.46% |
15.62% |
11.19% |
-5.39% |
-13.36% |
17.09% |
October |
-7.66% |
8.73% |
-20.14% |
0.73% |
-20.52% |
14.45% |
November |
6.48% |
10.15% |
-40.66% |
2.59% |
42.35% |
-29.81% |
December |
12.93% |
10.42% |
-22.95% |
22.63% |
11.90% |
|
Annual |
-7.23% |
1.42% |
-44.82% |
55.99% |
-92.86% |
N/A |
Year-to-Date |
N/A |
N/A |
N/A |
N/A |
N/A |
86.49% |
Name
of Pool:
|
ProShares
Ultra Bloomberg Natural Gas |
Type
of Pool:
|
Public,
Exchange-listed Commodity Pool |
Date
of Inception of Trading:
|
October
4, 2011 |
Aggregate
Gross Capital Subscriptions1
as of November 30, 2021 |
$1,839,547,669 |
Aggregate
Net Capital Subscriptions2
as of November 30, 2021 |
$345,443,204 |
Net
Asset Value as of November 30, 2021 |
$199,148,264 |
Net
Asset Value per Share3
as of November 30, 2021 |
$41.17 |
Worst
Monthly Loss:4
|
-57.68%
(December 2018) |
Worst
Peak-to-Valley Loss:5
|
-99.95%
(Inception -December 2020) |
Rate
of Return:6
|
2016 |
2017 |
2018 |
2019 |
2020 |
2021 |
January |
-6.84% |
-30.47% |
4.81% |
-5.56% |
-27.78% |
1.46% |
February |
-46.12% |
-23.59% |
-21.65% |
-4.00% |
-20.88% |
17.14% |
March |
16.16% |
22.55% |
2.50% |
-11.33% |
-12.94% |
-14.61% |
April |
15.98% |
0.42% |
-1.95% |
-10.47% |
23.44% |
14.28% |
May |
-4.07% |
-17.02% |
10.78% |
-12.61% |
-29.43% |
-0.05% |
June |
47.36% |
-4.46% |
-1.88% |
-12.90% |
-22.20% |
45.17% |
July |
-4.53% |
-15.95% |
-8.21% |
-5.36% |
-1.64% |
15.63% |
August |
-8.03% |
14.11% |
8.41% |
-1.50% |
68.97% |
21.17% |
September |
-7.09% |
-6.73% |
4.13% |
-0.33% |
-26.98% |
68.64% |
Rate
of Return:6 |
2016 |
2017 |
2018 |
2019 |
2020 |
2021 |
October |
-0.83% |
-17.07% |
12.17% |
3.06% |
23.90% |
-22.92% |
November |
8.57% |
-1.20% |
75.57% |
-31.78% |
-32.50% |
-36.01% |
December |
20.88% |
-8.83% |
-57.68% |
-7.22% |
-26.94% |
|
Annual |
1.50% |
-65.37% |
-22.53% |
-66.80% |
-75.00% |
N/A |
Year-to-Date |
N/A |
N/A |
N/A |
N/A |
N/A |
96.08% |
Name
of Pool:
|
ProShares
Ultra Euro |
Type
of Pool:
|
Public,
Exchange-listed Commodity Pool |
Date
of Inception of Trading:
|
November
24, 2008 |
Aggregate
Gross Capital Subscriptions1
as of November 30, 2021 |
$88,819,630 |
Aggregate
Net Capital Subscriptions2
as of November 30, 2021 |
$4,848,741 |
Net
Asset Value as of November 30, 2021 |
$3,321,589 |
Net
Asset Value per Share3
as of November 30, 2021 |
$13.29 |
Worst
Monthly Loss:4
|
-7.10%
(November 2016) |
Worst
Peak-to-Valley Loss:5
|
-60.98%
(November 2009 -April 2020) |
Rate
of Return:6
|
2016 |
2017 |
2018 |
2019 |
2020 |
2021 |
January |
-0.90% |
4.71% |
6.66% |
-0.67% |
-2.57% |
-1.54% |
February |
0.54% |
-3.92% |
-3.83% |
-1.60% |
-1.27% |
-1.30% |
March |
9.10% |
1.00% |
1.16% |
-3.14% |
-0.73% |
-5.86% |
April |
1.03% |
3.97% |
-4.05% |
-0.41% |
-1.62% |
4.86% |
May |
-5.83% |
5.96% |
-6.67% |
-1.20% |
2.37% |
2.68% |
June |
-0.96% |
2.98% |
-0.72% |
3.18% |
2.26% |
-5.64% |
July |
1.22% |
7.08% |
-0.11% |
-5.64% |
9.61% |
-0.15% |
August |
-0.80% |
0.74% |
-1.93% |
-1.86% |
2.39% |
-1.13% |
September |
1.13% |
-1.72% |
-0.35% |
-1.97% |
-3.67% |
-3.96% |
October |
-4.80% |
-3.17% |
-5.20% |
4.25% |
-1.55% |
-0.59% |
November |
-7.10% |
3.96% |
-0.54% |
-2.69% |
4.68% |
-3.96% |
December |
-1.76% |
1.13% |
1.90% |
3.22% |
4.52% |
|
Annual |
-9.63% |
24.42% |
-13.48% |
-8.64% |
14.54% |
N/A |
Year-to-Date |
N/A |
N/A |
N/A |
N/A |
N/A |
-15.86% |
Name
of Pool:
|
ProShares
Ultra Gold |
Type
of Pool:
|
Public,
Exchange-listed Commodity Pool |
Date
of Inception of Trading:
|
December
1, 2008 |
Aggregate
Gross Capital Subscriptions1
as of November 30, 2021 |
$969,593,689 |
Aggregate
Net Capital Subscriptions2
as of November 30, 2021 |
$211,517,983 |
Net
Asset Value as of November 30, 2021 |
$217,361,732 |
Net
Asset Value per Share3
as of November 30, 2021 |
$56.46 |
Worst
Monthly Loss:4
|
-14.67%
(November 2016) |
Worst
Peak-to-Valley Loss:5
|
-70.62%
(August 2011 -September
2018) |
Rate
of Return:6
|
2016 |
2017 |
2018 |
2019 |
2020 |
2021 |
January |
9.75% |
11.40% |
8.07% |
5.88% |
7.74% |
-5.54% |
February |
22.46% |
6.82% |
-4.34% |
-1.41% |
-3.01% |
-13.04% |
March |
-0.20% |
-2.09% |
0.49% |
-3.69% |
1.93% |
-2.14% |
April |
7.59% |
3.15% |
-2.03% |
-1.98% |
11.92% |
5.95% |
May |
-11.52% |
-0.44% |
-1.61% |
3.03% |
5.16% |
15.64% |
June |
18.01% |
-4.11% |
-8.63% |
16.14% |
5.31% |
-13.92% |
July |
2.86% |
3.76% |
-5.06% |
1.59% |
17.50% |
4.56% |
August |
-5.20% |
6.64% |
-3.42% |
12.99% |
-1.41% |
-0.23% |
September |
1.70% |
-4.68% |
-2.90% |
-7.40% |
-8.52% |
-6.90% |
October |
-7.84% |
-2.41% |
4.15% |
5.73% |
-1.89% |
2.87% |
November |
-14.67% |
1.25% |
-0.01% |
-6.44% |
-11.42% |
-1.36% |
December |
-5.81% |
1.36% |
9.73% |
6.92% |
12.92% |
|
Annual |
10.68% |
21.19% |
-6.90% |
32.56% |
37.32% |
N/A |
Year-to-Date |
N/A |
N/A |
N/A |
N/A |
N/A |
-16.45% |
Name
of Pool:
|
ProShares
Ultra Silver |
Type
of Pool:
|
Public,
Exchange-listed Commodity Pool |
Date
of Inception of Trading:
|
December
1, 2008 |
Aggregate
Gross Capital Subscriptions1
as of November 30, 2021 |
$3,825,882,286 |
Aggregate
Net Capital Subscriptions2
as of November 30, 2021 |
$1,483,941,555 |
Net
Asset Value as of November 30, 2021 |
$499,815,823 |
Net
Asset Value per Share3
as of November 30, 2021 |
$33.44 |
Worst
Monthly Loss:4
|
-34.13%
(September 2020) |
Worst
Peak-to-Valley Loss:5
|
-97.51%
(April 2011 - March 2020) |
Rate
of Return:6
|
2016 |
2017 |
2018 |
2019 |
2020 |
2021 |
January |
2.96% |
12.62% |
3.85% |
6.81% |
0.67% |
1.86% |
February |
8.87% |
11.21% |
-9.39% |
-6.68% |
-18.09% |
-6.37% |
March |
7.86% |
-3.08% |
-2.37% |
-6.79% |
-29.61% |
-14.52% |
April |
33.68% |
-7.53% |
0.65% |
-2.92% |
7.86% |
10.41% |
May |
-19.67% |
-1.72% |
1.56% |
-5.62% |
51.00% |
16.47% |
June |
29.58% |
-9.94% |
-6.78% |
9.58% |
-1.37% |
-13.54% |
July |
17.59% |
2.62% |
-7.87% |
14.13% |
65.32% |
-5.39% |
August |
-13.33% |
6.18% |
-10.29% |
22.48% |
31.26% |
-12.73% |
September |
5.61% |
-6.06% |
-5.18% |
-15.15% |
-34.13% |
-16.45% |
October |
-16.49% |
-1.01% |
-0.15% |
12.79% |
0.07% |
17.43% |
November |
-13.12% |
-3.35% |
-2.05% |
-12.10% |
-11.20% |
-10.20% |
December |
-5.94% |
3.12% |
17.23% |
9.49% |
35.08% |
|
Annual |
23.57% |
0.34% |
-21.34% |
20.10% |
59.97% |
N/A |
Year-to-Date |
N/A |
N/A |
N/A |
N/A |
N/A |
-34.06% |
Name
of Pool:
|
ProShares
Ultra Yen |
Type
of Pool:
|
Public,
Exchange-listed Commodity Pool |
Date
of Inception of Trading:
|
November
24, 2008 |
Aggregate
Gross Capital Subscriptions1
as of November 30, 2021 |
$30,492,596 |
Aggregate
Net Capital Subscriptions2
as of November 30, 2021 |
$4,371,389 |
Net
Asset Value as of November 30, 2021 |
$2,455,000 |
Net
Asset Value per Share3
as of November 30, 2021 |
$49.13 |
Worst
Monthly Loss:4
|
-16.28%
(November 2016) |
Worst
Peak-to-Valley Loss:5
|
-67.44%
(August 2011 - October 2021) |
Rate
of Return:6
|
2016 |
2017 |
2018 |
2019 |
2020 |
2021 |
January |
-1.64% |
6.67% |
6.19% |
0.85% |
0.25% |
-2.98% |
February |
14.96% |
0.80% |
4.26% |
-4.85% |
0.79% |
-3.57% |
March |
0.08% |
1.38% |
0.02% |
0.80% |
-0.34% |
-7.49% |
April |
11.41% |
-0.44% |
-5.66% |
-1.55% |
-0.04% |
2.47% |
May |
-7.91% |
0.96% |
0.56% |
5.34% |
-1.07% |
-1.09% |
June |
14.33% |
-3.38% |
-3.90% |
0.67% |
-0.47% |
-2.37% |
July |
1.96% |
3.81% |
-2.31% |
-2.22% |
3.83% |
2.38% |
August |
-3.10% |
0.20% |
0.83% |
4.35% |
-0.25% |
-0.68% |
September |
3.70% |
-4.86% |
-4.75% |
-3.74% |
0.69% |
-2.44% |
October |
-6.77% |
-2.33% |
0.98% |
-0.15% |
1.31% |
-4.76% |
November |
-16.28% |
1.76% |
-1.54% |
-2.93% |
0.39% |
1.49% |
December |
-4.62% |
-0.67% |
6.54% |
0.94% |
1.97% |
|
Annual |
1.24% |
3.42% |
0.35% |
-2.96% |
7.17% |
N/A |
Year-to-Date |
N/A |
N/A |
N/A |
N/A |
N/A |
-17.88% |
Name
of Pool:
|
ProShares
UltraShort Australian Dollar |
Type
of Pool:
|
Public,
Exchange-listed Commodity Pool |
Date
of Inception of Trading:
|
July
17, 2012 |
Aggregate
Gross Capital Subscriptions1
as of November 30, 2021 |
$42,781,314 |
Aggregate
Net Capital Subscriptions2
as of November 30, 2021 |
$(2,309,489) |
Net
Asset Value as of November 30, 2021 |
$2,521,219 |
Net
Asset Value per Share3
as of November 30, 2021 |
$50.42 |
Worst
Monthly Loss:4
|
-14.12%
(March 2016) |
Worst
Peak-to-Valley Loss:5
|
-39.35%
(March 2020 - May 2021) |
Rate
of Return:6
|
2016 |
2017 |
2018 |
2019 |
2020 |
2021 |
January |
5.13% |
-9.74% |
-6.36% |
-6.11% |
10.07% |
1.52% |
February |
-2.33% |
-2.50% |
7.45% |
4.98% |
5.53% |
-1.72% |
March |
-14.12% |
0.30% |
2.05% |
-0.17% |
10.40% |
2.31% |
April |
0.88% |
3.82% |
4.04% |
1.45% |
-11.53% |
-3.04% |
May |
9.89% |
1.27% |
-1.11% |
3.46% |
-4.79% |
-0.29% |
Rate
of Return:6 |
2016 |
2017 |
2018 |
2019 |
2020 |
2021 |
June |
-6.95% |
-6.84% |
4.28% |
-2.34% |
-7.42% |
5.34% |
July |
-4.20% |
-7.95% |
-0.93% |
5.47% |
-7.02% |
4.21% |
August |
1.80% |
1.03% |
6.65% |
3.35% |
-6.34% |
0.35% |
September |
-4.13% |
2.52% |
-1.25% |
-0.36% |
5.75% |
2.18% |
October |
0.94% |
4.76% |
4.19% |
-3.94% |
3.47% |
-7.83% |
November |
5.65% |
2.16% |
-6.29% |
3.98% |
-8.54% |
11.15% |
December |
4.25% |
-6.21% |
7.54% |
-7.07% |
-9.58% |
|
Annual |
-5.45% |
-17.26% |
20.68% |
1.68% |
-21.18% |
N/A |
Year-to-Date |
N/A |
N/A |
N/A |
N/A |
N/A |
13.80% |
Name
of Pool:
|
ProShares
UltraShort Bloomberg Crude Oil†
|
Type
of Pool:
|
Public,
Exchange-listed Commodity Pool |
Date
of Inception of Trading:
|
November
24, 2008 |
Aggregate
Gross Capital Subscriptions1
as of November 30, 2021 |
$7,115,722,027 |
Aggregate
Net Capital Subscriptions2
as of November 30, 2021 |
$74,278,774 |
Net
Asset Value as of November 30, 2021 |
$108,705,108 |
Net
Asset Value per Share3
as of November 30, 2021 |
$16.90 |
Worst
Monthly Loss:4
|
-50.78%
(May 2020) |
Worst
Peak-to-Valley Loss:5
|
-96.78%
(February 2009 - October
2021) |
Rate
of Return:6
|
2016 |
2017 |
2018 |
2019 |
2020 |
2021 |
January |
17.85% |
5.18% |
-13.38% |
-29.89% |
36.14% |
-11.92% |
February |
1.14% |
-3.06% |
7.43% |
-11.14% |
30.49% |
-28.34% |
March |
-18.27% |
13.56% |
-11.79% |
-9.00% |
126.55% |
-1.78% |
April |
-29.23% |
5.81% |
-12.16% |
-12.55% |
-5.34% |
-14.89% |
May |
-11.42% |
2.69% |
2.56% |
38.83% |
-50.78% |
-10.32% |
June |
0.72% |
8.90% |
-16.97% |
-17.80% |
-19.95% |
-17.59% |
July |
33.66% |
-16.58% |
9.02% |
-2.51% |
-7.74% |
-6.87% |
August |
-13.03% |
8.88% |
-6.01% |
6.76% |
-9.90% |
6.81% |
September |
-16.03% |
-14.83% |
-11.15% |
-6.54% |
9.25% |
-16.01% |
October |
5.69% |
-9.51% |
21.99% |
-2.22% |
18.70% |
-13.75% |
November |
-13.39% |
-10.56% |
56.22% |
-5.59% |
-33.10% |
29.46% |
December |
-13.41% |
-10.59% |
15.00% |
-19.44% |
-12.00% |
|
Annual |
-52.41% |
-23.30% |
22.52% |
-59.07% |
-4.76% |
N/A |
Year-to-Date |
N/A |
N/A |
N/A |
N/A |
N/A |
-63.62% |
Name
of Pool:
|
ProShares
UltraShort Bloomberg Natural Gas |
Type
of Pool:
|
Public,
Exchange-listed Commodity Pool |
Date
of Inception of Trading:
|
October
4, 2011 |
Aggregate
Gross Capital Subscriptions1
as of November 30, 2021 |
$1,293,358,217 |
Aggregate
Net Capital Subscriptions2
as of November 30, 2021 |
$260,734,769 |
Net
Asset Value as of November 30, 2021 |
$232,035,816 |
Name
of Pool: |
ProShares
UltraShort Bloomberg Natural Gas |
Net
Asset Value per Share3
as of November 30, 2021 |
$9.11 |
Worst
Monthly Loss:4
|
-63.45%
(November 2018) |
Worst
Peak-to-Valley Loss:5
|
-91.31%
(February 2016 - September
2021) |
Rate
of Return:6
|
2016 |
2017 |
2018 |
2019 |
2020 |
2021 |
January |
1.27% |
29.38% |
-9.49% |
-7.09% |
34.40% |
-7.11% |
February |
71.49% |
23.73% |
24.33% |
1.36% |
20.18% |
-21.75% |
March |
-17.44% |
-20.93% |
-3.50% |
11.30% |
1.86% |
13.10% |
April |
-19.84% |
-3.34% |
0.55% |
10.26% |
-28.73% |
-15.02% |
May |
-0.52% |
15.56% |
-11.06% |
11.49% |
26.90% |
-2.17% |
June |
-35.93% |
1.52% |
0.64% |
10.46% |
17.25% |
-33.75% |
July |
-2.13% |
14.05% |
7.99% |
0.50% |
-8.93% |
-16.32% |
August |
4.35% |
-13.95% |
-8.74% |
-1.67% |
-49.67% |
-21.57% |
September |
4.33% |
4.07% |
-6.38% |
-3.19% |
24.38% |
-50.38% |
October |
-3.38% |
18.01% |
-13.86% |
-5.90% |
-23.92% |
5.01% |
November |
-12.71% |
-3.35% |
-63.45% |
35.41% |
36.88% |
23.56% |
December |
-24.57% |
2.21% |
92.78% |
2.78% |
19.29% |
|
Annual |
-50.35% |
70.91% |
-45.27% |
78.32% |
23.56% |
N/A |
Year-to-Date |
N/A |
N/A |
N/A |
N/A |
N/A |
-80.87% |
Name
of Pool:
|
ProShares
UltraShort Euro |
Type
of Pool:
|
Public,
Exchange-listed Commodity Pool |
Date
of Inception of Trading:
|
November
24, 2008 |
Aggregate
Gross Capital Subscriptions1
as of November 30, 2021 |
$2,770,218,774 |
Aggregate
Net Capital Subscriptions2
as of November 30, 2021 |
$(126,400,289) |
Net
Asset Value as of November 30, 2021 |
$51,991,348 |
Net
Asset Value per Share3
as of November 30, 2021 |
$26.00 |
Worst
Monthly Loss:4
|
-9.10%
(July 2020) |
Worst
Peak-to-Valley Loss:5
|
-26.84%
(November 2015 - January
2018) |
Rate
of Return:6
|
2016 |
2017 |
2018 |
2019 |
2020 |
2021 |
January |
0.51% |
-4.87% |
-6.44% |
0.67% |
2.68% |
1.29% |
February |
-1.04% |
3.89% |
3.78% |
1.72% |
1.25% |
1.05% |
March |
-8.72% |
-1.32% |
-1.30% |
3.28% |
-0.19% |
5.85% |
April |
-1.26% |
-4.03% |
4.20% |
0.55% |
1.29% |
-4.91% |
May |
5.90% |
-5.89% |
7.00% |
1.39% |
-2.62% |
-2.90% |
June |
0.28% |
-3.09% |
0.53% |
-3.00% |
-2.52% |
5.65% |
July |
-1.42% |
-6.81% |
0.11% |
6.04% |
-9.10% |
-0.09% |
August |
0.51% |
-0.92% |
1.84% |
1.96% |
-2.62% |
0.91% |
September |
-1.32% |
1.57% |
0.31% |
2.09% |
3.51% |
3.89% |
October |
4.77% |
3.10% |
5.54% |
-3.98% |
1.27% |
0.35% |
November |
7.26% |
-3.99% |
0.51% |
2.79% |
-4.72% |
3.85% |
December |
1.38% |
-1.19% |
-1.82% |
-3.11% |
-4.65% |
|
Rate
of Return:6 |
2016 |
2017 |
2018 |
2019 |
2020 |
2021 |
Annual |
6.05% |
-21.69% |
14.41% |
10.39% |
-15.89% |
N/A |
Year-to-Date |
N/A |
N/A |
N/A |
N/A |
N/A |
15.36% |
Name
of Pool:
|
ProShares
UltraShort Gold |
Type
of Pool:
|
Public,
Exchange-listed Commodity Pool |
Date
of Inception of Trading:
|
December
1, 2008 |
Aggregate
Gross Capital Subscriptions1
as of November 30, 2021 |
$1,013,222,995 |
Aggregate
Net Capital Subscriptions2
as of November 30, 2021 |
$122,268,937 |
Net
Asset Value as of November 30, 2021 |
$35,334,156 |
Net
Asset Value per Share3
as of November 30, 2021 |
$33.75 |
Worst
Monthly Loss:4
|
-20.47%
(February 2016) |
Worst
Peak-to-Valley Loss:5
|
-94.08%
(Inception - August 2020) |
Rate
of Return:6
|
2016 |
2017 |
2018 |
2019 |
2020 |
2021 |
January |
-9.65% |
-11.36% |
-7.80% |
-5.65% |
-7.46% |
4.16% |
February |
-20.47% |
-6.93% |
4.22% |
1.21% |
1.68% |
13.47% |
March |
-1.45% |
1.41% |
-0.85% |
3.49% |
-7.76% |
1.20% |
April |
-8.04% |
-3.59% |
1.81% |
1.87% |
-12.77% |
-6.19% |
May |
11.92% |
-0.13% |
1.31% |
-3.14% |
-5.94% |
-14.14% |
June |
-16.76% |
3.71% |
9.25% |
-14.44% |
-6.07% |
14.49% |
July |
-3.43% |
-4.01% |
5.18% |
-1.85% |
-15.62% |
-4.85% |
August |
4.85% |
-6.83% |
3.26% |
-12.09% |
-1.03% |
-0.81% |
September |
-2.22% |
4.45% |
2.74% |
7.21% |
8.19% |
6.32% |
October |
7.78% |
2.00% |
-4.40% |
-5.71% |
1.08% |
-3.42% |
November |
15.76% |
-1.48% |
-0.23% |
6.48% |
10.58% |
0.43% |
December |
5.16% |
-1.62% |
-8.98% |
-6.65% |
-12.24% |
|
Annual |
-21.19% |
-22.83% |
3.98% |
-27.67% |
-40.72% |
N/A |
Year-to-Date |
N/A |
N/A |
N/A |
N/A |
N/A |
7.35% |
Name
of Pool:
|
ProShares
UltraShort Silver |
Type
of Pool:
|
Public,
Exchange-listed Commodity Pool |
Date
of Inception of Trading:
|
December
1, 2008 |
Aggregate
Gross Capital Subscriptions1
as of November 30, 2021 |
$2,699,775,226 |
Aggregate
Net Capital Subscriptions2
as of November 30, 2021 |
$272,673,517 |
Net
Asset Value as of November 30, 2021 |
$41,034,073 |
Net
Asset Value per Share3
as of November 30, 2021 |
$28.47 |
Worst
Monthly Loss:4
|
-44.81%
(July 2020) |
Worst
Peak-to-Valley Loss:5
|
-99.79%
(Inception - May 2021) |
Rate
of Return:6
|
2016 |
2017 |
2018 |
2019 |
2020 |
2021 |
January |
-5.29% |
-12.52% |
-4.21% |
-6.80% |
-2.04% |
-8.22% |
Rate
of Return:6 |
2016 |
2017 |
2018 |
2019 |
2020 |
2021 |
February |
-10.36% |
-11.09% |
9.56% |
6.50% |
17.73% |
-3.80% |
March |
-9.47% |
1.26% |
1.93% |
6.31% |
18.38% |
14.06% |
April |
-27.13% |
7.04% |
-1.41% |
2.60% |
-14.00% |
-10.92% |
May |
22.15% |
0.55% |
-2.14% |
5.22% |
-36.62% |
-16.28% |
June |
-24.93% |
9.89% |
6.22% |
-9.65% |
-1.45% |
12.25% |
July |
-18.65% |
-4.92% |
7.90% |
-13.11% |
-44.81% |
3.70% |
August |
12.60% |
-7.78% |
10.68% |
-19.88% |
-35.87% |
11.59% |
September |
-8.04% |
4.97% |
4.91% |
12.25% |
39.57% |
15.59% |
October |
16.98% |
0.11% |
-0.59% |
-11.99% |
-4.55% |
-16.31% |
November |
10.18% |
2.91% |
1.20% |
12.60% |
6.08% |
8.80% |
December |
3.60% |
-3.73% |
-15.29% |
-9.59% |
-29.38% |
|
Annual |
-42.24% |
-14.97% |
17.05% |
-27.94% |
-74.10% |
N/A |
Year-to-Date |
N/A |
N/A |
N/A |
N/A |
N/A |
2.68% |
Name
of Pool:
|
ProShares
UltraShort Yen |
Type
of Pool:
|
Public,
Exchange-listed Commodity Pool |
Date
of Inception of Trading:
|
November
24, 2008 |
Aggregate
Gross Capital Subscriptions1
as of November 30, 2021 |
$1,968,312,649 |
Aggregate
Net Capital Subscriptions2
as of November 30, 2021 |
$(168,790,914) |
Net
Asset Value as of November 30, 2021 |
$31,981,395 |
Net
Asset Value per Share3
as of November 30, 2021 |
$80.10 |
Worst
Monthly Loss:4
|
-13.65%
(February 2016) |
Worst
Peak-to-Valley Loss:5
|
-36.16%
(May 2015 - September 2016) |
Rate
of Return:6
|
2016 |
2017 |
2018 |
2019 |
2020 |
2021 |
January |
1.18% |
-6.99% |
-6.02% |
-0.88% |
-0.28% |
2.82% |
February |
-13.65% |
-1.08% |
-4.36% |
5.17% |
-1.06% |
3.41% |
March |
-0.43% |
-1.72% |
-0.23% |
-0.72% |
-1.68% |
7.79% |
April |
-11.15% |
0.19% |
5.87% |
1.61% |
-0.28% |
-2.65% |
May |
8.16% |
-1.30% |
-0.69% |
-5.00% |
0.83% |
0.85% |
June |
-13.59% |
3.24% |
4.01% |
-0.51% |
0.14% |
2.17% |
July |
-3.07% |
-3.88% |
2.31% |
2.30% |
-3.99% |
-2.63% |
August |
2.67% |
-0.42% |
-0.85% |
-4.33% |
-0.07% |
0.44% |
September |
-4.04% |
4.73% |
4.94% |
3.96% |
-0.88% |
2.22% |
October |
6.83% |
2.26% |
-0.96% |
0.18% |
-1.53% |
4.69% |
November |
18.56% |
-1.88% |
1.65% |
2.94% |
-0.78% |
-1.85% |
December |
4.42% |
0.58% |
-6.16% |
-0.89% |
-2.14% |
|
Annual |
-8.76% |
-6.61% |
-1.39% |
3.36% |
-11.19% |
N/A |
Year-to-Date |
N/A |
N/A |
N/A |
N/A |
N/A |
18.09% |
Name
of Pool:
|
ProShares
VIX Mid-Term Futures ETF |
Type
of Pool:
|
Public,
Exchange-listed Commodity
Pool |
Name
of Pool: |
ProShares
VIX Mid-Term Futures ETF |
Date
of Inception of Trading:
|
January
3, 2011 |
Aggregate
Gross Capital Subscriptions1
as of November 30, 2021 |
$824,553,711 |
Aggregate
Net Capital Subscriptions2
as of November 30, 2021 |
$287,832,170 |
Net
Asset Value as of November 30, 2021 |
$132,856,724 |
Net
Asset Value per Share3
as of November 30, 2021 |
$32.91 |
Worst
Monthly Loss:4
|
-15.88%
(March 2021) |
Worst
Peak-to-Valley Loss:5
|
-94.26%
(September 2011 - September
2018) |
Rate
of Return:6
|
2016 |
2017 |
2018 |
2019 |
2020 |
2021 |
January |
8.60% |
-12.29% |
-0.14% |
-11.93% |
-0.69% |
16.15% |
February |
5.89% |
-3.69% |
16.38% |
-8.36% |
10.48% |
-3.19% |
March |
-15.06% |
-10.39% |
7.55% |
0.62% |
65.97% |
-15.88% |
April |
3.55% |
-5.88% |
-7.00% |
-2.16% |
1.44% |
-1.82% |
May |
-6.39% |
-2.30% |
-6.44% |
8.04% |
-0.13% |
-5.78% |
June |
1.71% |
-6.36% |
-0.53% |
-6.37% |
2.98% |
-5.06% |
July |
-8.54% |
-8.17% |
-6.61% |
1.09% |
-1.80% |
3.86% |
August |
-0.56% |
3.85% |
-1.45% |
9.33% |
1.33% |
-3.71% |
September |
-3.24% |
-3.77% |
-2.95% |
-0.75% |
1.96% |
5.61% |
October |
-2.07% |
-8.44% |
21.33% |
-3.45% |
1.64% |
-5.88% |
November |
-4.58% |
1.65% |
-5.13% |
-2.19% |
-13.82% |
8.51% |
December |
-1.41% |
-9.22% |
12.55% |
-4.16% |
2.28% |
|
Annual |
-21.91% |
-49.47% |
25.17% |
-20.21% |
72.71% |
N/A |
Year-to-Date |
N/A |
N/A |
N/A |
N/A |
N/A |
-10.39% |
Name
of Pool: |
ProShares
Managed Futures Strategya
|
Type
of Pool:
|
Public,
Exchange-listed Commodity Pool |
Date
of Inception Trading: |
October
1, 2014 |
Aggregate
Gross Capital Subscriptions1
as of March 30, 2016 |
$19,699,612 |
Aggregate
Net Capital Subscriptions2
as of March 30, 2016 |
$7,378,135 |
Net
Asset Value as of March 30, 2016 |
$— |
Net
Asset Value per Share3
as of March 30, 2016 |
$— |
Worst
Monthly Loss:4
|
-2.42%
(March 2016) |
Worst
Peak-to-Valley Loss:5
|
-7.96%
(January 2015—March 2016) |
Rate
of Return:6
|
2016 |
2017 |
2018 |
2019 |
2020 |
2021 |
January |
-1.53% |
N/A |
N/A |
N/A |
N/A |
N/A |
February |
1.62% |
N/A |
N/A |
N/A |
N/A |
N/A |
March |
-2.42% |
N/A |
N/A |
N/A |
N/A |
N/A |
April |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
May |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
June |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
July |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
Rate
of Return:6 |
2016 |
2017 |
2018 |
2019 |
2020 |
2021 |
August |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
September |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
October |
N/A |
N/A |
N/A |
N/A |
N/A |
|
November |
N/A |
N/A |
N/A |
N/A |
N/A |
|
December |
N/A |
N/A |
N/A |
N/A |
N/A |
|
Annual |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
Year-to-Date |
-2.36% |
N/A |
N/A |
N/A |
N/A |
N/A |
Name
of Pool: |
ProShares
Ultra Bloomberg Commoditya
|
Type
of Pool: |
Public,
Exchange-listed Commodity Pool |
Date
of Inception of Trading: |
November
24, 2008 |
Aggregate
Gross Capital Subscriptions1
as of September 1, 2016 |
$57,464,446 |
Aggregate
Net Capital Subscriptions2
as of September 1, 2016 |
$1,435,107 |
Net
Asset Value as of September 1, 2016 |
$— |
Net
Asset Value per Share3
as of September 1, 2016 |
$— |
Worst
Monthly Loss:4
|
-10.28%
(July 2016) |
Worst
Peak-to-Valley Loss:5
|
-84.25%
(April 2011—February 2016) |
Rate
of Return:6
|
2016 |
2017 |
2018 |
2019 |
2020 |
2021 |
January |
-3.71% |
N/A |
N/A |
N/A |
N/A |
N/A |
February |
-3.64% |
N/A |
N/A |
N/A |
N/A |
N/A |
March |
7.39% |
N/A |
N/A |
N/A |
N/A |
N/A |
April |
17.25% |
N/A |
N/A |
N/A |
N/A |
N/A |
May |
-0.72% |
N/A |
N/A |
N/A |
N/A |
N/A |
June |
8.02% |
N/A |
N/A |
N/A |
N/A |
N/A |
July |
-10.28% |
N/A |
N/A |
N/A |
N/A |
N/A |
August |
1.62% |
N/A |
N/A |
N/A |
N/A |
N/A |
September |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
October |
N/A |
N/A |
N/A |
N/A |
N/A |
|
November |
N/A |
N/A |
N/A |
N/A |
N/A |
|
December |
N/A |
N/A |
N/A |
N/A |
N/A |
|
Annual |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
Year-to-Date |
14.23% |
N/A |
N/A |
N/A |
N/A |
N/A |
Name
of Pool: |
ProShares
UltraPro 3x Crude Oil ETFa
|
Type
of Pool: |
Public,
Exchange-listed Commodity Pool |
Date
of Inception of Trading: |
March
24, 2017 |
Aggregate
Gross Capital Subscriptions1
as of April 3, 2020 |
$891,992,538 |
Aggregate
Net Capital Subscriptions2
as of April 3, 2020 |
$376,396,221 |
Net
Asset Value as of April 3, 2020 |
$— |
Net
Asset Value per Share3
as of April 3, 2020 |
$— |
Worst
Monthly Loss:4
|
-97.33%
(March 2020) |
Name
of Pool: |
ProShares
UltraPro 3x Crude Oil ETFa |
Worst
Peak-to-Valley Loss:5
|
-99.67%
(September 2018—March 2020) |
Rate
of Return:6
|
2016 |
2017 |
2018 |
2019 |
2020 |
2021 |
January |
|
|
21.88% |
58.31% |
-40.24% |
N/A |
February |
|
|
-13.37% |
15.30% |
-37.70% |
N/A |
Marchb
|
|
16.98% |
16.04% |
12.85% |
-97.33% |
N/A |
April |
|
-10.47% |
17.06% |
19.04% |
N/A |
N/A |
May |
|
-10.32% |
-7.95% |
-43.50% |
N/A |
N/A |
June |
|
-16.85% |
25.86% |
24.34% |
N/A |
N/A |
July |
|
24.62% |
-16.39% |
-2.06% |
N/A |
N/A |
August |
|
-15.97% |
6.39% |
-21.33% |
N/A |
N/A |
September |
|
23.61% |
16.64% |
-11.23% |
N/A |
N/A |
October |
|
12.65% |
-29.41% |
0.44% |
N/A |
|
November |
|
15.00% |
-55.93% |
2.64% |
N/A |
|
December |
|
15.42% |
-35.43% |
35.12% |
N/A |
|
Annual |
|
51.15% |
-65.37% |
64.10% |
N/A |
N/A |
Year-to-Date |
N/A |
N/A |
N/A |
N/A |
-99.01% |
N/A |
Name
of Pool: |
ProShares
UltraPro 3x Short Crude Oil ETFa
|
Type
of Pool: |
Public,
Exchange-listed Commodity Pool |
Date
of Inception of Trading: |
March
24, 2017 |
Aggregate
Gross Capital Subscriptions1
as of April 13, 2020 |
$464,876,088 |
Aggregate
Net Capital Subscriptions2
as of April 13, 2020 |
$(81,065,469) |
Net
Asset Value as of April 13, 2020 |
$— |
Net
Asset Value per Share3
as of April 13, 2020 |
$— |
Worst
Monthly Loss:4
|
-42.29%
(January 2019) |
Worst
Peak-to-Valley Loss:5
|
-89.93%
(June 2017—December 2019) |
Rate
of Return:6
|
2016 |
2017 |
2018 |
2019 |
2020 |
2021 |
January |
|
|
-19.72% |
-42.29% |
57.34% |
N/A |
February |
|
|
10.44% |
-16.88% |
47.11% |
N/A |
Marchb
|
|
-15.37% |
-17.91% |
-13.66% |
84.56% |
N/A |
April |
|
8.31% |
-18.40% |
-18.72% |
N/A |
N/A |
May |
|
2.69% |
2.79% |
61.35% |
N/A |
N/A |
June |
|
12.44% |
-25.26% |
-26.77% |
N/A |
N/A |
July |
|
-24.62% |
12.74% |
-4.90% |
N/A |
N/A |
August |
|
12.49% |
-9.50% |
7.38% |
N/A |
N/A |
September |
|
-21.91% |
-16.69% |
-15.78% |
N/A |
N/A |
October |
|
-14.52% |
33.47% |
-3.92% |
N/A |
|
November |
|
-15.95% |
90.61% |
-9.40% |
N/A |
|
December |
|
-15.95% |
19.22% |
-28.09% |
N/A |
|
Annual |
|
-57.67% |
17.63% |
-78.59% |
N/A |
N/A |
Rate
of Return:6 |
2016 |
2017 |
2018 |
2019 |
2020 |
2021 |
Year-to-Date |
|
N/A |
N/A |
N/A |
327.18% |
N/A |
Name
of Pool: |
ProShares
UltraShort Bloomberg Commoditya
|
Type
of Pool: |
Public,
Exchange-listed Commodity Pool |
Date
of Inception of Trading: |
November
24, 2008 |
Aggregate
Gross Capital Subscriptions1
as of September 1, 2016 |
$95,173,249 |
Aggregate
Net Capital Subscriptions2
as of September 1, 2016 |
$1,803,800 |
Net
Asset Value as of September 1, 2016 |
$— |
Net
Asset Value per Share3
as of September 1, 2016 |
$— |
Worst
Monthly Loss:4
|
-15.82%
(April 2016) |
Worst
Peak-to-Valley Loss:5
|
-29.14%
(February 2016—June 2016) |
Rate
of Return:6
|
2016 |
2017 |
2018 |
2019 |
2020 |
2021 |
January |
2.68% |
N/A |
N/A |
N/A |
N/A |
N/A |
February |
2.49% |
N/A |
N/A |
N/A |
N/A |
N/A |
March |
-7.86% |
N/A |
N/A |
N/A |
N/A |
N/A |
April |
-15.82% |
N/A |
N/A |
N/A |
N/A |
N/A |
May |
-0.22% |
N/A |
N/A |
N/A |
N/A |
N/A |
June |
-8.44% |
N/A |
N/A |
N/A |
N/A |
N/A |
July |
10.33% |
N/A |
N/A |
N/A |
N/A |
N/A |
August |
-2.25% |
N/A |
N/A |
N/A |
N/A |
N/A |
September |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
October |
N/A |
N/A |
N/A |
N/A |
N/A |
|
November |
N/A |
N/A |
N/A |
N/A |
N/A |
|
December |
N/A |
N/A |
N/A |
N/A |
N/A |
|
Annual |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
Year-to-Date |
-19.58% |
N/A |
N/A |
N/A |
N/A |
N/A |
Name |
Position |
Michael
L. Sapir |
Chief
Executive Officer and Principal of the Sponsor |
Louis
M. Mayberg |
Principal
of the Sponsor |
William
E. Seale |
Principal
of the Sponsor |
Sapir
Family Trust |
Principal
of the Sponsor |
Northstar
Trust |
Principal
of the Sponsor |
Timothy
N. Coakley |
Chief
Financial Officer and Principal of the Sponsor |
Edward
J. Karpowicz |
Principal
Financial Officer of the Trust and Principal of the
Sponsor |
Todd
B. Johnson* |
Principal
Executive Officer of the Trust and Chief Investment Officer
and
Principal of the Sponsor |
Hratch
Najarian |
Director,
Portfolio Management and Principal of the
Sponsor |
Name |
Position |
Alexander
Ilyasov |
Senior
Portfolio Manager of the Sponsor |
James
Linneman |
Portfolio
Manager and Principal of the Sponsor |
Benjamin
McAbee |
Portfolio
Manager and Principal of the Sponsor |
Victor
M. Frye |
Principal
of the Sponsor |
Fund |
NAV
Calculation Time |
ProShares
Ultra VIX Short-Term Futures ETF |
4:00p.m.
(Eastern Time) |
ProShares
Short VIX Short-Term Futures ETF |
4:00p.m.
(Eastern Time) |
Fund |
NAV
Calculation Time |
ProShares
VIX Short-Term Futures ETF |
4:00p.m.
(Eastern Time) |
1933
Act |
Securities
Act of 1933, as amended |
1934
Act |
Securities
Exchange Act of 1934, as amended |
1940
Act |
Investment
Company Act of 1940, as amended |
Administrator |
The
Bank of New York Mellon, as administrator for the
Funds |
Advisers
Act |
The
Investment Advisers Act of 1940 |
Authorized
Participant |
Those
who may purchase (i.e.,
create) or redeem Creation Units directly from the
Funds |
Authorized
Participant
Agreement |
The
agreement that is entered into between an Authorized Participant, the
Sponsor and the Trust that
allows
an Authorized Participant to purchase or redeem Creation Units directly
from the Funds |
Authorized
Participant
Procedures
Handbook |
A
handbook that details the procedures for placing and processing Purchase
Orders and Redemption
Orders
in Creation Units |
BNYM |
The
Bank of New York Mellon |
Business
Day |
Any
day on which the NAV of a specified Fund is
determined. |
Cboe |
Chicago
Board Options Exchange, Incorporated |
CBOT |
Chicago
Board of Trade |
CEA |
Commodity
Exchange Act, as amended |
CFE |
Cboe
Futures Exchange |
CFTC |
United
States Commodity Futures Trading Commission |
CME |
Chicago
Mercantile Exchange |
Code |
Internal
Revenue Code of 1986, as amended |
Creation
Unit |
A
block of 25,000 or 50,000 Shares, as applicable, that is created for sale
by the Trust to Authorized
Participants
and/or submitted to the Trust for redemption by an Authorized
Participant. |
Custodian |
The
Bank of New York Mellon, as custodian for the
Funds |
Distributor |
SEI
Investments Distribution Co., as distributor for the
Funds |
Dodd-Frank
Act |
Dodd-Frank
Wall Street Reform and Consumer Protection Act |
DSTA |
Delaware
Statutory Trust Act |
DTC |
Depository
Trust Company |
EU |
European
Union |
Exchange |
The
exchange on which a Fund is primarily listed and traded ( i.e.,
Cboe BZX Exchange, Inc.). |
FCM |
Futures
Commission Merchant |
Financial
Instruments |
Instruments
whose value is derived from the value of an an equity market volatility
index, including
futures
contracts, swap agreements, forward contracts, option contracts, and other
instruments. |
FINRA |
Financial
Industry Regulatory Authority, Inc. |
Fund(s) |
One
or more of the series of the Trust offered
herein. |
Geared
Fund(s) |
The
Short Fund and/or the Ultra
Fund |
1933
Act |
Securities
Act of 1933, as amended |
ICE |
Intercontinental
Exchange |
Index |
S&P
500 VIX Short-Term Futures Index |
IRS |
United
States Internal Revenue Service |
Matching
Fund |
ProShares
VIX Short-Term Futures ETF |
NAV |
Net
Asset Value |
NFA |
National
Futures Association |
NSCC |
National
Securities Clearing Corporation |
NYMEX |
New
York Mercantile Exchange |
NYSE |
New
York Stock Exchange |
NYSE
Arca |
NYSE
Arca Equities, Inc. |
Other
Fund |
A
series of the Trust that is not being offered pursuant to this
Prospectus. |
PDI |
ProFunds
Distributors, Inc. |
PTP |
Publicly-traded
partnership |
Reference
Asset |
The
underlying asset that is used to determine the value of a Financial
Instrument |
Regulations |
The
income tax regulations promulgated under the Code.
|
S&P |
Standard
& Poor’s |
SEC |
United
States Securities & Exchange Commission |
SEI |
SEI
Investments Distribution Co. |
Shares |
Common
units of beneficial interest that represent units of fractional undivided
beneficial interest in and
ownership
of a Fund. |
Short
Fund |
ProShares
Short VIX Short-Term Futures ETF |
Sponsor |
ProShare
Capital Management LLC |
Title
VII |
Title
VII of the Dodd-Frank Act. |
Transfer
Agent |
The
Bank of New York Mellon, as transfer agent for the
Funds |
Trust |
ProShares
Trust II |
Trust
Agreement |
The
Amended and Restated Trust Agreement of ProShares Trust II, as amended by
Amendment No. 1 |
Trustee |
Wilmington
Trust Company |
U.S. |
United
States of America |
Ultra
Fund |
ProShares
Ultra VIX Short-Term Futures ETF |
VIX |
Cboe
Volatility Index |
VIX
Index |
Cboe
Volatility Index |