FactorShares 2X: TBond Bull/S&P500 Bear

(AMEX: FSA)
  • Trade now
  • Add to Watchlist
  • Get Chart
  • Print report
12.49 Up unch unch
Find snapshot for:
MORE ON FSA
QUICK STATS
Latest price 12.49 Change unch
Net assets 1.41 Mil % Change unch
YTD -37.30 %
Category Growth
Fund family name Factor Capital Management, LLC
Index tracked S&P 500 TR
Inception date 02/24/2011
Turnover ratio NA
Detailed quote Last price update 05/14/2013 10:36 AM ET

OVERVIEW
The investment seeks to replicate, net of expenses, twice the inverse of the daily return of the S&P U.S. Equity Risk Premium Total Return index. The index is a spread index reflecting the difference in daily return between the U.S. equity and interest rate market segments by tracking a long position in the front month E-mini S&P 500 Stock Price index futures and a short position in the front month U.S. Treasury Bond futures.
ANNUAL RETURNS
2010 2011 2012
MKT NA NA -36.41
NAV NA NA -35.05
View additional performance information
MODERN PORTFOLIO THEORY STATISTICS
MEASUREMENT STANDARD INDEX
S&P 500 TR
R-Squared (1-year) NA
Beta (1-year) NA
Alpha (1-year) NA
DATA PROVIDERS

Copyright © 2013 Microsoft. All rights reserved.

Quotes are real-time for NASDAQ, NYSE and AMEX. See delay times for other exchanges.

Fundamental company data and historical chart data provided by Thomson Reuters (click for restrictions). Real-time quotes provided by BATS Exchange. Real-time index quotes and delayed quotes supplied by Interactive Data Real-Time Services. Fund summary, fund performance and dividend data provided by Morningstar Inc. Analyst recommendations data provided by Zacks Investment Research. StockScouter data provided by Verus Analytics. IPO data provided by Hoover's Inc. Index membership data provided by SIX Financial Information.

Japanese stock price data provided by Nomura Research Institute Ltd.; quotes delayed 20 minutes. Canadian fund data provided by CANNEX Financial Exchanges Ltd.

Ad Choice 
Feedback
ASSET ALLOCATION
Prospectus Objectives Growth
FEES AND EXPENSES
Expense Ratio 14.76%
Gross Expense Ratio 14.76%
Net Expense Ratio 14.76%
Management Fee 0.75%
VOLATILITY MEASURES
1-year standard deviation NA
Mean NA
3-year Sharpe ratio NA
3-year Treynor ratio NA