See what your fund actually adds
ProShares Short 20+ Year Treasury TBF
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | TBF | Replication |
|---|---|---|
| Annualized growth | 13.3% | 6.1% |
| Annualized volatility | 14.7% | 2.9% |
| Sharpe ratio | 0.92 | 2.08 |
| Maximum drawdown | 16.4% | 2.4% |
| Replication fit (R²) | 0.04 · Tracking error 14.4% | |
Replication portfolio
The published portfolio below is the investable basket used to model TBF’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| USFR | FI · Floating Rate Notes | 89.4% |
| XLE | Sector · Energy | 10.6% |