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444
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 444, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced every 3 months.


0.00%50.00%100.00%150.00%200.00%December2025FebruaryMarchAprilMay
45.29%
1.22%
444
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 18, 2024, corresponding to the inception date of MSTU

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.31%5.38%-0.74%10.90%14.93%10.61%
444-15.50%37.70%-4.19%N/AN/AN/A
CONL
GraniteShares 2x Long COIN Daily ETF
-48.20%35.41%-23.10%-63.67%N/AN/A
NVDL
GraniteShares 2x Long NVDA Daily ETF
-42.25%18.15%-45.52%0.24%N/AN/A
MSTY
YieldMax™ MSTR Option Income Strategy ETF
27.91%34.10%49.62%131.55%N/AN/A
MSTU
T-Rex 2X Long MSTR Daily Target ETF
16.71%71.90%31.60%N/AN/AN/A
DPST
Direxion Daily Regional Banks Bull 3X Shares
-30.71%24.43%-29.25%4.06%-7.95%N/A
*Annualized

Monthly Returns

The table below presents the monthly returns of 444, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202510.59%-26.59%-15.42%15.84%6.23%-15.50%
202422.45%28.37%63.22%-32.98%71.94%

Expense Ratio

444 has a high expense ratio of 1.07%, indicating above-average management fees. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


Expense ratio chart for CONL: current value is 1.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
CONL: 1.15%
Expense ratio chart for NVDL: current value is 1.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
NVDL: 1.15%
Expense ratio chart for MSTU: current value is 1.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
MSTU: 1.05%
Expense ratio chart for MSTY: current value is 0.99%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
MSTY: 0.99%
Expense ratio chart for DPST: current value is 0.99%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DPST: 0.99%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.



Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
CONL
GraniteShares 2x Long COIN Daily ETF
-0.340.461.05-0.65-1.16
NVDL
GraniteShares 2x Long NVDA Daily ETF
0.040.921.120.080.16
MSTY
YieldMax™ MSTR Option Income Strategy ETF
2.132.581.333.989.76
MSTU
T-Rex 2X Long MSTR Daily Target ETF
DPST
Direxion Daily Regional Banks Bull 3X Shares
0.231.031.130.230.76

There is not enough data available to calculate the Sharpe ratio for 444. We calculate this metric based on the past 12 months of trading data. Please check back later for updated information.


Chart placeholderNot enough data

Dividends

Dividend yield

444 provided a 24.61% dividend yield over the last twelve months.


TTM20242023202220212020201920182017
Portfolio24.61%21.28%2.61%0.30%0.12%0.18%0.26%0.44%0.06%
CONL
GraniteShares 2x Long COIN Daily ETF
0.00%0.31%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NVDL
GraniteShares 2x Long NVDA Daily ETF
0.00%0.00%11.29%0.00%0.00%0.00%0.00%0.00%0.00%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
120.91%104.56%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MSTU
T-Rex 2X Long MSTR Daily Target ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DPST
Direxion Daily Regional Banks Bull 3X Shares
2.15%1.55%1.78%1.51%0.58%0.90%1.29%2.18%0.30%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-80.00%-60.00%-40.00%-20.00%0.00%December2025FebruaryMarchAprilMay
-55.99%
-7.45%
444
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 444. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the 444 was 74.04%, occurring on Apr 8, 2025. The portfolio has not yet recovered.

The current 444 drawdown is 55.99%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-74.04%Nov 21, 202493Apr 8, 2025
-16.81%Oct 30, 20244Nov 4, 20242Nov 6, 20246
-12.97%Nov 13, 20242Nov 14, 20242Nov 18, 20244
-12.24%Sep 30, 20242Oct 1, 20245Oct 8, 20247
-4.85%Oct 21, 20243Oct 23, 20241Oct 24, 20244

Volatility

Volatility Chart

The current 444 volatility is 42.79%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%December2025FebruaryMarchAprilMay
42.79%
14.17%
444
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics


Number of Effective Assets
1.002.003.004.005.00
Effective Assets: 5.00

The portfolio contains 5 assets, with an effective number of assets of 5.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

^GSPCDPSTNVDLCONLMSTYMSTUPortfolio
^GSPC1.000.630.700.600.440.460.66
DPST0.631.000.300.430.330.330.51
NVDL0.700.301.000.420.360.390.56
CONL0.600.430.421.000.700.690.85
MSTY0.440.330.360.701.000.990.90
MSTU0.460.330.390.690.991.000.92
Portfolio0.660.510.560.850.900.921.00
The correlation results are calculated based on daily price changes starting from Sep 19, 2024