444
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
CONL GraniteShares 2x Long COIN Daily ETF | Leveraged Equities | 20% |
DPST Direxion Daily Regional Banks Bull 3X Shares | Leveraged Equities, Leveraged | 20% |
MSTU T-Rex 2X Long MSTR Daily Target ETF | Leveraged Equities | 20% |
MSTY YieldMax™ MSTR Option Income Strategy ETF | Derivative Income | 20% |
NVDL GraniteShares 2x Long NVDA Daily ETF | Leveraged Equities | 20% |
Performance
Performance Chart
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The earliest data available for this chart is Sep 18, 2024, corresponding to the inception date of MSTU
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.00% | 12.45% | 0.40% | 11.91% | 15.04% | 10.82% |
| 444 | 3.38% | 61.63% | -41.42% | N/A | N/A | N/A |
| Portfolio components: | ||||||
CONL GraniteShares 2x Long COIN Daily ETF | -21.08% | 104.93% | -57.73% | -43.54% | N/A | N/A |
NVDL GraniteShares 2x Long NVDA Daily ETF | -21.39% | 70.56% | -36.28% | 20.84% | N/A | N/A |
MSTY YieldMax™ MSTR Option Income Strategy ETF | 33.67% | 23.75% | 1.69% | 100.46% | N/A | N/A |
MSTU T-Rex 2X Long MSTR Daily Target ETF | 28.16% | 66.35% | -53.73% | N/A | N/A | N/A |
DPST Direxion Daily Regional Banks Bull 3X Shares | -22.24% | 44.79% | -39.31% | 11.94% | -3.28% | N/A |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 10.59% | -26.59% | -15.42% | 15.84% | 29.97% | 3.38% | |||||||
| 2024 | 22.45% | 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.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
CONL GraniteShares 2x Long COIN Daily ETF | -0.26 | 1.01 | 1.11 | -0.32 | -0.56 |
NVDL GraniteShares 2x Long NVDA Daily ETF | 0.18 | 1.11 | 1.14 | 0.32 | 0.65 |
MSTY YieldMax™ MSTR Option Income Strategy ETF | 1.36 | 2.23 | 1.29 | 2.98 | 7.30 |
MSTU T-Rex 2X Long MSTR Daily Target ETF | — | — | — | — | — |
DPST Direxion Daily Regional Banks Bull 3X Shares | 0.12 | 0.86 | 1.11 | 0.10 | 0.30 |
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Dividends
Dividend yield
444 provided a 25.81% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 25.81% | 21.28% | 2.61% | 0.30% | 0.12% | 0.18% | 0.26% | 0.44% | 0.06% |
| Portfolio components: | |||||||||
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 | 127.13% | 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 | 1.91% | 1.55% | 1.78% | 1.51% | 0.59% | 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.
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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 46.16%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -74.04% | Nov 21, 2024 | 93 | Apr 8, 2025 | — | — | — |
| -16.81% | Oct 30, 2024 | 4 | Nov 4, 2024 | 2 | Nov 6, 2024 | 6 |
| -12.97% | Nov 13, 2024 | 2 | Nov 14, 2024 | 2 | Nov 18, 2024 | 4 |
| -12.24% | Sep 30, 2024 | 2 | Oct 1, 2024 | 5 | Oct 8, 2024 | 7 |
| -4.85% | Oct 21, 2024 | 3 | Oct 23, 2024 | 1 | Oct 24, 2024 | 4 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
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
| ^GSPC | DPST | NVDL | MSTY | CONL | MSTU | Portfolio | |
|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.63 | 0.70 | 0.43 | 0.60 | 0.45 | 0.66 |
| DPST | 0.63 | 1.00 | 0.31 | 0.31 | 0.43 | 0.31 | 0.50 |
| NVDL | 0.70 | 0.31 | 1.00 | 0.35 | 0.43 | 0.37 | 0.56 |
| MSTY | 0.43 | 0.31 | 0.35 | 1.00 | 0.68 | 0.99 | 0.89 |
| CONL | 0.60 | 0.43 | 0.43 | 0.68 | 1.00 | 0.68 | 0.86 |
| MSTU | 0.45 | 0.31 | 0.37 | 0.99 | 0.68 | 1.00 | 0.90 |
| Portfolio | 0.66 | 0.50 | 0.56 | 0.89 | 0.86 | 0.90 | 1.00 |