…HI.beta.TEST#1
ETV70% TIPS15% FNGO15%
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
ETV Eaton Vance Tax-Managed Buy-Write Opportunities Fund | Financial Services | 70% |
FNGO MicroSectors FANG+ Index 2X Leveraged ETN | Leveraged Equities, Leveraged | 15% |
TIP iShares TIPS Bond ETF | Inflation-Protected Bonds | 15% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in …HI.beta.TEST#1, 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 never rebalanced.
The earliest data available for this chart is Aug 2, 2018, corresponding to the inception date of FNGO
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.92% | -9.92% | 5.42% | 12.98% | 9.70% |
| …HI.beta.TEST#1 | -22.02% | -11.87% | -12.14% | 9.60% | 14.99% | N/A |
| Portfolio components: | ||||||
TIP iShares TIPS Bond ETF | 2.98% | -0.36% | 0.75% | 6.48% | 1.49% | 2.12% |
FNGO MicroSectors FANG+ Index 2X Leveraged ETN | -33.38% | -18.13% | -18.91% | 13.66% | 38.73% | N/A |
ETV Eaton Vance Tax-Managed Buy-Write Opportunities Fund | -12.26% | -7.36% | -7.23% | 6.69% | 7.55% | 7.22% |
Monthly Returns
The table below presents the monthly returns of …HI.beta.TEST#1, 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 | 3.06% | -6.24% | -12.99% | -7.24% | -22.02% | ||||||||
| 2024 | 3.00% | 10.16% | 0.78% | -3.35% | 7.05% | 11.16% | -2.20% | -0.59% | 3.01% | 1.48% | 8.87% | 5.71% | 53.84% |
| 2023 | 12.07% | 1.21% | 4.71% | -1.70% | 9.06% | 8.03% | 4.70% | -4.01% | -7.34% | -4.21% | 15.87% | 4.10% | 48.01% |
| 2022 | -9.65% | -5.42% | 2.93% | -14.99% | -1.91% | -6.78% | 13.12% | -3.06% | -12.35% | 3.93% | -0.29% | -9.05% | -38.07% |
| 2021 | -0.07% | 4.36% | -1.85% | 5.23% | -0.76% | 7.86% | -0.52% | 2.74% | -4.94% | 9.82% | -1.48% | -0.67% | 20.40% |
| 2020 | 3.28% | -6.59% | -11.10% | 14.68% | 4.78% | 5.25% | 6.58% | 15.31% | -6.65% | -3.53% | 10.83% | 9.98% | 46.35% |
| 2019 | 11.47% | 0.74% | 1.99% | 3.50% | -9.35% | 7.57% | 3.51% | -4.42% | 0.81% | 3.06% | 2.03% | 3.19% | 25.08% |
| 2018 | 2.02% | -0.08% | -9.60% | 1.31% | -8.25% | -14.35% |
Expense Ratio
…HI.beta.TEST#1 has an expense ratio of 0.17%, which is considered low. 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 Rank
The current rank of …HI.beta.TEST#1 is 28, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
TIP iShares TIPS Bond ETF | 1.46 | 2.03 | 1.26 | 0.61 | 4.38 |
FNGO MicroSectors FANG+ Index 2X Leveraged ETN | 0.14 | 0.64 | 1.08 | 0.19 | 0.54 |
ETV Eaton Vance Tax-Managed Buy-Write Opportunities Fund | 0.33 | 0.60 | 1.09 | 0.31 | 1.51 |
Dividends
Dividend yield
…HI.beta.TEST#1 provided a 7.82% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 7.82% | 6.10% | 6.87% | 8.44% | 6.20% | 6.24% | 6.49% | 7.31% | 6.37% | 6.49% | 6.13% | 6.87% |
| Portfolio components: | ||||||||||||
TIP iShares TIPS Bond ETF | 3.05% | 2.52% | 2.73% | 6.96% | 4.28% | 1.17% | 1.75% | 2.71% | 2.07% | 1.48% | 0.34% | 1.67% |
FNGO MicroSectors FANG+ Index 2X Leveraged ETN | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ETV Eaton Vance Tax-Managed Buy-Write Opportunities Fund | 10.51% | 8.18% | 9.24% | 10.57% | 7.94% | 8.66% | 8.89% | 9.86% | 8.65% | 8.96% | 8.69% | 9.46% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the …HI.beta.TEST#1. 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 …HI.beta.TEST#1 was 43.25%, occurring on Dec 28, 2022. Recovery took 294 trading sessions.
The current …HI.beta.TEST#1 drawdown is 27.39%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -43.25% | Nov 5, 2021 | 288 | Dec 28, 2022 | 294 | Mar 1, 2024 | 582 |
| -39.17% | Feb 20, 2020 | 23 | Mar 23, 2020 | 72 | Jul 6, 2020 | 95 |
| -32.73% | Feb 18, 2025 | 36 | Apr 8, 2025 | — | — | — |
| -22.6% | Sep 14, 2018 | 70 | Dec 24, 2018 | 81 | Apr 23, 2019 | 151 |
| -20.09% | Jul 11, 2024 | 20 | Aug 7, 2024 | 65 | Nov 7, 2024 | 85 |
Volatility
Volatility Chart
The current …HI.beta.TEST#1 volatility is 22.58%, 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.
Diversification
Asset Correlations Table
| TIP | FNGO | ETV | |
|---|---|---|---|
| TIP | 1.00 | 0.06 | 0.09 |
| FNGO | 0.06 | 1.00 | 0.62 |
| ETV | 0.09 | 0.62 | 1.00 |