BMO FANG + ETN
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
FNGS MicroSectors FANG+ ETN | Large Cap Growth Equities | 100% |
Performance
The chart shows the growth of an initial investment of $10,000 in BMO FANG + ETN, 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 Quarterly
Returns
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.94% | 8.61% | 12.52% | 16.97% | 9.06% | N/A |
| BMO FANG + ETN | -2.24% | 24.66% | 64.67% | 52.59% | 27.85% | N/A |
| Portfolio components: | ||||||
FNGS MicroSectors FANG+ ETN | -2.24% | 24.66% | 64.67% | 52.59% | 27.85% | N/A |
| Returns over 1 year are annualized | ||||||
Dividend yield
Expense Ratio
The BMO FANG + ETN has a high expense ratio of 0.58%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
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 | Ulcer Index | |
|---|---|---|---|---|---|
FNGS MicroSectors FANG+ ETN | 1.45 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the BMO FANG + ETN. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the BMO FANG + ETN is 48.98%, recorded on Nov 9, 2022. It took 169 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -48.98% | Nov 5, 2021 | 255 | Nov 9, 2022 | 169 | Jul 17, 2023 | 424 |
| -34.98% | Feb 20, 2020 | 20 | Mar 18, 2020 | 53 | Jun 3, 2020 | 73 |
| -16.4% | Feb 17, 2021 | 14 | Mar 8, 2021 | 123 | Aug 31, 2021 | 137 |
| -13.59% | Sep 3, 2020 | 3 | Sep 8, 2020 | 59 | Dec 1, 2020 | 62 |
| -11.22% | Jul 19, 2023 | 23 | Aug 18, 2023 | — | — | — |
Volatility Chart
The current BMO FANG + ETN volatility is 6.20%, 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.