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BMO FANG + ETN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Asset Allocation


FNGS 100%EquityEquity
PositionCategory/SectorWeight
FNGS
MicroSectors FANG+ ETN
Large Cap Growth Equities

100%

S&P 500

Performance

Performance Chart

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


0.00%5.00%10.00%15.00%20.00%25.00%2024FebruaryMarchAprilMayJune
25.73%
14.20%
BMO FANG + ETN
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Nov 13, 2019, corresponding to the inception date of FNGS

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
12.69%2.92%15.76%23.89%13.23%10.77%
BMO FANG + ETN23.40%5.58%25.73%40.14%N/AN/A
FNGS
MicroSectors FANG+ ETN
23.40%5.58%25.73%40.14%N/AN/A

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20243.60%9.36%1.26%-2.77%6.08%23.40%
202318.88%3.74%12.71%-0.97%16.80%8.20%3.87%-2.58%-6.02%-1.44%13.32%5.66%95.24%
2022-7.84%-7.81%5.12%-19.32%-1.59%-6.23%10.45%-3.57%-10.85%-6.50%11.09%-8.99%-40.32%
20212.07%5.25%-4.59%4.78%-2.49%9.93%-2.42%3.34%-5.13%10.43%-0.59%-3.26%16.96%
20208.07%-0.35%-10.76%18.77%6.82%8.26%13.65%21.67%-4.96%-2.40%7.93%10.54%101.99%
20192.98%7.70%10.91%

Expense Ratio

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.


Expense ratio chart for FNGS: current value at 0.58% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.58%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of BMO FANG + ETN is 62, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of BMO FANG + ETN is 6262
BMO FANG + ETN
The Sharpe Ratio Rank of BMO FANG + ETN is 5656Sharpe Ratio Rank
The Sortino Ratio Rank of BMO FANG + ETN is 4949Sortino Ratio Rank
The Omega Ratio Rank of BMO FANG + ETN is 5252Omega Ratio Rank
The Calmar Ratio Rank of BMO FANG + ETN is 8282Calmar Ratio Rank
The Martin Ratio Rank of BMO FANG + ETN is 7070Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


BMO FANG + ETN
Sharpe ratio
The chart of Sharpe ratio for BMO FANG + ETN, currently valued at 1.93, compared to the broader market0.002.004.001.93
Sortino ratio
The chart of Sortino ratio for BMO FANG + ETN, currently valued at 2.57, compared to the broader market-2.000.002.004.006.002.57
Omega ratio
The chart of Omega ratio for BMO FANG + ETN, currently valued at 1.32, compared to the broader market0.801.001.201.401.601.801.32
Calmar ratio
The chart of Calmar ratio for BMO FANG + ETN, currently valued at 3.10, compared to the broader market0.002.004.006.008.0010.003.10
Martin ratio
The chart of Martin ratio for BMO FANG + ETN, currently valued at 8.93, compared to the broader market0.0010.0020.0030.0040.0050.008.93
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.21, compared to the broader market0.002.004.002.21
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.13, compared to the broader market-2.000.002.004.006.003.13
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.39, compared to the broader market0.801.001.201.401.601.801.39
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.77, compared to the broader market0.002.004.006.008.0010.001.77
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.30, compared to the broader market0.0010.0020.0030.0040.0050.008.30

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
FNGS
MicroSectors FANG+ ETN
1.932.571.323.108.93

Sharpe Ratio

The current BMO FANG + ETN Sharpe ratio is 1.93. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.43 to 2.37, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of BMO FANG + ETN with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.003.504.002024FebruaryMarchAprilMayJune
1.93
2.21
BMO FANG + ETN
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield


BMO FANG + ETN doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%2024FebruaryMarchAprilMayJune00
BMO FANG + ETN
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the BMO FANG + ETN. 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 BMO FANG + ETN was 48.98%, occurring on Nov 9, 2022. Recovery took 169 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.98%Nov 5, 2021255Nov 9, 2022169Jul 17, 2023424
-34.98%Feb 20, 202020Mar 18, 202053Jun 3, 202073
-16.4%Feb 17, 202114Mar 8, 2021123Aug 31, 2021137
-14.25%Jul 19, 202371Oct 26, 202317Nov 20, 202388
-13.59%Sep 3, 20203Sep 8, 202059Dec 1, 202062

Volatility

Volatility Chart

The current BMO FANG + ETN volatility is 4.65%, 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.


2.00%4.00%6.00%8.00%2024FebruaryMarchAprilMayJune
4.65%
2.41%
BMO FANG + ETN
Benchmark (^GSPC)
Portfolio components