BMO FANG + ETN
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
FNGS MicroSectors FANG+ ETN | Large Cap Growth Equities | 100% |
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
The earliest data available for this chart is Nov 13, 2019, corresponding to the inception date of FNGS
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| BMO FANG + ETN | 24.59% | -4.12% | 18.11% | 39.15% | N/A | N/A |
| Portfolio components: | ||||||
FNGS MicroSectors FANG+ ETN | 24.59% | -4.12% | 18.11% | 39.15% | N/A | N/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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 3.60% | 9.36% | 1.26% | -2.77% | 6.08% | 10.01% | 24.59% | ||||||
| 2023 | 18.88% | 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% |
| 2021 | 2.07% | 5.25% | -4.59% | 4.78% | -2.49% | 9.93% | -2.42% | 3.34% | -5.13% | 10.43% | -0.59% | -3.26% | 16.96% |
| 2020 | 8.07% | -0.35% | -10.76% | 18.77% | 6.82% | 8.26% | 13.65% | 21.67% | -4.96% | -2.40% | 7.93% | 10.54% | 101.99% |
| 2019 | 2.98% | 7.70% | 10.91% |
Expense Ratio
BMO FANG + ETN features an expense ratio of 0.58%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of BMO FANG + ETN is 64, 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.
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 | |
|---|---|---|---|---|---|
FNGS MicroSectors FANG+ ETN | 1.62 | 2.18 | 1.28 | 2.65 | 9.04 |
Dividends
Dividend yield
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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.
The current BMO FANG + ETN drawdown is 11.48%.
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 |
| -14.25% | Jul 19, 2023 | 71 | Oct 26, 2023 | 17 | Nov 20, 2023 | 88 |
| -13.59% | Sep 3, 2020 | 3 | Sep 8, 2020 | 59 | Dec 1, 2020 | 62 |
Volatility
Volatility Chart
The current BMO FANG + ETN volatility is 9.45%, 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.