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Long Term RETIREMENT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


ETV 60%VIG 32%FNGO 8%EquityEquity
PositionCategory/SectorWeight
ETV
Eaton Vance Tax-Managed Buy-Write Opportunities Fund
Financial Services

60%

FNGO
MicroSectors FANG+ Index 2X Leveraged ETN
Leveraged Equities, Leveraged

8%

VIG
Vanguard Dividend Appreciation ETF
Large Cap Growth Equities, Dividend

32%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Long Term RETIREMENT , 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


70.00%80.00%90.00%100.00%FebruaryMarchAprilMayJuneJuly
100.50%
99.27%
Long Term RETIREMENT
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Aug 2, 2018, corresponding to the inception date of FNGO

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
18.12%5.09%17.78%26.91%13.37%11.12%
Long Term RETIREMENT 19.41%6.47%18.87%22.04%13.57%N/A
ETV
Eaton Vance Tax-Managed Buy-Write Opportunities Fund
17.12%5.53%16.27%14.62%7.07%8.53%
FNGO
MicroSectors FANG+ Index 2X Leveraged ETN
85.75%29.27%84.31%118.06%59.89%N/A
VIG
Vanguard Dividend Appreciation ETF
9.75%2.57%9.93%16.50%11.53%11.27%

Monthly Returns

The table below presents the monthly returns of Long Term RETIREMENT , with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.78%5.70%1.28%-2.54%4.23%5.43%19.41%
20238.43%-0.13%1.88%-0.39%1.83%6.76%3.94%-3.08%-5.46%-3.80%11.49%2.10%24.61%
2022-6.88%-2.09%2.54%-8.12%-0.73%-5.93%11.28%-2.55%-10.63%7.74%0.20%-7.15%-22.07%
2021-2.15%2.43%3.32%4.13%1.17%2.69%1.77%1.65%-3.91%6.43%-1.57%3.88%21.17%
20201.95%-8.25%-11.18%13.84%4.49%3.45%4.22%9.87%-5.00%-2.92%10.74%6.05%26.76%
201911.15%2.04%1.68%3.87%-8.78%8.06%3.48%-3.66%1.31%2.42%2.24%3.08%28.70%
20182.69%0.67%-8.97%2.41%-9.23%-12.53%

Expense Ratio

Long Term RETIREMENT features an expense ratio of 0.10%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for FNGO: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
Expense ratio chart for VIG: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Long Term RETIREMENT is 45, 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 Long Term RETIREMENT is 4545
Long Term RETIREMENT
The Sharpe Ratio Rank of Long Term RETIREMENT is 4747Sharpe Ratio Rank
The Sortino Ratio Rank of Long Term RETIREMENT is 4747Sortino Ratio Rank
The Omega Ratio Rank of Long Term RETIREMENT is 5050Omega Ratio Rank
The Calmar Ratio Rank of Long Term RETIREMENT is 4040Calmar Ratio Rank
The Martin Ratio Rank of Long Term RETIREMENT is 3939Martin 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.


Long Term RETIREMENT
Sharpe ratio
The chart of Sharpe ratio for Long Term RETIREMENT , currently valued at 2.01, compared to the broader market0.002.004.002.01
Sortino ratio
The chart of Sortino ratio for Long Term RETIREMENT , currently valued at 2.83, compared to the broader market-2.000.002.004.006.002.83
Omega ratio
The chart of Omega ratio for Long Term RETIREMENT , currently valued at 1.36, compared to the broader market0.801.001.201.401.601.801.36
Calmar ratio
The chart of Calmar ratio for Long Term RETIREMENT , currently valued at 1.44, compared to the broader market0.002.004.006.008.0010.001.44
Martin ratio
The chart of Martin ratio for Long Term RETIREMENT , currently valued at 5.98, compared to the broader market0.0010.0020.0030.0040.0050.005.98
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.49, compared to the broader market0.002.004.002.49
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.48, compared to the broader market-2.000.002.004.006.003.48
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.44, compared to the broader market0.801.001.201.401.601.801.44
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.96, compared to the broader market0.002.004.006.008.0010.001.96
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.23, compared to the broader market0.0010.0020.0030.0040.0050.009.23

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
ETV
Eaton Vance Tax-Managed Buy-Write Opportunities Fund
1.412.131.270.733.75
FNGO
MicroSectors FANG+ Index 2X Leveraged ETN
2.833.161.402.7812.30
VIG
Vanguard Dividend Appreciation ETF
1.912.711.341.825.78

Sharpe Ratio

The current Long Term RETIREMENT Sharpe ratio is 2.01. 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 1.59 to 2.67, 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 Long Term RETIREMENT 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 Ratio1.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
2.01
2.49
Long Term RETIREMENT
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Long Term RETIREMENT granted a 5.59% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Long Term RETIREMENT 5.59%6.14%6.97%5.26%5.72%5.88%6.58%5.79%6.06%5.96%6.30%6.28%
ETV
Eaton Vance Tax-Managed Buy-Write Opportunities Fund
8.35%9.24%10.57%7.94%8.66%8.89%9.86%8.65%8.96%8.69%9.46%9.49%
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%
VIG
Vanguard Dividend Appreciation ETF
1.81%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%1.95%1.84%

Drawdowns

Drawdowns Chart

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


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly00
Long Term RETIREMENT
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Long Term RETIREMENT . 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 Long Term RETIREMENT was 40.42%, occurring on Mar 23, 2020. Recovery took 93 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-40.42%Feb 20, 202023Mar 23, 202093Aug 4, 2020116
-24.46%Jan 4, 2022248Dec 28, 2022276Feb 5, 2024524
-21.97%Sep 14, 201870Dec 24, 201877Apr 16, 2019147
-10.88%Apr 24, 201928Jun 3, 201928Jul 12, 201956
-10.23%Sep 3, 202015Sep 24, 202044Nov 25, 202059

Volatility

Volatility Chart

The current Long Term RETIREMENT volatility is 1.84%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%FebruaryMarchAprilMayJuneJuly
1.84%
1.73%
Long Term RETIREMENT
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

FNGOVIGETV
FNGO1.000.590.61
VIG0.591.000.65
ETV0.610.651.00
The correlation results are calculated based on daily price changes starting from Aug 3, 2018