Новый
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
FNGU MicroSectors FANG+™ Index 3X Leveraged ETN | Leveraged Equities, Leveraged | 20% |
FNGO MicroSectors FANG+ Index 2X Leveraged ETN | Leveraged Equities, Leveraged | 20% |
FNGS MicroSectors FANG+ ETN | Large Cap Growth Equities | 20% |
TQQQ ProShares UltraPro QQQ | Leveraged Equities, Leveraged | 20% |
GOOGL Alphabet Inc. | Communication Services | 20% |
Performance
The chart shows the growth of an initial investment of $10,000 in Новый, 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 | 0.33% | 11.48% | 14.66% | 16.16% | 9.61% | N/A |
Новый | 0.52% | 46.41% | 131.88% | 80.74% | 37.64% | N/A |
Portfolio components: | ||||||
FNGU MicroSectors FANG+™ Index 3X Leveraged ETN | -0.83% | 73.00% | 271.19% | 129.83% | 39.83% | N/A |
FNGO MicroSectors FANG+ Index 2X Leveraged ETN | -0.14% | 49.34% | 160.41% | 96.33% | 42.88% | N/A |
FNGS MicroSectors FANG+ ETN | 0.28% | 25.84% | 68.80% | 51.34% | 28.75% | N/A |
TQQQ ProShares UltraPro QQQ | -0.28% | 48.68% | 120.94% | 65.33% | 21.04% | N/A |
GOOGL Alphabet Inc. | 3.61% | 26.65% | 51.58% | 34.71% | 20.76% | N/A |
Returns over 1 year are annualized |
Asset Correlations Table
GOOGL | TQQQ | FNGS | FNGU | FNGO | |
---|---|---|---|---|---|
GOOGL | 1.00 | 0.82 | 0.74 | 0.75 | 0.75 |
TQQQ | 0.82 | 1.00 | 0.91 | 0.91 | 0.91 |
FNGS | 0.74 | 0.91 | 1.00 | 0.99 | 0.99 |
FNGU | 0.75 | 0.91 | 0.99 | 1.00 | 0.99 |
FNGO | 0.75 | 0.91 | 0.99 | 0.99 | 1.00 |
Dividend yield
Новый granted a 0.27% dividend yield in the last twelve months.
TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|
Новый | 0.27% | 0.11% | 0.00% | 0.00% | 0.01% | 0.02% | 0.00% | 0.00% | 0.00% | 0.01% |
Portfolio components: | ||||||||||
FNGU MicroSectors FANG+™ Index 3X Leveraged ETN | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
FNGS MicroSectors FANG+ ETN | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TQQQ ProShares UltraPro QQQ | 1.36% | 0.57% | 0.00% | 0.00% | 0.06% | 0.11% | 0.00% | 0.00% | 0.01% | 0.03% |
GOOGL Alphabet Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Expense Ratio
The Новый has a high expense ratio of 0.69%, 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 | |
---|---|---|---|---|---|
FNGU MicroSectors FANG+™ Index 3X Leveraged ETN | 1.10 | ||||
FNGO MicroSectors FANG+ Index 2X Leveraged ETN | 1.27 | ||||
FNGS MicroSectors FANG+ ETN | 1.42 | ||||
TQQQ ProShares UltraPro QQQ | 0.77 | ||||
GOOGL Alphabet Inc. | 0.87 |
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 Новый. 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 Новый is 72.96%, recorded on Nov 3, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-72.96% | Nov 5, 2021 | 251 | Nov 3, 2022 | — | — | — |
-56.48% | Feb 20, 2020 | 20 | Mar 18, 2020 | 74 | Jul 2, 2020 | 94 |
-26.53% | Sep 3, 2020 | 3 | Sep 8, 2020 | 63 | Dec 7, 2020 | 66 |
-25.89% | Feb 17, 2021 | 14 | Mar 8, 2021 | 78 | Jun 28, 2021 | 92 |
-16.86% | Sep 8, 2021 | 19 | Oct 4, 2021 | 13 | Oct 21, 2021 | 32 |
Volatility Chart
The current Новый volatility is 12.15%, 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.