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Lazy PortfoliosUser Portfolios

Новый

Last updated Sep 21, 2023

Asset Allocation


FNGU 20%FNGO 20%FNGS 20%TQQQ 20%GOOGL 20%EquityEquity
PositionCategory/SectorWeight
FNGU
MicroSectors FANG+™ Index 3X Leveraged ETN
Leveraged Equities, Leveraged20%
FNGO
MicroSectors FANG+ Index 2X Leveraged ETN
Leveraged Equities, Leveraged20%
FNGS
MicroSectors FANG+ ETN
Large Cap Growth Equities20%
TQQQ
ProShares UltraPro QQQ
Leveraged Equities, Leveraged20%
GOOGL
Alphabet Inc.
Communication Services20%

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


0.00%20.00%40.00%60.00%80.00%AprilMayJuneJulyAugustSeptember
46.91%
10.86%
Новый
Benchmark (^GSPC)
Portfolio components

Returns


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark0.33%11.48%14.66%16.16%9.61%N/A
Новый0.52%46.41%131.88%80.74%37.64%N/A
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

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

GOOGLTQQQFNGSFNGUFNGO
GOOGL1.000.820.740.750.75
TQQQ0.821.000.910.910.91
FNGS0.740.911.000.990.99
FNGU0.750.910.991.000.99
FNGO0.750.910.990.991.00

Sharpe Ratio

The current Новый Sharpe ratio is 1.20. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.20

The Sharpe ratio of Новый lies between the 25th and 75th percentiles. It indicates that the portfolio's 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50AprilMayJuneJulyAugustSeptember
1.20
0.74
Новый
Benchmark (^GSPC)
Portfolio components

Dividend yield

Новый granted a 0.27% dividend yield in the last twelve months.


TTM202220212020201920182017201620152014
Новый0.27%0.11%0.00%0.00%0.01%0.02%0.00%0.00%0.00%0.01%
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.


0.95%
0.00%2.15%
0.95%
0.00%2.15%
0.58%
0.00%2.15%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer 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.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AprilMayJuneJulyAugustSeptember
-32.59%
-8.22%
Новый
Benchmark (^GSPC)
Portfolio components

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, 2021251Nov 3, 2022
-56.48%Feb 20, 202020Mar 18, 202074Jul 2, 202094
-26.53%Sep 3, 20203Sep 8, 202063Dec 7, 202066
-25.89%Feb 17, 202114Mar 8, 202178Jun 28, 202192
-16.86%Sep 8, 202119Oct 4, 202113Oct 21, 202132

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.


5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
12.15%
3.47%
Новый
Benchmark (^GSPC)
Portfolio components