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Новый
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


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

Performance

Performance Chart

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


-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
29.09%
12.91%
Новый
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


YTD1M6M1Y5Y (annualized)10Y (annualized)
^GSPC
S&P 500
26.90%0.96%12.91%31.46%14.06%11.73%
Новый76.42%6.42%29.09%93.55%48.67%N/A
FNGU
MicroSectors FANG+™ Index 3X Leveraged ETN
149.30%13.07%55.07%185.14%64.26%N/A
FNGO
MicroSectors FANG+ Index 2X Leveraged ETN
99.94%10.47%41.66%119.54%57.46%N/A
FNGS
MicroSectors FANG+ ETN
50.16%5.30%22.98%57.24%34.78%N/A
TQQQ
ProShares UltraPro QQQ
70.82%3.55%27.22%94.04%35.69%36.55%
GOOGL
Alphabet Inc.
26.00%-1.56%0.45%30.38%21.31%21.10%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20244.25%14.23%2.84%-5.12%11.57%16.43%-5.45%-2.70%4.13%1.43%10.80%76.42%
202332.91%1.47%25.14%-1.29%29.27%12.75%8.26%-4.61%-11.11%-5.13%24.88%11.49%194.42%
2022-16.17%-11.90%5.66%-31.74%-5.07%-13.42%21.42%-10.24%-21.66%-6.97%15.26%-18.93%-67.51%
20212.44%7.97%-5.65%12.10%-4.28%16.65%1.02%7.68%-10.66%19.76%-0.82%-3.85%45.00%
202012.77%-6.89%-26.13%35.89%13.57%14.00%22.64%39.97%-13.85%-3.52%17.48%15.93%165.21%
20194.83%12.34%17.76%

Expense Ratio

Новый features an expense ratio of 0.69%, 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 FNGU: 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 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 TQQQ: 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 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 Новый is 33, 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 Новый is 3333
Overall Rank
The Sharpe Ratio Rank of Новый is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of Новый is 2727
Sortino Ratio Rank
The Omega Ratio Rank of Новый is 3232
Omega Ratio Rank
The Calmar Ratio Rank of Новый is 4242
Calmar Ratio Rank
The Martin Ratio Rank of Новый is 2222
Martin 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.


Sharpe ratio
The chart of Sharpe ratio for Новый, currently valued at 2.27, compared to the broader market-6.00-4.00-2.000.002.004.002.272.62
The chart of Sortino ratio for Новый, currently valued at 2.63, compared to the broader market-6.00-4.00-2.000.002.004.006.002.633.48
The chart of Omega ratio for Новый, currently valued at 1.36, compared to the broader market0.501.001.501.361.48
The chart of Calmar ratio for Новый, currently valued at 3.11, compared to the broader market0.005.0010.0015.003.113.77
The chart of Martin ratio for Новый, currently valued at 8.72, compared to the broader market0.0010.0020.0030.0040.0050.0060.008.7216.74
Новый
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
FNGU
MicroSectors FANG+™ Index 3X Leveraged ETN
2.702.751.373.3211.15
FNGO
MicroSectors FANG+ Index 2X Leveraged ETN
2.582.831.383.6910.90
FNGS
MicroSectors FANG+ ETN
2.362.931.393.3010.73
TQQQ
ProShares UltraPro QQQ
1.862.251.301.997.70
GOOGL
Alphabet Inc.
1.081.541.211.293.13

The current Новый Sharpe ratio is 2.27. 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 1.87 to 2.71, 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 Новый 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.27
2.62
Новый
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Новый provided a 0.29% dividend yield over the last twelve months.


TTM2023202220212020201920182017201620152014
Portfolio0.29%0.25%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%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%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%0.00%
TQQQ
ProShares UltraPro QQQ
1.11%1.26%0.57%0.00%0.00%0.06%0.11%0.00%0.00%0.01%0.03%
GOOGL
Alphabet Inc.
0.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.41%
-0.61%
Новый
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Новый. 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 Новый was 72.96%, occurring on Nov 3, 2022. Recovery took 315 trading sessions.

The current Новый drawdown is 1.41%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-72.96%Nov 5, 2021251Nov 3, 2022315Feb 7, 2024566
-56.48%Feb 20, 202020Mar 18, 202074Jul 2, 202094
-30.88%Jul 11, 202420Aug 7, 202483Dec 4, 2024103
-26.53%Sep 3, 20203Sep 8, 202063Dec 7, 202066
-25.89%Feb 17, 202114Mar 8, 202178Jun 28, 202192

Volatility

Volatility Chart

The current Новый volatility is 9.30%, 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.


0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
9.30%
2.24%
Новый
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.

GOOGLTQQQFNGSFNGUFNGO
GOOGL1.000.770.710.720.72
TQQQ0.771.000.910.910.91
FNGS0.710.911.000.990.99
FNGU0.720.910.991.000.99
FNGO0.720.910.990.991.00
The correlation results are calculated based on daily price changes starting from Nov 14, 2019
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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