VYM60FANG+40
VYM60 FANG+40
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
VYM Vanguard High Dividend Yield ETF | Dividend, Large Cap Value Equities | 60% |
FNGS MicroSectors FANG+ ETN | Large Cap Growth Equities | 40% |
Performance
The chart shows the growth of an initial investment of $10,000 in VYM60FANG+40, 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 | -1.29% | 8.79% | 12.52% | 16.97% | 9.06% | N/A |
| VYM60FANG+40 | -0.76% | 12.31% | 23.69% | 28.77% | 16.57% | N/A |
| Portfolio components: | ||||||
VYM Vanguard High Dividend Yield ETF | -0.36% | 4.54% | -1.05% | 10.52% | 7.15% | N/A |
FNGS MicroSectors FANG+ ETN | -1.36% | 23.52% | 64.67% | 52.59% | 27.85% | N/A |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| FNGS | VYM | |
|---|---|---|
| FNGS | 1.00 | 0.45 |
| VYM | 0.45 | 1.00 |
Dividend yield
VYM60FANG+40 granted a 1.92% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| VYM60FANG+40 | 1.92% | 1.84% | 1.75% | 2.07% | 2.05% | 2.37% | 2.02% | 2.16% | 2.46% | 2.19% | 2.28% | 2.70% |
| Portfolio components: | ||||||||||||
VYM Vanguard High Dividend Yield ETF | 3.20% | 3.07% | 2.91% | 3.45% | 3.41% | 3.95% | 3.37% | 3.60% | 4.11% | 3.66% | 3.80% | 4.51% |
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% | 0.00% |
Expense Ratio
The VYM60FANG+40 has a high expense ratio of 0.27%, 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 | |
|---|---|---|---|---|---|
VYM Vanguard High Dividend Yield ETF | 0.53 | ||||
FNGS MicroSectors FANG+ ETN | 1.45 |
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 VYM60FANG+40. 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 VYM60FANG+40 is 32.89%, recorded on Mar 23, 2020. It took 79 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.89% | Feb 20, 2020 | 23 | Mar 23, 2020 | 79 | Jul 15, 2020 | 102 |
| -25.35% | Jan 13, 2022 | 188 | Oct 12, 2022 | 166 | Jun 12, 2023 | 354 |
| -8.95% | Sep 3, 2020 | 14 | Sep 23, 2020 | 35 | Nov 11, 2020 | 49 |
| -6.23% | Aug 1, 2023 | 38 | Sep 22, 2023 | — | — | — |
| -5.55% | Nov 17, 2021 | 12 | Dec 3, 2021 | 27 | Jan 12, 2022 | 39 |
Volatility Chart
The current VYM60FANG+40 volatility is 3.61%, 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.