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ETF Holdings @SAING

Last updated Mar 2, 2024

Asset Allocation


XLK 12.5%VGT 12.5%TQQQ 12.5%SOXX 12.5%SMH 12.5%FNGO 12.5%FNGU 12.5%TECL 12.5%EquityEquity
PositionCategory/SectorWeight
XLK
Technology Select Sector SPDR Fund
Technology Equities

12.50%

VGT
Vanguard Information Technology ETF
Technology Equities

12.50%

TQQQ
ProShares UltraPro QQQ
Leveraged Equities, Leveraged

12.50%

SOXX
iShares PHLX Semiconductor ETF
Technology Equities

12.50%

SMH
VanEck Vectors Semiconductor ETF
Technology Equities

12.50%

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

12.50%

FNGU
MicroSectors FANG+™ Index 3X Leveraged ETN
Leveraged Equities, Leveraged

12.50%

TECL
Direxion Daily Technology Bull 3X Shares
Leveraged Equities, Leveraged

12.50%

SOXL
Direxion Daily Semiconductor Bull 3x Shares
Leveraged Equities, Leveraged

0%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in ETF Holdings @SAING, 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%100.00%200.00%300.00%400.00%500.00%OctoberNovemberDecember2024FebruaryMarch
461.41%
81.70%
ETF Holdings @SAING
Benchmark (^GSPC)
Portfolio components

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

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
ETF Holdings @SAING23.81%10.62%45.92%134.71%44.43%N/A
SOXL
Direxion Daily Semiconductor Bull 3x Shares
53.92%43.63%101.99%210.37%42.19%43.93%
XLK
Technology Select Sector SPDR Fund
9.50%4.21%20.13%51.70%25.72%20.86%
VGT
Vanguard Information Technology ETF
8.96%4.40%18.52%47.19%23.49%20.34%
TQQQ
ProShares UltraPro QQQ
24.52%10.29%50.46%173.67%37.79%36.75%
SOXX
iShares PHLX Semiconductor ETF
18.01%13.98%33.52%63.55%31.28%25.76%
SMH
VanEck Vectors Semiconductor ETF
26.12%15.33%42.03%81.15%36.74%29.36%
FNGO
MicroSectors FANG+ Index 2X Leveraged ETN
30.60%10.59%56.86%193.82%49.91%N/A
FNGU
MicroSectors FANG+™ Index 3X Leveraged ETN
46.76%13.65%86.90%349.74%54.10%N/A
TECL
Direxion Daily Technology Bull 3X Shares
26.07%11.27%55.86%180.31%47.82%43.21%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20244.53%13.95%
2023-5.16%-11.67%-4.14%25.38%11.09%

Sharpe Ratio

The current ETF Holdings @SAING Sharpe ratio is 3.84. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.003.84

The Sharpe ratio of ETF Holdings @SAING is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00OctoberNovemberDecember2024FebruaryMarch
3.84
2.44
ETF Holdings @SAING
Benchmark (^GSPC)
Portfolio components

Dividend yield

ETF Holdings @SAING granted a 0.46% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
ETF Holdings @SAING0.46%0.54%0.79%0.41%0.56%1.23%1.07%0.78%0.72%1.08%0.85%0.88%
SOXL
Direxion Daily Semiconductor Bull 3x Shares
0.33%0.51%1.07%0.04%0.05%0.38%1.30%0.09%4.84%0.00%0.00%0.00%
XLK
Technology Select Sector SPDR Fund
0.69%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%1.75%1.70%
VGT
Vanguard Information Technology ETF
0.59%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%
TQQQ
ProShares UltraPro QQQ
1.01%1.26%0.57%0.00%0.00%0.06%0.11%0.00%0.00%0.01%0.03%0.00%
SOXX
iShares PHLX Semiconductor ETF
0.66%0.78%1.26%0.64%0.81%1.23%1.37%0.90%1.08%1.29%1.56%1.18%
SMH
VanEck Vectors Semiconductor ETF
0.47%0.60%2.37%1.02%1.38%6.00%3.75%2.85%1.61%4.28%2.31%3.11%
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%
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%0.00%
TECL
Direxion Daily Technology Bull 3X Shares
0.22%0.28%0.22%0.32%0.52%0.25%0.47%0.10%0.00%0.00%0.00%0.00%

Expense Ratio

The ETF Holdings @SAING has a high expense ratio of 0.62%, 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.


0.50%1.00%1.50%2.00%1.08%
0.50%1.00%1.50%2.00%0.99%
0.50%1.00%1.50%2.00%0.95%
0.50%1.00%1.50%2.00%0.95%
0.50%1.00%1.50%2.00%0.46%
0.50%1.00%1.50%2.00%0.35%
0.50%1.00%1.50%2.00%0.13%
0.50%1.00%1.50%2.00%0.10%

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
^GSPC
S&P 500
2.44
ETF Holdings @SAING
3.84
SOXL
Direxion Daily Semiconductor Bull 3x Shares
2.83
XLK
Technology Select Sector SPDR Fund
3.19
VGT
Vanguard Information Technology ETF
2.89
TQQQ
ProShares UltraPro QQQ
4.01
SOXX
iShares PHLX Semiconductor ETF
2.44
SMH
VanEck Vectors Semiconductor ETF
3.14
FNGO
MicroSectors FANG+ Index 2X Leveraged ETN
4.28
FNGU
MicroSectors FANG+™ Index 3X Leveraged ETN
5.26
TECL
Direxion Daily Technology Bull 3X Shares
3.91

Asset Correlations Table

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

FNGOFNGUSOXLSOXXSMHTECLXLKTQQQVGT
FNGO1.000.960.760.760.760.820.820.880.84
FNGU0.961.000.770.770.780.850.850.910.86
SOXL0.760.771.001.000.990.870.870.850.88
SOXX0.760.771.001.000.990.870.870.850.88
SMH0.760.780.990.991.000.870.870.860.88
TECL0.820.850.870.870.871.001.000.970.99
XLK0.820.850.870.870.871.001.000.970.99
TQQQ0.880.910.850.850.860.970.971.000.97
VGT0.840.860.880.880.880.990.990.971.00

Drawdowns Chart

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


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
ETF Holdings @SAING
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the ETF Holdings @SAING. 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 ETF Holdings @SAING was 64.54%, occurring on Nov 3, 2022. Recovery took 302 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-64.54%Nov 22, 2021240Nov 3, 2022302Jan 19, 2024542
-54.02%Feb 20, 202022Mar 20, 202073Jul 6, 202095
-41.07%Aug 30, 201880Dec 24, 201881Apr 23, 2019161
-25.87%Apr 24, 201928Jun 3, 201936Jul 24, 201964
-24.38%Sep 3, 202014Sep 23, 202052Dec 7, 202066

Volatility Chart

The current ETF Holdings @SAING volatility is 11.89%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%OctoberNovemberDecember2024FebruaryMarch
11.89%
3.47%
ETF Holdings @SAING
Benchmark (^GSPC)
Portfolio components
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