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Bull&Bear
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


FTHI 8.33%TMV 8.33%FTSL 8.33%FLRN 8.33%GLD 8.33%YANG 8.33%DUST 8.33%GLIN 8.33%MGC 8.33%JEPQ 8.33%JGRO 8.33%XLF 8.33%AlternativesAlternativesBondBondCommodityCommodityEquityEquity
PositionCategory/SectorWeight
DUST
Direxion Daily Gold Miners Bear 2X Shares
Leveraged Equities, Leveraged

8.33%

FLRN
SPDR Bloomberg Barclays Investment Grade Floating Rate ETF
Corporate Bonds

8.33%

FTHI
First Trust BuyWrite Income ETF
Actively Managed, Derivative Income

8.33%

FTSL
First Trust Senior Loan Fund
High Yield Bonds, Actively Managed

8.33%

GLD
SPDR Gold Trust
Precious Metals, Gold

8.33%

GLIN
VanEck Vectors India Growth Leaders ETF
Asia Pacific Equities

8.33%

JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
Actively Managed, Dividend, Derivative Income

8.33%

JGRO
JPMorgan Active Growth ETF
Large Cap Growth Equities, Actively Managed

8.33%

MGC
Vanguard Mega Cap ETF
Large Cap Blend Equities

8.33%

TMV
Direxion Daily 20-Year Treasury Bear 3X
Leveraged Bonds, Leveraged

8.33%

XLF
Financial Select Sector SPDR Fund
Financials Equities

8.33%

YANG
Direxion Daily China 3x Bear Shares
Leveraged Equities, Leveraged, China Equities

8.33%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Bull&Bear, 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%5.00%10.00%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
22.21%
20.49%
Bull&Bear
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Aug 9, 2022, corresponding to the inception date of JGRO

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
Bull&Bear4.96%-2.11%7.22%23.59%N/AN/A
TMV
Direxion Daily 20-Year Treasury Bear 3X
36.08%16.61%-22.19%46.42%-0.23%-10.83%
YANG
Direxion Daily China 3x Bear Shares
-8.08%-4.03%-7.57%15.97%-20.96%-32.11%
DUST
Direxion Daily Gold Miners Bear 2X Shares
-20.47%-25.19%-32.94%-16.19%-56.06%-55.95%
FTSL
First Trust Senior Loan Fund
2.23%0.43%4.97%10.07%4.29%3.72%
GLIN
VanEck Vectors India Growth Leaders ETF
5.63%1.13%22.08%45.76%2.12%3.22%
FTHI
First Trust BuyWrite Income ETF
4.07%-2.99%12.71%16.64%6.37%6.75%
MGC
Vanguard Mega Cap ETF
4.92%-5.18%18.67%24.50%13.86%12.72%
GLD
SPDR Gold Trust
15.62%10.32%20.39%19.96%12.93%5.98%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
4.06%-5.55%15.08%24.92%N/AN/A
JGRO
JPMorgan Active Growth ETF
7.38%-7.53%23.82%34.68%N/AN/A
XLF
Financial Select Sector SPDR Fund
7.80%-2.51%26.50%23.72%10.34%13.09%
FLRN
SPDR Bloomberg Barclays Investment Grade Floating Rate ETF
2.21%0.57%3.55%7.02%2.66%2.04%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20246.43%1.95%-2.22%
20233.09%1.18%1.03%1.40%

Expense Ratio

The Bull&Bear has a high expense ratio of 0.60%, 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%1.07%
0.50%1.00%1.50%2.00%1.07%
0.50%1.00%1.50%2.00%1.04%
0.50%1.00%1.50%2.00%0.86%
0.50%1.00%1.50%2.00%0.85%
0.50%1.00%1.50%2.00%0.82%
0.50%1.00%1.50%2.00%0.44%
0.50%1.00%1.50%2.00%0.40%
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%0.07%

Risk-Adjusted Performance

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.


Bull&Bear
Sharpe ratio
The chart of Sharpe ratio for Bull&Bear, currently valued at 2.45, compared to the broader market-1.000.001.002.003.004.002.45
Sortino ratio
The chart of Sortino ratio for Bull&Bear, currently valued at 3.61, compared to the broader market-2.000.002.004.006.003.61
Omega ratio
The chart of Omega ratio for Bull&Bear, currently valued at 1.42, compared to the broader market0.801.001.201.401.601.801.42
Calmar ratio
The chart of Calmar ratio for Bull&Bear, currently valued at 1.77, compared to the broader market0.002.004.006.008.001.77
Martin ratio
The chart of Martin ratio for Bull&Bear, currently valued at 17.04, compared to the broader market0.0010.0020.0030.0040.0017.04
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
TMV
Direxion Daily 20-Year Treasury Bear 3X
0.891.471.170.981.96
YANG
Direxion Daily China 3x Bear Shares
0.290.951.110.301.10
DUST
Direxion Daily Gold Miners Bear 2X Shares
-0.240.061.01-0.19-0.65
FTSL
First Trust Senior Loan Fund
4.267.151.9410.7456.19
GLIN
VanEck Vectors India Growth Leaders ETF
3.344.411.585.6625.61
FTHI
First Trust BuyWrite Income ETF
2.063.021.372.7711.38
MGC
Vanguard Mega Cap ETF
1.992.881.352.619.50
GLD
SPDR Gold Trust
1.602.441.291.704.26
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
2.233.041.423.7115.15
JGRO
JPMorgan Active Growth ETF
2.062.841.362.9210.20
XLF
Financial Select Sector SPDR Fund
1.762.511.301.606.81
FLRN
SPDR Bloomberg Barclays Investment Grade Floating Rate ETF
5.629.943.0716.80133.57

Sharpe Ratio

The current Bull&Bear Sharpe ratio is 2.45. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.002.45

The Sharpe ratio of Bull&Bear 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 Ratio0.001.002.003.00NovemberDecember2024FebruaryMarchApril
2.45
1.66
Bull&Bear
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Bull&Bear granted a 3.89% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Bull&Bear3.89%4.00%2.56%0.89%1.50%1.89%1.46%1.06%1.19%1.43%1.08%0.62%
TMV
Direxion Daily 20-Year Treasury Bear 3X
3.37%3.87%0.00%0.00%0.52%2.25%0.89%0.00%0.00%0.00%0.00%0.00%
YANG
Direxion Daily China 3x Bear Shares
3.47%3.66%0.00%0.00%0.68%1.54%0.56%0.00%0.00%0.00%0.00%0.00%
DUST
Direxion Daily Gold Miners Bear 2X Shares
5.64%4.47%0.00%0.00%3.64%2.48%0.37%0.00%0.00%0.00%0.00%0.00%
FTSL
First Trust Senior Loan Fund
7.07%7.59%4.77%3.17%3.48%4.43%4.29%3.64%3.70%3.95%3.74%2.64%
GLIN
VanEck Vectors India Growth Leaders ETF
0.91%0.96%1.70%0.00%0.24%1.29%0.12%0.10%1.39%3.11%0.97%0.44%
FTHI
First Trust BuyWrite Income ETF
7.86%8.50%9.06%4.37%4.76%4.21%4.76%4.00%4.41%4.98%3.96%0.00%
MGC
Vanguard Mega Cap ETF
1.34%1.35%1.65%1.17%1.45%1.81%2.10%1.83%2.14%2.11%1.81%1.86%
GLD
SPDR Gold Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
9.49%10.02%9.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JGRO
JPMorgan Active Growth ETF
0.16%0.17%0.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XLF
Financial Select Sector SPDR Fund
1.59%1.71%2.04%1.63%2.03%1.87%2.08%1.48%1.63%2.40%1.98%1.81%
FLRN
SPDR Bloomberg Barclays Investment Grade Floating Rate ETF
5.77%5.68%1.95%0.39%1.22%2.76%2.39%1.64%1.06%0.63%0.53%0.72%

Drawdowns

Drawdowns Chart

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


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.90%
-5.46%
Bull&Bear
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Bull&Bear. 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 Bull&Bear was 15.86%, occurring on Jan 19, 2023. Recovery took 176 trading sessions.

The current Bull&Bear drawdown is 3.90%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-15.86%Nov 1, 202254Jan 19, 2023176Oct 2, 2023230
-3.9%Feb 14, 202446Apr 19, 2024
-3.54%Oct 25, 20222Oct 26, 20223Oct 31, 20225
-2.92%Aug 22, 20225Aug 26, 202219Sep 23, 202224
-2.43%Jan 23, 20248Feb 1, 20245Feb 8, 202413

Volatility

Volatility Chart

The current Bull&Bear volatility is 1.93%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
1.93%
3.15%
Bull&Bear
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.

FLRNTMVGLDYANGGLINDUSTFTSLXLFJEPQJGROFTHIMGC
FLRN1.000.080.08-0.170.18-0.130.220.160.120.120.140.15
TMV0.081.00-0.340.08-0.110.31-0.20-0.10-0.14-0.14-0.15-0.15
GLD0.08-0.341.00-0.290.23-0.800.230.170.160.160.200.19
YANG-0.170.08-0.291.00-0.310.40-0.26-0.36-0.38-0.39-0.41-0.41
GLIN0.18-0.110.23-0.311.00-0.340.300.400.400.450.470.46
DUST-0.130.31-0.800.40-0.341.00-0.29-0.32-0.27-0.28-0.34-0.33
FTSL0.22-0.200.23-0.260.30-0.291.000.530.480.510.540.56
XLF0.16-0.100.17-0.360.40-0.320.531.000.630.680.790.78
JEPQ0.12-0.140.16-0.380.40-0.270.480.631.000.960.830.93
JGRO0.12-0.140.16-0.390.45-0.280.510.680.961.000.850.96
FTHI0.14-0.150.20-0.410.47-0.340.540.790.830.851.000.89
MGC0.15-0.150.19-0.410.46-0.330.560.780.930.960.891.00