Bull&Bear
high sharpe ratio
Asset Allocation
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 every 3 months.
The earliest data available for this chart is Aug 9, 2022, corresponding to the inception date of JGRO
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -0.77% | -3.55% | 3.64% | 22.00% | 12.20% | 11.23% |
| Bull&Bear | 0.11% | -0.19% | 4.83% | 12.57% | N/A | N/A |
| Portfolio components: | ||||||
TMV Direxion Daily 20-Year Treasury Bear 3X | 7.63% | 17.77% | 31.30% | 39.14% | 11.52% | -3.24% |
YANG Direxion Daily China 3x Bear Shares | 17.66% | 18.78% | -48.94% | -72.46% | -35.12% | -34.07% |
DUST Direxion Daily Gold Miners Bear 2X Shares | -8.39% | 4.11% | 12.78% | -40.93% | -45.93% | -54.05% |
FTSL First Trust Senior Loan Fund | 0.17% | 0.22% | 4.25% | 8.37% | 4.71% | 4.23% |
GLIN VanEck Vectors India Growth Leaders ETF | -6.00% | -9.37% | -9.40% | 6.34% | 6.87% | 0.91% |
FTHI First Trust BuyWrite Income ETF | -0.99% | -3.23% | 4.86% | 16.80% | 7.47% | 7.70% |
MGC Vanguard Mega Cap ETF | -0.88% | -3.45% | 3.71% | 25.24% | 14.79% | 13.87% |
GLD SPDR Gold Trust | 1.49% | 0.59% | 7.64% | 29.53% | 10.94% | 7.23% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | -0.98% | -2.72% | 5.40% | 22.31% | N/A | N/A |
JGRO JPMorgan Active Growth ETF | -0.63% | -3.94% | 4.34% | 30.27% | N/A | N/A |
XLF Financial Select Sector SPDR Fund | -1.39% | -3.38% | 10.45% | 28.75% | 11.43% | 14.20% |
FLRN SPDR Bloomberg Barclays Investment Grade Floating Rate ETF | 0.26% | 0.46% | 2.98% | 6.28% | 3.05% | 2.48% |
Monthly Returns
The table below presents the monthly returns of Bull&Bear, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 5.08% | 2.32% | -0.14% | -0.03% | 0.38% | 1.77% | -0.12% | 0.52% | -0.88% | 1.76% | 2.80% | 1.24% | 15.56% |
| 2023 | -2.46% | 3.91% | -3.45% | 1.63% | 4.06% | 1.99% | 0.62% | 2.82% | 3.02% | 2.29% | -0.54% | -0.23% | 14.18% |
| 2022 | 0.80% | 1.79% | 12.73% | -13.82% | -2.77% | -3.09% |
Expense Ratio
Bull&Bear features an expense ratio of 0.60%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Bull&Bear is 50, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
TMV Direxion Daily 20-Year Treasury Bear 3X | 0.92 | 1.52 | 1.17 | 0.79 | 2.28 |
YANG Direxion Daily China 3x Bear Shares | -0.73 | -1.04 | 0.86 | -0.78 | -1.25 |
DUST Direxion Daily Gold Miners Bear 2X Shares | -0.69 | -0.82 | 0.91 | -0.51 | -0.89 |
FTSL First Trust Senior Loan Fund | 4.18 | 6.35 | 2.09 | 7.68 | 51.47 |
GLIN VanEck Vectors India Growth Leaders ETF | 0.47 | 0.74 | 1.10 | 0.61 | 2.11 |
FTHI First Trust BuyWrite Income ETF | 1.91 | 2.51 | 1.40 | 2.95 | 14.71 |
MGC Vanguard Mega Cap ETF | 1.91 | 2.54 | 1.35 | 2.80 | 12.18 |
GLD SPDR Gold Trust | 2.06 | 2.70 | 1.35 | 3.83 | 10.41 |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 1.77 | 2.34 | 1.35 | 2.12 | 9.02 |
JGRO JPMorgan Active Growth ETF | 1.69 | 2.26 | 1.31 | 2.33 | 8.81 |
XLF Financial Select Sector SPDR Fund | 1.95 | 2.81 | 1.36 | 3.77 | 11.34 |
FLRN SPDR Bloomberg Barclays Investment Grade Floating Rate ETF | 7.61 | 14.27 | 4.45 | 14.00 | 175.54 |
Dividends
Dividend yield
Bull&Bear provided a 4.21% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.21% | 4.25% | 3.79% | 2.56% | 0.89% | 1.45% | 1.67% | 1.40% | 1.06% | 1.20% | 1.43% | 1.08% |
| Portfolio components: | ||||||||||||
TMV Direxion Daily 20-Year Treasury Bear 3X | 3.17% | 3.42% | 3.87% | 0.00% | 0.00% | 0.52% | 2.24% | 0.88% | 0.00% | 0.00% | 0.00% | 0.00% |
YANG Direxion Daily China 3x Bear Shares | 5.25% | 6.17% | 3.06% | 0.00% | 0.00% | 0.03% | 1.13% | 0.10% | 0.00% | 0.00% | 0.00% | 0.00% |
DUST Direxion Daily Gold Miners Bear 2X Shares | 4.09% | 3.75% | 2.52% | 0.00% | 0.00% | 3.64% | 0.25% | 0.04% | 0.00% | 0.00% | 0.00% | 0.00% |
FTSL First Trust Senior Loan Fund | 7.55% | 7.56% | 7.59% | 4.77% | 3.18% | 3.48% | 4.45% | 4.29% | 3.64% | 3.70% | 3.95% | 3.75% |
GLIN VanEck Vectors India Growth Leaders ETF | 3.81% | 3.58% | 0.96% | 1.70% | 0.00% | 0.24% | 1.29% | 0.12% | 0.10% | 1.39% | 3.11% | 0.97% |
FTHI First Trust BuyWrite Income ETF | 8.70% | 8.61% | 8.50% | 9.06% | 4.37% | 4.76% | 4.21% | 4.76% | 4.02% | 4.43% | 4.98% | 3.96% |
MGC Vanguard Mega Cap ETF | 1.16% | 1.15% | 1.35% | 1.65% | 1.17% | 1.45% | 1.81% | 2.10% | 1.82% | 2.14% | 2.11% | 1.81% |
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 | 9.75% | 9.65% | 10.02% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JGRO JPMorgan Active Growth ETF | 0.00% | 0.00% | 0.17% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XLF Financial Select Sector SPDR Fund | 1.44% | 1.42% | 1.71% | 2.04% | 1.63% | 2.03% | 1.86% | 2.09% | 1.48% | 1.63% | 2.40% | 1.98% |
FLRN SPDR Bloomberg Barclays Investment Grade Floating Rate ETF | 5.65% | 5.67% | 5.68% | 1.95% | 0.40% | 1.22% | 2.76% | 2.39% | 1.63% | 1.06% | 0.63% | 0.53% |
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.
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 19.95%, occurring on Jan 19, 2023. Recovery took 249 trading sessions.
The current Bull&Bear drawdown is 0.94%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -19.95% | Oct 25, 2022 | 59 | Jan 19, 2023 | 249 | Jan 17, 2024 | 308 |
| -5.66% | Jul 2, 2024 | 24 | Aug 5, 2024 | 48 | Oct 11, 2024 | 72 |
| -2.92% | Aug 22, 2022 | 5 | Aug 26, 2022 | 19 | Sep 23, 2022 | 24 |
| -2.74% | Sep 28, 2022 | 5 | Oct 4, 2022 | 7 | Oct 13, 2022 | 12 |
| -2.36% | Apr 17, 2024 | 34 | Jun 4, 2024 | 16 | Jun 27, 2024 | 50 |
Volatility
Volatility Chart
The current Bull&Bear volatility is 2.23%, 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.
Diversification
Asset Correlations Table
| FLRN | TMV | GLD | YANG | GLIN | DUST | FTSL | XLF | JEPQ | JGRO | FTHI | MGC | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| FLRN | 1.00 | 0.08 | 0.06 | -0.13 | 0.14 | -0.10 | 0.19 | 0.14 | 0.11 | 0.12 | 0.12 | 0.13 |
| TMV | 0.08 | 1.00 | -0.30 | 0.08 | -0.11 | 0.28 | -0.18 | -0.08 | -0.12 | -0.13 | -0.15 | -0.14 |
| GLD | 0.06 | -0.30 | 1.00 | -0.28 | 0.22 | -0.81 | 0.20 | 0.15 | 0.18 | 0.19 | 0.22 | 0.20 |
| YANG | -0.13 | 0.08 | -0.28 | 1.00 | -0.25 | 0.38 | -0.27 | -0.32 | -0.36 | -0.35 | -0.38 | -0.38 |
| GLIN | 0.14 | -0.11 | 0.22 | -0.25 | 1.00 | -0.32 | 0.25 | 0.37 | 0.37 | 0.40 | 0.43 | 0.42 |
| DUST | -0.10 | 0.28 | -0.81 | 0.38 | -0.32 | 1.00 | -0.27 | -0.28 | -0.28 | -0.30 | -0.35 | -0.34 |
| FTSL | 0.19 | -0.18 | 0.20 | -0.27 | 0.25 | -0.27 | 1.00 | 0.47 | 0.47 | 0.50 | 0.52 | 0.54 |
| XLF | 0.14 | -0.08 | 0.15 | -0.32 | 0.37 | -0.28 | 0.47 | 1.00 | 0.56 | 0.59 | 0.73 | 0.70 |
| JEPQ | 0.11 | -0.12 | 0.18 | -0.36 | 0.37 | -0.28 | 0.47 | 0.56 | 1.00 | 0.96 | 0.84 | 0.94 |
| JGRO | 0.12 | -0.13 | 0.19 | -0.35 | 0.40 | -0.30 | 0.50 | 0.59 | 0.96 | 1.00 | 0.85 | 0.96 |
| FTHI | 0.12 | -0.15 | 0.22 | -0.38 | 0.43 | -0.35 | 0.52 | 0.73 | 0.84 | 0.85 | 1.00 | 0.89 |
| MGC | 0.13 | -0.14 | 0.20 | -0.38 | 0.42 | -0.34 | 0.54 | 0.70 | 0.94 | 0.96 | 0.89 | 1.00 |