SHORT

The chart shows the growth of an initial investment of $10,000 in SHORT, 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.

SHORT has an annualized alpha of 5453634177252149433741828885906902539281991044943985168404327298717716233497364249843472417182950631471645223599421978170847967626387475216512036664052121890976618217478192991795589373270962142763272888422760931854467898199258357547251270429505038967952466063773177568977532974769804546490236928.00%, beta of 187.59, and R² of 0.00 versus S&P 500 Index. Calculated based on daily prices since May 26, 2021.

• This portfolio captured 546637035485.16% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -1252834461301.84%) — a profile typical of hedging or uncorrelated assets.
• R² of 0.00 means this portfolio moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

There isn't enough data available to calculate the Sharpe ratio for SHORT. This metric is based on the past 12 months of trading data. Please check back later for updated information.

SHORT provided a 2,140,979.10% dividend yield over the last twelve months.

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.

The table below displays the maximum drawdowns of the SHORT. 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 SHORT was 0.00%, occurring on Mar 31, 2024. Recovery took 15 trading sessions.

The chart below shows the rolling one-month volatility.