ETF Holdings @SAING
Asset Allocation
Performance
Performance Chart
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
The earliest data available for this chart is Jun 13, 2019, corresponding to the inception date of IHAK
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| ETF Holdings @SAING | 50.27% | 7.03% | 34.14% | 109.35% | 40.39% | N/A |
| Portfolio components: | ||||||
SOXL Direxion Daily Semiconductor Bull 3x Shares | 21.61% | 0.85% | -0.07% | 163.40% | 24.19% | 36.60% |
XLK Technology Select Sector SPDR Fund | 21.85% | 3.65% | 19.30% | 44.34% | 24.01% | 20.72% |
VGT Vanguard Information Technology ETF | 26.76% | 4.34% | 23.72% | 51.83% | 23.35% | 21.01% |
TQQQ ProShares UltraPro QQQ | 53.26% | 6.88% | 46.81% | 141.55% | 35.75% | 35.51% |
SOXX iShares PHLX Semiconductor ETF | 23.15% | 1.16% | 10.40% | 62.16% | 27.08% | 24.76% |
SMH VanEck Vectors Semiconductor ETF | 46.92% | 3.71% | 20.01% | 87.35% | 35.34% | 29.33% |
FNGO MicroSectors FANG+ Index 2X Leveraged ETN | 70.92% | 11.28% | 42.77% | 143.61% | 57.10% | N/A |
FNGU MicroSectors FANG+™ Index 3X Leveraged ETN | 102.46% | 16.50% | 61.04% | 239.59% | 64.39% | N/A |
TECL Direxion Daily Technology Bull 3X Shares | 42.96% | 9.63% | 45.19% | 130.22% | 39.53% | 40.61% |
USD ProShares Ultra Semiconductors | 160.58% | 17.60% | 61.74% | 321.89% | 63.25% | 48.81% |
ROM ProShares Ultra Technology | 34.28% | 6.64% | 33.38% | 85.83% | 34.08% | 32.06% |
QLD ProShares Ultra QQQ | 38.58% | 4.88% | 32.70% | 88.78% | 32.37% | 29.40% |
SPXL Direxion Daily S&P 500 Bull 3X Shares | 63.39% | 4.29% | 45.24% | 140.79% | 25.88% | 24.51% |
IHAK iShares Cybersecurity & Tech ETF | 10.46% | 3.49% | 13.50% | 37.92% | 14.61% | N/A |
FTEC Fidelity MSCI Information Technology Index ETF | 26.96% | 4.44% | 23.84% | 51.72% | 23.52% | 20.75% |
Monthly Returns
The table below presents the monthly returns of ETF Holdings @SAING, 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 | 4.88% | 13.76% | 3.31% | -9.12% | 13.06% | 13.66% | -4.96% | -0.14% | 3.12% | 50.27% | |||
| 2023 | 22.78% | 0.93% | 19.32% | -2.84% | 20.32% | 11.98% | 6.51% | -4.30% | -11.33% | -4.58% | 23.98% | 11.22% | 130.20% |
| 2022 | -15.43% | -8.00% | 4.51% | -24.08% | -1.88% | -17.53% | 22.98% | -11.24% | -20.75% | 5.01% | 13.82% | -15.81% | -56.52% |
| 2021 | 0.69% | 4.30% | -0.24% | 8.49% | -1.50% | 12.94% | 2.90% | 6.68% | -10.06% | 15.98% | 5.87% | 1.19% | 55.12% |
| 2020 | 5.65% | -10.58% | -23.17% | 27.81% | 12.95% | 11.54% | 14.66% | 25.43% | -10.50% | -6.13% | 21.91% | 11.99% | 92.78% |
| 2019 | 5.02% | 6.17% | -5.47% | 2.05% | 8.23% | 9.76% | 9.88% | 40.40% |
Expense Ratio
ETF Holdings @SAING features an expense ratio of 0.67%, 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 ETF Holdings @SAING is 36, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
SOXL Direxion Daily Semiconductor Bull 3x Shares | 1.54 | 2.09 | 1.28 | 1.92 | 5.35 |
XLK Technology Select Sector SPDR Fund | 2.15 | 2.73 | 1.38 | 2.70 | 9.46 |
VGT Vanguard Information Technology ETF | 2.58 | 3.18 | 1.44 | 3.49 | 12.68 |
TQQQ ProShares UltraPro QQQ | 2.92 | 3.03 | 1.42 | 2.38 | 12.24 |
SOXX iShares PHLX Semiconductor ETF | 1.77 | 2.26 | 1.30 | 2.41 | 6.49 |
SMH VanEck Vectors Semiconductor ETF | 2.54 | 2.99 | 1.41 | 3.50 | 9.92 |
FNGO MicroSectors FANG+ Index 2X Leveraged ETN | 3.15 | 3.25 | 1.45 | 3.53 | 13.33 |
FNGU MicroSectors FANG+™ Index 3X Leveraged ETN | 3.58 | 3.22 | 1.44 | 3.53 | 14.90 |
TECL Direxion Daily Technology Bull 3X Shares | 2.17 | 2.44 | 1.33 | 2.55 | 8.65 |
USD ProShares Ultra Semiconductors | 4.10 | 3.41 | 1.46 | 6.74 | 18.23 |
ROM ProShares Ultra Technology | 2.09 | 2.48 | 1.34 | 2.13 | 8.65 |
QLD ProShares Ultra QQQ | 2.70 | 3.10 | 1.42 | 2.37 | 11.73 |
SPXL Direxion Daily S&P 500 Bull 3X Shares | 4.16 | 4.18 | 1.59 | 2.94 | 25.05 |
IHAK iShares Cybersecurity & Tech ETF | 2.16 | 2.78 | 1.37 | 1.52 | 6.59 |
FTEC Fidelity MSCI Information Technology Index ETF | 2.57 | 3.18 | 1.44 | 3.49 | 12.66 |
Dividends
Dividend yield
ETF Holdings @SAING provided a 0.41% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ETF Holdings @SAING | 0.41% | 0.47% | 0.61% | 0.32% | 0.43% | 0.94% | 0.86% | 0.82% | 0.84% | 0.75% | 0.72% | 0.57% |
| Portfolio components: | ||||||||||||
SOXL Direxion Daily Semiconductor Bull 3x Shares | 0.81% | 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 | 0.67% | 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 | 0.61% | 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 | 1.24% | 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 | 0.62% | 0.78% | 1.25% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% | 1.56% | 1.18% |
SMH VanEck Vectors Semiconductor ETF | 0.41% | 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 | 0.30% | 0.28% | 0.22% | 0.32% | 0.52% | 0.25% | 0.47% | 0.10% | 0.00% | 0.00% | 0.00% | 0.00% |
USD ProShares Ultra Semiconductors | 0.02% | 0.05% | 0.30% | 0.00% | 0.14% | 0.72% | 0.93% | 0.32% | 3.71% | 0.39% | 1.80% | 0.63% |
ROM ProShares Ultra Technology | 0.16% | 0.01% | 0.00% | 0.00% | 0.05% | 0.16% | 0.30% | 0.08% | 0.20% | 0.12% | 0.24% | 0.03% |
QLD ProShares Ultra QQQ | 0.28% | 0.33% | 0.31% | 0.00% | 0.00% | 0.13% | 0.06% | 0.02% | 0.90% | 0.11% | 0.19% | 0.13% |
SPXL Direxion Daily S&P 500 Bull 3X Shares | 0.73% | 0.98% | 0.32% | 0.11% | 0.22% | 0.84% | 1.02% | 3.88% | 0.00% | 0.00% | 0.00% | 0.00% |
IHAK iShares Cybersecurity & Tech ETF | 0.09% | 0.13% | 0.25% | 0.50% | 0.40% | 0.49% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FTEC Fidelity MSCI Information Technology Index ETF | 0.62% | 0.77% | 0.93% | 0.63% | 0.83% | 1.03% | 1.20% | 0.96% | 1.25% | 1.27% | 1.09% | 0.18% |
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 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 61.35%, occurring on Oct 14, 2022. Recovery took 316 trading sessions.
The current ETF Holdings @SAING drawdown is 5.67%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -61.35% | Nov 22, 2021 | 226 | Oct 14, 2022 | 316 | Jan 19, 2024 | 542 |
| -52.62% | Feb 20, 2020 | 22 | Mar 20, 2020 | 73 | Jul 6, 2020 | 95 |
| -28.52% | Jul 11, 2024 | 20 | Aug 7, 2024 | — | — | — |
| -23.03% | Sep 3, 2020 | 14 | Sep 23, 2020 | 50 | Dec 3, 2020 | 64 |
| -20.93% | Feb 17, 2021 | 14 | Mar 8, 2021 | 25 | Apr 13, 2021 | 39 |
Volatility
Volatility Chart
The current ETF Holdings @SAING volatility is 8.75%, 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
| IHAK | FNGU | SPXL | FNGO | USD | SOXL | SOXX | SMH | TECL | XLK | TQQQ | QLD | ROM | FTEC | VGT | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| IHAK | 1.00 | 0.72 | 0.73 | 0.72 | 0.66 | 0.67 | 0.67 | 0.67 | 0.75 | 0.75 | 0.78 | 0.78 | 0.77 | 0.79 | 0.79 |
| FNGU | 0.72 | 1.00 | 0.78 | 0.99 | 0.79 | 0.78 | 0.78 | 0.78 | 0.86 | 0.86 | 0.91 | 0.91 | 0.88 | 0.87 | 0.87 |
| SPXL | 0.73 | 0.78 | 1.00 | 0.78 | 0.78 | 0.80 | 0.80 | 0.79 | 0.90 | 0.90 | 0.91 | 0.91 | 0.89 | 0.91 | 0.91 |
| FNGO | 0.72 | 0.99 | 0.78 | 1.00 | 0.80 | 0.78 | 0.78 | 0.79 | 0.86 | 0.86 | 0.91 | 0.91 | 0.89 | 0.87 | 0.87 |
| USD | 0.66 | 0.79 | 0.78 | 0.80 | 1.00 | 0.97 | 0.97 | 0.98 | 0.88 | 0.88 | 0.87 | 0.87 | 0.88 | 0.89 | 0.89 |
| SOXL | 0.67 | 0.78 | 0.80 | 0.78 | 0.97 | 1.00 | 1.00 | 0.99 | 0.88 | 0.88 | 0.86 | 0.86 | 0.88 | 0.89 | 0.89 |
| SOXX | 0.67 | 0.78 | 0.80 | 0.78 | 0.97 | 1.00 | 1.00 | 0.99 | 0.88 | 0.88 | 0.86 | 0.86 | 0.88 | 0.89 | 0.89 |
| SMH | 0.67 | 0.78 | 0.79 | 0.79 | 0.98 | 0.99 | 0.99 | 1.00 | 0.88 | 0.88 | 0.86 | 0.87 | 0.88 | 0.89 | 0.89 |
| TECL | 0.75 | 0.86 | 0.90 | 0.86 | 0.88 | 0.88 | 0.88 | 0.88 | 1.00 | 1.00 | 0.97 | 0.97 | 0.99 | 0.99 | 0.99 |
| XLK | 0.75 | 0.86 | 0.90 | 0.86 | 0.88 | 0.88 | 0.88 | 0.88 | 1.00 | 1.00 | 0.97 | 0.97 | 0.99 | 0.99 | 0.99 |
| TQQQ | 0.78 | 0.91 | 0.91 | 0.91 | 0.87 | 0.86 | 0.86 | 0.86 | 0.97 | 0.97 | 1.00 | 1.00 | 0.98 | 0.97 | 0.97 |
| QLD | 0.78 | 0.91 | 0.91 | 0.91 | 0.87 | 0.86 | 0.86 | 0.87 | 0.97 | 0.97 | 1.00 | 1.00 | 0.98 | 0.97 | 0.97 |
| ROM | 0.77 | 0.88 | 0.89 | 0.89 | 0.88 | 0.88 | 0.88 | 0.88 | 0.99 | 0.99 | 0.98 | 0.98 | 1.00 | 0.99 | 0.99 |
| FTEC | 0.79 | 0.87 | 0.91 | 0.87 | 0.89 | 0.89 | 0.89 | 0.89 | 0.99 | 0.99 | 0.97 | 0.97 | 0.99 | 1.00 | 1.00 |
| VGT | 0.79 | 0.87 | 0.91 | 0.87 | 0.89 | 0.89 | 0.89 | 0.89 | 0.99 | 0.99 | 0.97 | 0.97 | 0.99 | 1.00 | 1.00 |