Thanksgiving ETFs 2024
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Thanksgiving ETFs 2024, 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 Apr 11, 2023, corresponding to the inception date of MAGS
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.79% | -9.92% | 6.35% | 14.12% | 9.63% |
| Thanksgiving ETFs 2024 | -9.68% | -5.94% | -6.31% | 16.82% | N/A | N/A |
| Portfolio components: | ||||||
KCE SPDR S&P Capital Markets ETF | -14.64% | -8.71% | -12.94% | 13.24% | 22.18% | 11.14% |
IAI iShares U.S. Broker-Dealers & Securities Exchanges ETF | -8.01% | -6.96% | -4.00% | 20.45% | 21.20% | 13.79% |
PTF Invesco DWA Technology Momentum ETF | -24.07% | -11.38% | -16.59% | 7.77% | 17.83% | 14.82% |
AIRR First Trust RBA American Industrial Renaissance ETF | -12.67% | -3.37% | -12.81% | 8.69% | 28.08% | 13.88% |
XMMO Invesco S&P MidCap Momentum ETF | -11.00% | -4.38% | -11.85% | 3.39% | 17.86% | 13.53% |
PKB Invesco Dynamic Building & Construction ETF | -12.18% | -3.19% | -19.90% | -0.80% | 25.25% | 11.24% |
ESPO VanEck Vectors Video Gaming and eSports ETF | 6.21% | -1.30% | 20.68% | 53.22% | 17.81% | N/A |
MAGS Roundhill Magnificent Seven ETF | -21.94% | -10.21% | -9.66% | 17.14% | N/A | N/A |
NERD Roundhill BITKRAFT Esports & Digital Entertainment ETF | 6.53% | -2.19% | 22.15% | 48.87% | 7.36% | N/A |
ARKK ARK Innovation ETF | -20.52% | -12.39% | -6.06% | 7.43% | -1.64% | 8.62% |
XSMO Invesco S&P SmallCap Momentum ETF | -10.46% | -4.43% | -12.00% | 5.51% | 15.74% | 9.33% |
SPMO Invesco S&P 500® Momentum ETF | -6.93% | -6.15% | -5.81% | 18.63% | 19.66% | N/A |
KIE SPDR S&P Insurance ETF | 0.84% | -3.94% | -1.91% | 17.50% | 20.18% | 11.70% |
Monthly Returns
The table below presents the monthly returns of Thanksgiving ETFs 2024, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 4.32% | -3.28% | -6.47% | -4.29% | -9.68% | ||||||||
| 2024 | 0.14% | 8.34% | 4.43% | -5.23% | 6.34% | 1.07% | 5.30% | 1.32% | 3.12% | 0.71% | 12.69% | -5.44% | 36.24% |
| 2023 | 0.26% | -0.24% | 7.95% | 4.86% | -2.46% | -4.12% | -4.02% | 10.87% | 7.88% | 21.57% |
Expense Ratio
Thanksgiving ETFs 2024 has an expense ratio of 0.41%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Thanksgiving ETFs 2024 is 73, 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 | |
|---|---|---|---|---|---|
KCE SPDR S&P Capital Markets ETF | 0.55 | 0.91 | 1.13 | 0.53 | 2.07 |
IAI iShares U.S. Broker-Dealers & Securities Exchanges ETF | 0.91 | 1.37 | 1.20 | 0.94 | 3.84 |
PTF Invesco DWA Technology Momentum ETF | 0.02 | 0.31 | 1.04 | 0.03 | 0.08 |
AIRR First Trust RBA American Industrial Renaissance ETF | 0.27 | 0.59 | 1.07 | 0.27 | 0.81 |
XMMO Invesco S&P MidCap Momentum ETF | 0.05 | 0.24 | 1.03 | 0.05 | 0.17 |
PKB Invesco Dynamic Building & Construction ETF | -0.09 | 0.07 | 1.01 | -0.08 | -0.22 |
ESPO VanEck Vectors Video Gaming and eSports ETF | 2.06 | 2.78 | 1.35 | 2.97 | 10.49 |
MAGS Roundhill Magnificent Seven ETF | 0.35 | 0.71 | 1.09 | 0.38 | 1.20 |
NERD Roundhill BITKRAFT Esports & Digital Entertainment ETF | 2.00 | 2.66 | 1.36 | 2.59 | 9.16 |
ARKK ARK Innovation ETF | 0.08 | 0.42 | 1.05 | 0.09 | 0.28 |
XSMO Invesco S&P SmallCap Momentum ETF | 0.17 | 0.44 | 1.05 | 0.17 | 0.55 |
SPMO Invesco S&P 500® Momentum ETF | 0.56 | 0.93 | 1.13 | 0.68 | 2.67 |
KIE SPDR S&P Insurance ETF | 1.04 | 1.48 | 1.21 | 1.58 | 4.58 |
Dividends
Dividend yield
Thanksgiving ETFs 2024 provided a 0.99% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.99% | 0.83% | 1.06% | 1.23% | 1.00% | 1.00% | 0.96% | 1.03% | 0.76% | 0.89% | 0.86% | 0.81% |
| Portfolio components: | ||||||||||||
KCE SPDR S&P Capital Markets ETF | 1.86% | 1.56% | 1.82% | 2.42% | 1.53% | 2.20% | 2.32% | 2.67% | 1.95% | 2.30% | 2.43% | 1.59% |
IAI iShares U.S. Broker-Dealers & Securities Exchanges ETF | 1.23% | 1.05% | 1.80% | 2.14% | 1.31% | 1.55% | 1.52% | 1.58% | 1.37% | 1.48% | 1.31% | 1.13% |
PTF Invesco DWA Technology Momentum ETF | 0.27% | 0.00% | 0.07% | 0.00% | 0.00% | 0.00% | 0.00% | 0.08% | 0.04% | 0.26% | 0.00% | 0.68% |
AIRR First Trust RBA American Industrial Renaissance ETF | 0.31% | 0.18% | 0.23% | 0.12% | 0.05% | 0.10% | 0.20% | 0.43% | 0.30% | 0.08% | 0.47% | 0.37% |
XMMO Invesco S&P MidCap Momentum ETF | 0.56% | 0.34% | 0.80% | 1.43% | 0.41% | 0.61% | 0.60% | 0.19% | 0.21% | 0.22% | 0.64% | 1.24% |
PKB Invesco Dynamic Building & Construction ETF | 0.23% | 0.23% | 0.33% | 0.43% | 0.25% | 0.30% | 0.37% | 0.54% | 0.17% | 0.31% | 0.11% | 0.10% |
ESPO VanEck Vectors Video Gaming and eSports ETF | 0.41% | 0.44% | 0.96% | 0.91% | 3.37% | 0.12% | 0.22% | 0.04% | 0.00% | 0.00% | 0.00% | 0.00% |
MAGS Roundhill Magnificent Seven ETF | 1.04% | 0.81% | 0.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NERD Roundhill BITKRAFT Esports & Digital Entertainment ETF | 1.63% | 1.74% | 1.07% | 0.69% | 0.02% | 1.05% | 0.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ARKK ARK Innovation ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.83% | 1.31% | 0.38% | 3.14% | 1.32% | 0.00% | 2.27% | 0.00% |
XSMO Invesco S&P SmallCap Momentum ETF | 0.93% | 0.63% | 0.96% | 1.19% | 0.30% | 0.82% | 0.69% | 0.66% | 0.27% | 0.30% | 0.35% | 1.31% |
SPMO Invesco S&P 500® Momentum ETF | 0.58% | 0.48% | 1.63% | 1.66% | 0.52% | 1.27% | 1.39% | 1.05% | 0.77% | 1.94% | 0.36% | 0.00% |
KIE SPDR S&P Insurance ETF | 1.66% | 1.48% | 1.45% | 1.90% | 1.95% | 1.85% | 1.76% | 1.83% | 1.56% | 1.55% | 1.65% | 1.81% |
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 Thanksgiving ETFs 2024. 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 Thanksgiving ETFs 2024 was 21.47%, occurring on Apr 8, 2025. The portfolio has not yet recovered.
The current Thanksgiving ETFs 2024 drawdown is 14.96%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -21.47% | Dec 9, 2024 | 82 | Apr 8, 2025 | — | — | — |
| -11.85% | Aug 1, 2023 | 63 | Oct 27, 2023 | 24 | Dec 1, 2023 | 87 |
| -9.37% | Jul 17, 2024 | 14 | Aug 5, 2024 | 14 | Aug 23, 2024 | 28 |
| -7.02% | Apr 1, 2024 | 15 | Apr 19, 2024 | 17 | May 14, 2024 | 32 |
| -5.22% | Aug 26, 2024 | 9 | Sep 6, 2024 | 7 | Sep 17, 2024 | 16 |
Volatility
Volatility Chart
The current Thanksgiving ETFs 2024 volatility is 14.40%, 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
| KIE | MAGS | NERD | ESPO | SPMO | ARKK | PTF | IAI | PKB | AIRR | KCE | XSMO | XMMO | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| KIE | 1.00 | 0.15 | 0.28 | 0.29 | 0.40 | 0.31 | 0.30 | 0.64 | 0.54 | 0.58 | 0.65 | 0.62 | 0.61 |
| MAGS | 0.15 | 1.00 | 0.58 | 0.63 | 0.69 | 0.65 | 0.70 | 0.42 | 0.48 | 0.42 | 0.45 | 0.47 | 0.52 |
| NERD | 0.28 | 0.58 | 1.00 | 0.85 | 0.55 | 0.67 | 0.64 | 0.50 | 0.52 | 0.51 | 0.55 | 0.55 | 0.57 |
| ESPO | 0.29 | 0.63 | 0.85 | 1.00 | 0.59 | 0.68 | 0.69 | 0.53 | 0.54 | 0.54 | 0.60 | 0.58 | 0.62 |
| SPMO | 0.40 | 0.69 | 0.55 | 0.59 | 1.00 | 0.58 | 0.72 | 0.61 | 0.64 | 0.65 | 0.61 | 0.67 | 0.75 |
| ARKK | 0.31 | 0.65 | 0.67 | 0.68 | 0.58 | 1.00 | 0.75 | 0.64 | 0.61 | 0.63 | 0.70 | 0.68 | 0.66 |
| PTF | 0.30 | 0.70 | 0.64 | 0.69 | 0.72 | 0.75 | 1.00 | 0.58 | 0.64 | 0.66 | 0.64 | 0.69 | 0.74 |
| IAI | 0.64 | 0.42 | 0.50 | 0.53 | 0.61 | 0.64 | 0.58 | 1.00 | 0.68 | 0.73 | 0.92 | 0.76 | 0.76 |
| PKB | 0.54 | 0.48 | 0.52 | 0.54 | 0.64 | 0.61 | 0.64 | 0.68 | 1.00 | 0.83 | 0.76 | 0.85 | 0.85 |
| AIRR | 0.58 | 0.42 | 0.51 | 0.54 | 0.65 | 0.63 | 0.66 | 0.73 | 0.83 | 1.00 | 0.80 | 0.89 | 0.86 |
| KCE | 0.65 | 0.45 | 0.55 | 0.60 | 0.61 | 0.70 | 0.64 | 0.92 | 0.76 | 0.80 | 1.00 | 0.84 | 0.83 |
| XSMO | 0.62 | 0.47 | 0.55 | 0.58 | 0.67 | 0.68 | 0.69 | 0.76 | 0.85 | 0.89 | 0.84 | 1.00 | 0.89 |
| XMMO | 0.61 | 0.52 | 0.57 | 0.62 | 0.75 | 0.66 | 0.74 | 0.76 | 0.85 | 0.86 | 0.83 | 0.89 | 1.00 |