FNGUBULZ

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

Based on dividend-adjusted daily data since Apr 15, 2021, FNGUBULZ's average daily return is +0.14%, while the average monthly return is +3.03%. At this rate, an investment would double in approximately 1.9 years.

Historically, 63% of months were positive and 38% were negative. The best month was Apr 2026 with a return of +26.3%, while the worst month was Apr 2022 at -19.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, FNGUBULZ closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +15.8%, while the worst single day was Apr 4, 2025 at -8.0%.

FNGUBULZ has an annualized alpha of 16.50%, beta of 1.65, and R2 of 0.77 versus S&P 500 Index. Calculated based on daily prices since April 15, 2021.

• This portfolio captured 250.07% of S&P 500 Index gains and 131.16% of its losses - amplifying both gains and losses, but participating more in upside than downside.
• This portfolio generated an annualized alpha of 16.50% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
• Beta of 1.65 means this portfolio moves significantly more than S&P 500 Index - expect amplified gains in rallies and amplified losses in downturns.

FNGUBULZ has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

FNGUBULZ ranks 70 for risk / return — above 70% of Portfolios peers on PortfoliosLab. Its historical combined result is above most peers.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk. Learn how to interpret the Sharpe ratio.

The current FNGUBULZ Sharpe ratio is 2.01 as of Aug 1, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.18 to 2.00, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of FNGUBULZ compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

FNGUBULZ provided a 0.27% 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 FNGUBULZ. 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 FNGUBULZ was 50.33%, occurring on Dec 28, 2022. Recovery took 216 trading sessions.

The current FNGUBULZ drawdown is 10.65%.

The chart below shows the rolling one-month volatility.