Serge Mavro
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
FNGU MicroSectors FANG+™ Index 3X Leveraged ETN | Leveraged Equities, Leveraged | 75.04% |
TECL Direxion Daily Technology Bull 3X Shares | Leveraged Equities, Leveraged | 14.22% |
USD ProShares Ultra Semiconductors | Leveraged Equities, Leveraged | 10.75% |
Transactions
| Date | Type | Symbol | Quantity | Price |
|---|---|---|---|---|
| Apr 25, 2023 | Buy | Direxion Daily Technology Bull 3X Shares | 50000 | $32.73 |
| Apr 25, 2023 | Buy | MicroSectors FANG+™ Index 3X Leveraged ETN | 50000 | $81.77 |
| Apr 25, 2023 | Buy | ProShares Ultra Semiconductors | 50000 | $23.71 |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Serge Mavro, 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
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.23% | 3.86% | 14.56% | 36.29% | 14.10% | 11.37% |
| Serge Mavro | 96.97% | 6.80% | 41.23% | 160.31% | N/A | N/A |
| Portfolio components: | ||||||
TECL Direxion Daily Technology Bull 3X Shares | 48.95% | 10.62% | 34.14% | 91.82% | 38.29% | 40.75% |
FNGU MicroSectors FANG+™ Index 3X Leveraged ETN | 124.66% | 21.71% | 59.19% | 198.87% | 63.37% | N/A |
USD ProShares Ultra Semiconductors | 37.69% | -43.83% | -17.70% | 82.71% | 40.44% | 37.96% |
Monthly Returns
The table below presents the monthly returns of Serge Mavro, 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 | 9.16% | 26.50% | 3.58% | -11.89% | 20.92% | 26.36% | -9.42% | -4.56% | 4.71% | 1.97% | 96.97% | ||
| 2023 | 15.69% | 47.77% | 19.99% | 9.48% | -8.57% | -18.32% | -6.89% | 41.03% | 16.38% | 156.25% |
Expense Ratio
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 Serge Mavro is 30, 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 | |
|---|---|---|---|---|---|
TECL Direxion Daily Technology Bull 3X Shares | 1.47 | 1.94 | 1.26 | 2.09 | 5.82 |
FNGU MicroSectors FANG+™ Index 3X Leveraged ETN | 2.83 | 2.84 | 1.38 | 4.39 | 11.75 |
USD ProShares Ultra Semiconductors | 0.91 | 1.56 | 1.26 | 1.39 | 4.43 |
Dividends
Dividend yield
Serge Mavro provided a 0.04% dividend yield over the last twelve months.
| TTM | 2023 | |
|---|---|---|
| Portfolio | 0.04% | 0.04% |
Monthly Dividends
The table below shows the monthly dividends paid by this portfolio.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $5,600.00 | $0.00 | $0.00 | $4,900.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $10,500.00 | |
| 2023 | $0.00 | $0.00 | $2,000.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $4,900.00 | $6,900.00 |
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 Serge Mavro. 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 Serge Mavro was 46.16%, occurring on Aug 7, 2024. The portfolio has not yet recovered.
The current Serge Mavro drawdown is 16.46%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -46.16% | Jul 11, 2024 | 20 | Aug 7, 2024 | — | — | — |
| -38.89% | Jul 19, 2023 | 71 | Oct 26, 2023 | 33 | Dec 13, 2023 | 104 |
| -25.95% | Apr 12, 2024 | 6 | Apr 19, 2024 | 18 | May 15, 2024 | 24 |
| -14.33% | Jun 16, 2023 | 6 | Jun 26, 2023 | 12 | Jul 13, 2023 | 18 |
| -13.7% | Dec 28, 2023 | 5 | Jan 4, 2024 | 9 | Jan 18, 2024 | 14 |
Volatility
Volatility Chart
The current Serge Mavro volatility is 22.58%, 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
| USD | FNGU | TECL | |
|---|---|---|---|
| USD | 1.00 | 0.79 | 0.87 |
| FNGU | 0.79 | 1.00 | 0.88 |
| TECL | 0.87 | 0.88 | 1.00 |