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Serge Mavro
Performance
Risk-Adjusted Performance
Drawdowns
Volatility
Diversification

Serge Mavro

Last updated Sep 19, 2024

Asset Allocation

FNGU 67.53%USD 18.68%TECL 13.79%EquityEquity
PositionCategory/SectorWeight
FNGU
MicroSectors FANG+™ Index 3X Leveraged ETN		Leveraged Equities, Leveraged
67.53%
TECL
Direxion Daily Technology Bull 3X Shares		Leveraged Equities, Leveraged
13.79%
USD
ProShares Ultra Semiconductors		Leveraged Equities, Leveraged
18.68%

Transactions

DateTypeSymbolQuantityPrice
Apr 25, 2023BuyDirexion Daily Technology Bull 3X Shares50000$32.73
Apr 25, 2023BuyMicroSectors FANG+™ Index 3X Leveraged ETN50000$81.77
Apr 25, 2023BuyProShares Ultra Semiconductors50000$23.71

1–3 of 3

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

-20.00%0.00%20.00%40.00%60.00%AprilMayJuneJulyAugustSeptember
10.52%
7.53%
Serge Mavro
Benchmark (^GSPC)
Portfolio components

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		17.79%0.18%7.53%26.42%13.48%10.85%
Serge Mavro59.80%-12.24%9.82%132.20%N/AN/A
Portfolio components:
TECL
Direxion Daily Technology Bull 3X Shares		17.23%-11.94%-4.97%71.99%36.98%37.77%
FNGU
MicroSectors FANG+™ Index 3X Leveraged ETN		64.03%-10.61%14.84%137.78%59.99%N/A
USD
ProShares Ultra Semiconductors		94.23%-17.85%5.39%182.31%57.15%43.76%

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.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20249.16%26.51%3.56%-11.90%20.93%26.35%-9.42%-4.56%59.80%
202315.69%47.77%19.97%9.48%-8.57%-18.33%-6.90%41.03%16.35%156.15%

Expense Ratio

Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

TECL
Direxion Daily Technology Bull 3X Shares
Expense ratio chart for TECL: current value at 1.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.08%
FNGU
MicroSectors FANG+™ Index 3X Leveraged ETN
Expense ratio chart for FNGU: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
USD
ProShares Ultra Semiconductors
Expense ratio chart for USD: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Serge Mavro is 34, 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.

The Risk-Adjusted Performance Rank of Serge Mavro is 3434
Serge Mavro
The Sharpe Ratio Rank of Serge Mavro is 2828Sharpe Ratio Rank
The Sortino Ratio Rank of Serge Mavro is 2020Sortino Ratio Rank
The Omega Ratio Rank of Serge Mavro is 2424Omega Ratio Rank
The Calmar Ratio Rank of Serge Mavro is 7373Calmar Ratio Rank
The Martin Ratio Rank of Serge Mavro is 2525Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Serge Mavro
Sharpe ratio
The chart of Sharpe ratio for Serge Mavro, currently valued at 1.69, compared to the broader market-1.000.001.002.003.004.001.69
Sortino ratio
The chart of Sortino ratio for Serge Mavro, currently valued at 2.12, compared to the broader market-2.000.002.004.006.002.12
Omega ratio
The chart of Omega ratio for Serge Mavro, currently valued at 1.28, compared to the broader market0.801.001.201.401.601.801.28
Calmar ratio
The chart of Calmar ratio for Serge Mavro, currently valued at 2.55, compared to the broader market0.002.004.006.008.002.55
Martin ratio
The chart of Martin ratio for Serge Mavro, currently valued at 7.73, compared to the broader market0.0010.0020.0030.007.73
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.06, compared to the broader market-1.000.001.002.003.004.002.06
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market-2.000.002.004.006.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.37, compared to the broader market0.801.001.201.401.601.801.37
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.85, compared to the broader market0.002.004.006.008.001.85
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 11.09, compared to the broader market0.0010.0020.0030.0011.09
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
TECL
Direxion Daily Technology Bull 3X Shares		1.001.551.201.404.34
FNGU
MicroSectors FANG+™ Index 3X Leveraged ETN		1.682.121.282.657.80
USD
ProShares Ultra Semiconductors		2.112.471.323.4610.09

Sharpe Ratio

The current Serge Mavro Sharpe ratio is 1.69. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.71 to 2.37, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Serge Mavro with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50MayJuneJulyAugustSeptember
1.69
2.06
Serge Mavro
Benchmark (^GSPC)
Portfolio components

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.

-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AprilMayJuneJulyAugustSeptember
-32.22%
-0.86%
Serge Mavro
Benchmark (^GSPC)
Portfolio components

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 46.18%, occurring on Aug 7, 2024. The portfolio has not yet recovered.

The current Serge Mavro drawdown is 32.22%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-46.18%Jul 11, 202420Aug 7, 2024———
-38.9%Jul 19, 202371Oct 26, 202333Dec 13, 2023104
-25.97%Apr 12, 20246Apr 19, 202418May 15, 202424
-14.34%Jun 16, 20236Jun 26, 202312Jul 13, 202318
-13.7%Dec 28, 20235Jan 4, 20249Jan 18, 202414

Volatility

Volatility Chart

The current Serge Mavro volatility is 25.59%, 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.

0.00%10.00%20.00%30.00%40.00%AprilMayJuneJulyAugustSeptember
25.59%
3.99%
Serge Mavro
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
USDFNGUTECL
USD1.000.800.87
FNGU0.801.000.89
TECL0.870.891.00
The correlation results are calculated based on daily price changes starting from Apr 25, 2023