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BFUQSS2

Last updated Mar 2, 2024

Asset Allocation


USFR 20%SGOL 10%FNGS 25%BBLU 20%SMH 15%QQQM 10%BondBondCommodityCommodityEquityEquity
PositionCategory/SectorWeight
USFR
WisdomTree Bloomberg Floating Rate Treasury Fund
Government Bonds

20%

SGOL
Aberdeen Standard Physical Gold Shares ETF
Precious Metals, Gold

10%

FNGS
MicroSectors FANG+ ETN
Large Cap Growth Equities

25%

BBLU
Ea Bridgeway Blue Chip ETF
Large Cap Growth Equities

20%

SMH
VanEck Vectors Semiconductor ETF
Technology Equities

15%

QQQM
Invesco NASDAQ 100 ETF
Large Cap Growth Equities

10%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in BFUQSS2, 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


10.00%20.00%30.00%40.00%50.00%60.00%70.00%OctoberNovemberDecember2024FebruaryMarch
69.46%
39.67%
BFUQSS2
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 17, 2022, corresponding to the inception date of BBLU

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
BFUQSS210.93%5.32%19.59%45.07%N/AN/A
BBLU
Ea Bridgeway Blue Chip ETF
9.83%4.88%15.69%34.79%N/AN/A
FNGS
MicroSectors FANG+ ETN
15.87%5.20%28.96%82.05%N/AN/A
USFR
WisdomTree Bloomberg Floating Rate Treasury Fund
1.03%0.47%2.65%5.37%2.06%1.97%
SGOL
Aberdeen Standard Physical Gold Shares ETF
0.86%2.31%7.27%12.04%9.88%4.27%
QQQM
Invesco NASDAQ 100 ETF
8.86%3.85%18.55%49.91%N/AN/A
SMH
VanEck Vectors Semiconductor ETF
26.12%15.33%42.03%81.15%36.55%29.36%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.48%6.40%
2023-1.41%-4.42%-0.74%8.65%4.44%

Sharpe Ratio

The current BFUQSS2 Sharpe ratio is 3.53. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.003.53

The Sharpe ratio of BFUQSS2 is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00Oct 22Oct 29Nov 05Nov 12Nov 19Nov 26Dec 03Dec 10Dec 17Dec 24Dec 31Jan 07Jan 14Jan 21Jan 28Feb 04Feb 11Feb 18Feb 25
3.53
2.44
BFUQSS2
Benchmark (^GSPC)
Portfolio components

Dividend yield

BFUQSS2 granted a 1.49% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
BFUQSS21.49%1.51%7.21%0.20%0.30%1.32%0.90%0.63%0.30%0.64%0.35%0.47%
BBLU
Ea Bridgeway Blue Chip ETF
1.53%1.68%32.08%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FNGS
MicroSectors FANG+ 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%
USFR
WisdomTree Bloomberg Floating Rate Treasury Fund
5.26%5.12%1.78%0.01%0.40%2.08%1.67%1.03%0.29%0.00%0.00%0.00%
SGOL
Aberdeen Standard Physical Gold Shares ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QQQM
Invesco NASDAQ 100 ETF
0.60%0.65%0.83%0.40%0.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SMH
VanEck Vectors Semiconductor ETF
0.47%0.60%2.37%1.02%1.38%6.00%3.75%2.85%1.61%4.28%2.31%3.11%

Expense Ratio

The BFUQSS2 has a high expense ratio of 0.29%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.58%
0.50%1.00%1.50%2.00%0.35%
0.50%1.00%1.50%2.00%0.17%
0.50%1.00%1.50%2.00%0.15%
0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
BFUQSS2
3.53
BBLU
Ea Bridgeway Blue Chip ETF
3.17
FNGS
MicroSectors FANG+ ETN
3.53
USFR
WisdomTree Bloomberg Floating Rate Treasury Fund
14.36
SGOL
Aberdeen Standard Physical Gold Shares ETF
1.03
QQQM
Invesco NASDAQ 100 ETF
3.28
SMH
VanEck Vectors Semiconductor ETF
3.14

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

USFRSGOLSMHBBLUFNGSQQQM
USFR1.00-0.05-0.04-0.10-0.05-0.07
SGOL-0.051.000.090.100.100.10
SMH-0.040.091.000.770.820.87
BBLU-0.100.100.771.000.780.88
FNGS-0.050.100.820.781.000.93
QQQM-0.070.100.870.880.931.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
BFUQSS2
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the BFUQSS2. 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 BFUQSS2 was 8.11%, occurring on Oct 26, 2023. Recovery took 13 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-8.11%Jul 19, 202371Oct 26, 202313Nov 14, 202384
-7.58%Dec 2, 202218Dec 28, 202215Jan 20, 202333
-5.96%Feb 3, 202325Mar 10, 20239Mar 23, 202334
-5.18%Oct 26, 20227Nov 3, 20225Nov 10, 202212
-3.41%Apr 3, 202316Apr 25, 20239May 8, 202325

Volatility Chart

The current BFUQSS2 volatility is 4.55%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%OctoberNovemberDecember2024FebruaryMarch
4.55%
3.47%
BFUQSS2
Benchmark (^GSPC)
Portfolio components
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