BFUQSS2
Asset Allocation
Performance
Performance Chart
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
The earliest data available for this chart is Oct 17, 2022, corresponding to the inception date of BBLU
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 15.73% | 6.43% | 8.14% | 22.75% | 13.18% | 10.67% |
BFUQSS2 | 18.05% | 4.61% | 6.65% | 26.90% | N/A | N/A |
Portfolio components: | ||||||
BBLU Ea Bridgeway Blue Chip ETF | 17.82% | 6.72% | 7.75% | 24.10% | N/A | N/A |
FNGS MicroSectors FANG+ ETN | 22.92% | 6.20% | 9.38% | 35.13% | N/A | N/A |
USFR WisdomTree Bloomberg Floating Rate Treasury Fund | 3.73% | 0.47% | 2.63% | 5.37% | 2.40% | 2.27% |
SGOL Aberdeen Standard Physical Gold Shares ETF | 20.67% | 3.57% | 16.03% | 29.25% | 10.47% | 6.73% |
QQQM Invesco NASDAQ 100 ETF | 12.87% | 5.68% | 5.29% | 22.77% | N/A | N/A |
SMH VanEck Vectors Semiconductor ETF | 28.47% | 5.32% | -0.75% | 44.34% | 33.45% | 27.40% |
Monthly Returns
The table below presents the monthly returns of BFUQSS2, 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 | 2.48% | 6.42% | 3.03% | -2.19% | 5.04% | 5.08% | -0.48% | 0.41% | 18.05% | ||||
2023 | 10.26% | 0.42% | 7.69% | -0.47% | 7.69% | 4.87% | 3.07% | -1.41% | -4.42% | -0.74% | 8.65% | 4.44% | 46.64% |
2022 | 1.31% | 8.49% | -5.21% | 4.17% |
Expense Ratio
BFUQSS2 features an expense ratio of 0.29%, falling within the medium range. 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 BFUQSS2 is 69, 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 | |
---|---|---|---|---|---|
BBLU Ea Bridgeway Blue Chip ETF | 2.03 | 2.80 | 1.36 | 2.66 | 8.95 |
FNGS MicroSectors FANG+ ETN | 1.50 | 2.04 | 1.26 | 2.07 | 7.09 |
USFR WisdomTree Bloomberg Floating Rate Treasury Fund | 15.46 | 60.41 | 16.21 | 90.31 | 796.54 |
SGOL Aberdeen Standard Physical Gold Shares ETF | 1.99 | 2.82 | 1.35 | 2.51 | 11.86 |
QQQM Invesco NASDAQ 100 ETF | 1.31 | 1.82 | 1.23 | 1.69 | 6.12 |
SMH VanEck Vectors Semiconductor ETF | 1.34 | 1.86 | 1.24 | 1.80 | 5.95 |
Dividends
Dividend yield
BFUQSS2 granted a 1.50% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
BFUQSS2 | 1.50% | 1.51% | 7.21% | 0.20% | 0.30% | 1.32% | 0.90% | 0.63% | 0.30% | 0.64% | 0.35% | 0.47% |
Portfolio components: | ||||||||||||
BBLU Ea Bridgeway Blue Chip ETF | 1.43% | 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 | 5.40% | 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 | 0.68% | 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 | 0.46% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
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 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 11.26%, occurring on Aug 7, 2024. The portfolio has not yet recovered.
The current BFUQSS2 drawdown is 7.00%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-11.26% | Jul 11, 2024 | 20 | Aug 7, 2024 | — | — | — |
-8.11% | Jul 19, 2023 | 71 | Oct 26, 2023 | 13 | Nov 14, 2023 | 84 |
-7.58% | Dec 2, 2022 | 18 | Dec 28, 2022 | 15 | Jan 20, 2023 | 33 |
-5.96% | Feb 3, 2023 | 25 | Mar 10, 2023 | 9 | Mar 23, 2023 | 34 |
-5.66% | Apr 12, 2024 | 6 | Apr 19, 2024 | 17 | May 14, 2024 | 23 |
Volatility
Volatility Chart
The current BFUQSS2 volatility is 5.58%, 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
USFR | SGOL | SMH | BBLU | FNGS | QQQM | |
---|---|---|---|---|---|---|
USFR | 1.00 | -0.03 | -0.03 | -0.07 | -0.04 | -0.05 |
SGOL | -0.03 | 1.00 | 0.12 | 0.14 | 0.12 | 0.13 |
SMH | -0.03 | 0.12 | 1.00 | 0.76 | 0.81 | 0.87 |
BBLU | -0.07 | 0.14 | 0.76 | 1.00 | 0.78 | 0.87 |
FNGS | -0.04 | 0.12 | 0.81 | 0.78 | 1.00 | 0.93 |
QQQM | -0.05 | 0.13 | 0.87 | 0.87 | 0.93 | 1.00 |