Cybersecurity
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BUG Global X Cybersecurity ETF | Technology Equities, Cybersecurity | 50% |
CIBR First Trust NASDAQ Cybersecurity ETF | Technology Equities, Cybersecurity | 50% |
Performance
Performance Chart
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The earliest data available for this chart is Oct 31, 2019, corresponding to the inception date of BUG
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.52% | 6.32% | -1.44% | 12.25% | 14.20% | 10.84% |
| Cybersecurity | 9.76% | 4.15% | 7.89% | 25.29% | 15.12% | N/A |
| Portfolio components: | ||||||
BUG Global X Cybersecurity ETF | 7.48% | 1.44% | 2.99% | 20.08% | 12.83% | N/A |
CIBR First Trust NASDAQ Cybersecurity ETF | 11.95% | 6.83% | 12.89% | 30.54% | 17.22% | N/A |
Monthly Returns
The table below presents the monthly returns of Cybersecurity, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 6.65% | -1.67% | -4.60% | 5.25% | 4.23% | 9.76% | |||||||
| 2024 | 2.97% | 2.85% | -2.61% | -5.00% | -0.46% | 5.55% | -0.22% | 4.99% | 0.06% | 0.01% | 7.49% | -1.85% | 13.85% |
| 2023 | 5.51% | 1.97% | 3.84% | -8.01% | 12.55% | 1.32% | 4.17% | -0.51% | -3.42% | -3.37% | 13.65% | 9.11% | 40.56% |
| 2022 | -9.69% | 6.41% | 3.83% | -9.46% | -9.63% | -5.08% | 3.87% | 3.29% | -10.58% | 6.71% | -5.63% | -6.43% | -29.95% |
| 2021 | -1.17% | -4.35% | -3.22% | 6.32% | 1.55% | 5.12% | 4.38% | 6.89% | -5.88% | 10.16% | -4.34% | 1.41% | 16.52% |
| 2020 | 4.73% | -9.43% | -7.04% | 12.84% | 14.34% | 1.41% | 10.44% | 2.19% | -4.30% | -4.44% | 12.91% | 19.32% | 60.46% |
| 2019 | 8.38% | -2.30% | 5.89% |
Expense Ratio
Cybersecurity has an expense ratio of 0.55%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Cybersecurity is 70, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
BUG Global X Cybersecurity ETF | 0.80 | 1.17 | 1.14 | 0.90 | 3.03 |
CIBR First Trust NASDAQ Cybersecurity ETF | 1.25 | 1.65 | 1.22 | 1.39 | 4.89 |
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Dividends
Dividend yield
Cybersecurity provided a 0.16% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.16% | 0.19% | 0.26% | 0.93% | 0.63% | 0.78% | 0.24% | 0.11% | 0.05% | 0.38% | 0.29% |
| Portfolio components: | |||||||||||
BUG Global X Cybersecurity ETF | 0.09% | 0.09% | 0.10% | 1.56% | 0.66% | 0.46% | 0.24% | 0.00% | 0.00% | 0.00% | 0.00% |
CIBR First Trust NASDAQ Cybersecurity ETF | 0.23% | 0.29% | 0.42% | 0.31% | 0.59% | 1.10% | 0.23% | 0.23% | 0.10% | 0.77% | 0.58% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Cybersecurity. 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 Cybersecurity was 37.24%, occurring on Jan 5, 2023. Recovery took 442 trading sessions.
The current Cybersecurity drawdown is 3.70%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -37.24% | Nov 10, 2021 | 290 | Jan 5, 2023 | 442 | Oct 9, 2024 | 732 |
| -33.77% | Feb 11, 2020 | 26 | Mar 18, 2020 | 50 | May 29, 2020 | 76 |
| -19.4% | Feb 19, 2025 | 35 | Apr 8, 2025 | — | — | — |
| -14.72% | Feb 16, 2021 | 15 | Mar 8, 2021 | 71 | Jun 17, 2021 | 86 |
| -12.27% | Sep 3, 2020 | 42 | Nov 2, 2020 | 22 | Dec 3, 2020 | 64 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 2 assets, with an effective number of assets of 2.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | BUG | CIBR | Portfolio | |
|---|---|---|---|---|
| ^GSPC | 1.00 | 0.67 | 0.76 | 0.72 |
| BUG | 0.67 | 1.00 | 0.94 | 0.99 |
| CIBR | 0.76 | 0.94 | 1.00 | 0.98 |
| Portfolio | 0.72 | 0.99 | 0.98 | 1.00 |