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Boosted
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Boosted

Last updated Nov 13, 2024

Asset Allocation

USD 20%QLD 20%FNGU 10%XLG 10%IAK 10%ITB 10%QUAL 10%BULZ 10%EquityEquity
PositionCategory/SectorWeight
BULZ
MicroSectors Solactive FANG & Innovation 3X Leveraged ETN		Leveraged Equities, Innovation
10%
FNGU
MicroSectors FANG+™ Index 3X Leveraged ETN		Leveraged Equities, Leveraged
10%
IAK
iShares U.S. Insurance ETF		Financials Equities
10%
ITB
iShares U.S. Home Construction ETF		Building & Construction
10%
QLD
ProShares Ultra QQQ		Leveraged Equities, Leveraged
20%
QUAL
iShares Edge MSCI USA Quality Factor ETF		Large Cap Growth Equities
10%
USD
ProShares Ultra Semiconductors		Leveraged Equities, Leveraged
20%
XLG
Invesco S&P 500® Top 50 ETF		Large Cap Growth Equities
10%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Boosted, 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%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
26.61%
12.73%
Boosted
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Aug 18, 2021, corresponding to the inception date of BULZ

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		25.45%2.91%14.05%35.64%14.13%11.39%
Boosted70.38%4.19%26.61%94.61%N/AN/A
Portfolio components:
FNGU
MicroSectors FANG+™ Index 3X Leveraged ETN		125.74%16.21%47.05%168.03%63.85%N/A
XLG
Invesco S&P 500® Top 50 ETF		32.51%2.62%15.48%38.36%18.78%15.14%
IAK
iShares U.S. Insurance ETF		33.73%1.39%15.85%39.38%15.64%12.66%
ITB
iShares U.S. Home Construction ETF		16.46%-6.51%5.52%36.86%21.92%17.40%
QUAL
iShares Edge MSCI USA Quality Factor ETF		26.02%0.48%11.31%32.93%15.42%13.39%
USD
ProShares Ultra Semiconductors		163.47%1.01%38.92%210.66%60.43%48.30%
QLD
ProShares Ultra QQQ		45.15%5.53%22.63%63.11%32.46%29.55%
BULZ
MicroSectors Solactive FANG & Innovation 3X Leveraged ETN		63.00%14.15%28.04%103.38%N/AN/A

Monthly Returns

The table below presents the monthly returns of Boosted, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20246.78%16.90%5.81%-9.47%13.94%12.31%-2.64%-0.10%3.54%-1.46%70.38%
202325.86%0.84%19.37%-2.15%20.18%13.64%8.16%-3.83%-10.95%-5.35%23.73%13.41%149.09%
2022-16.73%-7.36%3.05%-24.74%-0.10%-18.28%22.85%-12.93%-19.86%4.95%15.47%-15.34%-57.04%
202110.12%-9.92%16.00%7.39%-0.69%22.71%

Expense Ratio

Boosted features an expense ratio of 0.69%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

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%
QLD
ProShares Ultra QQQ
Expense ratio chart for QLD: 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%
BULZ
MicroSectors Solactive FANG & Innovation 3X Leveraged ETN
Expense ratio chart for BULZ: 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%
IAK
iShares U.S. Insurance ETF
Expense ratio chart for IAK: current value at 0.43% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.43%
ITB
iShares U.S. Home Construction ETF
Expense ratio chart for ITB: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%
XLG
Invesco S&P 500® Top 50 ETF
Expense ratio chart for XLG: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
QUAL
iShares Edge MSCI USA Quality Factor ETF
Expense ratio chart for QUAL: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Boosted is 43, 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 Boosted is 4343
Combined Rank
The Sharpe Ratio Rank of Boosted is 5454Sharpe Ratio Rank
The Sortino Ratio Rank of Boosted is 3030Sortino Ratio Rank
The Omega Ratio Rank of Boosted is 3333Omega Ratio Rank
The Calmar Ratio Rank of Boosted is 6464Calmar Ratio Rank
The Martin Ratio Rank of Boosted is 3333Martin 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.

Boosted
Sharpe ratio
The chart of Sharpe ratio for Boosted, currently valued at 2.65, compared to the broader market0.002.004.006.002.65
Sortino ratio
The chart of Sortino ratio for Boosted, currently valued at 3.01, compared to the broader market-2.000.002.004.006.003.01
Omega ratio
The chart of Omega ratio for Boosted, currently valued at 1.41, compared to the broader market0.801.001.201.401.601.802.001.41
Calmar ratio
The chart of Calmar ratio for Boosted, currently valued at 3.84, compared to the broader market0.005.0010.0015.003.84
Martin ratio
The chart of Martin ratio for Boosted, currently valued at 12.27, compared to the broader market0.0010.0020.0030.0040.0050.0060.0012.27
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.90, compared to the broader market0.002.004.006.002.90
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.87, compared to the broader market-2.000.002.004.006.003.87
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.54, compared to the broader market0.801.001.201.401.601.802.001.54
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.19, compared to the broader market0.005.0010.0015.004.19
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.72, compared to the broader market0.0010.0020.0030.0040.0050.0060.0018.72
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
FNGU
MicroSectors FANG+™ Index 3X Leveraged ETN		2.602.711.372.9710.73
XLG
Invesco S&P 500® Top 50 ETF		2.753.581.513.5714.85
IAK
iShares U.S. Insurance ETF		2.793.641.506.0417.63
ITB
iShares U.S. Home Construction ETF		1.672.381.292.857.42
QUAL
iShares Edge MSCI USA Quality Factor ETF		2.793.841.524.5917.58
USD
ProShares Ultra Semiconductors		2.852.851.384.7212.54
QLD
ProShares Ultra QQQ		1.992.471.332.368.62
BULZ
MicroSectors Solactive FANG & Innovation 3X Leveraged ETN		1.662.071.281.505.85

Sharpe Ratio

The current Boosted Sharpe ratio is 2.65. 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 2.07 to 2.97, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of Boosted 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 Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.65
2.90
Boosted
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Boosted provided a 0.39% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
Portfolio0.39%0.50%0.67%0.48%0.55%0.82%1.00%0.65%2.25%0.67%1.13%0.56%
Portfolio components:
FNGU
MicroSectors FANG+™ Index 3X Leveraged 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%
XLG
Invesco S&P 500® Top 50 ETF		0.72%0.97%1.34%0.94%1.25%1.58%2.00%1.85%2.00%2.09%1.97%1.97%
IAK
iShares U.S. Insurance ETF		1.20%1.44%1.69%2.26%2.07%1.84%2.33%1.62%1.68%1.62%1.57%1.14%
ITB
iShares U.S. Home Construction ETF		0.39%0.48%0.86%0.37%0.46%0.50%0.63%0.28%0.43%0.34%0.34%0.12%
QUAL
iShares Edge MSCI USA Quality Factor ETF		0.98%1.23%1.59%1.20%1.39%1.60%2.00%1.76%1.96%1.63%1.35%0.63%
USD
ProShares Ultra Semiconductors		0.04%0.10%0.30%0.00%0.15%1.23%1.47%0.48%7.33%0.39%2.82%0.76%
QLD
ProShares Ultra QQQ		0.26%0.33%0.31%0.00%0.00%0.13%0.06%0.02%0.90%0.11%0.19%0.13%
BULZ
MicroSectors Solactive FANG & Innovation 3X Leveraged 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%

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.

-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.99%
-0.29%
Boosted
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Boosted. 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 Boosted was 63.11%, occurring on Oct 14, 2022. Recovery took 295 trading sessions.

The current Boosted drawdown is 0.99%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-63.11%Nov 22, 2021226Oct 14, 2022295Dec 18, 2023521
-26.66%Jul 11, 202420Aug 7, 202465Nov 7, 202485
-17.13%Mar 8, 202430Apr 19, 202421May 20, 202451
-13.35%Sep 8, 202119Oct 4, 202113Oct 21, 202132
-8.02%Jun 20, 20243Jun 24, 20248Jul 5, 202411

Volatility

Volatility Chart

The current Boosted volatility is 11.15%, 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%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
11.15%
3.86%
Boosted
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.
IAKITBUSDFNGUBULZXLGQUALQLD
IAK1.000.440.300.300.330.450.530.39
ITB0.441.000.540.540.580.600.710.62
USD0.300.541.000.830.890.840.830.88
FNGU0.300.540.831.000.940.900.830.93
BULZ0.330.580.890.941.000.920.880.96
XLG0.450.600.840.900.921.000.940.98
QUAL0.530.710.830.830.880.941.000.93
QLD0.390.620.880.930.960.980.931.00
The correlation results are calculated based on daily price changes starting from Aug 19, 2021