NVDL
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
NVDL GraniteShares 2x Long NVDA Daily ETF | Leveraged Equities | 100% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in NVDL, 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 Dec 13, 2022, corresponding to the inception date of NVDL
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y (annualized) | 10Y (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 26.78% | 5.56% | 14.46% | 31.61% | 14.25% | 11.32% |
| NVDL | 383.22% | 2.53% | 13.35% | 443.96% | N/A | N/A |
| Portfolio components: | ||||||
NVDL GraniteShares 2x Long NVDA Daily ETF | 383.22% | 2.53% | 13.35% | 443.96% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of NVDL, 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 | 38.87% | 59.13% | 25.76% | -12.22% | 55.72% | 22.60% | -14.68% | -1.60% | -0.34% | 16.45% | 6.10% | 383.22% | |
| 2023 | 52.21% | 27.36% | 29.52% | -0.98% | 55.62% | 16.14% | 15.07% | 6.86% | -18.11% | -10.51% | 21.89% | 7.81% | 432.17% |
| 2022 | -28.32% | -28.32% |
Expense Ratio
NVDL has a high expense ratio of 1.15%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of NVDL is 80, placing it in the top 20% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
NVDL GraniteShares 2x Long NVDA Daily ETF | 4.09 | 3.42 | 1.44 | 8.19 | 21.54 |
Dividends
Dividend yield
NVDL provided a 2.34% dividend yield over the last twelve months.
| TTM | 2023 | |
|---|---|---|
| Portfolio | 2.34% | 11.29% |
| Portfolio components: | ||
NVDL GraniteShares 2x Long NVDA Daily ETF | 2.34% | 11.29% |
Monthly Dividends
The table below shows the monthly dividends paid by this portfolio.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2023 | $1.69 | $1.69 |
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 NVDL. 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 NVDL was 51.40%, occurring on Aug 7, 2024. The portfolio has not yet recovered.
The current NVDL drawdown is 15.35%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -51.4% | Jun 20, 2024 | 34 | Aug 7, 2024 | — | — | — |
| -37.75% | Mar 26, 2024 | 18 | Apr 19, 2024 | 24 | May 23, 2024 | 42 |
| -32.26% | Dec 14, 2022 | 10 | Dec 28, 2022 | 16 | Jan 23, 2023 | 26 |
| -27.96% | Sep 1, 2023 | 39 | Oct 26, 2023 | 17 | Nov 20, 2023 | 56 |
| -21.04% | Jul 19, 2023 | 18 | Aug 11, 2023 | 12 | Aug 29, 2023 | 30 |
Volatility
Volatility Chart
The current NVDL volatility is 21.71%, 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.