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NVDL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Asset Allocation


NVDL 100%EquityEquity
PositionCategory/SectorWeight
NVDL
GraniteShares 2x Long NVDA Daily ETF
Leveraged Equities

100%

S&P 500

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


0.00%200.00%400.00%600.00%800.00%1,000.00%NovemberDecember2024FebruaryMarchApril
559.91%
23.57%
NVDL
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 13, 2022, corresponding to the inception date of NVDL

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
NVDL92.66%-36.76%121.42%282.75%N/AN/A
NVDL
GraniteShares 2x Long NVDA Daily ETF
92.66%-36.76%121.42%282.75%N/AN/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
202438.87%59.13%25.76%
2023-18.11%-10.51%21.89%-3.19%

Expense Ratio

The 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.


0.50%1.00%1.50%2.00%1.15%

Risk-Adjusted Performance

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.


NVDL
Sharpe ratio
The chart of Sharpe ratio for NVDL, currently valued at 3.24, compared to the broader market-1.000.001.002.003.004.003.24
Sortino ratio
The chart of Sortino ratio for NVDL, currently valued at 3.62, compared to the broader market-2.000.002.004.006.003.62
Omega ratio
The chart of Omega ratio for NVDL, currently valued at 1.46, compared to the broader market0.801.001.201.401.601.801.46
Calmar ratio
The chart of Calmar ratio for NVDL, currently valued at 7.04, compared to the broader market0.002.004.006.008.007.04
Martin ratio
The chart of Martin ratio for NVDL, currently valued at 24.40, compared to the broader market0.0010.0020.0030.0040.0024.40
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
NVDL
GraniteShares 2x Long NVDA Daily ETF
3.243.621.467.0424.40

Sharpe Ratio

The current NVDL Sharpe ratio is 3.24. A Sharpe ratio of 3.0 or higher is considered excellent.

-1.000.001.002.003.004.003.24

The Sharpe ratio of NVDL 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 Ratio2.004.006.008.00Dec 17Dec 24Dec 31Jan 07Jan 14Jan 21Jan 28Feb 04Feb 11Feb 18Feb 25Mar 03Mar 10Mar 17Mar 24Mar 31Apr 07Apr 14
3.24
1.66
NVDL
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

NVDL granted a 35.14% dividend yield in the last twelve months.


TTM2023
NVDL35.14%67.71%
NVDL
GraniteShares 2x Long NVDA Daily ETF
35.14%67.71%

Drawdowns

Drawdowns Chart

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


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-37.75%
-5.46%
NVDL
Benchmark (^GSPC)
Portfolio components

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 37.75%, occurring on Apr 19, 2024. The portfolio has not yet recovered.

The current NVDL drawdown is 37.75%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-37.75%Mar 26, 202418Apr 19, 2024
-32.27%Dec 14, 202210Dec 28, 202216Jan 23, 202326
-27.96%Sep 1, 202339Oct 26, 202317Nov 20, 202356
-21.04%Jul 19, 202318Aug 11, 202312Aug 29, 202330
-18.81%Nov 21, 202329Jan 3, 20248Jan 16, 202437

Volatility

Volatility Chart

The current NVDL volatility is 29.72%, 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%10.00%20.00%30.00%40.00%NovemberDecember2024FebruaryMarchApril
29.72%
3.15%
NVDL
Benchmark (^GSPC)
Portfolio components