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Good ETF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


VOO 20%SMH 20%MAGS 20%USD 20%NVDL 20%EquityEquity
PositionCategory/SectorWeight
MAGS
Roundhill Magnificent Seven ETF
Technology Equities
20%
NVDL
GraniteShares 2x Long NVDA Daily ETF
Leveraged Equities
20%
SMH
VanEck Vectors Semiconductor ETF
Technology Equities
20%
USD
ProShares Ultra Semiconductors
Leveraged Equities, Leveraged
20%
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities
20%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Good ETF, 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


-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%AprilMayJuneJulyAugustSeptember
14.17%
7.53%
Good ETF
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 11, 2023, corresponding to the inception date of MAGS

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
17.79%0.18%7.53%26.42%13.48%10.85%
Good ETF85.45%-11.31%14.17%119.51%N/AN/A
VOO
Vanguard S&P 500 ETF
18.91%0.30%8.27%28.20%15.31%12.87%
SMH
VanEck Vectors Semiconductor ETF
32.13%-8.07%4.42%59.18%34.34%27.82%
MAGS
Roundhill Magnificent Seven ETF
34.68%-1.36%14.17%44.92%N/AN/A
USD
ProShares Ultra Semiconductors
94.23%-20.59%9.85%170.33%57.15%43.76%
NVDL
GraniteShares 2x Long NVDA Daily ETF
242.66%-27.28%22.15%300.97%N/AN/A

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202413.28%27.65%12.99%-6.99%22.22%13.20%-6.29%-0.78%85.45%
20230.61%24.88%10.01%8.46%-0.24%-10.84%-6.45%17.60%10.01%61.37%

Expense Ratio

Good ETF features an expense ratio of 0.55%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for NVDL: current value at 1.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.15%
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%
Expense ratio chart for SMH: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for MAGS: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Good ETF is 71, 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 Good ETF is 7171
Good ETF
The Sharpe Ratio Rank of Good ETF is 8181Sharpe Ratio Rank
The Sortino Ratio Rank of Good ETF is 5959Sortino Ratio Rank
The Omega Ratio Rank of Good ETF is 5757Omega Ratio Rank
The Calmar Ratio Rank of Good ETF is 9191Calmar Ratio Rank
The Martin Ratio Rank of Good ETF is 6868Martin 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.


Good ETF
Sharpe ratio
The chart of Sharpe ratio for Good ETF, currently valued at 2.42, compared to the broader market-1.000.001.002.003.004.002.42
Sortino ratio
The chart of Sortino ratio for Good ETF, currently valued at 2.85, compared to the broader market-2.000.002.004.006.002.85
Omega ratio
The chart of Omega ratio for Good ETF, currently valued at 1.37, compared to the broader market0.801.001.201.401.601.801.37
Calmar ratio
The chart of Calmar ratio for Good ETF, currently valued at 3.88, compared to the broader market0.002.004.006.008.003.88
Martin ratio
The chart of Martin ratio for Good ETF, currently valued at 11.89, compared to the broader market0.0010.0020.0030.0011.89
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.06, compared to the broader market-1.000.001.002.003.004.002.06
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market-2.000.002.004.006.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.37, compared to the broader market0.801.001.201.401.601.801.37
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.85, compared to the broader market0.002.004.006.008.001.85
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 11.09, compared to the broader market0.0010.0020.0030.0011.09

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VOO
Vanguard S&P 500 ETF
2.212.981.402.8012.12
SMH
VanEck Vectors Semiconductor ETF
1.712.241.302.337.24
MAGS
Roundhill Magnificent Seven ETF
1.792.361.312.508.05
USD
ProShares Ultra Semiconductors
2.112.471.323.4610.09
NVDL
GraniteShares 2x Long NVDA Daily ETF
2.953.001.395.7316.36

Sharpe Ratio

The current Good ETF Sharpe ratio is 2.42. 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 1.71 to 2.36, this portfolio's current Sharpe ratio 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.

Use the chart below to compare the Sharpe ratio of Good ETF 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 Ratio1.001.502.002.503.003.504.004.50MayJuneJulyAugustSeptember
2.42
2.06
Good ETF
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Good ETF granted a 1.08% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Good ETF1.08%2.76%0.87%0.45%0.61%1.72%1.35%0.99%1.47%1.36%1.19%1.11%
VOO
Vanguard S&P 500 ETF
1.28%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
SMH
VanEck Vectors Semiconductor ETF
0.45%0.60%2.37%1.02%1.38%6.00%3.75%2.85%1.61%4.28%2.31%3.11%
MAGS
Roundhill Magnificent Seven ETF
0.32%0.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
USD
ProShares Ultra Semiconductors
0.03%0.05%0.30%0.00%0.14%0.72%0.93%0.32%3.71%0.39%1.80%0.63%
NVDL
GraniteShares 2x Long NVDA Daily ETF
3.29%11.29%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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-20.83%
-0.86%
Good ETF
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Good ETF. 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 Good ETF was 30.34%, occurring on Aug 7, 2024. The portfolio has not yet recovered.

The current Good ETF drawdown is 20.83%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.34%Jul 11, 202420Aug 7, 2024
-20.1%Mar 26, 202418Apr 19, 202424May 23, 202442
-18.59%Jul 19, 202371Oct 26, 202313Nov 14, 202384
-13.52%Jun 20, 20243Jun 24, 202411Jul 10, 202414
-9.38%Mar 8, 20242Mar 11, 202410Mar 25, 202412

Volatility

Volatility Chart

The current Good ETF volatility is 16.15%, 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%AprilMayJuneJulyAugustSeptember
16.15%
3.99%
Good ETF
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.

VOOMAGSNVDLSMHUSD
VOO1.000.790.620.770.73
MAGS0.791.000.710.750.75
NVDL0.620.711.000.850.93
SMH0.770.750.851.000.97
USD0.730.750.930.971.00
The correlation results are calculated based on daily price changes starting from Apr 12, 2023