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Serge Mavro
Performance
Risk-Adjusted Performance
Drawdowns
Volatility
Diversification

Serge Mavro

Last updated Sep 17, 2024

Asset Allocation

NVDL 99.93%EquityEquity
PositionCategory/SectorWeight
NVDL
GraniteShares 2x Long NVDA Daily ETF		Leveraged Equities
99.93%
USD
ProShares Ultra Semiconductors		Leveraged Equities, Leveraged
0.07%

Transactions

DateTypeSymbolQuantityPrice
Feb 22, 2023BuyProShares Ultra Semiconductors1000$21.55
Feb 21, 2023BuyGraniteShares 2x Long NVDA Daily ETF500000$4.81

1–2 of 2

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Serge Mavro, 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%50.00%100.00%AprilMayJuneJulyAugustSeptember
35.01%
9.39%
Serge Mavro
Benchmark (^GSPC)
Portfolio components

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		18.10%1.42%9.39%26.58%13.42%10.88%
Serge Mavro263.55%-16.11%32.38%276.17%N/AN/A
Portfolio components:
NVDL
GraniteShares 2x Long NVDA Daily ETF		263.75%-16.11%32.39%319.02%N/AN/A
USD
ProShares Ultra Semiconductors		101.71%-12.53%17.39%175.80%56.91%44.34%

Monthly Returns

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

JanFebMarAprMayJunJulAugSepOctNovDecTotal
202438.85%59.10%25.75%-12.22%55.71%22.60%-14.68%-1.60%263.55%
2023655.63%29.51%-0.99%55.61%16.14%15.07%6.85%-18.11%-10.51%21.90%-3.16%1,762.44%

Expense Ratio

Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

NVDL
GraniteShares 2x Long NVDA Daily ETF
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%
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%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of Serge Mavro is 78, placing it in the top 22% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of Serge Mavro is 7878
Serge Mavro
The Sharpe Ratio Rank of Serge Mavro is 8787Sharpe Ratio Rank
The Sortino Ratio Rank of Serge Mavro is 6161Sortino Ratio Rank
The Omega Ratio Rank of Serge Mavro is 5959Omega Ratio Rank
The Calmar Ratio Rank of Serge Mavro is 9595Calmar Ratio Rank
The Martin Ratio Rank of Serge Mavro is 8686Martin 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.

Serge Mavro
Sharpe ratio
The chart of Sharpe ratio for Serge Mavro, currently valued at 2.54, compared to the broader market-1.000.001.002.003.004.002.54
Sortino ratio
The chart of Sortino ratio for Serge Mavro, currently valued at 2.81, compared to the broader market-2.000.002.004.006.002.81
Omega ratio
The chart of Omega ratio for Serge Mavro, currently valued at 1.36, compared to the broader market0.801.001.201.401.601.801.36
Calmar ratio
The chart of Calmar ratio for Serge Mavro, currently valued at 4.98, compared to the broader market0.002.004.006.008.004.98
Martin ratio
The chart of Martin ratio for Serge Mavro, currently valued at 14.32, compared to the broader market0.0010.0020.0030.0014.32
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.96, compared to the broader market-1.000.001.002.003.004.001.96
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.65, compared to the broader market-2.000.002.004.006.002.65
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.35, compared to the broader market0.801.001.201.401.601.801.35
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.77, compared to the broader market0.002.004.006.008.001.77
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 10.43, compared to the broader market0.0010.0020.0030.0010.43
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
NVDL
GraniteShares 2x Long NVDA Daily ETF		2.963.011.395.7616.75
USD
ProShares Ultra Semiconductors		2.032.411.313.349.90

Sharpe Ratio

The current Serge Mavro Sharpe ratio is 2.54. 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 1.64 to 2.29, 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 Serge Mavro 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 Ratio1.002.003.004.005.006.007.00AprilMayJuneJulyAugustSeptember
2.54
1.96
Serge Mavro
Benchmark (^GSPC)
Portfolio components

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.

-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AprilMayJuneJulyAugustSeptember
-36.28%
-0.60%
Serge Mavro
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Serge Mavro. 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 Serge Mavro was 51.40%, occurring on Aug 7, 2024. The portfolio has not yet recovered.

The current Serge Mavro drawdown is 36.28%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-51.4%Jun 20, 202434Aug 7, 2024———
-37.75%Mar 26, 202418Apr 19, 202424May 23, 202442
-27.96%Sep 1, 202339Oct 26, 202317Nov 20, 202356
-21.04%Jul 19, 202318Aug 11, 202312Aug 29, 202330
-18.79%Nov 21, 202329Jan 3, 20248Jan 16, 202437

Volatility

Volatility Chart

The current Serge Mavro volatility is 36.91%, 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%50.00%AprilMayJuneJulyAugustSeptember
36.91%
4.09%
Serge Mavro
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.
NVDLUSD
NVDL1.000.93
USD0.931.00
The correlation results are calculated based on daily price changes starting from Feb 21, 2023