short sell -67.55:-0.55 soxs:uvix
-67.55:-0.55 soxs:uvix
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SOXS Direxion Daily Semiconductor Bear 3x Shares | Leveraged Equities, Leveraged | 99.34% |
UVIX Volatility Shares 2x Long VIX Futures ETF | Volatility, Leveraged | 0.66% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in short sell -67.55:-0.55 soxs:uvix, 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 Mar 30, 2022, corresponding to the inception date of UVIX
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
| short sell -67.55:-0.55 soxs:uvix | -60.14% | -2.75% | -28.86% | -80.32% | N/A | N/A |
| Portfolio components: | ||||||
SOXS Direxion Daily Semiconductor Bear 3x Shares | -60.09% | -2.70% | -28.69% | -80.27% | -77.83% | -65.75% |
UVIX Volatility Shares 2x Long VIX Futures ETF | -68.24% | -11.20% | -51.07% | -87.25% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of short sell -67.55:-0.55 soxs:uvix, 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 | -8.07% | -28.93% | -14.51% | 13.86% | -24.73% | -16.66% | 3.24% | -5.91% | -60.14% | ||||
| 2023 | -39.06% | -8.79% | -24.95% | 25.05% | -39.94% | -18.63% | -16.43% | 11.47% | 23.38% | 20.89% | -37.73% | -30.35% | -84.64% |
| 2022 | 6.99% | 50.15% | -27.69% | 62.20% | -40.88% | 22.93% | 46.94% | -16.13% | -49.37% | 31.58% | 12.43% |
Expense Ratio
short sell -67.55:-0.55 soxs:uvix has a high expense ratio of 1.09%, 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 rank of short sell -67.55:-0.55 soxs:uvix is 0, indicating that it is in the bottom 0% 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 | |
|---|---|---|---|---|---|
SOXS Direxion Daily Semiconductor Bear 3x Shares | -0.79 | -1.49 | 0.84 | -0.82 | -1.19 |
UVIX Volatility Shares 2x Long VIX Futures ETF | -0.55 | -0.95 | 0.89 | -0.85 | -1.16 |
Dividends
Dividend yield
short sell -67.55:-0.55 soxs:uvix granted a 6.06% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
| short sell -67.55:-0.55 soxs:uvix | 6.06% | 9.15% | 0.19% | 0.00% | 3.52% | 2.30% | 0.75% |
| Portfolio components: | |||||||
SOXS Direxion Daily Semiconductor Bear 3x Shares | 6.10% | 9.22% | 0.19% | 0.00% | 3.55% | 2.32% | 0.76% |
UVIX Volatility Shares 2x Long VIX Futures ETF | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the short sell -67.55:-0.55 soxs:uvix. 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 short sell -67.55:-0.55 soxs:uvix was 97.59%, occurring on Jul 10, 2024. The portfolio has not yet recovered.
The current short sell -67.55:-0.55 soxs:uvix drawdown is 96.98%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -97.59% | Oct 17, 2022 | 434 | Jul 10, 2024 | — | — | — |
| -54.23% | Jul 5, 2022 | 30 | Aug 15, 2022 | 40 | Oct 11, 2022 | 70 |
| -36.19% | Apr 28, 2022 | 25 | Jun 2, 2022 | 7 | Jun 13, 2022 | 32 |
| -16.95% | Jun 17, 2022 | 5 | Jun 24, 2022 | 5 | Jul 1, 2022 | 10 |
| -11.7% | Apr 18, 2022 | 2 | Apr 19, 2022 | 3 | Apr 22, 2022 | 5 |
Volatility
Volatility Chart
The current short sell -67.55:-0.55 soxs:uvix volatility is 38.46%, 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.
Diversification
Asset Correlations Table
| SOXS | UVIX | |
|---|---|---|
| SOXS | 1.00 | 0.58 |
| UVIX | 0.58 | 1.00 |