Merlyn.AI Best-of-Breed Core Momentum ETF (BOB)
BOB is a passive ETF by EMPIRICAL FINANCE LLC tracking the investment results of the MAI Best-of-Breed Core Momentum Index. BOB launched on Jan 13, 2021 and has a 0.85% expense ratio.
Share Price Chart
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Performance
The chart shows the growth of $10,000 invested in Merlyn.AI Best-of-Breed Core Momentum ETF in Jun 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $8,421 for a total return of roughly -15.79%. All prices are adjusted for splits and dividends.
Compare to other instruments
Return
Merlyn.AI Best-of-Breed Core Momentum ETF had a return of -24.44% year-to-date (YTD) and -24.62% in the last 12 months. Over the past 10 years, Merlyn.AI Best-of-Breed Core Momentum ETF had an annualized return of -8.86%, while the S&P 500 had an annualized return of 2.18%, indicating that Merlyn.AI Best-of-Breed Core Momentum ETF did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| 1 month | 0.71% | 6.60% |
| 6 months | -9.80% | 1.65% |
| Year-To-Date | -24.44% | -16.80% |
| 1 year | -24.62% | -15.43% |
| 5 years (annualized) | -8.86% | 2.18% |
| 10 years (annualized) | -8.86% | 2.18% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 2.02% | -9.45% | 2.37% | -2.44% | -7.01% | 1.05% |
Dividend History
Merlyn.AI Best-of-Breed Core Momentum ETF granted a 6.18% dividend yield in the last twelve months. The annual payout for that period amounted to $1.23 per share.
| Period | TTM | 2021 |
|---|---|---|
| Dividend | $1.23 | $0.65 |
Dividend yield | 6.18% | 2.45% |
Monthly Dividends
The table displays the monthly dividend distributions for Merlyn.AI Best-of-Breed Core Momentum ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||
| 2021 | $0.03 | $0.00 | $0.00 | $0.62 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the Merlyn.AI Best-of-Breed Core Momentum ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the Merlyn.AI Best-of-Breed Core Momentum ETF is 27.65%, recorded on Sep 27, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.65% | Jan 5, 2022 | 183 | Sep 27, 2022 | — | — | — |
| -7.91% | Feb 16, 2021 | 13 | Mar 4, 2021 | 29 | Apr 15, 2021 | 42 |
| -7.31% | Sep 8, 2021 | 19 | Oct 4, 2021 | 16 | Oct 26, 2021 | 35 |
| -6.74% | Jun 9, 2021 | 28 | Jul 19, 2021 | 29 | Aug 27, 2021 | 57 |
| -4.94% | Nov 9, 2021 | 29 | Dec 20, 2021 | 4 | Dec 27, 2021 | 33 |
| -4.72% | Jan 21, 2021 | 5 | Jan 27, 2021 | 8 | Feb 8, 2021 | 13 |
| -4.49% | May 10, 2021 | 3 | May 12, 2021 | 13 | Jun 1, 2021 | 16 |
| -2.4% | Apr 19, 2021 | 2 | Apr 20, 2021 | 3 | Apr 23, 2021 | 5 |
| -2% | Apr 28, 2021 | 5 | May 4, 2021 | 3 | May 7, 2021 | 8 |
| -1.03% | Jan 14, 2021 | 2 | Jan 15, 2021 | 2 | Jan 20, 2021 | 4 |
Volatility Chart
Current Merlyn.AI Best-of-Breed Core Momentum ETF volatility is 23.53%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.