PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
MicroSectors Solactive FANG & Innovation 3X Levera...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US0636796171

CUSIP

63679617

Issuer

BMO Financial Group

Inception Date

Aug 17, 2021

Region

North America (U.S.)

Leveraged

1x

Index Tracked

Solactive FANG Innovation

Asset Class

Equity

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
BULZ vs. FNGU BULZ vs. SOXL BULZ vs. SMCI BULZ vs. TQQQ BULZ vs. TECL BULZ vs. FNGO BULZ vs. FTFT BULZ vs. SPY BULZ vs. BOTZ BULZ vs. TSLA
Popular comparisons:
BULZ vs. FNGU BULZ vs. SOXL BULZ vs. SMCI BULZ vs. TQQQ BULZ vs. TECL BULZ vs. FNGO BULZ vs. FTFT BULZ vs. SPY BULZ vs. BOTZ BULZ vs. TSLA

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in MicroSectors Solactive FANG & Innovation 3X Leveraged ETN, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-20.00%0.00%20.00%40.00%60.00%JuneJulyAugustSeptemberOctoberNovember
21.28%
12.32%
BULZ (MicroSectors Solactive FANG & Innovation 3X Leveraged ETN)
Benchmark (^GSPC)

Returns By Period

MicroSectors Solactive FANG & Innovation 3X Leveraged ETN had a return of 52.31% year-to-date (YTD) and 81.39% in the last 12 months.


BULZ

YTD

52.31%

1M

7.65%

6M

18.47%

1Y

81.39%

5Y (annualized)

N/A

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

24.05%

1M

1.08%

6M

11.50%

1Y

30.38%

5Y (annualized)

13.77%

10Y (annualized)

11.13%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20248.69%19.33%0.89%-19.14%12.92%28.47%-11.88%-6.42%10.28%-7.46%52.31%
202358.06%-3.30%41.36%-9.70%44.15%20.12%15.85%-8.65%-17.85%-5.39%48.85%19.49%394.22%
2022-33.79%-19.51%0.61%-51.09%-11.79%-39.94%46.86%-25.13%-37.86%3.64%17.01%-32.73%-92.26%
202116.76%-15.68%25.26%2.72%-11.09%12.62%

Expense Ratio

BULZ has a high expense ratio of 0.95%, indicating higher-than-average management fees.


Expense ratio chart for BULZ: 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 rank of BULZ is 37, suggesting that the investment has average results relative to other ETFs 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 BULZ is 3737
Combined Rank
The Sharpe Ratio Rank of BULZ is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of BULZ is 3838
Sortino Ratio Rank
The Omega Ratio Rank of BULZ is 4040
Omega Ratio Rank
The Calmar Ratio Rank of BULZ is 4141
Calmar Ratio Rank
The Martin Ratio Rank of BULZ is 3030
Martin 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

The charts below present risk-adjusted performance metrics for MicroSectors Solactive FANG & Innovation 3X Leveraged ETN (BULZ) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for BULZ, currently valued at 1.10, compared to the broader market0.002.004.001.102.46
The chart of Sortino ratio for BULZ, currently valued at 1.65, compared to the broader market-2.000.002.004.006.008.0010.0012.001.653.31
The chart of Omega ratio for BULZ, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.001.221.46
The chart of Calmar ratio for BULZ, currently valued at 1.01, compared to the broader market0.005.0010.0015.001.013.55
The chart of Martin ratio for BULZ, currently valued at 3.84, compared to the broader market0.0020.0040.0060.0080.00100.003.8415.76
BULZ
^GSPC

The current MicroSectors Solactive FANG & Innovation 3X Leveraged ETN Sharpe ratio is 1.10. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of MicroSectors Solactive FANG & Innovation 3X Leveraged ETN 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.10
2.46
BULZ (MicroSectors Solactive FANG & Innovation 3X Leveraged ETN)
Benchmark (^GSPC)

Dividends

Dividend History


MicroSectors Solactive FANG & Innovation 3X Leveraged ETN doesn't pay dividends

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.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-53.70%
-1.40%
BULZ (MicroSectors Solactive FANG & Innovation 3X Leveraged ETN)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the MicroSectors Solactive FANG & Innovation 3X Leveraged ETN. 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 MicroSectors Solactive FANG & Innovation 3X Leveraged ETN was 94.44%, occurring on Dec 28, 2022. The portfolio has not yet recovered.

The current MicroSectors Solactive FANG & Innovation 3X Leveraged ETN drawdown is 53.70%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-94.44%Nov 22, 2021277Dec 28, 2022
-22.71%Aug 31, 202124Oct 4, 202118Oct 28, 202142
-10.77%Nov 9, 20212Nov 10, 20217Nov 19, 20219
-2.25%Nov 5, 20211Nov 5, 20211Nov 8, 20212
-1.62%Aug 24, 20213Aug 26, 20211Aug 27, 20214

Volatility

Volatility Chart

The current MicroSectors Solactive FANG & Innovation 3X Leveraged ETN volatility is 23.09%, 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%25.00%30.00%35.00%JuneJulyAugustSeptemberOctoberNovember
23.09%
4.07%
BULZ (MicroSectors Solactive FANG & Innovation 3X Leveraged ETN)
Benchmark (^GSPC)