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Inception Date
Oct 15, 2025
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Domicile
US
Distribution Policy
Distributing
Asset Class
Equity
Assets Under Management
$33M

Share Price Chart


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Performance

EZRO Performance Chart

AlphaDroid Defensive Sector Rotation ETF (EZRO) is up 5.0% since the beginning of the year. EZRO is currently trading at $26 per share.


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S&P 500 Index

Returns By Period


AlphaDroid Defensive Sector Rotation ETF

1D
2.13%
1M
-5.43%
YTD
4.97%
6M
5.11%
1Y
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
0.00%
1M
-0.71%
YTD
8.39%
6M
8.57%
1Y
24.33%
3Y*
18.94%
5Y*
12.24%
10Y*
13.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EZRO Monthly Returns History

Based on dividend-adjusted daily data since Oct 16, 2025, EZRO's average daily return is +0.02%, while the average monthly return is +0.24%. At this rate, an investment would double in approximately 24.1 years.

Historically, 56% of months were positive and 44% were negative. The best month was Jan 2026 with a return of +4.9%, while the worst month was Nov 2025 at -6.3%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 2 months.

On a daily basis, EZRO closed higher 55% of trading days. The best single day was Feb 6, 2026 with a return of +4.3%, while the worst single day was Jun 5, 2026 at -5.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.86%2.75%-2.49%4.36%-2.25%-2.06%4.97%
20252.74%-6.34%0.61%-3.19%

Benchmark Metrics

AlphaDroid Defensive Sector Rotation ETF has an annualized alpha of -11.24%, beta of 0.98, and R2 of 0.41 versus S&P 500 Index. Calculated based on daily prices since October 16, 2025.

  • This ETF participated in 17.14% of S&P 500 Index downside but only 12.50% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.41 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
-11.24%
Beta
0.98
0.41
Upside Capture
12.50%
Downside Capture
17.14%

Expense Ratio

EZRO has a high expense ratio of 1.01%, indicating above-average management fees.


Return for Risk

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for AlphaDroid Defensive Sector Rotation ETF (EZRO) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EZROBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.35

Calmar ratioReturn relative to maximum drawdown

2.66

Martin ratioReturn relative to average drawdown

11.86

Dividends

Dividend History


AlphaDroid Defensive Sector Rotation ETF 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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the AlphaDroid Defensive Sector Rotation 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 AlphaDroid Defensive Sector Rotation ETF was 12.08%, occurring on Jun 10, 2026. The portfolio has not yet recovered.

The current AlphaDroid Defensive Sector Rotation ETF drawdown is 6.82%.


Related event

Drawdown

Fall

Recovery

Underwater

2026 correction2026
-12.08%Jun 2026
21d
1mo 3dMay 2026 - now
2025 correction2025
-11.57%Nov 2025
21d2mo 8d
2mo 29dOct 2025 - Jan 2026
2026 pullback2026
-6.47%Feb 2026
7d20d
27dJan 2026 - Feb 2026
2026 pullback2026
-5.49%Mar 2026
29d1mo 8d
2mo 7dFeb 2026 - May 2026
2026 pullback2026
-4.64%May 2026
2d10d
12dMay 2026 - May 2026

Drawdown Indicators


EZROBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-12.08%

-56.78%

+44.70%

Max Drawdown (1Y)

Largest decline over 1 year

-9.10%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-6.82%

-2.49%

-4.33%

Average Drawdown

Average peak-to-trough decline

-3.88%

-10.72%

+6.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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