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MicroSectors FANG+ ETN (FNGS)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS06368B5049
CUSIP06368B504
IssuerBMO Financial Group
Inception DateNov 12, 2019
RegionNorth America (U.S.)
CategoryLarge Cap Growth Equities
Index TrackedNYSE FANG+ Index
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

FNGS features an expense ratio of 0.58%, falling within the medium range.


Expense ratio chart for FNGS: current value at 0.58% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.58%

Share Price Chart


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Compare to other instruments

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


MicroSectors FANG+ ETN

Popular comparisons: FNGS vs. QLD, FNGS vs. FNGO, FNGS vs. QQQ, FNGS vs. SMH, FNGS vs. VOO, FNGS vs. SPY, FNGS vs. MAGS, FNGS vs. QQQX, FNGS vs. MAGSX, FNGS vs. JEPQ

Performance

Performance Chart

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


50.00%100.00%150.00%200.00%250.00%300.00%FebruaryMarchAprilMayJuneJuly
293.32%
77.92%
FNGS (MicroSectors FANG+ ETN)
Benchmark (^GSPC)

S&P 500

Returns By Period

MicroSectors FANG+ ETN had a return of 28.83% year-to-date (YTD) and 43.30% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date28.83%15.41%
1 month-1.24%0.33%
6 months24.76%13.74%
1 year43.30%21.39%
5 years (annualized)N/A13.11%
10 years (annualized)N/A10.77%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20243.60%9.36%1.26%-2.77%6.08%10.01%28.83%
202318.88%3.74%12.71%-0.97%16.80%8.20%3.87%-2.58%-6.02%-1.44%13.32%5.66%95.24%
2022-7.84%-7.81%5.12%-19.32%-1.59%-6.23%10.45%-3.57%-10.85%-6.50%11.09%-8.99%-40.32%
20212.07%5.25%-4.59%4.78%-2.49%9.93%-2.42%3.34%-5.13%10.43%-0.59%-3.26%16.96%
20208.07%-0.35%-10.76%18.77%6.82%8.26%13.65%21.67%-4.96%-2.40%7.93%10.54%101.99%
20192.98%7.70%10.91%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FNGS is 75, 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 FNGS is 7575
FNGS (MicroSectors FANG+ ETN)
The Sharpe Ratio Rank of FNGS is 7070Sharpe Ratio Rank
The Sortino Ratio Rank of FNGS is 6767Sortino Ratio Rank
The Omega Ratio Rank of FNGS is 6767Omega Ratio Rank
The Calmar Ratio Rank of FNGS is 8888Calmar Ratio Rank
The Martin Ratio Rank of FNGS is 8181Martin 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 FANG+ ETN (FNGS) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


FNGS
Sharpe ratio
The chart of Sharpe ratio for FNGS, currently valued at 1.58, compared to the broader market0.002.004.006.001.58
Sortino ratio
The chart of Sortino ratio for FNGS, currently valued at 2.17, compared to the broader market0.005.0010.0015.002.17
Omega ratio
The chart of Omega ratio for FNGS, currently valued at 1.27, compared to the broader market1.002.003.001.27
Calmar ratio
The chart of Calmar ratio for FNGS, currently valued at 2.56, compared to the broader market0.005.0010.0015.0020.002.56
Martin ratio
The chart of Martin ratio for FNGS, currently valued at 9.07, compared to the broader market0.0050.00100.00150.009.07
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.82, compared to the broader market0.002.004.006.001.82
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.59, compared to the broader market0.005.0010.0015.002.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market1.002.003.001.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.45, compared to the broader market0.005.0010.0015.0020.001.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.82, compared to the broader market0.0050.00100.00150.006.82

Sharpe Ratio

The current MicroSectors FANG+ ETN Sharpe ratio is 1.58. 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 FANG+ 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 Ratio1.502.002.503.003.50FebruaryMarchAprilMayJuneJuly
1.58
1.82
FNGS (MicroSectors FANG+ ETN)
Benchmark (^GSPC)

Dividends

Dividend History


MicroSectors FANG+ ETN doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%FebruaryMarchAprilMayJuneJuly
-8.51%
-2.86%
FNGS (MicroSectors FANG+ ETN)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the MicroSectors FANG+ 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 FANG+ ETN was 48.98%, occurring on Nov 9, 2022. Recovery took 169 trading sessions.

The current MicroSectors FANG+ ETN drawdown is 8.51%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.98%Nov 5, 2021255Nov 9, 2022169Jul 17, 2023424
-34.98%Feb 20, 202020Mar 18, 202053Jun 3, 202073
-16.4%Feb 17, 202114Mar 8, 2021123Aug 31, 2021137
-14.25%Jul 19, 202371Oct 26, 202317Nov 20, 202388
-13.59%Sep 3, 20203Sep 8, 202059Dec 1, 202062

Volatility

Volatility Chart

The current MicroSectors FANG+ ETN volatility is 7.10%, 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.


2.00%4.00%6.00%8.00%FebruaryMarchAprilMayJuneJuly
7.10%
2.76%
FNGS (MicroSectors FANG+ ETN)
Benchmark (^GSPC)