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Large Cap Growth Index-Linked ETNs (FRLG)

ETF · Currency in USD · Last updated May 21, 2022

FRLG is a passive ETF by Goldman Sachs tracking the investment results of the Russell 1000 Growth Index (200%). FRLG launched on Mar 29, 2018 and has a 1.46% expense ratio.

ETF Info

  • ISINUS3622733026
  • CUSIP362273302
  • IssuerGoldman Sachs
  • Inception DateMar 29, 2018
  • RegionNorth America (U.S.)
  • CategoryLeveraged Equities, Leveraged
  • Leveraged2x
  • Expense Ratio1.46%
  • Index TrackedRussell 1000 Growth Index (200%)
  • Asset ClassEquity
  • Asset Class Size

    Large-Cap
  • Asset Class Style

    Growth

FRLGShare Price Chart


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FRLGPerformance

The chart shows the growth of $10,000 invested in Large Cap Growth Index-Linked ETNs on Apr 4, 2018 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $31,342 for a total return of roughly 213.42%. All prices are adjusted for splits and dividends.


FRLG (Large Cap Growth Index-Linked ETNs)
Benchmark (^GSPC)

FRLGReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-8.65%-5.60%
YTD-19.25%-7.65%
6M-6.87%-1.48%
1Y14.03%11.86%
5Y34.43%14.90%
10Y34.43%14.90%

FRLGMonthly Returns Heatmap


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FRLGSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Large Cap Growth Index-Linked ETNs Sharpe ratio is 0.35. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


FRLG (Large Cap Growth Index-Linked ETNs)
Benchmark (^GSPC)

FRLGDividend History


Large Cap Growth Index-Linked ETNs doesn't pay dividends

FRLGDrawdowns Chart

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


FRLG (Large Cap Growth Index-Linked ETNs)
Benchmark (^GSPC)

FRLGWorst Drawdowns

The table below shows the maximum drawdowns of the Large Cap Growth Index-Linked ETNs. 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 Large Cap Growth Index-Linked ETNs is 54.74%, recorded on Mar 23, 2020. It took 82 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-54.74%Feb 20, 202023Mar 23, 202082Jul 20, 2020105
-44.63%Sep 28, 201860Dec 24, 2018223Nov 12, 2019283
-29.15%Dec 28, 202119Jan 24, 2022
-19.59%Sep 3, 202014Sep 23, 202048Dec 1, 202062
-18.17%Feb 16, 202115Mar 8, 202123Apr 9, 202138
-13.71%Sep 8, 202119Oct 4, 202115Oct 25, 202134
-12.57%Apr 27, 202112May 12, 202122Jun 14, 202134
-9.87%Jul 27, 202118Aug 19, 20212Aug 23, 202120
-9.72%Nov 22, 20219Dec 3, 202115Dec 27, 202124
-8.2%Apr 19, 20184Apr 24, 201812May 10, 201816

FRLGVolatility Chart

Current Large Cap Growth Index-Linked ETNs volatility is 97.73%. 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.


FRLG (Large Cap Growth Index-Linked ETNs)
Benchmark (^GSPC)

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