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AdvisorShares Ranger Equity Bear ETF (HDGE)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US00768Y8839
CUSIP
00768Y883
Inception Date
Jan 26, 2011
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Multi-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

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


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S&P 500 Index

Returns By Period

AdvisorShares Ranger Equity Bear ETF (HDGE) has returned 12.05% so far this year and 4.28% over the past 12 months. Over the last ten years, HDGE has returned -14.57% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


AdvisorShares Ranger Equity Bear ETF

1D
-1.94%
1M
4.54%
YTD
12.05%
6M
13.38%
1Y
4.28%
3Y*
-4.77%
5Y*
-2.67%
10Y*
-14.57%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jan 27, 2011, HDGE's average daily return is -0.05%, while the average monthly return is -1.13%.

Historically, 40% of months were positive and 60% were negative. The best month was Mar 2020 with a return of +22.1%, while the worst month was Nov 2020 at -25.5%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 9 months.

On a daily basis, HDGE closed higher 46% of trading days. The best single day was Mar 16, 2020 with a return of +11.8%, while the worst single day was Nov 9, 2020 at -12.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.50%4.57%4.54%12.05%
2025-3.18%7.08%5.20%4.88%-4.92%-4.78%1.89%-7.13%2.37%1.95%1.02%-1.75%1.50%
20246.68%-2.89%-1.26%8.98%-3.23%-0.29%-9.56%2.09%-1.73%0.37%-10.12%4.48%-8.01%
2023-16.17%0.37%5.13%1.69%-1.66%-11.09%-10.17%6.25%8.57%9.48%-7.95%-11.09%-26.98%
20223.08%-2.28%-1.57%13.50%3.89%11.17%-10.48%-1.57%7.19%-6.18%-4.19%5.66%16.59%
2021-9.90%-4.91%-2.48%-4.44%-0.41%-4.61%5.31%2.23%3.92%-2.26%0.99%-2.84%-18.61%

Benchmark Metrics

AdvisorShares Ranger Equity Bear ETF has an annualized alpha of -1.03%, beta of -1.03, and R² of 0.64 versus S&P 500 Index. Calculated based on daily prices since January 28, 2011.

  • This ETF tended to rise when S&P 500 Index fell (downside capture of -164.11%), but participation in market rallies was also limited (-82.30%) — a profile typical of counter-cyclical assets.
  • Beta of -1.03 indicates this ETF moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
-1.03%
Beta
-1.03
0.64
Upside Capture
-82.30%
Downside Capture
-164.11%

Expense Ratio

HDGE has a high expense ratio of 3.36%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

HDGE ranks 16 for risk / return — in the bottom 16% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


HDGE Risk / Return Rank: 1616
Overall Rank
HDGE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
HDGE Sortino Ratio Rank: 1717
Sortino Ratio Rank
HDGE Omega Ratio Rank: 1616
Omega Ratio Rank
HDGE Calmar Ratio Rank: 1616
Calmar Ratio Rank
HDGE Martin Ratio Rank: 1414
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for AdvisorShares Ranger Equity Bear ETF (HDGE) and compare them to a chosen benchmark (S&P 500 Index).


HDGEBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.22

0.90

-0.68

Sortino ratio

Return per unit of downside risk

0.45

1.39

-0.94

Omega ratio

Gain probability vs. loss probability

1.06

1.21

-0.15

Calmar ratio

Return relative to maximum drawdown

0.21

1.40

-1.19

Martin ratio

Return relative to average drawdown

0.30

6.61

-6.31

Explore HDGE risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

AdvisorShares Ranger Equity Bear ETF provided a 3.12% dividend yield over the last twelve months, with an annual payout of $0.56 per share.


0.00%2.00%4.00%6.00%8.00%10.00%$0.00$0.50$1.00$1.50$2.002019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019
Dividend$0.56$0.56$1.28$1.83$0.00$0.00$0.00$0.12

Dividend yield

3.12%3.50%7.83%9.58%0.00%0.00%0.00%0.22%

Monthly Dividends

The table displays the monthly dividend distributions for AdvisorShares Ranger Equity Bear ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.56$0.56
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.28$1.28
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.83$1.83
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00

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 AdvisorShares Ranger Equity Bear 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 AdvisorShares Ranger Equity Bear ETF was 93.88%, occurring on Jan 21, 2025. The portfolio has not yet recovered.

The current AdvisorShares Ranger Equity Bear ETF drawdown is 92.64%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-93.88%Oct 4, 20113344Jan 21, 2025
-14.93%Jan 31, 201172May 12, 201158Aug 4, 2011130
-9.43%Aug 23, 20117Aug 31, 201115Sep 22, 201122
-6.69%Aug 11, 20113Aug 15, 20114Aug 19, 20117
-6.11%Sep 23, 20113Sep 27, 20114Oct 3, 20117

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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