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Freedom Day Dividend ETF (MBOX)

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

MBOX is an actively managed ETF by EMPIRICAL FINANCE LLC. MBOX launched on May 5, 2021 and has a 0.39% expense ratio.

ETF Info

Trading Data

  • Previous Close$25.16
  • Year Range$24.30 - $27.64
  • EMA (50)$26.33
  • EMA (200)$26.02
  • Average Volume$4.62K

MBOXShare Price Chart


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MBOXPerformance

The chart shows the growth of $10,000 invested in Freedom Day Dividend ETF on May 6, 2021 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $10,152 for a total return of roughly 1.52%. All prices are adjusted for splits and dividends.


MBOX (Freedom Day Dividend ETF)
Benchmark (^GSPC)

MBOXReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-8.05%-12.57%
YTD-7.27%-18.14%
6M-3.78%-17.07%
1Y2.44%-5.21%
5Y1.45%-6.11%
10Y1.45%-6.11%

MBOXMonthly Returns Heatmap


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MBOXSharpe 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 Freedom Day Dividend ETF Sharpe ratio is 0.11. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


MBOX (Freedom Day Dividend ETF)
Benchmark (^GSPC)

MBOXDividend History

Freedom Day Dividend ETF granted a 1.65% dividend yield in the last twelve months, as of May 21, 2022. The annual payout for that period amounted to $0.42 per share.


PeriodTTM2021
Dividend$0.42$0.32

Dividend yield

1.65%1.17%

MBOXDrawdowns Chart

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


MBOX (Freedom Day Dividend ETF)
Benchmark (^GSPC)

MBOXWorst Drawdowns

The table below shows the maximum drawdowns of the Freedom Day Dividend ETF. 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 Freedom Day Dividend ETF is 9.05%, recorded on May 19, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-9.05%Apr 11, 202228May 19, 2022
-6.84%Jan 5, 202235Feb 24, 202220Mar 24, 202255
-4.83%Sep 3, 202119Sep 30, 202115Oct 21, 202134
-3.93%May 11, 202128Jun 18, 202131Aug 3, 202159
-3.6%Nov 26, 20214Dec 1, 20214Dec 7, 20218
-1.91%Dec 17, 20212Dec 20, 20213Dec 23, 20215
-1.9%Mar 30, 20225Apr 5, 20223Apr 8, 20228
-1.51%Aug 17, 20212Aug 18, 20218Aug 30, 202110
-1.42%Oct 26, 20212Oct 27, 20214Nov 2, 20216
-1.15%Nov 15, 20215Nov 19, 20213Nov 24, 20218

MBOXVolatility Chart

Current Freedom Day Dividend ETF volatility is 27.82%. 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.


MBOX (Freedom Day Dividend ETF)
Benchmark (^GSPC)

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