Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ETFMG U.S. Alternative Harvest 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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Returns By Period
ETFMG U.S. Alternative Harvest ETF
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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%
Monthly Returns
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 27.88% | 27.88% | |||||||||||
| 2023 | -6.12% | -3.26% | -14.18% | -4.43% | -0.68% | 2.07% | 6.76% | 11.39% | 5.10% | -24.31% | 13.24% | 2.11% | -17.41% |
| 2022 | -15.54% | 0.64% | -2.03% | -25.56% | -10.44% | -23.78% | 7.45% | 7.37% | -25.38% | 21.03% | 10.34% | -31.94% | -66.89% |
| 2021 | 5.92% | -4.71% | -10.59% | -8.07% | -4.89% | -12.43% | -5.84% | -6.86% | -39.41% |
Benchmark Metrics
ETFMG U.S. Alternative Harvest ETF has an annualized alpha of -41.46%, beta of 0.95, and R² of 0.12 versus S&P 500 Index. Calculated based on daily prices since May 14, 2021.
- This ETF participated in 172.71% of S&P 500 Index downside but only 4.67% of its upside — more exposed to losses than it benefited from rallies.
- R² of 0.12 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- -41.46%
- Beta
- 0.95
- R²
- 0.12
- Upside Capture
- 4.67%
- Downside Capture
- 172.71%
Expense Ratio
MJUS has an expense ratio of 0.75%, placing it in the medium range.
Return for Risk
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for ETFMG U.S. Alternative Harvest ETF (MJUS) and compare them to a chosen benchmark (S&P 500 Index).
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
Dividends
Dividend History
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 ETFMG U.S. Alternative Harvest 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 ETFMG U.S. Alternative Harvest ETF was 87.29%, occurring on Oct 27, 2023. The portfolio has not yet recovered.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -87.29% | Jun 3, 2021 | 606 | Oct 27, 2023 | — | — | — |
| -2.76% | May 18, 2021 | 2 | May 19, 2021 | 5 | May 26, 2021 | 7 |
| -0.97% | May 28, 2021 | 2 | Jun 1, 2021 | 1 | Jun 2, 2021 | 3 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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