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ETFMG U.S. Alternative Harvest ETF (MJUS)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US26924G7557

CUSIP

26924G755

Issuer

ETFMG

Inception Date

May 12, 2021

Region

North America (U.S.)

Leveraged

1x

Index Tracked

No Index (Active)

Home Page

etfmg.com

Asset Class

Equity

Expense Ratio

MJUS features an expense ratio of 0.75%, falling within the medium range.


Expense ratio chart for MJUS: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%

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.


Popular comparisons:
MJUS vs. MJ MJUS vs. MSOS MJUS vs. SPY MJUS vs. YOLO MJUS vs. SMH MJUS vs. PFIX MJUS vs. VOO MJUS vs. ^GSPC
Popular comparisons:
MJUS vs. MJ MJUS vs. MSOS MJUS vs. SPY MJUS vs. YOLO MJUS vs. SMH MJUS vs. PFIX MJUS vs. VOO MJUS vs. ^GSPC

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.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-51.05%
9.66%
MJUS (ETFMG U.S. Alternative Harvest ETF)
Benchmark (^GSPC)

Returns By Period

ETFMG U.S. Alternative Harvest ETF had a return of -47.73% year-to-date (YTD) and -44.44% in the last 12 months.


MJUS

YTD

-47.73%

1M

-15.33%

6M

-51.04%

1Y

-44.44%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

25.25%

1M

0.08%

6M

9.66%

1Y

25.65%

5Y*

13.17%

10Y*

11.11%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202432.18%-9.81%15.90%9.82%-26.40%-9.17%4.84%-17.37%11.97%-7.19%-31.62%-47.73%
2023-6.12%-3.26%-14.15%-4.46%-0.68%2.07%6.76%11.39%5.11%-24.32%13.21%2.15%-17.40%
2022-15.54%0.64%-2.03%-25.56%-10.44%-23.79%7.46%7.36%-25.36%21.00%10.35%-31.95%-66.89%
20215.70%-4.72%-10.59%-8.08%-4.89%-12.43%-5.84%-6.86%-39.53%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of MJUS is 4, meaning it’s performing worse than 96% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of MJUS is 44
Overall Rank
The Sharpe Ratio Rank of MJUS is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of MJUS is 66
Sortino Ratio Rank
The Omega Ratio Rank of MJUS is 55
Omega Ratio Rank
The Calmar Ratio Rank of MJUS is 22
Calmar Ratio Rank
The Martin Ratio Rank of MJUS is 33
Martin 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 ETFMG U.S. Alternative Harvest ETF (MJUS) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for MJUS, currently valued at -0.55, compared to the broader market0.002.004.00-0.552.07
The chart of Sortino ratio for MJUS, currently valued at -0.46, compared to the broader market-2.000.002.004.006.008.0010.00-0.462.76
The chart of Omega ratio for MJUS, currently valued at 0.94, compared to the broader market0.501.001.502.002.503.000.941.39
The chart of Calmar ratio for MJUS, currently valued at -0.45, compared to the broader market0.005.0010.0015.00-0.453.05
The chart of Martin ratio for MJUS, currently valued at -1.24, compared to the broader market0.0020.0040.0060.0080.00100.00-1.2413.27
MJUS
^GSPC

The current ETFMG U.S. Alternative Harvest ETF Sharpe ratio is -0.55. 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 ETFMG U.S. Alternative Harvest ETF 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 Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.55
2.07
MJUS (ETFMG U.S. Alternative Harvest ETF)
Benchmark (^GSPC)

Dividends

Dividend History

ETFMG U.S. Alternative Harvest ETF provided a 9.10% dividend yield over the last twelve months, with an annual payout of $0.07 per share.


PeriodTTM
Dividend$0.07

Dividend yield

9.10%

Monthly Dividends

The table displays the monthly dividend distributions for ETFMG U.S. Alternative Harvest ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.04$0.00$0.00$0.02$0.00$0.00$0.02$0.00$0.00$0.00$0.07

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.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-91.85%
-1.91%
MJUS (ETFMG U.S. Alternative Harvest ETF)
Benchmark (^GSPC)

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 91.95%, occurring on Dec 16, 2024. The portfolio has not yet recovered.

The current ETFMG U.S. Alternative Harvest ETF drawdown is 91.85%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-91.95%Jun 3, 2021891Dec 16, 2024
-2.76%May 18, 20212May 19, 20215May 26, 20217
-0.97%May 28, 20212Jun 1, 20211Jun 2, 20213

Volatility

Volatility Chart

The current ETFMG U.S. Alternative Harvest ETF volatility is 12.19%, 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.


0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
12.19%
3.82%
MJUS (ETFMG U.S. Alternative Harvest ETF)
Benchmark (^GSPC)
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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