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Subversive Unusual Whales Democratic ETF (NANC)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

CUSIP81752T510
IssuerSubversive
Inception DateFeb 7, 2023
CategoryLarge Cap Growth Equities
Leveraged1x
Index TrackedNo Index (Active)
Home Pagewww.subversiveetfs.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

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


Expense ratio chart for NANC: 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: NANC vs. SPY, NANC vs. VOO, NANC vs. KRUZ, NANC vs. MAGA, NANC vs. DYNF, NANC vs. SCHG, NANC vs. FTEC, NANC vs. SMH, NANC vs. VFV.TO, NANC vs. SWPPX

Performance

Performance Chart

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


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
16.53%
14.94%
NANC (Subversive Unusual Whales Democratic ETF)
Benchmark (^GSPC)

Returns By Period

Subversive Unusual Whales Democratic ETF had a return of 30.45% year-to-date (YTD) and 42.58% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date30.45%25.82%
1 month4.44%3.20%
6 months16.53%14.94%
1 year42.58%35.92%
5 years (annualized)N/A14.22%
10 years (annualized)N/A11.43%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.53%6.08%3.89%-4.56%5.84%4.63%-1.26%2.06%1.96%0.13%30.45%
2023-5.12%4.32%0.56%3.62%5.94%3.74%-1.39%-5.33%-1.65%10.75%4.80%20.79%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of NANC is 81, placing it in the top 19% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of NANC is 8181
Combined Rank
The Sharpe Ratio Rank of NANC is 8585Sharpe Ratio Rank
The Sortino Ratio Rank of NANC is 7878Sortino Ratio Rank
The Omega Ratio Rank of NANC is 8181Omega Ratio Rank
The Calmar Ratio Rank of NANC is 8383Calmar Ratio Rank
The Martin Ratio Rank of NANC is 7878Martin 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 Subversive Unusual Whales Democratic ETF (NANC) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


NANC
Sharpe ratio
The chart of Sharpe ratio for NANC, currently valued at 2.98, compared to the broader market-2.000.002.004.006.002.98
Sortino ratio
The chart of Sortino ratio for NANC, currently valued at 3.82, compared to the broader market0.005.0010.003.82
Omega ratio
The chart of Omega ratio for NANC, currently valued at 1.54, compared to the broader market1.001.502.002.503.001.54
Calmar ratio
The chart of Calmar ratio for NANC, currently valued at 4.05, compared to the broader market0.005.0010.0015.004.05
Martin ratio
The chart of Martin ratio for NANC, currently valued at 17.48, compared to the broader market0.0020.0040.0060.0080.00100.00120.0017.48
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 3.08, compared to the broader market-2.000.002.004.006.003.08
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 4.10, compared to the broader market0.005.0010.004.10
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.58, compared to the broader market1.001.502.002.503.001.58
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.48, compared to the broader market0.005.0010.0015.004.48
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 20.05, compared to the broader market0.0020.0040.0060.0080.00100.00120.0020.05

Sharpe Ratio

The current Subversive Unusual Whales Democratic ETF Sharpe ratio is 2.98. 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 Subversive Unusual Whales Democratic 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 Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.98
3.08
NANC (Subversive Unusual Whales Democratic ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Subversive Unusual Whales Democratic ETF provided a 0.72% dividend yield over the last twelve months, with an annual payout of $0.29 per share.


0.94%$0.00$0.05$0.10$0.15$0.20$0.25$0.302023
Dividends
Dividend Yield
PeriodTTM2023
Dividend$0.29$0.29

Dividend yield

0.72%0.94%

Monthly Dividends

The table displays the monthly dividend distributions for Subversive Unusual Whales Democratic ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.29$0.29

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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember00
NANC (Subversive Unusual Whales Democratic ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Subversive Unusual Whales Democratic 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 Subversive Unusual Whales Democratic ETF was 11.06%, occurring on Aug 5, 2024. Recovery took 37 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-11.06%Jul 11, 202418Aug 5, 202437Sep 26, 202455
-10.17%Jul 20, 202371Oct 27, 202316Nov 20, 202387
-8.21%Feb 8, 202323Mar 13, 202346May 17, 202369
-6.93%Mar 25, 202419Apr 19, 202418May 15, 202437
-3.07%Dec 19, 202311Jan 4, 20246Jan 12, 202417

Volatility

Volatility Chart

The current Subversive Unusual Whales Democratic ETF volatility is 4.40%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
4.40%
3.89%
NANC (Subversive Unusual Whales Democratic ETF)
Benchmark (^GSPC)