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Global X Adaptive U.S. Risk Management ETF (ONOF)

ETF · Currency in USD
ISIN
US37954Y1947
CUSIP
37954Y194
Issuer
Global X
Inception Date
Jan 12, 2021
Region
North America (U.S.)
Category
n/a
Expense Ratio
0.39%
Index Tracked
Adaptive Wealth Strategies U.S. Risk Management Index
ETF Home Page
www.globalxetfs.com

ONOFPrice Chart


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ONOFPerformance

The chart shows the growth of $10,000 invested in Global X Adaptive U.S. Risk Management ETF on Jan 14, 2021 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $12,180 for a total return of roughly 21.80%. All prices are adjusted for splits and dividends.


ONOF (Global X Adaptive U.S. Risk Management ETF)
Benchmark (S&P 500)

ONOFReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
YTD-2.58%-1.87%
1M1.92%-0.21%
6M7.83%8.24%
1Y21.80%22.76%
5YN/AN/A
10YN/AN/A

ONOFMonthly Returns Heatmap


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ONOFSharpe 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 chart below displays rolling 12-month Sharpe Ratio.


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ONOFDividends

Global X Adaptive U.S. Risk Management ETF granted a 1.14% dividend yield in the last twelve months, as of Jan 8, 2022. The annual payout for that period amounted to $0.35 per share.


PeriodTTM2021
Dividend$0.35$0.35

Dividend yield

1.14%1.11%

ONOFDrawdowns Chart

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


ONOF (Global X Adaptive U.S. Risk Management ETF)
Benchmark (S&P 500)

ONOFWorst Drawdowns

The table below shows the maximum drawdowns of the Global X Adaptive U.S. Risk Management 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 Global X Adaptive U.S. Risk Management ETF is 5.40%, recorded on Oct 4, 2021. It took 12 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-5.4%Sep 7, 202120Oct 4, 202112Oct 20, 202132
-5.13%Feb 16, 202113Mar 4, 20219Mar 17, 202122
-4.41%Nov 18, 20219Dec 1, 202116Dec 23, 202125
-4.27%Jan 22, 20216Jan 29, 20216Feb 8, 202112
-4.2%Apr 30, 20219May 12, 202116Jun 4, 202125
-3.31%Dec 30, 20217Jan 7, 2022
-2.75%Jul 13, 20215Jul 19, 20214Jul 23, 20219
-2.17%Mar 18, 20215Mar 24, 20216Apr 1, 202111
-1.66%Aug 17, 20213Aug 19, 20212Aug 23, 20215
-1.44%Jun 15, 20214Jun 18, 20212Jun 22, 20216

ONOFVolatility Chart

Current Global X Adaptive U.S. Risk Management ETF volatility is 11.96%. 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.


ONOF (Global X Adaptive U.S. Risk Management ETF)
Benchmark (S&P 500)

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