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Merlyn.AI Bull-Rider Bear-Fighter ETF (WIZ)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS02072L7064
CUSIP02072L706
IssuerEMPIRICAL FINANCE LLC
Inception DateOct 16, 2019
RegionNorth America (U.S.)
CategoryDiversified Portfolio
Index TrackedMAI Bull-Rider Bear-Fighter Index
Asset ClassMulti-Asset

Asset Class Size

Multi-Cap

Asset Class Style

Growth

Expense Ratio

WIZ has a high expense ratio of 1.25%, indicating higher-than-average management fees.


Expense ratio chart for WIZ: current value at 1.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.25%

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.


Merlyn.AI Bull-Rider Bear-Fighter ETF

Popular comparisons: WIZ vs. DUDE, WIZ vs. IETC

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Merlyn.AI Bull-Rider Bear-Fighter ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


10.00%20.00%30.00%40.00%50.00%60.00%Nov 05Nov 12Nov 19Nov 26Dec 03Dec 10
14.87%
57.01%
WIZ (Merlyn.AI Bull-Rider Bear-Fighter ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period


PeriodReturnBenchmark
Year-To-DateN/A6.17%
1 monthN/A-2.72%
6 monthsN/A17.29%
1 yearN/A23.80%
5 years (annualized)N/A11.47%
10 years (annualized)N/A10.41%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-2.04%0.20%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Merlyn.AI Bull-Rider Bear-Fighter ETF (WIZ) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


WIZ
Sharpe ratio
No data
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.97, compared to the broader market-1.000.001.002.003.004.005.001.97
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.84, compared to the broader market-2.000.002.004.006.008.002.84
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.34, compared to the broader market0.501.001.502.002.501.34
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.50, compared to the broader market0.002.004.006.008.0010.0012.0014.001.50
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.61, compared to the broader market0.0020.0040.0060.0080.007.61

Sharpe Ratio

There is not enough data available to calculate the Sharpe ratio for Merlyn.AI Bull-Rider Bear-Fighter ETF. We calculate this metric based on the past 12 months of trading data. Please check back later for updated information.


Rolling 12-month Sharpe Ratio0.000.501.00Nov 05Nov 12Nov 19Nov 26Dec 03Dec 10
-0.16
1.32
WIZ (Merlyn.AI Bull-Rider Bear-Fighter ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Merlyn.AI Bull-Rider Bear-Fighter ETF granted a 0.94% dividend yield in the last twelve months. The annual payout for that period amounted to $0.25 per share.


PeriodTTM2022202120202019
Dividend$0.25$1.15$0.17$0.23$0.04

Dividend yield

0.94%4.17%0.47%0.70%0.14%

Monthly Dividends

The table displays the monthly dividend distributions for Merlyn.AI Bull-Rider Bear-Fighter ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.25$0.00
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.15
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.06$0.00$0.00$0.11
2020$0.00$0.00$0.01$0.00$0.00$0.05$0.00$0.00$0.01$0.00$0.00$0.16
2019$0.04

Drawdowns

Drawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%Nov 05Nov 12Nov 19Nov 26Dec 03Dec 10
-24.64%
-1.87%
WIZ (Merlyn.AI Bull-Rider Bear-Fighter ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Merlyn.AI Bull-Rider Bear-Fighter 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 Merlyn.AI Bull-Rider Bear-Fighter ETF was 31.32%, occurring on Mar 20, 2020. Recovery took 53 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.32%Feb 20, 202022Mar 20, 202053Jun 5, 202075
-28.11%Nov 9, 2021336Mar 13, 2023
-14.24%Feb 16, 202115Mar 8, 2021167Nov 2, 2021182
-13.02%Sep 3, 202041Oct 30, 202044Jan 5, 202185
-5.1%Jan 22, 20216Jan 29, 20215Feb 5, 202111

Volatility

Volatility Chart

The current Merlyn.AI Bull-Rider Bear-Fighter ETF volatility is 0.00%, 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%1.00%2.00%3.00%4.00%5.00%Nov 05Nov 12Nov 19Nov 26Dec 03Dec 100
2.59%
WIZ (Merlyn.AI Bull-Rider Bear-Fighter ETF)
Benchmark (^GSPC)