MicroSectors Solactive FANG Innovation 3X Leveraged ETNs

10-Year Study

BULZ.US · · US · ETF

Executive Summary: MicroSectors Solactive FANG Innovation 3X Leveraged ETNs has compounded at -38.5% annually over the last 10 years, with a maximum drawdown of 94.4% and an annualized volatility of 179.1%.

1Y CAGR
-81.2%
3Y CAGR
-21.6%
5Y CAGR
-38.5%
10Y CAGR
-38.5%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
94.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.21
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.31
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
98.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +394.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -92.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-1.6-91.8-15.667.6————————-88.6%
20253.7-15.0-27.1-3.636.129.06.61.934.622.7-16.6-1.760.1%
20248.719.30.9-19.112.928.5-11.9-6.410.3-7.519.00.354.1%
202358.1-3.341.4-9.744.220.115.8-8.7-17.9-5.448.919.5394.2%
2022-33.8-19.50.6-51.1-11.8-39.946.9-25.1-37.93.617.0-32.7-92.3%
2021————————-15.725.32.7-11.1-3.5%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 179.1%. The dominant macroeconomic risk driver is VTI.US, accounting for 59.3% of variance. Idiosyncratic stock-specific factors contribute 19.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-08-0110000
2021-09-018431.578947368422
2021-10-0110561.40350877193
2021-11-0110849.122807017544
2021-12-019645.614035087718
2022-01-016385.964912280701
2022-02-015140.350877192983
2022-03-015171.929824561403
2022-04-012529.8245614035086
2022-05-012231.5789473684213
2022-06-011340.3508771929826
2022-07-011968.421052631579
2022-08-011473.6842105263156
2022-09-01915.7894736842105
2022-10-01949.1228070175439
2022-11-011110.5263157894735
2022-12-01747.0175438596491
2023-01-011180.701754385965
2023-02-011141.7543859649122
2023-03-011614.0350877192982
2023-04-011457.5438596491229
2023-05-012101.0526315789475
2023-06-012523.8596491228072
2023-07-012923.859649122807
2023-08-012670.8771929824566
2023-09-012194.035087719298
2023-10-012075.7894736842104
2023-11-013089.8245614035086
2023-12-013691.9298245614036
2024-01-014012.6315789473683
2024-02-014788.421052631579
2024-03-014831.228070175438
2024-04-013906.3157894736846
2024-05-014410.877192982456
2024-06-015666.666666666667
2024-07-014993.333333333334
2024-08-014672.631578947368
2024-09-015152.982456140351
2024-10-014768.771929824561
2024-11-015673.684210526315
2024-12-015688.771929824561
2025-01-015899.298245614035
2025-02-015015.438596491228
2025-03-013656.491228070175
2025-04-013525.9649122807014
2025-05-014798.245614035088
2025-06-016188.771929824561
2025-07-016595.438596491228
2025-08-016722.456140350878
2025-09-019049.82456140351
2025-10-0111108.421052631578
2025-11-019263.859649122807
2025-12-019107.017543859649
2026-01-018964.561403508771
2026-02-01731.2280701754386
2026-03-01617.1929824561404
2026-04-011034.3859649122808
Annual Return Matrix
YearAnnual Return
2022-0.9225536558748636
20233.942226397369657
20240.5408667553697015
20250.6008758403750079
2026-0.8864188017722983
Total Factor Risk
1.7912880808187577
VTI.US Exposure
0.5926439640534619
VEA.US Exposure
0.02755973875899624
VWO.US Exposure
-0.016198880715014845
QQQ.US Exposure
-0.11830833975024252
VTV.US Exposure
0.03486505279500285
IJR.US Exposure
-0.026065688218031142
QUAL.US Exposure
0.02457102691034673
SHV.US Exposure
0.12266518978466917
TLT.US Exposure
-0.012672670268506185
LQD.US Exposure
0.051634050901162146
HYG.US Exposure
-0.012224483550601134
GLD.US Exposure
0.013727381716018856
USO.US Exposure
-0.00008636617282947592
VNQ.US Exposure
0.030309882648146387
BTC-USD.CC Exposure
0.04516838644726273
CPER.US Exposure
0.016259118453373158
VIX.INDX Exposure
0.014748514734045166
UUP.US Exposure
0.017562171408897098
TIP.US Exposure
0.0003323459589378807
Idiosyncratic Exposure
0.19350960410490503
Value Score
40.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
179.1%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →23.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$910.3B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+3.7%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-84.4%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
91.2% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
4.68
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is MicroSectors Solactive FANG Innovation 3X Leveraged ETNs a high-risk investment?

MicroSectors Solactive FANG Innovation 3X Leveraged ETNs (BULZ.US) has an annualized volatility of 179.1% and experienced a maximum drawdown of 94.4% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of BULZ.US?

Over the past 10 years, BULZ.US has generated a Compound Annual Growth Rate (CAGR) of -38.5%. It has had a positive return in 60% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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