MicroSectors FANG+ ETN

10-Year Study

FNGS.US · · US · ETF

Executive Summary: MicroSectors FANG+ ETN has compounded at 30.2% annually over the last 10 years, with a maximum drawdown of 43.2% and an annualized volatility of 33.0%.

1Y CAGR
+17.4%
3Y CAGR
+31.6%
5Y CAGR
+19.4%
10Y CAGR
+30.2%

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 →
43.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.11
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.22
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
27.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +102.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -40.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
86%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-3.0-5.7-4.216.1————————1.7%
20252.5-5.6-10.36.912.29.01.9-0.66.04.3-1.8-5.118.6%
20243.69.41.3-2.86.110.0-1.5-1.03.11.77.06.752.0%
202318.93.712.7-1.016.88.23.9-2.6-6.0-1.413.35.795.2%
2022-7.8-7.85.1-19.3-1.6-6.210.4-3.6-10.9-6.511.1-9.0-40.3%
20212.15.3-4.64.8-2.59.9-2.43.3-5.110.4-0.6-3.317.0%
20208.1-0.4-10.818.86.88.313.721.7-5.0-2.47.910.5102.0%
2019———————————7.77.7%

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 33.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 46.9% of variance. Idiosyncratic stock-specific factors contribute 2.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-11-0110000
2019-12-0110770.004242014802
2020-01-0111639.538720168426
2020-02-0111598.768244591432
2020-03-0110350.594667630286
2020-04-0112292.808999355844
2020-05-0113131.39248063599
2020-06-0114216.091376141027
2020-07-0116157.048814592532
2020-08-0119657.49658282141
2020-09-0118682.69729296611
2020-10-0118234.300617448822
2020-11-0119679.884994265427
2020-12-0121754.073119766217
2021-01-0122203.805244387186
2021-02-0123370.359314364723
2021-03-0122296.893902496508
2021-04-0123363.996292164844
2021-05-0122781.8975946205
2021-06-0125043.598485443606
2021-07-0124438.718597307106
2021-08-0125255.69922543952
2021-09-0123959.528036575593
2021-10-0126457.603418749706
2021-11-0126300.49175949347
2021-12-0125444.233216547003
2022-01-0123448.915143992836
2022-02-0121618.564313657716
2022-03-0122726.20151141416
2022-04-0118334.93063520244
2022-05-0118044.274065578407
2022-06-0116920.92570189634
2022-07-0118688.431868528965
2022-08-0118020.707316689975
2022-09-0116064.902826438749
2022-10-0115019.874624895914
2022-11-0116685.258213011988
2022-12-0115184.841867114957
2023-01-0118052.12964854122
2023-02-0118727.709783343023
2023-03-0121107.95142107496
2023-04-0120903.706264041855
2023-05-0124415.15184841867
2023-06-0126418.325503935648
2023-07-0127439.551289101164
2023-08-0126732.548822448116
2023-09-0125122.154315071726
2023-10-0124760.797498782384
2023-11-0128060.142343163287
2023-12-0129646.970101651248
2024-01-0130715.329384593635
2024-02-0133590.472748982706
2024-03-0134014.67422897453
2024-04-0133072.00427343714
2024-05-0135083.03351191692
2024-06-0138594.47909629374
2024-07-0138028.877122971295
2024-08-0137643.953557793524
2024-09-0138814.43541925246
2024-10-0139466.44880516583
2024-11-0142247.32517400117
2024-12-0145059.62387468775
2025-01-0146190.82782133262
2025-02-0143622.05219249321
2025-03-0139136.51432072774
2025-04-0141846.69044289778
2025-05-0146952.81936872536
2025-06-0151179.12300271804
2025-07-0152161.070873069504
2025-08-0151870.41430344546
2025-09-0154973.36957375608
2025-10-0157353.611211488016
2025-11-0156316.67426039687
2025-12-0153457.24206193342
2026-01-0151842.13420477934
2026-02-0148885.29277757702
2026-03-0146827.130041320364
2026-04-0154384.200851545196
Annual Return Matrix
YearAnnual Return
20201.0198760029175782
20210.16963076645301078
2022-0.40321086755171354
20230.952405587170202
20240.5198728139904609
20250.18636680613668055
20260.01734019103600315
Total Factor Risk
0.3300715475890428
VTI.US Exposure
0.14220280887744033
VEA.US Exposure
-0.03808689971329312
VWO.US Exposure
0.05803712083462155
QQQ.US Exposure
0.4400285519961544
VTV.US Exposure
-0.023083106283825944
IJR.US Exposure
0.001421857908421847
QUAL.US Exposure
-0.08467572812964894
SHV.US Exposure
0.4692448391300911
TLT.US Exposure
0.03705388593115331
LQD.US Exposure
-0.019932682561399878
HYG.US Exposure
-0.02462835325828375
GLD.US Exposure
-0.000008354008600385383
USO.US Exposure
-0.0029092524350724483
VNQ.US Exposure
-0.010198540588921548
BTC-USD.CC Exposure
0.001974586464929597
CPER.US Exposure
-0.0018516340275281545
VIX.INDX Exposure
0.015297233471787033
UUP.US Exposure
0.013812985395030099
TIP.US Exposure
-0.0021761846544595606
Idiosyncratic Exposure
0.028476865651404434
Value Score
50
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
33.0%

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 →N/A
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$0
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 →
+10.5%
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 →
+3.5%
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 →
6.3% 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 →
1.20
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is MicroSectors FANG+ ETN a high-risk investment?

MicroSectors FANG+ ETN (FNGS.US) has an annualized volatility of 33.0% and experienced a maximum drawdown of 43.2% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, FNGS.US has generated a Compound Annual Growth Rate (CAGR) of 30.2%. It has had a positive return in 86% 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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