WIZ Performance — Merlyn.AI Bull-Rider Bear-Fighter ETF
Data updated: 2023-12-14
WIZ returned +2.38% over one year to Sep 2023. The annualised 3-year return is −2.74%. The fund beat its Trading - Inverse category average: $100 invested three years ago grew to $92, against $62 for the category, and to $102 over one year, against $79. Volatility over the past three years was 15.10% a year. In the 12 months to Sep 2023 the fund took in a net $158.1M, and assets reached $16.40M.
WIZ Growth of $100
What $100 invested in Merlyn.AI Bull-Rider Bear-Fighter ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Trading - Inverse category average over the same months.
| Period | WIZ | Category average |
|---|---|---|
| 1 year (Oct 2022 – Sep 2023) | $102 | $79 |
| 3 years (Oct 2020 – Sep 2023) | $92 | $62 |
| Since data start (Jan 2020 – Sep 2023) | $109 | $42 |
WIZ Trailing Returns
Total returns to Sep 2023, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +2.38% |
| 3 years (annualised) | −2.74% |
WIZ Annual Returns
Calendar-year total returns of Merlyn.AI Bull-Rider Bear-Fighter ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2023 (Jan–Sep) | +1.05% |
| 2022 | −22.19% |
| 2021 | +11.04% |
| 2020 | +25.27% |
WIZ Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | +2.7% | −5.6% | +4.5% | −3.9% | +2.7% | +6.1% | +3.2% | −2.3% | −5.5% | — | — | — |
| 2022 | −7.6% | +3.9% | −2.1% | −7.7% | +1.3% | −5.3% | +0.8% | −1.8% | −6.7% | +0.8% | +1.9% | −1.4% |
| 2021 | +2.1% | +1.0% | −2.8% | +3.6% | +1.4% | +1.9% | −0.2% | +1.6% | −4.3% | +6.6% | −2.4% | +2.5% |
| 2020 | −0.4% | −5.5% | −12.1% | +13.8% | +7.5% | +5.0% | +7.2% | +8.2% | −3.5% | −7.9% | +9.3% | +4.7% |
WIZ Risk
Risk measures from monthly returns over Oct 2020 – Sep 2023.
- 3-year volatility (annualised): 15.10%
- 3-year Sharpe ratio: -0.48 (vs 4.5% risk-free rate)
- Best month: +9.30% (Nov 2020)
- Worst month: −7.88% (Oct 2020)
WIZ Fund Flows
Monthly money in and out of Merlyn.AI Bull-Rider Bear-Fighter ETF, from SEC Form N-PORT.
- 12-month net flow: $158.1M
- 12-month gross sales (incl. reinvestments): $70.0M
- Sales ÷ redemptions: -0.79×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Sep 2023 | $7.0M | −$9.5M | $16.5M |
| Aug 2023 | $6.5M | −$6.5M | $13.0M |
| Jul 2023 | $9.3M | −$9.0M | $18.3M |
| Jun 2023 | $7.2M | −$7.5M | $14.6M |
| May 2023 | $5.0M | −$5.8M | $10.9M |
| Apr 2023 | $10.2M | −$10.4M | $20.6M |
| Mar 2023 | $0 | −$268K | $268K |
| Feb 2023 | $24.0M | −$23.9M | $47.9M |
| Jan 2023 | $0 | −$1.1M | $1.1M |
| Dec 2022 | $0 | −$2.3M | $2.3M |
| Nov 2022 | $0 | −$2.3M | $2.3M |
| Oct 2022 | $852K | −$9.4M | $10.3M |
WIZ Assets Under Management
Net assets of Merlyn.AI Bull-Rider Bear-Fighter ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2023-09-29 | $16.40M |
| 2023-06-30 | $19.54M |
| 2023-03-31 | $20.06M |
| 2022-12-30 | $21.18M |
| 2022-09-30 | $34.87M |
| 2022-06-30 | $46.03M |
| 2022-03-31 | $64.47M |
| 2021-12-31 | $73.83M |
| 2021-09-30 | $77.77M |
| 2021-06-30 | $84.21M |
| 2021-03-31 | $99.40M |
| 2020-12-31 | $107.56M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.