Reality Shares Nasdaq NexGen Economy ETF (BLCN): Historical Returns

Data Source: from February 2018 to February 2024 (~6 years)
Consolidated Returns as of 29 February 2024
Category: Stocks
Reality Shares Nasdaq NexGen Economy ETF (BLCN) ETF
ETF • LIVE PERFORMANCE (USD currency)
13.79%
February 2024

In the last 5 Years, the Reality Shares Nasdaq NexGen Economy ETF (BLCN) ETF obtained a 3.89% compound annual return, with a 28.84% standard deviation.

Table of contents
The first official book of
How to build wealth
with Lazy Portfolios and Passive Investing Strategies
Choose a goal
Employ the best metrics to evaluate it
Join the passive investing strategy
Discover new asset allocations in USD and EUR,
in addition to the lazy portfolios on the website.

The ETF is related to the following investment themes:

  • Asset Class: Equity
  • Size: Large Cap
  • Style: Blend
  • Region: Developed Markets
  • Country: Broad Developed Markets
  • Sector: Technology
  • Industry: Broad Technology

Investment Returns as of Feb 29, 2024

The Reality Shares Nasdaq NexGen Economy ETF (BLCN) ETF guaranteed the following returns.

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
REALITY SHARES NASDAQ NEXGEN ECONOMY ETF (BLCN) ETF
Consolidated returns as of 29 February 2024
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Feb 29, 2024
  1 Day Time ET(*) Mar 2024 1M 6M 1Y 5Y MAX
(~6Y)
Reality Shares Nasdaq NexGen Economy ETF (BLCN) ETF n.a. n.a. 13.79 26.51 24.42 3.89 1.94
US Inflation Adjusted return 13.29 24.53 20.60 -0.29 -1.73
Returns over 1 year are annualized | Available data source: since Feb 2018
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Feb 2024. Current inflation (annualized) is 1Y: 3.17% , 5Y: 4.19%

In 2023, the Reality Shares Nasdaq NexGen Economy ETF (BLCN) ETF granted a 0.65% dividend yield. If you are interested in getting periodic income, please refer to the Reality Shares Nasdaq NexGen Economy ETF (BLCN) ETF: Dividend Yield page.

Capital Growth as of Feb 29, 2024

An investment of 1$, since March 2019, now would be worth 1.21$, with a total return of 21.00% (3.89% annualized).

The Inflation Adjusted Capital now would be 0.99$, with a net total return of -1.46% (-0.29% annualized).
An investment of 1$, since February 2018, now would be worth 1.12$, with a total return of 12.37% (1.94% annualized).

The Inflation Adjusted Capital now would be 0.90$, with a net total return of -10.10% (-1.73% annualized).

Investment Metrics as of Feb 29, 2024

Metrics of Reality Shares Nasdaq NexGen Economy ETF (BLCN) ETF, updated as of 29 February 2024.

Metrics are calculated based on monthly returns, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
REALITY SHARES NASDAQ NEXGEN ECONOMY ETF (BLCN) ETF
Advanced Metrics
Data Source: 1 February 2018 - 29 February 2024 (~6 years)
Swipe left to see all data
Metrics as of Feb 29, 2024
1M 3M 6M 1Y 3Y 5Y MAX
(~6Y)
Investment Return (%) 13.79 23.20 26.51 24.42 -16.76 3.89 1.94
Infl. Adjusted Return (%) details 13.29 22.00 24.53 20.60 -21.23 -0.29 -1.73
US Inflation (%) 0.44 0.98 1.59 3.17 5.68 4.19 3.74
Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y MAX
Deepest Drawdown Depth (%) -20.68 -62.01 -62.01 -62.01
Start to Recovery (# months) details 5 28* 28* 28*
Start (yyyy mm) 2023 08 2021 11 2021 11 2021 11
Start to Bottom (# months) 3 24 24 24
Bottom (yyyy mm) 2023 10 2023 10 2023 10 2023 10
Bottom to End (# months) 2 4 4 4
End (yyyy mm) 2023 12 - - -
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details
Start (yyyy mm) 2023 08 2021 11 2021 11 2021 11
Start to Bottom (# months) 3 24 24 24
Bottom (yyyy mm) 2023 10 2023 10 2023 10 2023 10
Bottom to End (# months) 2 4 4 4
End (yyyy mm) 2023 12 - - -
Longest negative period (# months) details 8 36* 57 72
Period Start (yyyy mm) 2023 03 2021 03 2019 03 2018 02
Period End (yyyy mm) 2023 10 2024 02 2023 11 2024 01
Annualized Return (%) -16.44 -16.76 -0.38 -0.21
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -21.43 -65.92 -65.92 -65.92
Start to Recovery (# months) details 5 34* 34* 34*
Start (yyyy mm) 2023 08 2021 05 2021 05 2021 05
Start to Bottom (# months) 3 30 30 30
Bottom (yyyy mm) 2023 10 2023 10 2023 10 2023 10
Bottom to End (# months) 2 4 4 4
End (yyyy mm) 2023 12 - - -
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details
Start (yyyy mm) 2023 08 2021 05 2021 05 2021 05
Start to Bottom (# months) 3 30 30 30
Bottom (yyyy mm) 2023 10 2023 10 2023 10 2023 10
Bottom to End (# months) 2 4 4 4
End (yyyy mm) 2023 12 - - -
Longest negative period (# months) details 9 36* 60* 73*
Period Start (yyyy mm) 2023 03 2021 03 2019 03 2018 02
Period End (yyyy mm) 2023 11 2024 02 2024 02 2024 02
Annualized Return (%) -1.53 -21.23 -0.29 -1.73
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y MAX
Standard Deviation (%) 30.25 29.60 28.84 27.36
Sharpe Ratio 0.64 -0.65 0.07 -0.08
Sortino Ratio 0.93 -0.95 0.10 -0.11
Ulcer Index 9.15 42.65 33.33 30.57
Ratio: Return / Standard Deviation 0.81 -0.57 0.13 0.07
Ratio: Return / Deepest Drawdown 1.18 -0.27 0.06 0.03
% Positive Months details 50% 41% 55% 56%
Positive Months 6 15 33 41
Negative Months 6 21 27 32
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y MAX
Over the latest 5Y
Best Rolling Return (%) - Annualized 126.65 19.45 3.89
Worst Rolling Return (%) - Annualized -54.72 -17.38
% Positive Periods 51% 31% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 63.02 18.31 22.64
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - -
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 120.87 14.91 -0.29
Worst Rolling Return (%) - Annualized -57.98 -21.82
% Positive Periods 46% 24% 0%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 63.02 18.31 22.64
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - -
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Feb 2018 - Feb 2024)
Best Rolling Return (%) - Annualized 126.65 34.36 5.67
Worst Rolling Return (%) - Annualized -54.72 -17.38 -3.39
% Positive Periods 53% 55% 42%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 63.02 18.31 21.80
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - -
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 120.87 30.41 1.52
Worst Rolling Return (%) - Annualized -57.98 -21.82 -7.13
% Positive Periods 50% 50% 7%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 63.02 18.31 21.80
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - -
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
  • Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
  • Longest negative period: it's the maximum period for which an overall negative return has been observed.
  • Standard Deviation: it's a measure of the dispersion of returns around the mean.
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
  • Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
  • Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.

Correlations as of Feb 29, 2024

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1. If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.

Monthly correlations of Reality Shares Nasdaq NexGen Economy ETF (BLCN) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).

REALITY SHARES NASDAQ NEXGEN ECONOMY ETF (BLCN) ETF
Monthly correlations as of 29 February 2024
Swipe left to see all data
Correlation vs BLCN
Asset Class 1 Year 5 Years Since
Feb 2018
VTI
US Total Stock Market
0.85
0.85
0.86
SPY
US Large Cap
0.82
0.83
0.85
IJR
US Small Cap
0.84
0.79
0.80
VNQ
US REITs
0.85
0.73
0.73
QQQ
US Technology
0.66
0.83
0.84
PFF
Preferred Stocks
0.55
0.69
0.69
EFA
EAFE Stocks
0.83
0.77
0.78
VT
World All Countries
0.87
0.85
0.86
EEM
Emerging Markets
0.90
0.75
0.74
VGK
Europe
0.80
0.75
0.76
VPL
Pacific
0.91
0.78
0.79
FLLA
Latin America
0.74
0.56
0.51
BND
US Total Bond Market
0.57
0.53
0.50
TLT
Long Term Treasuries
0.66
0.31
0.28
BIL
US Cash
0.06
-0.04
-0.04
TIP
TIPS
0.52
0.57
0.56
LQD
Invest. Grade Bonds
0.61
0.63
0.61
HYG
High Yield Bonds
0.70
0.71
0.73
CWB
US Convertible Bonds
0.81
0.84
0.85
BNDX
International Bonds
0.56
0.53
0.49
EMB
Emerg. Market Bonds
0.85
0.68
0.66
GLD
Gold
0.29
0.26
0.22
DBC
Commodities
-0.01
0.36
0.38

If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.

Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

REALITY SHARES NASDAQ NEXGEN ECONOMY ETF (BLCN) ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 March 2019 - 29 February 2024 (5 Years)
Data Source: 1 February 2018 - 29 February 2024 (~6 years)
Inflation Adjusted:
Swipe left to see all data
Swipe left to see all data
Swipe left to see all data
Swipe left to see all data

Rolling Returns

( more details)

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

REALITY SHARES NASDAQ NEXGEN ECONOMY ETF (BLCN) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 March 2019 - 29 February 2024 (5 Years)
Data Source: 1 February 2018 - 29 February 2024 (~6 years)
Inflation Adjusted:
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -54.72 11/2021
10/2022
0.45$ -42.93 0.57$ 1.64 1.01$ 58.56 1.58$ 126.65 04/2020
03/2021
2.26$ 24.42 48.98%
2Y -38.36 11/2021
10/2023
0.37$ -32.70 0.45$ -12.98 0.75$ 44.25 2.08$ 48.88 06/2019
05/2021
2.21$ -15.74 56.76%
3Y -17.38 12/2020
11/2023
0.56$ -16.76 0.57$ -3.48 0.89$ 6.63 1.21$ 19.45 03/2019
02/2022
1.70$ -16.76 68.00%
5Y 3.89 03/2019
02/2024
1.20$ 3.89 1.20$ 3.89 1.20$ 3.89 1.20$ 3.89 03/2019
02/2024
1.20$ 3.89 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -57.98 11/2021
10/2022
0.42$ -46.15 0.53$ -2.16 0.97$ 56.53 1.56$ 120.87 04/2020
03/2021
2.20$ 20.60 53.06%
2Y -41.56 11/2021
10/2023
0.34$ -36.95 0.39$ -18.43 0.66$ 40.07 1.96$ 45.19 06/2019
05/2021
2.10$ -19.41 56.76%
3Y -21.82 12/2020
11/2023
0.47$ -21.26 0.48$ -8.22 0.77$ 1.69 1.05$ 14.91 03/2019
02/2022
1.51$ -21.23 76.00%
5Y -0.29 03/2019
02/2024
0.98$ -0.29 0.98$ -0.29 0.98$ -0.29 0.98$ -0.29 03/2019
02/2024
0.98$ -0.29 100.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -54.72 11/2021
10/2022
0.45$ -39.92 0.60$ 2.27 1.02$ 51.85 1.51$ 126.65 04/2020
03/2021
2.26$ 24.42 46.77%
2Y -38.36 11/2021
10/2023
0.37$ -32.03 0.46$ 4.95 1.10$ 44.25 2.08$ 48.88 06/2019
05/2021
2.21$ -15.74 44.00%
3Y -17.38 12/2020
11/2023
0.56$ -15.98 0.59$ 3.90 1.12$ 28.44 2.11$ 34.36 11/2018
10/2021
2.42$ -16.76 44.74%
5Y -3.39 10/2018
09/2023
0.84$ -1.66 0.91$ -0.40 0.98$ 2.26 1.11$ 5.67 01/2019
12/2023
1.31$ 3.89 57.14%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -57.98 11/2021
10/2022
0.42$ -43.51 0.56$ -1.42 0.98$ 47.51 1.47$ 120.87 04/2020
03/2021
2.20$ 20.60 50.00%
2Y -41.56 11/2021
10/2023
0.34$ -35.89 0.41$ 1.45 1.02$ 40.07 1.96$ 45.19 06/2019
05/2021
2.10$ -19.41 44.00%
3Y -21.82 12/2020
11/2023
0.47$ -20.50 0.50$ -1.00 0.97$ 25.56 1.97$ 30.41 11/2018
10/2021
2.21$ -21.23 50.00%
5Y -7.13 10/2018
09/2023
0.69$ -5.44 0.75$ -4.14 0.80$ -1.83 0.91$ 1.52 01/2019
12/2023
1.07$ -0.29 92.86%
Annualized rolling and percentiles/median returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the Reality Shares Nasdaq NexGen Economy ETF (BLCN) ETF: Rolling Returns page.

Seasonality

In which months is it better to invest in Reality Shares Nasdaq NexGen Economy ETF (BLCN) ETF?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.
For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Swipe left to see all data

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the Reality Shares Nasdaq NexGen Economy ETF (BLCN) ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

REALITY SHARES NASDAQ NEXGEN ECONOMY ETF (BLCN) ETF
Monthly Returns Distribution
Data Source: 1 March 2019 - 29 February 2024 (5 Years)
Data Source: 1 February 2018 - 29 February 2024 (~6 years)
33 Positive Months (55%) - 27 Negative Months (45%)
41 Positive Months (56%) - 32 Negative Months (44%)
Swipe left to see all data
(Scroll down to see all data)
Analyze your Portfolio: Backtest Now!
Explore historical data since 1871 and fine-tune your investment strategy for better results.