Portfolio v1.0
- QQQ 35% - SPY 35% - URTH 20% - BTC 5% - ETH 5%
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BTC-USD Bitcoin | 5% | |
ETH-USD Ethereum | 5% | |
QQQ Invesco QQQ | Large Cap Blend Equities | 35% |
SPY SPDR S&P 500 ETF | Large Cap Growth Equities | 35% |
URTH iShares MSCI World ETF | Large Cap Growth Equities | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Portfolio v1.0, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
The earliest data available for this chart is Aug 7, 2015, corresponding to the inception date of ETH-USD
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 11.18% | 5.60% | 17.48% | 26.33% | 13.16% | 10.99% |
| Portfolio v1.0 | 14.91% | 6.02% | 23.26% | 37.72% | 24.74% | N/A |
| Portfolio components: | ||||||
QQQ Invesco QQQ | 10.46% | 6.70% | 17.47% | 35.15% | 21.04% | 18.79% |
SPY SPDR S&P 500 ETF | 11.74% | 5.99% | 18.29% | 28.31% | 15.12% | 12.97% |
BTC-USD Bitcoin | 58.65% | 5.57% | 83.27% | 149.35% | 53.11% | 63.68% |
ETH-USD Ethereum | 35.62% | 0.92% | 57.60% | 70.70% | 65.19% | N/A |
URTH iShares MSCI World ETF | 10.31% | 6.24% | 17.13% | 24.07% | 12.55% | 9.63% |
Monthly Returns
The table below presents the monthly returns of Portfolio v1.0, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.41% | 9.04% | 3.73% | -5.41% | 14.91% | ||||||||
| 2023 | 10.96% | -1.39% | 7.47% | 1.39% | 2.34% | 6.42% | 2.73% | -2.60% | -4.15% | -0.13% | 9.90% | 5.84% | 44.66% |
| 2022 | -8.13% | -2.33% | 4.36% | -11.19% | -2.42% | -11.03% | 12.97% | -5.30% | -9.79% | 6.94% | 3.56% | -6.66% | -27.99% |
| 2021 | 4.10% | 4.00% | 7.88% | 7.00% | -1.64% | 1.92% | 3.74% | 5.72% | -5.77% | 10.71% | 0.09% | 0.03% | 43.51% |
| 2020 | 4.21% | -5.40% | -13.82% | 16.38% | 6.15% | 3.00% | 9.35% | 9.34% | -5.59% | -0.79% | 16.01% | 8.82% | 52.82% |
| 2019 | 6.23% | 4.33% | 2.82% | 6.31% | 1.01% | 10.26% | 0.10% | -2.65% | 1.16% | 3.50% | 1.38% | 2.15% | 42.54% |
| 2018 | 7.02% | -4.19% | -7.10% | 5.61% | 0.52% | -1.57% | 3.72% | 1.09% | -0.58% | -7.77% | -3.16% | -7.84% | -14.58% |
| 2017 | 4.71% | 7.42% | 20.03% | 5.77% | 20.28% | 5.74% | 1.91% | 7.31% | -1.02% | 5.48% | 8.65% | 8.53% | 144.49% |
| 2016 | 1.48% | 22.11% | 29.01% | -1.47% | 5.55% | 0.10% | 4.00% | 0.04% | 1.70% | -1.64% | 1.22% | 3.04% | 80.65% |
| 2015 | -8.21% | -3.23% | 11.24% | 1.27% | -0.18% | -0.11% |
Expense Ratio
Portfolio v1.0 features an expense ratio of 0.15%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of Portfolio v1.0 is 78, placing it in the top 22% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Portfolio v1.0
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
QQQ Invesco QQQ | 2.07 | 2.83 | 1.35 | 0.80 | 12.24 |
SPY SPDR S&P 500 ETF | 2.56 | 3.56 | 1.45 | 0.84 | 11.82 |
BTC-USD Bitcoin | 5.73 | 4.85 | 1.55 | 3.11 | 43.12 |
ETH-USD Ethereum | 2.71 | 3.04 | 1.33 | 1.24 | 13.15 |
URTH iShares MSCI World ETF | 2.50 | 3.53 | 1.44 | 0.69 | 11.17 |
Dividends
Dividend yield
Portfolio v1.0 granted a 0.96% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio v1.0 | 0.96% | 1.04% | 1.20% | 0.87% | 1.03% | 1.30% | 1.49% | 1.30% | 1.51% | 1.54% | 1.61% | 1.20% |
| Portfolio components: | ||||||||||||
QQQ Invesco QQQ | 0.58% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
SPY SPDR S&P 500 ETF | 1.27% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
BTC-USD Bitcoin | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ETH-USD Ethereum | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
URTH iShares MSCI World ETF | 1.54% | 1.70% | 1.68% | 1.50% | 1.52% | 2.16% | 2.30% | 1.88% | 2.15% | 2.35% | 2.31% | 1.04% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Portfolio v1.0. 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 Portfolio v1.0 was 33.50%, occurring on Mar 22, 2020. Recovery took 120 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.5% | Feb 15, 2020 | 37 | Mar 22, 2020 | 120 | Jul 20, 2020 | 157 |
| -33.44% | Nov 9, 2021 | 341 | Oct 15, 2022 | 430 | Dec 19, 2023 | 771 |
| -26.61% | Jan 29, 2018 | 331 | Dec 25, 2018 | 174 | Jun 17, 2019 | 505 |
| -13.4% | Aug 8, 2015 | 53 | Sep 29, 2015 | 30 | Oct 29, 2015 | 83 |
| -12.75% | Mar 14, 2016 | 7 | Mar 20, 2016 | 88 | Jun 16, 2016 | 95 |
Volatility
Volatility Chart
The current Portfolio v1.0 volatility is 4.35%, 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.
Diversification
Asset Correlations Table
| BTC-USD | ETH-USD | QQQ | URTH | SPY | |
|---|---|---|---|---|---|
| BTC-USD | 1.00 | 0.63 | 0.14 | 0.15 | 0.14 |
| ETH-USD | 0.63 | 1.00 | 0.15 | 0.15 | 0.15 |
| QQQ | 0.14 | 0.15 | 1.00 | 0.80 | 0.85 |
| URTH | 0.15 | 0.15 | 0.80 | 1.00 | 0.91 |
| SPY | 0.14 | 0.15 | 0.85 | 0.91 | 1.00 |