OptimizeViaPortfolioVis
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
FBTC Fidelity Wise Origin Bitcoin Trust | Blockchain | 10% |
TQQQ ProShares UltraPro QQQ | Leveraged Equities, Leveraged | 31% |
XLK Technology Select Sector SPDR Fund | Technology Equities | 59% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in OptimizeViaPortfolioVis, 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 Jan 11, 2024, corresponding to the inception date of FBTC
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.79% | 2.08% | 9.01% | 29.79% | 13.85% | 11.12% |
| OptimizeViaPortfolioVis | N/A | 0.33% | 8.28% | N/A | N/A | N/A |
| Portfolio components: | ||||||
XLK Technology Select Sector SPDR Fund | 16.57% | -0.29% | 6.75% | 34.98% | 23.92% | 20.31% |
TQQQ ProShares UltraPro QQQ | 40.25% | -0.40% | 13.36% | 89.19% | 35.71% | 35.01% |
FBTC Fidelity Wise Origin Bitcoin Trust | N/A | 6.24% | -3.01% | N/A | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of OptimizeViaPortfolioVis, 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 | 2.43% | 11.52% | 2.78% | -9.54% | 11.12% | 9.29% | -3.40% | -0.57% | 27.06% |
Expense Ratio
OptimizeViaPortfolioVis features an expense ratio of 0.40%, 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 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 | |
|---|---|---|---|---|---|
XLK Technology Select Sector SPDR Fund | 1.52 | 2.05 | 1.27 | 1.94 | 6.96 |
TQQQ ProShares UltraPro QQQ | 1.52 | 1.99 | 1.26 | 1.25 | 6.88 |
FBTC Fidelity Wise Origin Bitcoin Trust | — | — | — | — | — |
Not enough dataDividends
Dividend yield
OptimizeViaPortfolioVis granted a 0.62% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OptimizeViaPortfolioVis | 0.62% | 0.84% | 0.79% | 0.38% | 0.54% | 0.70% | 0.98% | 0.81% | 1.03% | 1.06% | 1.04% | 1.00% |
| Portfolio components: | ||||||||||||
XLK Technology Select Sector SPDR Fund | 0.52% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% | 1.70% |
TQQQ ProShares UltraPro QQQ | 1.02% | 1.26% | 0.57% | 0.00% | 0.00% | 0.06% | 0.11% | 0.00% | 0.00% | 0.01% | 0.03% | 0.00% |
FBTC Fidelity Wise Origin Bitcoin Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the OptimizeViaPortfolioVis. 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 OptimizeViaPortfolioVis was 22.61%, occurring on Aug 7, 2024. The portfolio has not yet recovered.
The current OptimizeViaPortfolioVis drawdown is 8.11%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -22.61% | Jul 11, 2024 | 20 | Aug 7, 2024 | — | — | — |
| -12.2% | Mar 13, 2024 | 27 | Apr 19, 2024 | 18 | May 15, 2024 | 45 |
| -5.22% | Jun 18, 2024 | 4 | Jun 24, 2024 | 7 | Jul 3, 2024 | 11 |
| -4.43% | Feb 12, 2024 | 7 | Feb 21, 2024 | 1 | Feb 22, 2024 | 8 |
| -4.38% | Jan 30, 2024 | 2 | Jan 31, 2024 | 5 | Feb 7, 2024 | 7 |
Volatility
Volatility Chart
The current OptimizeViaPortfolioVis volatility is 11.75%, 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
| FBTC | XLK | TQQQ | |
|---|---|---|---|
| FBTC | 1.00 | 0.27 | 0.29 |
| XLK | 0.27 | 1.00 | 0.96 |
| TQQQ | 0.29 | 0.96 | 1.00 |