Annie Car
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Annie Car, 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 Oct 1, 2018, corresponding to the inception date of BOCT
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.70% | 3.51% | 14.80% | 37.91% | 14.18% | 11.41% |
| Annie Car | 11.53% | -0.11% | 9.26% | 20.97% | 8.05% | N/A |
| Portfolio components: | ||||||
AAPL Apple Inc | 18.46% | -0.15% | 24.27% | 22.36% | 29.12% | 25.02% |
SPY SPDR S&P 500 ETF | 27.04% | 3.21% | 15.57% | 37.60% | 15.95% | 13.36% |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 9.03% | 0.79% | 7.44% | 15.01% | 3.68% | 3.89% |
SRLN SPDR Blackstone Senior Loan ETF | 7.52% | 0.91% | 4.37% | 10.05% | 4.60% | 3.89% |
DBC Invesco DB Commodity Index Tracking Fund | 2.09% | -3.35% | -3.35% | -1.81% | 9.26% | 1.12% |
GLD SPDR Gold Trust | 29.71% | 1.01% | 13.37% | 38.13% | 12.57% | 8.29% |
JNK SPDR Barclays High Yield Bond ETF | 8.34% | 0.85% | 6.74% | 14.41% | 3.60% | 3.62% |
BOCT Innovator U.S. Equity Buffer ETF - October | 13.13% | 2.04% | 6.69% | 19.66% | 11.27% | N/A |
XLP Consumer Staples Select Sector SPDR Fund | 14.49% | -1.00% | 5.47% | 20.49% | 8.71% | 8.23% |
XLU Utilities Select Sector SPDR Fund | 27.94% | -0.09% | 12.75% | 35.59% | 8.60% | 9.05% |
XLV Health Care Select Sector SPDR Fund | 11.36% | -2.41% | 5.39% | 20.82% | 11.45% | 10.04% |
TMF Direxion Daily 20-Year Treasury Bull 3X | -23.78% | -4.63% | 4.03% | 7.34% | -27.77% | -11.50% |
Monthly Returns
The table below presents the monthly returns of Annie Car, 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 | -0.99% | 0.20% | 2.21% | -2.50% | 4.02% | 1.43% | 3.27% | 2.67% | 2.29% | -2.32% | 11.53% | ||
| 2023 | 5.42% | -3.74% | 4.97% | 1.23% | -2.39% | 2.96% | 1.00% | -2.31% | -5.11% | -1.85% | 7.08% | 4.84% | 11.80% |
| 2022 | -3.01% | -0.92% | 1.26% | -6.05% | -1.07% | -5.14% | 5.65% | -3.82% | -8.07% | 2.51% | 5.01% | -3.32% | -16.58% |
| 2021 | -1.80% | -2.70% | 1.08% | 3.54% | 0.71% | 2.23% | 3.04% | 1.13% | -3.21% | 3.38% | 0.45% | 3.79% | 11.92% |
| 2020 | 3.08% | -2.58% | -5.50% | 7.04% | 3.22% | 1.93% | 7.64% | 2.24% | -2.39% | -2.24% | 4.67% | 3.08% | 21.10% |
| 2019 | 4.43% | 1.47% | 3.27% | 0.95% | -1.20% | 4.91% | 1.07% | 4.21% | 0.01% | 1.55% | 1.35% | 2.30% | 26.98% |
| 2018 | -2.74% | -0.80% | -2.29% | -5.72% |
Expense Ratio
Annie Car features an expense ratio of 0.44%, 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 rank of Annie Car is 40, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
AAPL Apple Inc | 1.10 | 1.70 | 1.21 | 1.50 | 3.53 |
SPY SPDR S&P 500 ETF | 3.15 | 4.19 | 1.59 | 4.60 | 20.85 |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 3.10 | 4.87 | 1.61 | 2.25 | 24.23 |
SRLN SPDR Blackstone Senior Loan ETF | 5.35 | 8.21 | 2.56 | 7.38 | 61.22 |
DBC Invesco DB Commodity Index Tracking Fund | -0.11 | -0.05 | 0.99 | -0.06 | -0.31 |
GLD SPDR Gold Trust | 2.55 | 3.37 | 1.44 | 5.01 | 16.89 |
JNK SPDR Barclays High Yield Bond ETF | 2.95 | 4.57 | 1.58 | 1.97 | 23.29 |
BOCT Innovator U.S. Equity Buffer ETF - October | 3.52 | 5.30 | 1.86 | 6.02 | 40.79 |
XLP Consumer Staples Select Sector SPDR Fund | 2.04 | 2.90 | 1.35 | 1.80 | 13.25 |
XLU Utilities Select Sector SPDR Fund | 2.15 | 2.98 | 1.37 | 1.67 | 10.72 |
XLV Health Care Select Sector SPDR Fund | 1.79 | 2.47 | 1.33 | 1.91 | 8.13 |
TMF Direxion Daily 20-Year Treasury Bull 3X | 0.03 | 0.36 | 1.04 | 0.02 | 0.07 |
Dividends
Dividend yield
Annie Car provided a 3.37% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.37% | 3.27% | 2.57% | 1.87% | 2.21% | 2.53% | 2.73% | 2.30% | 2.39% | 2.56% | 2.32% | 2.34% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.44% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
SPY SPDR S&P 500 ETF | 1.17% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 6.34% | 5.75% | 5.30% | 4.02% | 4.88% | 4.99% | 5.54% | 5.12% | 5.27% | 5.90% | 5.69% | 6.10% |
SRLN SPDR Blackstone Senior Loan ETF | 8.84% | 8.44% | 5.72% | 4.45% | 4.91% | 5.39% | 4.98% | 4.01% | 3.94% | 4.43% | 3.66% | 1.91% |
DBC Invesco DB Commodity Index Tracking Fund | 4.84% | 4.94% | 0.59% | 0.00% | 0.00% | 1.59% | 1.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GLD SPDR Gold 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% |
JNK SPDR Barclays High Yield Bond ETF | 6.52% | 6.38% | 6.06% | 4.26% | 5.11% | 5.44% | 5.90% | 5.60% | 6.06% | 6.60% | 5.99% | 6.05% |
BOCT Innovator U.S. Equity Buffer ETF - October | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.20% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XLP Consumer Staples Select Sector SPDR Fund | 2.61% | 2.63% | 2.47% | 2.28% | 2.50% | 2.57% | 3.04% | 2.62% | 2.53% | 2.53% | 2.40% | 2.39% |
XLU Utilities Select Sector SPDR Fund | 2.79% | 3.39% | 2.92% | 2.79% | 3.14% | 2.95% | 3.33% | 3.33% | 3.42% | 3.67% | 3.19% | 3.86% |
XLV Health Care Select Sector SPDR Fund | 1.51% | 1.59% | 1.47% | 1.33% | 1.49% | 2.17% | 1.58% | 1.47% | 1.60% | 1.43% | 1.35% | 1.52% |
TMF Direxion Daily 20-Year Treasury Bull 3X | 3.50% | 2.82% | 1.62% | 0.13% | 0.48% | 0.94% | 1.49% | 0.41% | 0.00% | 0.00% | 0.00% | 0.57% |
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 Annie Car. 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 Annie Car was 20.91%, occurring on Oct 20, 2022. Recovery took 432 trading sessions.
The current Annie Car drawdown is 1.41%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -20.91% | Dec 28, 2021 | 206 | Oct 20, 2022 | 432 | Jul 12, 2024 | 638 |
| -18.6% | Mar 9, 2020 | 9 | Mar 19, 2020 | 55 | Jun 8, 2020 | 64 |
| -8.75% | Oct 3, 2018 | 57 | Dec 24, 2018 | 52 | Mar 12, 2019 | 109 |
| -5.92% | Jan 26, 2021 | 27 | Mar 4, 2021 | 33 | Apr 21, 2021 | 60 |
| -5.89% | Sep 3, 2020 | 14 | Sep 23, 2020 | 58 | Dec 15, 2020 | 72 |
Volatility
Volatility Chart
The current Annie Car volatility is 2.29%, 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
| TMF | GLD | DBC | XLU | AAPL | XLP | SRLN | XLV | JNK | HYG | BOCT | SPY | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| TMF | 1.00 | 0.31 | -0.15 | 0.11 | -0.05 | 0.01 | -0.08 | -0.06 | 0.14 | 0.15 | -0.12 | -0.11 |
| GLD | 0.31 | 1.00 | 0.24 | 0.16 | 0.05 | 0.10 | 0.14 | 0.07 | 0.19 | 0.19 | 0.05 | 0.08 |
| DBC | -0.15 | 0.24 | 1.00 | 0.10 | 0.18 | 0.14 | 0.28 | 0.16 | 0.29 | 0.29 | 0.27 | 0.30 |
| XLU | 0.11 | 0.16 | 0.10 | 1.00 | 0.25 | 0.64 | 0.29 | 0.50 | 0.39 | 0.39 | 0.41 | 0.43 |
| AAPL | -0.05 | 0.05 | 0.18 | 0.25 | 1.00 | 0.38 | 0.43 | 0.48 | 0.55 | 0.56 | 0.69 | 0.73 |
| XLP | 0.01 | 0.10 | 0.14 | 0.64 | 0.38 | 1.00 | 0.37 | 0.63 | 0.47 | 0.47 | 0.56 | 0.60 |
| SRLN | -0.08 | 0.14 | 0.28 | 0.29 | 0.43 | 0.37 | 1.00 | 0.42 | 0.61 | 0.60 | 0.57 | 0.60 |
| XLV | -0.06 | 0.07 | 0.16 | 0.50 | 0.48 | 0.63 | 0.42 | 1.00 | 0.54 | 0.55 | 0.69 | 0.72 |
| JNK | 0.14 | 0.19 | 0.29 | 0.39 | 0.55 | 0.47 | 0.61 | 0.54 | 1.00 | 0.99 | 0.70 | 0.74 |
| HYG | 0.15 | 0.19 | 0.29 | 0.39 | 0.56 | 0.47 | 0.60 | 0.55 | 0.99 | 1.00 | 0.71 | 0.75 |
| BOCT | -0.12 | 0.05 | 0.27 | 0.41 | 0.69 | 0.56 | 0.57 | 0.69 | 0.70 | 0.71 | 1.00 | 0.93 |
| SPY | -0.11 | 0.08 | 0.30 | 0.43 | 0.73 | 0.60 | 0.60 | 0.72 | 0.74 | 0.75 | 0.93 | 1.00 |