Annie Car

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Annie Car

Currency in USD · Last updated May 22, 2025

Asset Allocation

Position	Category/Sector	Target Weight
AAPL Apple Inc	Technology	10%
BOCT Innovator U.S. Equity Buffer ETF - October	Volatility Hedged Equity	7%
DBC Invesco DB Commodity Index Tracking Fund	Commodities	5%
GLD SPDR Gold Trust	Precious Metals, Gold	10%
HYG iShares iBoxx $ High Yield Corporate Bond ETF	High Yield Bonds	10%
JNK SPDR Barclays High Yield Bond ETF	High Yield Bonds	10%
SPY SPDR S&P 500 ETF	Large Cap Growth Equities	7%
SRLN SPDR Blackstone Senior Loan ETF	High Yield Bonds	10%
TMF Direxion Daily 20-Year Treasury Bull 3X	Leveraged Bonds, Leveraged	10%
XLP Consumer Staples Select Sector SPDR Fund	Consumer Staples Equities	7%
XLU Utilities Select Sector SPDR Fund	Utilities Equities	7%
XLV Health Care Select Sector SPDR Fund	Health & Biotech Equities	7%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Oct 1, 2018, corresponding to the inception date of BOCT

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-0.67%	10.48%	-1.79%	10.08%	14.60%	10.64%
Annie Car	0.30%	0.99%	-0.66%	6.13%	6.10%	N/A
Portfolio components:
AAPL Apple Inc	-19.40%	0.94%	-11.67%	5.97%	21.04%	21.10%
SPY SPDR S&P 500 ETF	-0.21%	10.59%	-1.16%	11.45%	16.25%	12.52%
HYG iShares iBoxx $ High Yield Corporate Bond ETF	2.35%	2.27%	2.23%	8.63%	4.80%	3.95%
SRLN SPDR Blackstone Senior Loan ETF	1.38%	2.64%	2.03%	6.49%	6.10%	3.83%
DBC Invesco DB Commodity Index Tracking Fund	-0.42%	-0.00%	-0.50%	-4.49%	15.43%	3.08%
GLD SPDR Gold Trust	25.18%	-2.57%	22.89%	37.71%	13.18%	10.12%
JNK SPDR Barclays High Yield Bond ETF	1.91%	2.35%	1.77%	7.83%	4.86%	3.69%
BOCT Innovator U.S. Equity Buffer ETF - October	0.32%	7.45%	-0.04%	5.51%	11.74%	N/A
XLP Consumer Staples Select Sector SPDR Fund	3.97%	-1.14%	1.55%	7.19%	10.05%	7.97%
XLU Utilities Select Sector SPDR Fund	6.58%	2.69%	-0.68%	14.64%	10.65%	9.56%
XLV Health Care Select Sector SPDR Fund	-4.74%	-3.34%	-8.60%	-9.46%	7.23%	7.45%
TMF Direxion Daily 20-Year Treasury Bull 3X	-12.14%	-7.38%	-20.29%	-26.74%	-37.98%	-14.26%

*Annualized

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
2025	1.59%	2.70%	-1.33%	-1.23%	-1.36%								0.30%
2024	-0.99%	0.20%	2.21%	-2.50%	4.02%	1.43%	3.27%	2.67%	2.24%	-2.32%	2.12%	-2.84%	9.58%
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%	-16.59%
2021	-1.80%	-2.70%	1.07%	3.55%	0.71%	2.23%	3.03%	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%	3.23%	21.28%
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 has an expense ratio of 0.44%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

TMF

Direxion Daily 20-Year Treasury Bull 3X

DBC

Invesco DB Commodity Index Tracking Fund

BOCT

Innovator U.S. Equity Buffer ETF - October

SRLN

SPDR Blackstone Senior Loan ETF

HYG

iShares iBoxx $ High Yield Corporate Bond ETF

GLD

SPDR Gold Trust

JNK

SPDR Barclays High Yield Bond ETF

XLP

Consumer Staples Select Sector SPDR Fund

XLU

Utilities Select Sector SPDR Fund

XLV

Health Care Select Sector SPDR Fund

SPY

SPDR S&P 500 ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Annie Car is 30, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AAPL Apple Inc	0.18	0.49	1.07	0.18	0.56
SPY SPDR S&P 500 ETF	0.57	0.93	1.14	0.61	2.33
HYG iShares iBoxx $ High Yield Corporate Bond ETF	1.51	2.15	1.31	1.82	9.66
SRLN SPDR Blackstone Senior Loan ETF	1.69	2.46	1.52	1.53	9.26
DBC Invesco DB Commodity Index Tracking Fund	-0.28	-0.44	0.95	-0.23	-1.02
GLD SPDR Gold Trust	2.13	2.65	1.34	4.31	10.98
JNK SPDR Barclays High Yield Bond ETF	1.33	1.89	1.27	1.50	7.66
BOCT Innovator U.S. Equity Buffer ETF - October	0.43	0.71	1.12	0.41	1.75
XLP Consumer Staples Select Sector SPDR Fund	0.54	0.86	1.11	0.88	2.34
XLU Utilities Select Sector SPDR Fund	0.85	1.20	1.15	1.36	3.46
XLV Health Care Select Sector SPDR Fund	-0.60	-0.68	0.91	-0.53	-1.30
TMF Direxion Daily 20-Year Treasury Bull 3X	-0.63	-0.63	0.93	-0.27	-0.99

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Annie Car Sharpe ratios as of May 22, 2025 (values are recalculated daily):

1-Year: 0.58
5-Year: 0.57
All Time: 0.70

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.46 to 0.97, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Annie Car compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

Annie Car provided a 3.46% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	3.46%	3.45%	3.27%	2.57%	1.87%	2.38%	2.53%	2.73%	2.30%	2.39%	2.56%	2.32%
Portfolio components:
AAPL Apple Inc	0.50%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%	1.67%
SPY SPDR S&P 500 ETF	1.23%	1.21%	1.40%	1.65%	1.20%	1.52%	1.75%	2.04%	1.80%	2.03%	2.06%	1.87%
HYG iShares iBoxx $ High Yield Corporate Bond ETF	5.86%	6.01%	5.74%	5.30%	4.02%	4.88%	4.99%	5.54%	5.12%	5.27%	5.90%	5.69%
SRLN SPDR Blackstone Senior Loan ETF	8.27%	8.58%	8.44%	5.72%	4.45%	4.91%	5.39%	4.98%	4.01%	3.94%	4.43%	3.66%
DBC Invesco DB Commodity Index Tracking Fund	5.24%	5.22%	4.94%	0.59%	0.00%	0.00%	1.59%	1.30%	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	6.67%	6.63%	6.38%	6.06%	4.27%	5.11%	5.44%	5.90%	5.60%	6.06%	6.59%	5.99%
BOCT Innovator U.S. Equity Buffer ETF - October	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.20%	0.00%	0.00%	0.00%	0.00%	0.00%
XLP Consumer Staples Select Sector SPDR Fund	2.51%	2.77%	2.63%	2.47%	2.28%	2.50%	2.57%	3.04%	2.62%	2.53%	2.53%	2.40%
XLU Utilities Select Sector SPDR Fund	2.84%	2.96%	3.39%	2.92%	2.79%	3.14%	2.95%	3.33%	3.33%	3.42%	3.67%	3.19%
XLV Health Care Select Sector SPDR Fund	1.79%	1.67%	1.59%	1.47%	1.33%	1.49%	2.17%	1.57%	1.47%	1.60%	1.43%	1.35%
TMF Direxion Daily 20-Year Treasury Bull 3X	4.82%	4.29%	2.82%	1.62%	0.13%	2.23%	0.94%	1.49%	0.41%	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.

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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 3.86%.

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
-9.42%	Feb 26, 2025	30	Apr 8, 2025	—	—	—
-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

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 12 assets, with an effective number of assets of 11.49, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	^GSPC	TMF	GLD	DBC	XLU	XLP	SRLN	AAPL	XLV	JNK	HYG	BOCT	SPY	Portfolio
^GSPC	1.00	-0.09	0.06	0.30	0.43	0.57	0.60	0.72	0.70	0.74	0.75	0.94	1.00	0.70
TMF	-0.09	1.00	0.29	-0.14	0.13	0.03	-0.06	-0.04	-0.03	0.16	0.17	-0.09	-0.09	0.47
GLD	0.06	0.29	1.00	0.25	0.16	0.09	0.13	0.03	0.07	0.17	0.18	0.04	0.07	0.39
DBC	0.30	-0.14	0.25	1.00	0.11	0.13	0.28	0.19	0.15	0.29	0.29	0.27	0.30	0.26
XLU	0.43	0.13	0.16	0.11	1.00	0.63	0.30	0.24	0.49	0.40	0.40	0.41	0.43	0.55
XLP	0.57	0.03	0.09	0.13	0.63	1.00	0.36	0.37	0.63	0.46	0.46	0.54	0.57	0.58
SRLN	0.60	-0.06	0.13	0.28	0.30	0.36	1.00	0.43	0.42	0.61	0.60	0.57	0.60	0.48
AAPL	0.72	-0.04	0.03	0.19	0.24	0.37	0.43	1.00	0.46	0.54	0.55	0.68	0.72	0.65
XLV	0.70	-0.03	0.07	0.15	0.49	0.63	0.42	0.46	1.00	0.54	0.54	0.67	0.70	0.60
JNK	0.74	0.16	0.17	0.29	0.40	0.46	0.61	0.54	0.54	1.00	0.99	0.70	0.74	0.74
HYG	0.75	0.17	0.18	0.29	0.40	0.46	0.60	0.55	0.54	0.99	1.00	0.71	0.75	0.75
BOCT	0.94	-0.09	0.04	0.27	0.41	0.54	0.57	0.68	0.67	0.70	0.71	1.00	0.94	0.66
SPY	1.00	-0.09	0.07	0.30	0.43	0.57	0.60	0.72	0.70	0.74	0.75	0.94	1.00	0.70
Portfolio	0.70	0.47	0.39	0.26	0.55	0.58	0.48	0.65	0.60	0.74	0.75	0.66	0.70	1.00

The correlation results are calculated based on daily price changes starting from Oct 2, 2018

Performance Analysis

Risk Analysis

Optimization

Factor Model

Annie Car

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

Community