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Full Stack- 1
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Full Stack- 1

Last updated Nov 13, 2024

Asset Allocation

DBMF 20%BTAL 10%HCMT 25%RSST 20%VONG 10%GDE 5%RSSB 10%AlternativesAlternativesEquityEquityMulti-AssetMulti-Asset
PositionCategory/SectorWeight
BTAL
AGFiQ US Market Neutral Anti-Beta Fund		Long-Short
10%
DBMF
iM DBi Managed Futures Strategy ETF		Hedge Fund, Actively Managed
20%
GDE
WisdomTree Efficient Gold Plus Equity Strategy Fund		Large Cap Blend Equities
5%
HCMT
Direxion HCM Tactical Enhanced U.S. Equity Strategy ETF		Large Cap Blend Equities
25%
RSSB
Return Stacked Global Stocks & Bonds ETF		Global Allocation
10%
RSST
Return Stacked U.S. Stocks & Managed Futures ETF		Large Cap Blend Equities
20%
VONG
Vanguard Russell 1000 Growth ETF		Large Cap Blend Equities
10%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Full Stack- 1, 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

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
7.31%
12.76%
Full Stack- 1
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 5, 2023, corresponding to the inception date of RSSB

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		25.48%2.14%12.76%33.14%13.96%11.39%
Full Stack- 124.06%0.91%7.31%N/AN/AN/A
Portfolio components:
RSST
Return Stacked U.S. Stocks & Managed Futures ETF		19.64%1.13%-0.12%25.14%N/AN/A
GDE
WisdomTree Efficient Gold Plus Equity Strategy Fund		44.97%-0.08%16.49%59.90%N/AN/A
HCMT
Direxion HCM Tactical Enhanced U.S. Equity Strategy ETF		43.10%3.92%20.88%59.29%N/AN/A
DBMF
iM DBi Managed Futures Strategy ETF		7.67%-1.88%-6.05%3.45%6.52%N/A
BTAL
AGFiQ US Market Neutral Anti-Beta Fund		13.98%-1.38%4.09%-0.37%-2.04%0.55%
VONG
Vanguard Russell 1000 Growth ETF		32.15%3.98%16.24%42.61%20.00%16.73%
RSSB
Return Stacked Global Stocks & Bonds ETF		13.46%-2.23%6.85%N/AN/AN/A

Monthly Returns

The table below presents the monthly returns of Full Stack- 1, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.01%5.98%4.22%-2.24%4.55%4.58%-1.59%1.15%2.29%-3.34%24.06%
20233.60%3.60%

Expense Ratio

Full Stack- 1 has a high expense ratio of 0.94%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

BTAL
AGFiQ US Market Neutral Anti-Beta Fund
Expense ratio chart for BTAL: current value at 2.11% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%2.11%
HCMT
Direxion HCM Tactical Enhanced U.S. Equity Strategy ETF
Expense ratio chart for HCMT: current value at 1.17% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.17%
RSST
Return Stacked U.S. Stocks & Managed Futures ETF
Expense ratio chart for RSST: current value at 1.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.04%
DBMF
iM DBi Managed Futures Strategy ETF
Expense ratio chart for DBMF: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%
RSSB
Return Stacked Global Stocks & Bonds ETF
Expense ratio chart for RSSB: current value at 0.41% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.41%
GDE
WisdomTree Efficient Gold Plus Equity Strategy Fund
Expense ratio chart for GDE: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
VONG
Vanguard Russell 1000 Growth ETF
Expense ratio chart for VONG: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Full Stack- 1 is 59, 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.

The Risk-Adjusted Performance Rank of Full Stack- 1 is 5959
Combined Rank
The Sharpe Ratio Rank of Full Stack- 1 is 5050Sharpe Ratio Rank
The Sortino Ratio Rank of Full Stack- 1 is 5454Sortino Ratio Rank
The Omega Ratio Rank of Full Stack- 1 is 4949Omega Ratio Rank
The Calmar Ratio Rank of Full Stack- 1 is 7878Calmar Ratio Rank
The Martin Ratio Rank of Full Stack- 1 is 6262Martin 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.

Full Stack- 1
Sharpe ratio
No data
Sortino ratio
No data
Omega ratio
No data
Calmar ratio
No data
Martin ratio
No data
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.91, compared to the broader market0.002.004.006.002.91
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.88, compared to the broader market-2.000.002.004.006.003.88
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.55, compared to the broader market0.801.001.201.401.601.802.001.55
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.20, compared to the broader market0.005.0010.0015.004.20
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.80, compared to the broader market0.0010.0020.0030.0040.0050.0060.0018.80
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
RSST
Return Stacked U.S. Stocks & Managed Futures ETF		1.101.551.201.393.93
GDE
WisdomTree Efficient Gold Plus Equity Strategy Fund		3.173.781.525.9121.72
HCMT
Direxion HCM Tactical Enhanced U.S. Equity Strategy ETF		2.302.831.393.1111.55
DBMF
iM DBi Managed Futures Strategy ETF		0.090.201.030.060.20
BTAL
AGFiQ US Market Neutral Anti-Beta Fund		-0.14-0.080.99-0.07-0.43
VONG
Vanguard Russell 1000 Growth ETF		2.553.281.473.2412.80
RSSB
Return Stacked Global Stocks & Bonds ETF		—————

Sharpe Ratio

There is not enough data available to calculate the Sharpe ratio for Full Stack- 1. We calculate this metric based on the past 12 months of trading data. Please check back later for updated information.

Chart placeholderNot enough data

Dividends

Dividend yield

Full Stack- 1 provided a 2.39% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
Portfolio2.39%1.78%1.78%2.13%0.25%2.06%0.16%0.12%0.15%0.15%0.14%0.13%
Portfolio components:
RSST
Return Stacked U.S. Stocks & Managed Futures ETF		0.78%0.93%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GDE
WisdomTree Efficient Gold Plus Equity Strategy Fund		7.02%2.22%0.81%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HCMT
Direxion HCM Tactical Enhanced U.S. Equity Strategy ETF		0.75%0.63%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DBMF
iM DBi Managed Futures Strategy ETF		5.21%2.91%7.72%10.38%0.86%9.35%0.00%0.00%0.00%0.00%0.00%0.00%
BTAL
AGFiQ US Market Neutral Anti-Beta Fund		5.39%6.14%1.00%0.00%0.00%0.88%0.39%0.00%0.00%0.00%0.00%0.00%
VONG
Vanguard Russell 1000 Growth ETF		0.58%0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%1.43%1.28%
RSSB
Return Stacked Global Stocks & Bonds ETF		0.54%0.61%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.

-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.42%
-0.27%
Full Stack- 1
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Full Stack- 1. 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 Full Stack- 1 was 12.95%, occurring on Aug 5, 2024. The portfolio has not yet recovered.

The current Full Stack- 1 drawdown is 1.42%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-12.95%Jul 11, 202418Aug 5, 2024———
-4.83%Apr 12, 20246Apr 19, 202415May 10, 202421
-2.91%Dec 28, 20236Jan 5, 20248Jan 18, 202414
-2.12%May 22, 20249Jun 4, 20244Jun 10, 202413
-1.99%Apr 2, 20243Apr 4, 20245Apr 11, 20248

Volatility

Volatility Chart

The current Full Stack- 1 volatility is 4.74%, 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.

2.00%3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
4.74%
3.75%
Full Stack- 1
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
DBMFBTALGDERSSBVONGRSSTHCMT
DBMF1.00-0.200.410.240.370.610.38
BTAL-0.201.00-0.41-0.60-0.52-0.47-0.54
GDE0.41-0.411.000.670.630.680.63
RSSB0.24-0.600.671.000.740.700.77
VONG0.37-0.520.630.741.000.800.97
RSST0.61-0.470.680.700.801.000.83
HCMT0.38-0.540.630.770.970.831.00
The correlation results are calculated based on daily price changes starting from Dec 6, 2023