ETFs
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AIRR First Trust RBA American Industrial Renaissance ETF | Building & Construction | 11.11% |
BTC-USD Bitcoin | 11.11% | |
BX The Blackstone Group Inc. | Financial Services | 11.11% |
ITB iShares U.S. Home Construction ETF | Building & Construction | 11.11% |
IYW iShares U.S. Technology ETF | Technology Equities | 11.11% |
QQQ Invesco QQQ | Large Cap Blend Equities | 11.11% |
SMH VanEck Vectors Semiconductor ETF | Technology Equities | 11.11% |
UGA United States Gasoline Fund LP | Oil & Gas | 11.11% |
URA Global X Uranium ETF | Commodity Producers Equities | 11.11% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ETFs, 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 Mar 11, 2014, corresponding to the inception date of AIRR
Returns By Period
As of Aug 27, 2024, the ETFs returned 21.54% Year-To-Date and 26.60% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
| ETFs | 21.54% | -0.82% | 11.79% | 45.88% | 33.83% | 26.60% |
| Portfolio components: | ||||||
QQQ Invesco QQQ | 16.41% | 2.67% | 9.20% | 31.48% | 21.55% | 17.85% |
SMH VanEck Vectors Semiconductor ETF | 38.71% | 0.94% | 15.32% | 63.68% | 37.32% | 28.44% |
BX The Blackstone Group Inc. | 10.64% | 0.55% | 14.74% | 46.61% | 27.87% | 21.91% |
ITB iShares U.S. Home Construction ETF | 19.94% | 2.23% | 15.42% | 48.89% | 25.56% | 18.21% |
IYW iShares U.S. Technology ETF | 20.67% | 2.37% | 11.91% | 39.07% | 25.19% | 20.14% |
BTC-USD Bitcoin | 48.65% | -7.35% | 15.24% | 140.82% | 45.12% | 61.86% |
URA Global X Uranium ETF | -3.31% | -2.87% | -2.79% | 20.72% | 24.58% | 1.96% |
UGA United States Gasoline Fund LP | 4.46% | -4.07% | -4.16% | -12.69% | 17.04% | 1.00% |
AIRR First Trust RBA American Industrial Renaissance ETF | 25.72% | -1.61% | 18.72% | 36.28% | 24.51% | 14.41% |
Monthly Returns
The table below presents the monthly returns of ETFs, 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 | 1.81% | 9.73% | 6.17% | -6.21% | 6.70% | 0.26% | 3.90% | 21.54% | |||||
| 2023 | 16.79% | -2.01% | 6.04% | 0.06% | 2.32% | 9.47% | 5.53% | -1.74% | -2.12% | -1.44% | 11.13% | 8.90% | 64.66% |
| 2022 | -6.87% | 2.41% | 2.63% | -10.17% | 3.50% | -14.44% | 12.61% | -6.59% | -9.51% | 7.41% | 3.40% | -6.39% | -22.94% |
| 2021 | 3.92% | 11.26% | 8.75% | 5.49% | -1.45% | 1.87% | 5.30% | 4.85% | -3.40% | 13.82% | -0.99% | -0.69% | 58.94% |
| 2020 | 2.87% | -7.48% | -21.09% | 19.61% | 11.27% | 4.03% | 7.10% | 6.97% | -3.97% | -0.03% | 18.49% | 15.96% | 57.10% |
| 2019 | 8.05% | 4.88% | 3.28% | 9.74% | 0.53% | 14.62% | 1.13% | -2.36% | 1.73% | 5.03% | 0.32% | 3.15% | 61.57% |
| 2018 | 0.66% | -4.19% | -4.59% | 3.73% | 0.71% | -2.19% | 4.82% | 1.03% | -0.31% | -10.71% | -4.65% | -8.51% | -22.70% |
| 2017 | 6.76% | 3.17% | -0.80% | 1.95% | 11.95% | 1.92% | 5.95% | 9.17% | -0.57% | 9.48% | 11.59% | 8.47% | 93.69% |
| 2016 | -9.31% | 1.67% | 7.91% | 0.86% | 3.09% | 1.88% | 2.80% | 1.06% | 1.97% | -1.18% | 5.06% | 7.71% | 24.85% |
| 2015 | -6.39% | 9.64% | -2.31% | 2.86% | 1.47% | -2.50% | -1.65% | -7.58% | -4.41% | 9.85% | 2.72% | -0.40% | -0.38% |
| 2014 | -4.31% | -3.19% | 6.29% | 3.14% | -3.64% | 1.90% | -6.11% | -2.25% | 4.75% | -4.45% | -8.40% |
Expense Ratio
ETFs features an expense ratio of 0.39%, 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 ETFs is 31, 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 | |
|---|---|---|---|---|---|
QQQ Invesco QQQ | 1.40 | 1.95 | 1.25 | 0.55 | 6.82 |
SMH VanEck Vectors Semiconductor ETF | 1.73 | 2.29 | 1.29 | 1.05 | 8.14 |
BX The Blackstone Group Inc. | 0.68 | 1.08 | 1.13 | 0.35 | 3.09 |
ITB iShares U.S. Home Construction ETF | 1.17 | 1.74 | 1.21 | 0.64 | 4.61 |
IYW iShares U.S. Technology ETF | 1.45 | 1.98 | 1.26 | 0.64 | 7.13 |
BTC-USD Bitcoin | 1.40 | 2.07 | 1.21 | 0.85 | 6.95 |
URA Global X Uranium ETF | -0.03 | 0.21 | 1.03 | 0.30 | -0.09 |
UGA United States Gasoline Fund LP | -0.01 | 0.15 | 1.02 | -0.36 | -0.04 |
AIRR First Trust RBA American Industrial Renaissance ETF | 1.65 | 2.19 | 1.27 | 1.38 | 8.77 |
Dividends
Dividend yield
ETFs granted a 1.19% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ETFs | 1.19% | 1.21% | 1.34% | 1.20% | 0.85% | 1.47% | 1.69% | 1.60% | 2.23% | 2.12% | 1.72% | 1.06% |
| Portfolio components: | ||||||||||||
QQQ Invesco QQQ | 0.61% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
SMH VanEck Vectors Semiconductor ETF | 0.43% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
BX The Blackstone Group Inc. | 2.39% | 2.54% | 6.66% | 2.76% | 2.95% | 3.43% | 8.12% | 7.25% | 8.44% | 9.92% | 5.63% | 3.67% |
ITB iShares U.S. Home Construction ETF | 0.40% | 0.48% | 0.86% | 0.37% | 0.46% | 0.50% | 0.63% | 0.28% | 0.43% | 0.34% | 0.34% | 0.12% |
IYW iShares U.S. Technology ETF | 0.32% | 0.40% | 0.50% | 0.31% | 0.56% | 0.72% | 0.91% | 0.82% | 1.13% | 1.12% | 1.13% | 1.06% |
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% |
URA Global X Uranium ETF | 6.38% | 6.07% | 0.76% | 5.84% | 1.69% | 1.66% | 0.44% | 2.03% | 7.28% | 1.96% | 4.28% | 0.54% |
UGA United States Gasoline Fund LP | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AIRR First Trust RBA American Industrial Renaissance ETF | 0.15% | 0.23% | 0.12% | 0.05% | 0.10% | 0.20% | 0.43% | 0.30% | 0.08% | 0.47% | 0.38% | 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 ETFs. 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 ETFs was 39.99%, occurring on Mar 23, 2020. Recovery took 121 trading sessions.
The current ETFs drawdown is 3.65%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -39.99% | Feb 13, 2020 | 40 | Mar 23, 2020 | 121 | Jul 22, 2020 | 161 |
| -33.86% | Dec 19, 2017 | 372 | Dec 25, 2018 | 179 | Jun 22, 2019 | 551 |
| -32.13% | Nov 10, 2021 | 340 | Oct 15, 2022 | 271 | Jul 13, 2023 | 611 |
| -25.91% | Jul 4, 2014 | 588 | Feb 11, 2016 | 278 | Nov 15, 2016 | 866 |
| -12.13% | Jul 17, 2024 | 22 | Aug 7, 2024 | — | — | — |
Volatility
Volatility Chart
The current ETFs volatility is 8.89%, 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 | UGA | URA | ITB | BX | AIRR | SMH | IYW | QQQ | |
|---|---|---|---|---|---|---|---|---|---|
| BTC-USD | 1.00 | 0.03 | 0.10 | 0.08 | 0.09 | 0.09 | 0.12 | 0.12 | 0.13 |
| UGA | 0.03 | 1.00 | 0.25 | 0.11 | 0.15 | 0.21 | 0.14 | 0.15 | 0.14 |
| URA | 0.10 | 0.25 | 1.00 | 0.32 | 0.35 | 0.45 | 0.38 | 0.39 | 0.39 |
| ITB | 0.08 | 0.11 | 0.32 | 1.00 | 0.46 | 0.59 | 0.47 | 0.48 | 0.50 |
| BX | 0.09 | 0.15 | 0.35 | 0.46 | 1.00 | 0.50 | 0.46 | 0.49 | 0.51 |
| AIRR | 0.09 | 0.21 | 0.45 | 0.59 | 0.50 | 1.00 | 0.50 | 0.49 | 0.50 |
| SMH | 0.12 | 0.14 | 0.38 | 0.47 | 0.46 | 0.50 | 1.00 | 0.80 | 0.77 |
| IYW | 0.12 | 0.15 | 0.39 | 0.48 | 0.49 | 0.49 | 0.80 | 1.00 | 0.94 |
| QQQ | 0.13 | 0.14 | 0.39 | 0.50 | 0.51 | 0.50 | 0.77 | 0.94 | 1.00 |