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Last updated Mar 2, 2024

Asset Allocation


AGZD 21%BTC-USD 11%INCO 40%XLKQ.L 15%HFSAX 11%RTSI 2%BondBondCryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorWeight
AGZD
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund
Total Bond Market

21%

BTC-USD
Bitcoin

11%

INCO
Columbia India Consumer ETF
Asia Pacific Equities

40%

XLKQ.L
Invesco US Technology Sector UCITS ETF
Technology Equities

15%

HFSAX
Hundredfold Select Alternative Fund Investor Class
Tactical Allocation

11%

RTSI
RTS Index

2%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in fr, 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


100.00%200.00%300.00%400.00%500.00%600.00%700.00%OctoberNovemberDecember2024FebruaryMarch
654.62%
183.71%
fr
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 18, 2013, corresponding to the inception date of AGZD

Returns

As of Mar 2, 2024, the fr returned 10.88% Year-To-Date and 14.67% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
fr10.88%8.39%28.43%48.19%16.57%14.63%
INCO
Columbia India Consumer ETF
8.35%5.66%25.18%45.68%9.05%9.02%
RTSI
RTS Index
3.58%0.45%5.54%18.71%-0.82%-0.22%
BTC-USD
Bitcoin
47.74%45.24%141.90%178.31%46.79%37.39%
XLKQ.L
Invesco US Technology Sector UCITS ETF
13.53%6.24%24.22%61.64%17.69%14.05%
HFSAX
Hundredfold Select Alternative Fund Investor Class
-0.62%0.59%8.47%9.42%6.50%4.79%
AGZD
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund
0.96%0.39%3.41%7.82%4.25%3.19%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.37%8.09%
2023-1.48%-0.66%3.17%7.33%5.49%

Sharpe Ratio

The current fr Sharpe ratio is 4.28. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.004.28

The Sharpe ratio of fr is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00OctoberNovemberDecember2024FebruaryMarch
4.28
2.44
fr
Benchmark (^GSPC)
Portfolio components

Dividend yield

fr granted a 3.26% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
fr3.26%3.37%6.58%3.96%2.11%1.42%0.94%1.72%1.06%0.69%1.32%0.59%
INCO
Columbia India Consumer ETF
3.52%3.81%10.57%6.25%0.34%0.28%0.12%0.05%0.09%0.00%0.08%0.00%
RTSI
RTS Index
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%
XLKQ.L
Invesco US Technology Sector UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HFSAX
Hundredfold Select Alternative Fund Investor Class
5.18%5.14%4.92%10.08%13.58%6.44%3.11%11.06%5.60%1.79%8.53%5.26%
AGZD
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund
6.12%6.07%8.61%1.66%2.28%2.83%2.62%2.31%1.95%2.37%1.69%0.05%

Expense Ratio

The fr has a high expense ratio of 0.56%, 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.


0.50%1.00%1.50%2.00%0.75%
0.50%1.00%1.50%2.00%0.14%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
fr
4.28
INCO
Columbia India Consumer ETF
2.87
RTSI
RTS Index
0.56
BTC-USD
Bitcoin
2.99
XLKQ.L
Invesco US Technology Sector UCITS ETF
2.05
HFSAX
Hundredfold Select Alternative Fund Investor Class
2.09
AGZD
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund
1.98

Asset Correlations Table

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

AGZDBTC-USDRTSIINCOXLKQ.LHFSAX
AGZD1.000.010.060.050.100.09
BTC-USD0.011.000.070.060.090.12
RTSI0.060.071.000.220.290.28
INCO0.050.060.221.000.270.37
XLKQ.L0.100.090.290.271.000.41
HFSAX0.090.120.280.370.411.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
fr
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the fr. 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 fr was 26.98%, occurring on Mar 23, 2020. Recovery took 126 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-26.98%Feb 13, 202040Mar 23, 2020126Jul 27, 2020166
-26.25%Dec 17, 2017359Dec 10, 2018399Jan 13, 2020758
-22.17%Nov 9, 2021222Jun 18, 2022493Oct 24, 2023715
-12.92%Aug 6, 201519Aug 24, 201572Nov 4, 201591
-11.03%Dec 26, 201548Feb 11, 201668Apr 19, 2016116

Volatility Chart

The current fr volatility is 2.51%, 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.


1.00%2.00%3.00%4.00%5.00%OctoberNovemberDecember2024FebruaryMarch
2.51%
3.47%
fr
Benchmark (^GSPC)
Portfolio components
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