fr
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund | Total Bond Market | 21% |
BTC-USD Bitcoin | 11% | |
HFSAX Hundredfold Select Alternative Fund Investor Class | Tactical Allocation | 11% |
INCO Columbia India Consumer ETF | Asia Pacific Equities | 40% |
RTSI RTS Index | 2% | |
XLKQ.L Invesco US Technology Sector UCITS ETF | Technology Equities | 15% |
Performance
Performance Chart
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
The earliest data available for this chart is Dec 18, 2013, corresponding to the inception date of AGZD
Returns By Period
As of Aug 27, 2024, the fr returned 22.08% Year-To-Date and 20.76% 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% |
| fr | 22.08% | 0.00% | 12.22% | 43.33% | 22.48% | 20.77% |
| Portfolio components: | ||||||
INCO Columbia India Consumer ETF | 26.03% | 1.35% | 17.16% | 47.59% | 19.49% | 11.74% |
RTSI RTS Index | -12.46% | -10.39% | -13.56% | -10.35% | -5.89% | -2.24% |
BTC-USD Bitcoin | 48.65% | -7.95% | 10.06% | 140.67% | 45.86% | 62.01% |
XLKQ.L Invesco US Technology Sector UCITS ETF | 30.21% | 2.79% | 17.15% | 49.93% | 26.92% | 21.27% |
HFSAX Hundredfold Select Alternative Fund Investor Class | 2.36% | 0.45% | 2.66% | 12.53% | 9.74% | 7.18% |
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund | 4.24% | 0.72% | 3.15% | 6.91% | 3.06% | 2.19% |
Monthly Returns
The table below presents the monthly returns of fr, 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 | 1.43% | 7.94% | 3.95% | -1.86% | 2.58% | 4.35% | 1.98% | 22.08% | |||||
| 2023 | 7.34% | -1.82% | 4.65% | 2.84% | 3.17% | 4.78% | 1.03% | -1.48% | -0.66% | 3.17% | 7.33% | 5.44% | 41.55% |
| 2022 | -3.53% | -1.92% | -0.12% | -3.12% | -1.63% | -6.18% | 7.43% | -1.81% | -4.17% | 1.99% | -0.12% | -3.73% | -16.22% |
| 2021 | 2.27% | 5.76% | 6.31% | -0.99% | 0.29% | 1.11% | 2.06% | 4.18% | -1.16% | 6.32% | -1.89% | -0.99% | 25.31% |
| 2020 | 4.06% | -5.30% | -13.15% | 10.64% | 4.91% | 3.17% | 5.46% | 5.34% | -1.73% | 0.68% | 12.72% | 12.89% | 43.36% |
| 2019 | -1.77% | 2.39% | 3.00% | 3.65% | 6.86% | 8.51% | -3.09% | -1.23% | 2.83% | 4.72% | -3.14% | 1.16% | 25.73% |
| 2018 | -2.75% | -2.08% | -3.82% | 5.95% | -3.55% | -2.29% | 4.65% | -0.38% | -6.13% | -4.19% | 0.36% | -1.37% | -15.11% |
| 2017 | 3.50% | 4.51% | 2.35% | 4.94% | 11.12% | 2.11% | 4.38% | 7.79% | -1.94% | 9.73% | 10.63% | 9.32% | 93.03% |
| 2016 | -6.46% | -0.28% | 6.63% | 0.76% | 3.94% | 4.52% | 3.02% | -0.21% | 1.64% | 1.28% | -2.65% | 4.95% | 17.72% |
| 2015 | 0.31% | 4.14% | -2.49% | -2.89% | 1.88% | 0.27% | 3.58% | -7.79% | -1.30% | 6.22% | 2.70% | 2.11% | 6.11% |
| 2014 | -1.23% | -2.14% | 4.06% | -1.74% | 9.56% | 3.00% | -1.35% | 1.86% | -0.63% | -0.12% | 2.75% | -2.81% | 11.08% |
| 2013 | 5.79% | 5.79% |
Expense Ratio
fr features an expense ratio of 0.56%, 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 risk-adjusted rank of fr is 90, placing it in the top 10% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
INCO Columbia India Consumer ETF | 3.22 | 4.48 | 1.58 | 3.93 | 34.52 |
RTSI RTS Index | -0.92 | -1.21 | 0.85 | -0.17 | -2.21 |
BTC-USD Bitcoin | 1.40 | 2.07 | 1.21 | 0.85 | 6.95 |
XLKQ.L Invesco US Technology Sector UCITS ETF | 2.13 | 2.77 | 1.36 | 1.22 | 10.35 |
HFSAX Hundredfold Select Alternative Fund Investor Class | 0.61 | 0.82 | 1.13 | 0.13 | 2.53 |
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund | 2.02 | 3.11 | 1.37 | 1.73 | 29.48 |
Dividends
Dividend yield
fr granted a 3.01% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| fr | 3.01% | 3.37% | 6.58% | 3.96% | 2.11% | 1.42% | 0.94% | 1.72% | 1.06% | 0.69% | 1.32% | 0.59% |
| Portfolio components: | ||||||||||||
INCO Columbia India Consumer ETF | 3.02% | 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 | 5.12% | 5.17% | 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 | 5.91% | 6.07% | 8.61% | 1.66% | 2.28% | 2.83% | 2.62% | 2.31% | 1.95% | 2.37% | 1.69% | 0.05% |
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 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 27.03%, occurring on Mar 23, 2020. Recovery took 127 trading sessions.
The current fr drawdown is 0.27%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.03% | Feb 13, 2020 | 40 | Mar 23, 2020 | 127 | Jul 28, 2020 | 167 |
| -26.66% | Dec 17, 2017 | 359 | Dec 10, 2018 | 400 | Jan 14, 2020 | 759 |
| -22.33% | Nov 9, 2021 | 222 | Jun 18, 2022 | 504 | Nov 4, 2023 | 726 |
| -12.92% | Aug 6, 2015 | 19 | Aug 24, 2015 | 72 | Nov 4, 2015 | 91 |
| -11.06% | Dec 26, 2015 | 48 | Feb 11, 2016 | 68 | Apr 19, 2016 | 116 |
Volatility
Volatility Chart
The current fr volatility is 3.78%, 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
| AGZD | BTC-USD | RTSI | INCO | XLKQ.L | HFSAX | |
|---|---|---|---|---|---|---|
| AGZD | 1.00 | 0.01 | 0.06 | 0.05 | 0.10 | 0.07 |
| BTC-USD | 0.01 | 1.00 | 0.06 | 0.06 | 0.09 | 0.12 |
| RTSI | 0.06 | 0.06 | 1.00 | 0.21 | 0.28 | 0.26 |
| INCO | 0.05 | 0.06 | 0.21 | 1.00 | 0.26 | 0.36 |
| XLKQ.L | 0.10 | 0.09 | 0.28 | 0.26 | 1.00 | 0.41 |
| HFSAX | 0.07 | 0.12 | 0.26 | 0.36 | 0.41 | 1.00 |