Rings Of Power
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AUSF Global X Adaptive U.S. Factor ETF | All Cap Equities | 50% |
SPHQ Invesco S&P 500® Quality ETF | Large Cap Blend Equities | 50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Rings Of Power, 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 every 3 months.
The earliest data available for this chart is Aug 28, 2018, corresponding to the inception date of AUSF
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -5.91% | -9.57% | 5.19% | 12.98% | 9.68% |
| Rings Of Power | -3.24% | -4.46% | -5.06% | 9.98% | 17.43% | N/A |
| Portfolio components: | ||||||
AUSF Global X Adaptive U.S. Factor ETF | -0.77% | -4.08% | -3.84% | 10.13% | 19.18% | N/A |
SPHQ Invesco S&P 500® Quality ETF | -5.73% | -4.86% | -6.33% | 9.52% | 15.38% | 12.20% |
Monthly Returns
The table below presents the monthly returns of Rings Of Power, 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 | 4.05% | 0.84% | -2.83% | -5.09% | -3.24% | ||||||||
| 2024 | 2.39% | 4.40% | 4.10% | -4.04% | 4.22% | 1.57% | 3.85% | 2.40% | 0.87% | -1.07% | 5.44% | -4.50% | 20.79% |
| 2023 | 2.32% | -2.42% | 3.17% | 1.53% | -2.09% | 6.97% | 3.94% | 0.23% | -4.52% | -1.70% | 8.66% | 6.40% | 23.82% |
| 2022 | -4.02% | -1.56% | 2.46% | -5.59% | 1.85% | -8.21% | 7.11% | -2.74% | -7.21% | 10.44% | 4.70% | -4.10% | -8.42% |
| 2021 | -0.10% | 3.46% | 5.34% | 3.35% | 2.35% | 1.32% | 1.61% | 2.53% | -3.46% | 4.51% | -1.63% | 6.01% | 27.91% |
| 2020 | -0.46% | -9.82% | -16.02% | 13.13% | 3.98% | 1.74% | 4.01% | 5.90% | -2.79% | -1.65% | 11.27% | 3.60% | 9.53% |
| 2019 | 8.10% | 3.25% | 1.54% | 3.36% | -5.79% | 6.11% | 1.22% | -1.94% | 2.87% | 1.76% | 3.03% | 2.75% | 28.82% |
| 2018 | 0.19% | 0.99% | -5.60% | 1.19% | -8.66% | -11.71% |
Expense Ratio
Rings Of Power has an expense ratio of 0.21%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Rings Of Power is 71, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
AUSF Global X Adaptive U.S. Factor ETF | 0.67 | 1.02 | 1.14 | 0.83 | 3.20 |
SPHQ Invesco S&P 500® Quality ETF | 0.50 | 0.81 | 1.11 | 0.51 | 2.39 |
Dividends
Dividend yield
Rings Of Power provided a 2.07% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.07% | 1.89% | 1.63% | 2.18% | 1.70% | 2.25% | 2.76% | 1.66% | 0.79% | 0.84% | 1.14% | 0.83% |
| Portfolio components: | ||||||||||||
AUSF Global X Adaptive U.S. Factor ETF | 2.92% | 2.63% | 1.83% | 2.51% | 2.22% | 2.95% | 4.03% | 1.46% | 0.00% | 0.00% | 0.00% | 0.00% |
SPHQ Invesco S&P 500® Quality ETF | 1.22% | 1.15% | 1.43% | 1.85% | 1.19% | 1.56% | 1.50% | 1.86% | 1.57% | 1.68% | 2.29% | 1.66% |
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 Rings Of Power. 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 Rings Of Power was 37.87%, occurring on Mar 23, 2020. Recovery took 162 trading sessions.
The current Rings Of Power drawdown is 8.29%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -37.87% | Feb 13, 2020 | 27 | Mar 23, 2020 | 162 | Nov 10, 2020 | 189 |
| -17.87% | Sep 24, 2018 | 64 | Dec 24, 2018 | 70 | Apr 5, 2019 | 134 |
| -17.76% | Jan 5, 2022 | 186 | Sep 30, 2022 | 193 | Jul 11, 2023 | 379 |
| -13.51% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -7.75% | Sep 5, 2023 | 39 | Oct 27, 2023 | 12 | Nov 14, 2023 | 51 |
Volatility
Volatility Chart
The current Rings Of Power volatility is 11.00%, 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
| AUSF | SPHQ | |
|---|---|---|
| AUSF | 1.00 | 0.76 |
| SPHQ | 0.76 | 1.00 |