Циклічний ребаланс
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Циклічний ребаланс, 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 Jul 17, 2010, corresponding to the inception date of BTC-USD
Returns By Period
As of Sep 21, 2024, the Циклічний ребаланс returned 15.74% Year-To-Date and 14.06% of annualized return in the last 10 years.
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
Циклічний ребаланс | 15.74% | 1.69% | 8.66% | 29.80% | 11.92% | 14.06% |
Portfolio components: | ||||||
Vanguard Value ETF | 17.65% | 2.81% | 8.94% | 26.37% | 11.96% | 10.58% |
Vanguard Growth ETF | 22.83% | 0.48% | 10.13% | 40.15% | 18.60% | 15.42% |
Consumer Staples Select Sector SPDR Fund | 17.03% | 1.62% | 10.63% | 20.44% | 9.36% | 9.14% |
Consumer Discretionary Select Sector SPDR Fund | 10.48% | 4.87% | 7.88% | 21.76% | 11.25% | 12.65% |
Bitcoin | 49.52% | 3.30% | -0.92% | 137.86% | 44.39% | 64.49% |
SPDR S&P 500 ETF | 20.68% | 1.67% | 9.71% | 33.51% | 15.53% | 13.09% |
iShares 20+ Year Treasury Bond ETF | 2.67% | 0.47% | 7.34% | 13.39% | -4.70% | 0.93% |
Monthly Returns
The table below presents the monthly returns of Циклічний ребаланс, 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 | -0.25% | 4.91% | 3.11% | -5.08% | 3.86% | 2.17% | 2.29% | 1.85% | 15.74% | ||||
2023 | 8.57% | -2.94% | 5.30% | 1.17% | -1.41% | 5.15% | 0.98% | -2.79% | -5.33% | -1.88% | 9.02% | 6.25% | 22.92% |
2022 | -5.47% | -1.80% | 0.85% | -8.59% | -2.27% | -6.91% | 7.86% | -4.55% | -8.41% | 3.11% | 4.49% | -4.99% | -24.86% |
2021 | -1.24% | 1.54% | 4.20% | 3.85% | -1.54% | 2.46% | 3.39% | 2.23% | -4.04% | 7.52% | -0.07% | 1.16% | 20.68% |
2020 | 3.85% | -3.45% | -6.47% | 10.42% | 3.18% | 1.02% | 6.54% | 3.33% | -2.33% | -1.30% | 9.94% | 5.72% | 33.13% |
2019 | 4.88% | 1.93% | 3.48% | 3.58% | 1.72% | 7.79% | 0.83% | 2.47% | -0.25% | 1.19% | 0.82% | 0.67% | 32.98% |
2018 | 1.15% | -3.65% | -2.07% | 1.04% | 0.48% | 0.51% | 2.89% | 1.80% | -0.72% | -5.05% | 0.03% | -4.14% | -7.79% |
2017 | 1.72% | 3.99% | -0.48% | 2.63% | 6.01% | 1.19% | 1.77% | 4.38% | -0.58% | 3.65% | 6.93% | 4.89% | 42.30% |
2016 | -1.81% | 1.86% | 3.71% | 0.20% | 2.09% | 4.17% | 2.29% | -0.79% | -0.35% | -1.67% | -0.29% | 2.94% | 12.80% |
2015 | -0.39% | 2.28% | -1.01% | -0.64% | -0.01% | -1.57% | 3.83% | -5.20% | -0.38% | 6.82% | 1.04% | 0.13% | 4.52% |
2014 | -0.30% | 1.32% | -0.14% | 0.93% | 4.32% | 1.11% | -1.31% | 3.21% | -2.21% | 1.83% | 3.77% | 0.15% | 13.20% |
2013 | 4.91% | 5.33% | 22.61% | 5.45% | -1.49% | -3.24% | 3.17% | -0.97% | 2.30% | 6.17% | 32.92% | -8.96% | 82.87% |
Expense Ratio
Циклічний ребаланс has an expense ratio of 0.10%, which is considered low compared to other funds. 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 Циклічний ребаланс is 54, 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 | |
---|---|---|---|---|---|
Vanguard Value ETF | 2.61 | 3.53 | 1.47 | 1.61 | 15.44 |
Vanguard Growth ETF | 1.85 | 2.47 | 1.33 | 0.87 | 8.89 |
Consumer Staples Select Sector SPDR Fund | 2.38 | 3.52 | 1.41 | 1.01 | 18.62 |
Consumer Discretionary Select Sector SPDR Fund | 1.10 | 1.55 | 1.19 | 0.31 | 4.97 |
Bitcoin | 1.38 | 2.06 | 1.21 | 0.82 | 6.10 |
SPDR S&P 500 ETF | 2.39 | 3.17 | 1.44 | 1.18 | 14.46 |
iShares 20+ Year Treasury Bond ETF | 0.53 | 0.82 | 1.10 | 0.03 | 1.59 |
Dividends
Dividend yield
Циклічний ребаланс granted a 1.88% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Циклічний ребаланс | 1.88% | 2.01% | 1.88% | 1.29% | 1.49% | 1.85% | 2.14% | 1.90% | 2.10% | 2.09% | 1.98% | 2.13% |
Portfolio components: | ||||||||||||
Vanguard Value ETF | 1.76% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% | 2.21% |
Vanguard Growth ETF | 0.40% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
Consumer Staples Select Sector SPDR Fund | 2.01% | 2.63% | 2.47% | 2.28% | 2.50% | 2.57% | 3.04% | 2.62% | 2.53% | 2.52% | 2.40% | 2.39% |
Consumer Discretionary Select Sector SPDR Fund | 0.56% | 0.78% | 1.00% | 0.53% | 0.82% | 1.28% | 1.34% | 1.20% | 1.71% | 1.43% | 1.31% | 1.16% |
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% |
SPDR S&P 500 ETF | 1.23% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
iShares 20+ Year Treasury Bond ETF | 3.66% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% | 3.26% |
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 Циклічний ребаланс. 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 Циклічний ребаланс was 33.61%, occurring on Jun 12, 2011. Recovery took 628 trading sessions.
The current Циклічний ребаланс drawdown is 0.15%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-33.61% | Jun 10, 2011 | 3 | Jun 12, 2011 | 628 | Mar 1, 2013 | 631 |
-28.69% | Nov 10, 2021 | 340 | Oct 15, 2022 | 612 | Jun 18, 2024 | 952 |
-20.69% | Feb 15, 2020 | 33 | Mar 18, 2020 | 75 | Jun 1, 2020 | 108 |
-16.58% | Dec 17, 2017 | 374 | Dec 25, 2018 | 137 | May 11, 2019 | 511 |
-15.96% | Nov 30, 2013 | 19 | Dec 18, 2013 | 326 | Nov 9, 2014 | 345 |
Volatility
Volatility Chart
The current Циклічний ребаланс volatility is 2.86%, 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 | TLT | XLP | XLY | VUG | VTV | SPY | |
---|---|---|---|---|---|---|---|
BTC-USD | 1.00 | -0.02 | 0.04 | 0.09 | 0.09 | 0.07 | 0.09 |
TLT | -0.02 | 1.00 | -0.10 | -0.21 | -0.20 | -0.28 | -0.25 |
XLP | 0.04 | -0.10 | 1.00 | 0.52 | 0.53 | 0.65 | 0.61 |
XLY | 0.09 | -0.21 | 0.52 | 1.00 | 0.82 | 0.70 | 0.82 |
VUG | 0.09 | -0.20 | 0.53 | 0.82 | 1.00 | 0.70 | 0.91 |
VTV | 0.07 | -0.28 | 0.65 | 0.70 | 0.70 | 1.00 | 0.87 |
SPY | 0.09 | -0.25 | 0.61 | 0.82 | 0.91 | 0.87 | 1.00 |