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7 Heaven Strategy

Last updated Feb 22, 2024

Asset Allocation


BTC-USD 15%ETH-USD 15%GOOGL 10%AMZN 10%AAPL 10%META 10%MSFT 10%NVDA 10%TSLA 10%CryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorWeight
BTC-USD
Bitcoin

15%

ETH-USD
Ethereum

15%

GOOGL
Alphabet Inc.
Communication Services

10%

AMZN
Amazon.com, Inc.
Consumer Cyclical

10%

AAPL
Apple Inc.
Technology

10%

META
Meta Platforms, Inc.
Communication Services

10%

MSFT
Microsoft Corporation
Technology

10%

NVDA
NVIDIA Corporation
Technology

10%

TSLA
Tesla, Inc.
Consumer Cyclical

10%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in 7 Heaven Strategy, 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


-10.00%0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2024February
37.88%
12.30%
7 Heaven Strategy
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Aug 7, 2015, corresponding to the inception date of ETH-USD

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.44%2.71%12.30%24.63%12.30%10.51%
7 Heaven Strategy14.00%11.99%40.40%86.39%39.80%N/A
GOOGL
Alphabet Inc.
2.05%-3.05%9.84%55.54%13.83%16.85%
AMZN
Amazon.com, Inc.
10.96%8.06%27.87%76.00%10.55%25.59%
AAPL
Apple Inc.
-5.18%-6.47%3.64%23.09%22.64%27.19%
META
Meta Platforms, Inc.
32.37%21.63%63.39%173.80%15.81%21.22%
MSFT
Microsoft Corporation
7.15%1.01%26.18%61.22%20.29%28.79%
NVDA
NVIDIA Corporation
36.25%12.69%43.09%225.25%48.01%65.56%
TSLA
Tesla, Inc.
-21.62%-6.87%-15.33%-3.03%37.29%30.20%
BTC-USD
Bitcoin
22.65%30.10%98.14%114.31%41.80%35.96%
ETH-USD
Ethereum
30.19%32.56%78.94%80.76%49.88%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.52%
20232.48%-3.72%-3.38%3.67%11.33%6.51%

Sharpe Ratio

The current 7 Heaven Strategy Sharpe ratio is 2.29. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.002.29

The Sharpe ratio of 7 Heaven Strategy lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2024February
2.29
1.79
7 Heaven Strategy
Benchmark (^GSPC)
Portfolio components

Dividend yield

7 Heaven Strategy granted a 0.14% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
7 Heaven Strategy0.14%0.13%0.19%0.12%0.17%0.25%0.39%0.36%0.47%0.55%0.58%0.66%
GOOGL
Alphabet Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AMZN
Amazon.com, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AAPL
Apple Inc.
0.53%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
META
Meta Platforms, Inc.
0.11%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MSFT
Microsoft Corporation
0.71%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
NVDA
NVIDIA Corporation
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%
TSLA
Tesla, Inc.
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%
ETH-USD
Ethereum
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Expense Ratio

The 7 Heaven Strategy has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


The portfolio doesn't hold funds that charge fees

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
1.79
7 Heaven Strategy
2.29
GOOGL
Alphabet Inc.
0.68
AMZN
Amazon.com, Inc.
1.34
AAPL
Apple Inc.
-0.03
META
Meta Platforms, Inc.
2.31
MSFT
Microsoft Corporation
1.15
NVDA
NVIDIA Corporation
1.87
TSLA
Tesla, Inc.
-0.60
BTC-USD
Bitcoin
3.16
ETH-USD
Ethereum
2.14

Asset Correlations Table

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

BTC-USDETH-USDTSLAMETANVDAAAPLAMZNGOOGLMSFT
BTC-USD1.000.620.090.110.130.120.120.120.12
ETH-USD0.621.000.090.110.130.120.130.130.12
TSLA0.090.091.000.320.410.370.370.340.37
META0.110.110.321.000.480.480.570.630.55
NVDA0.130.130.410.481.000.520.530.510.56
AAPL0.120.120.370.480.521.000.540.560.61
AMZN0.120.130.370.570.530.541.000.640.62
GOOGL0.120.130.340.630.510.560.641.000.67
MSFT0.120.120.370.550.560.610.620.671.00

Drawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-0.89%
-0.95%
7 Heaven Strategy
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 7 Heaven Strategy. 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 7 Heaven Strategy was 56.60%, occurring on Dec 28, 2022. Recovery took 401 trading sessions.

The current 7 Heaven Strategy drawdown is 0.89%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-56.6%Nov 9, 2021415Dec 28, 2022401Feb 2, 2024816
-44.61%Jan 14, 2018346Dec 25, 2018183Jun 26, 2019529
-41.66%Feb 19, 202027Mar 16, 202077Jun 1, 2020104
-20.85%Mar 14, 20167Mar 20, 201684Jun 12, 201691
-20.56%Jun 14, 201733Jul 16, 201740Aug 25, 201773

Volatility Chart

The current 7 Heaven Strategy volatility is 5.32%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2024February
5.32%
3.37%
7 Heaven Strategy
Benchmark (^GSPC)
Portfolio components
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