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7 Heaven Strategy
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

7 Heaven Strategy

Last updated Sep 5, 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
AAPL
Apple Inc		Technology
10%
AMZN
Amazon.com, Inc.		Consumer Cyclical
10%
BTC-USD
Bitcoin
15%
ETH-USD
Ethereum
15%
GOOGL
Alphabet Inc.		Communication Services
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

Performance Chart

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%-5.00%0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
-0.85%
6.71%
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 By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		15.38%5.03%6.71%23.24%13.10%10.67%
7 Heaven Strategy29.44%3.35%-0.85%55.82%55.05%N/A
Portfolio components:
GOOGL
Alphabet Inc.		12.69%-0.66%17.15%17.08%21.15%18.04%
AMZN
Amazon.com, Inc.		17.08%9.86%0.61%31.42%14.18%26.44%
AAPL
Apple Inc		15.94%7.43%31.92%22.20%33.94%26.18%
META
Meta Platforms, Inc.		46.32%4.61%1.01%73.12%22.53%20.90%
MSFT
Microsoft Corporation		9.20%2.38%0.18%23.60%25.18%26.30%
NVDA
NVIDIA Corporation		116.52%2.84%15.70%127.86%89.00%72.19%
TSLA
Tesla, Inc.		-11.70%9.36%22.82%-12.90%70.64%28.13%
BTC-USD
Bitcoin		32.88%0.23%-16.09%118.07%39.80%61.18%
ETH-USD
Ethereum		3.78%-3.70%-38.89%45.06%67.75%N/A

Monthly Returns

The table below presents the monthly returns of 7 Heaven Strategy, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.50%21.79%5.88%-6.44%10.96%4.34%-0.80%-4.94%29.44%
202325.58%4.67%14.80%1.53%9.68%8.78%2.48%-3.72%-3.38%3.67%11.33%6.51%114.22%
2022-12.68%-2.14%8.40%-17.35%-9.37%-18.51%22.55%-7.87%-11.23%0.15%-1.47%-10.57%-49.99%
202114.99%6.21%15.29%13.48%-6.32%2.90%6.53%12.82%-7.43%22.68%4.16%-8.11%101.21%
202018.58%1.07%-17.69%29.09%8.50%6.47%20.67%22.33%-10.49%3.23%24.95%17.60%194.88%
20191.84%6.22%5.30%9.59%12.84%16.30%-1.13%-4.91%0.67%9.27%-1.50%3.83%73.28%
201812.04%-5.21%-18.08%17.54%-1.74%-3.99%2.83%-1.00%-4.37%-7.47%-14.34%-6.32%-30.26%
201710.77%12.89%55.08%15.53%55.78%12.09%0.45%22.85%-5.72%13.81%18.12%19.84%633.19%
201615.72%58.26%52.75%-3.35%15.58%0.54%6.04%-0.70%5.55%-0.06%-0.89%8.63%275.75%
2015-12.03%-1.63%16.37%6.06%4.01%11.07%

Expense Ratio

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

Risk-Adjusted Performance Rank

The current rank of 7 Heaven Strategy is 34, 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.

The Risk-Adjusted Performance Rank of 7 Heaven Strategy is 3434
7 Heaven Strategy
The Sharpe Ratio Rank of 7 Heaven Strategy is 3737Sharpe Ratio Rank
The Sortino Ratio Rank of 7 Heaven Strategy is 3232Sortino Ratio Rank
The Omega Ratio Rank of 7 Heaven Strategy is 2424Omega Ratio Rank
The Calmar Ratio Rank of 7 Heaven Strategy is 1919Calmar Ratio Rank
The Martin Ratio Rank of 7 Heaven Strategy is 5858Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

7 Heaven Strategy
Sharpe ratio
The chart of Sharpe ratio for 7 Heaven Strategy, currently valued at 1.57, compared to the broader market-1.000.001.002.003.001.57
Sortino ratio
The chart of Sortino ratio for 7 Heaven Strategy, currently valued at 2.10, compared to the broader market-2.000.002.004.002.10
Omega ratio
The chart of Omega ratio for 7 Heaven Strategy, currently valued at 1.24, compared to the broader market0.801.001.201.401.601.24
Calmar ratio
The chart of Calmar ratio for 7 Heaven Strategy, currently valued at 0.90, compared to the broader market0.002.004.006.000.90
Martin ratio
The chart of Martin ratio for 7 Heaven Strategy, currently valued at 8.26, compared to the broader market0.005.0010.0015.0020.0025.0030.008.26
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.78, compared to the broader market-1.000.001.002.003.001.78
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market0.801.001.201.401.601.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.58, compared to the broader market0.002.004.006.001.58
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.48, compared to the broader market0.005.0010.0015.0020.0025.0030.008.48
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
GOOGL
Alphabet Inc.		0.651.051.140.262.52
AMZN
Amazon.com, Inc.		0.871.361.170.313.93
AAPL
Apple Inc		0.951.511.190.403.19
META
Meta Platforms, Inc.		1.752.661.361.6810.37
MSFT
Microsoft Corporation		0.711.051.130.212.57
NVDA
NVIDIA Corporation		3.593.651.474.6123.94
TSLA
Tesla, Inc.		-0.33-0.120.99-0.16-0.77
BTC-USD
Bitcoin		0.881.541.150.464.15
ETH-USD
Ethereum		0.020.521.050.000.06

Sharpe Ratio

The current 7 Heaven Strategy Sharpe ratio is 1.53. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.41 to 2.01, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of 7 Heaven Strategy with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.002.003.004.005.00AprilMayJuneJulyAugustSeptember
1.57
1.78
7 Heaven Strategy
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

7 Heaven Strategy granted a 0.15% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
7 Heaven Strategy0.15%0.13%0.19%0.12%0.17%0.25%0.39%0.36%0.47%0.54%0.58%0.66%
Portfolio components:
GOOGL
Alphabet Inc.		0.13%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		0.44%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.		0.19%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		0.73%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%0.30%0.46%1.19%1.68%1.95%
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%

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.

-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-13.26%
-2.89%
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 56.59%, occurring on Dec 28, 2022. Recovery took 401 trading sessions.

The current 7 Heaven Strategy drawdown is 12.98%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-56.59%Nov 9, 2021415Dec 28, 2022401Feb 2, 2024816
-44.63%Jan 14, 2018346Dec 25, 2018183Jun 26, 2019529
-41.67%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

Volatility Chart

The current 7 Heaven Strategy volatility is 9.25%, 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%4.00%6.00%8.00%10.00%12.00%AprilMayJuneJulyAugustSeptember
9.25%
4.56%
7 Heaven Strategy
Benchmark (^GSPC)
Portfolio components

Diversification

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-USDTSLANVDAMETAAAPLAMZNGOOGLMSFT
BTC-USD1.000.640.100.130.110.120.120.120.11
ETH-USD0.641.000.090.140.110.120.130.120.12
TSLA0.100.091.000.400.310.370.360.340.36
NVDA0.130.140.401.000.480.500.510.490.56
META0.110.110.310.481.000.470.570.620.55
AAPL0.120.120.370.500.471.000.520.560.60
AMZN0.120.130.360.510.570.521.000.630.62
GOOGL0.120.120.340.490.620.560.631.000.66
MSFT0.110.120.360.560.550.600.620.661.00
The correlation results are calculated based on daily price changes starting from Aug 8, 2015