7 Heaven Strategy
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
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% |
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
The earliest data available for this chart is Aug 7, 2015, corresponding to the inception date of ETH-USD
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 15.38% | 5.03% | 6.71% | 23.24% | 13.10% | 10.67% |
7 Heaven Strategy | 29.44% | 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.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 1.50% | 21.79% | 5.88% | -6.44% | 10.96% | 4.34% | -0.80% | -4.94% | 29.44% | ||||
2023 | 25.58% | 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% |
2021 | 14.99% | 6.21% | 15.29% | 13.48% | -6.32% | 2.90% | 6.53% | 12.82% | -7.43% | 22.68% | 4.16% | -8.11% | 101.21% |
2020 | 18.58% | 1.07% | -17.69% | 29.09% | 8.50% | 6.47% | 20.67% | 22.33% | -10.49% | 3.23% | 24.95% | 17.60% | 194.88% |
2019 | 1.84% | 6.22% | 5.30% | 9.59% | 12.84% | 16.30% | -1.13% | -4.91% | 0.67% | 9.27% | -1.50% | 3.83% | 73.28% |
2018 | 12.04% | -5.21% | -18.08% | 17.54% | -1.74% | -3.99% | 2.83% | -1.00% | -4.37% | -7.47% | -14.34% | -6.32% | -30.26% |
2017 | 10.77% | 12.89% | 55.08% | 15.53% | 55.78% | 12.09% | 0.45% | 22.85% | -5.72% | 13.81% | 18.12% | 19.84% | 633.19% |
2016 | 15.72% | 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.
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.
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 | |
---|---|---|---|---|---|
GOOGL Alphabet Inc. | 0.65 | 1.05 | 1.14 | 0.26 | 2.52 |
AMZN Amazon.com, Inc. | 0.87 | 1.36 | 1.17 | 0.31 | 3.93 |
AAPL Apple Inc | 0.95 | 1.51 | 1.19 | 0.40 | 3.19 |
META Meta Platforms, Inc. | 1.75 | 2.66 | 1.36 | 1.68 | 10.37 |
MSFT Microsoft Corporation | 0.71 | 1.05 | 1.13 | 0.21 | 2.57 |
NVDA NVIDIA Corporation | 3.59 | 3.65 | 1.47 | 4.61 | 23.94 |
TSLA Tesla, Inc. | -0.33 | -0.12 | 0.99 | -0.16 | -0.77 |
BTC-USD Bitcoin | 0.88 | 1.54 | 1.15 | 0.46 | 4.15 |
ETH-USD Ethereum | 0.02 | 0.52 | 1.05 | 0.00 | 0.06 |
Dividends
Dividend yield
7 Heaven Strategy granted a 0.15% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
7 Heaven Strategy | 0.15% | 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.
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, 2021 | 415 | Dec 28, 2022 | 401 | Feb 2, 2024 | 816 |
-44.63% | Jan 14, 2018 | 346 | Dec 25, 2018 | 183 | Jun 26, 2019 | 529 |
-41.67% | Feb 19, 2020 | 27 | Mar 16, 2020 | 77 | Jun 1, 2020 | 104 |
-20.85% | Mar 14, 2016 | 7 | Mar 20, 2016 | 84 | Jun 12, 2016 | 91 |
-20.56% | Jun 14, 2017 | 33 | Jul 16, 2017 | 40 | Aug 25, 2017 | 73 |
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.
Diversification
Asset Correlations Table
BTC-USD | ETH-USD | TSLA | NVDA | META | AAPL | AMZN | GOOGL | MSFT | |
---|---|---|---|---|---|---|---|---|---|
BTC-USD | 1.00 | 0.64 | 0.10 | 0.13 | 0.11 | 0.12 | 0.12 | 0.12 | 0.11 |
ETH-USD | 0.64 | 1.00 | 0.09 | 0.14 | 0.11 | 0.12 | 0.13 | 0.12 | 0.12 |
TSLA | 0.10 | 0.09 | 1.00 | 0.40 | 0.31 | 0.37 | 0.36 | 0.34 | 0.36 |
NVDA | 0.13 | 0.14 | 0.40 | 1.00 | 0.48 | 0.50 | 0.51 | 0.49 | 0.56 |
META | 0.11 | 0.11 | 0.31 | 0.48 | 1.00 | 0.47 | 0.57 | 0.62 | 0.55 |
AAPL | 0.12 | 0.12 | 0.37 | 0.50 | 0.47 | 1.00 | 0.52 | 0.56 | 0.60 |
AMZN | 0.12 | 0.13 | 0.36 | 0.51 | 0.57 | 0.52 | 1.00 | 0.63 | 0.62 |
GOOGL | 0.12 | 0.12 | 0.34 | 0.49 | 0.62 | 0.56 | 0.63 | 1.00 | 0.66 |
MSFT | 0.11 | 0.12 | 0.36 | 0.56 | 0.55 | 0.60 | 0.62 | 0.66 | 1.00 |