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Portfolio V2.0
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Portfolio V2.0

Last updated Apr 25, 2024

- QQQ 30% - SPY 30% - URTH 20% - EEM 5% - MCHI 5% - BTC 2% - ETH 2% - DOT 2% - SOL 2% - ADA 2%

Asset Allocation

BTC-USD 2%ETH-USD 2%DOT-USD 2%SOL-USD 2%ADA-USD 2%QQQ 30%SPY 30%URTH 20%EEM 5%MCHI 5%CryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorWeight
ADA-USD
Cardano

2%

BTC-USD
Bitcoin

2%

DOT-USD
Polkadot

2%

EEM
iShares MSCI Emerging Markets ETF		Asia Pacific Equities

5%

ETH-USD
Ethereum

2%

MCHI
iShares MSCI China ETF		China Equities

5%

QQQ
Invesco QQQ		Large Cap Blend Equities

30%

SOL-USD
Solana

2%

SPY
SPDR S&P 500 ETF		Large Cap Growth Equities

30%

URTH
iShares MSCI World ETF		Large Cap Growth Equities

20%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Portfolio V2.0, 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

0.00%10.00%20.00%30.00%40.00%NovemberDecember2024FebruaryMarchApril
33.85%
21.14%
Portfolio V2.0
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Aug 26, 2020, corresponding to the inception date of SOL-USD

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		6.33%-2.81%21.13%24.56%11.55%10.55%
Portfolio V2.06.93%-4.42%33.85%40.48%N/AN/A
Portfolio components:
QQQ
Invesco QQQ		4.29%-4.10%22.21%38.51%18.32%18.35%
SPY
SPDR S&P 500 ETF		6.66%-2.76%21.91%26.26%13.33%12.52%
URTH
iShares MSCI World ETF		5.21%-2.81%20.84%21.26%10.81%9.19%
EEM
iShares MSCI Emerging Markets ETF		0.99%-0.68%12.62%9.20%0.74%2.16%
MCHI
iShares MSCI China ETF		1.47%4.79%1.58%-7.33%-6.59%1.24%
BTC-USD
Bitcoin		52.08%-8.12%86.29%127.07%64.78%64.75%
ETH-USD
Ethereum		37.62%-12.56%75.66%68.20%82.21%N/A
DOT-USD
Polkadot		-15.42%-28.83%61.73%15.48%N/AN/A
SOL-USD
Solana		45.55%-21.86%355.12%573.80%N/AN/A
ADA-USD
Cardano		-20.08%-27.71%69.27%20.25%46.99%N/A

Monthly Returns Heatmap

JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.30%7.92%4.49%
2023-4.02%0.80%11.71%10.96%

Expense Ratio

The Portfolio V2.0 has a high expense ratio of 0.20%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

EEM
iShares MSCI Emerging Markets ETF
Expense ratio chart for EEM: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%
MCHI
iShares MSCI China ETF
Expense ratio chart for MCHI: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%
URTH
iShares MSCI World ETF
Expense ratio chart for URTH: current value at 0.24% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.24%
QQQ
Invesco QQQ
Expense ratio chart for QQQ: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
SPY
SPDR S&P 500 ETF
Expense ratio chart for SPY: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

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.

Portfolio V2.0
Sharpe ratio
The chart of Sharpe ratio for Portfolio V2.0, currently valued at 3.08, compared to the broader market-1.000.001.002.003.004.005.003.08
Sortino ratio
The chart of Sortino ratio for Portfolio V2.0, currently valued at 4.26, compared to the broader market-2.000.002.004.006.004.26
Omega ratio
The chart of Omega ratio for Portfolio V2.0, currently valued at 1.47, compared to the broader market0.801.001.201.401.601.801.47
Calmar ratio
The chart of Calmar ratio for Portfolio V2.0, currently valued at 11.90, compared to the broader market0.002.004.006.008.0011.90
Martin ratio
The chart of Martin ratio for Portfolio V2.0, currently valued at 18.92, compared to the broader market0.0010.0020.0030.0040.0050.0018.92
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.91, compared to the broader market-1.000.001.002.003.004.005.001.91
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.77, compared to the broader market-2.000.002.004.006.002.77
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.46, compared to the broader market0.002.004.006.008.001.46
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.61, compared to the broader market0.0010.0020.0030.0040.0050.007.61
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
QQQ
Invesco QQQ		1.712.381.291.8110.29
SPY
SPDR S&P 500 ETF		2.052.911.364.529.46
URTH
iShares MSCI World ETF		1.952.811.344.128.70
EEM
iShares MSCI Emerging Markets ETF		0.771.181.140.883.42
MCHI
iShares MSCI China ETF		-0.22-0.160.980.01-0.50
BTC-USD
Bitcoin		4.354.111.483.0339.24
ETH-USD
Ethereum		2.232.711.3013.2113.77
DOT-USD
Polkadot		1.011.721.185.384.49
SOL-USD
Solana		14.455.891.5998.73108.77
ADA-USD
Cardano		1.612.221.2377.868.00

Sharpe Ratio

The current Portfolio V2.0 Sharpe ratio is 3.08. A Sharpe ratio of 3.0 or higher is considered excellent.

-1.000.001.002.003.004.005.003.08

The Sharpe ratio of Portfolio V2.0 is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2024FebruaryMarchApril
3.08
1.91
Portfolio V2.0
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Portfolio V2.0 granted a 1.21% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
Portfolio V2.01.21%1.25%1.30%0.94%1.05%1.39%1.54%1.34%1.53%1.65%1.67%1.28%
Portfolio components:
QQQ
Invesco QQQ		0.62%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%
SPY
SPDR S&P 500 ETF		1.33%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%
URTH
iShares MSCI World ETF		1.61%1.70%1.68%1.50%1.52%2.16%2.30%1.88%2.15%2.35%2.31%1.04%
EEM
iShares MSCI Emerging Markets ETF		2.61%2.63%2.50%1.99%1.45%2.76%2.22%1.87%1.88%2.48%2.22%2.04%
MCHI
iShares MSCI China ETF		3.44%3.49%2.14%1.03%1.03%1.44%1.58%1.54%1.64%2.76%2.35%2.37%
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%
DOT-USD
Polkadot		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SOL-USD
Solana		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ADA-USD
Cardano		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.

-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-4.90%
-3.48%
Portfolio V2.0
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Portfolio V2.0. 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 Portfolio V2.0 was 36.42%, occurring on Oct 15, 2022. Recovery took 434 trading sessions.

The current Portfolio V2.0 drawdown is 4.90%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.42%Nov 9, 2021341Oct 15, 2022434Dec 23, 2023775
-11.61%Sep 3, 202021Sep 23, 202055Nov 17, 202076
-8.62%Sep 7, 202115Sep 21, 202138Oct 29, 202153
-7.71%May 10, 202114May 23, 202173Aug 4, 202187
-7.18%Apr 1, 202419Apr 19, 2024———

Volatility

Volatility Chart

The current Portfolio V2.0 volatility is 4.28%, 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%NovemberDecember2024FebruaryMarchApril
4.28%
3.59%
Portfolio V2.0
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.
MCHISOL-USDEEMQQQADA-USDBTC-USDDOT-USDSPYETH-USDURTH
MCHI1.000.170.830.410.210.200.210.400.210.45
SOL-USD0.171.000.210.230.610.570.630.230.640.24
EEM0.830.211.000.580.270.260.260.610.290.68
QQQ0.410.230.581.000.270.270.270.860.270.84
ADA-USD0.210.610.270.271.000.680.740.270.730.28
BTC-USD0.200.570.260.270.681.000.700.280.810.29
DOT-USD0.210.630.260.270.740.701.000.270.750.28
SPY0.400.230.610.860.270.280.271.000.260.95
ETH-USD0.210.640.290.270.730.810.750.261.000.28
URTH0.450.240.680.840.280.290.280.950.281.00