Portfolio V2.0
- QQQ 30% - SPY 30% - URTH 20% - EEM 5% - MCHI 5% - BTC 2% - ETH 2% - DOT 2% - SOL 2% - ADA 2%
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BTC-USD Bitcoin | 2% | |
ETH-USD Ethereum | 2% | |
DOT-USD Polkadot | 2% | |
SOL-USD Solana | 2% | |
ADA-USD Cardano | 2% | |
QQQ Invesco QQQ | Large Cap Blend Equities | 30% |
SPY SPDR S&P 500 ETF | Large Cap Growth Equities | 30% |
URTH iShares MSCI World ETF | Large Cap Growth Equities | 20% |
EEM iShares MSCI Emerging Markets ETF | Asia Pacific Equities | 5% |
MCHI iShares MSCI China ETF | China Equities | 5% |
Performance
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
The earliest data available for this chart is Aug 26, 2020, corresponding to the inception date of SOL-USD
Returns
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| Portfolio V2.0 | 35.04% | 12.99% | 12.34% | 29.13% | N/A | N/A |
| Portfolio components: | ||||||
QQQ Invesco QQQ | 46.92% | 11.18% | 12.12% | 35.78% | 20.46% | 17.57% |
SPY SPDR S&P 500 ETF | 20.38% | 9.04% | 9.19% | 14.92% | 13.48% | 11.72% |
URTH iShares MSCI World ETF | 17.85% | 9.21% | 7.38% | 13.72% | 10.91% | 8.52% |
EEM iShares MSCI Emerging Markets ETF | 5.14% | 7.62% | 2.18% | 6.61% | 2.13% | 1.58% |
MCHI iShares MSCI China ETF | -7.24% | 4.68% | -1.38% | 3.12% | -2.99% | 0.54% |
BTC-USD Bitcoin | 127.95% | 9.33% | 41.17% | 127.17% | 36.23% | 29.15% |
ETH-USD Ethereum | 73.90% | 16.43% | 13.81% | 72.86% | 48.90% | N/A |
DOT-USD Polkadot | 21.52% | 22.36% | -0.10% | -2.75% | N/A | N/A |
SOL-USD Solana | 470.89% | 75.17% | 193.63% | 289.97% | N/A | N/A |
ADA-USD Cardano | 56.70% | 37.66% | 6.43% | 22.04% | 37.88% | N/A |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 0.86% | 1.11% | 5.19% | 4.13% | -3.74% | -4.02% | 0.68% |
Dividend yield
Portfolio V2.0 granted a 1.15% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio V2.0 | 1.15% | 1.30% | 0.94% | 1.05% | 1.39% | 1.54% | 1.34% | 1.53% | 1.65% | 1.67% | 1.28% | 1.75% |
| Portfolio components: | ||||||||||||
QQQ Invesco QQQ | 0.56% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% | 1.26% |
SPY SPDR S&P 500 ETF | 1.43% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% | 2.18% |
URTH iShares MSCI World ETF | 1.57% | 1.68% | 1.50% | 1.52% | 2.16% | 2.30% | 1.88% | 2.15% | 2.35% | 2.31% | 1.04% | 2.69% |
EEM iShares MSCI Emerging Markets ETF | 2.26% | 2.50% | 1.99% | 1.45% | 2.76% | 2.22% | 1.87% | 1.88% | 2.48% | 2.22% | 2.04% | 1.67% |
MCHI iShares MSCI China ETF | 2.60% | 2.14% | 1.03% | 1.03% | 1.44% | 1.58% | 1.54% | 1.64% | 2.76% | 2.35% | 2.37% | 1.90% |
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% |
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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
QQQ Invesco QQQ | 1.91 | ||||
SPY SPDR S&P 500 ETF | 1.10 | ||||
URTH iShares MSCI World ETF | 1.07 | ||||
EEM iShares MSCI Emerging Markets ETF | 0.47 | ||||
MCHI iShares MSCI China ETF | 0.16 | ||||
BTC-USD Bitcoin | 1.16 | ||||
ETH-USD Ethereum | 0.45 | ||||
DOT-USD Polkadot | -0.50 | ||||
SOL-USD Solana | 2.31 | ||||
ADA-USD Cardano | 0.20 |
Asset Correlations Table
| MCHI | SOL-USD | EEM | ADA-USD | QQQ | DOT-USD | BTC-USD | SPY | ETH-USD | URTH | |
|---|---|---|---|---|---|---|---|---|---|---|
| MCHI | 1.00 | 0.20 | 0.85 | 0.23 | 0.43 | 0.22 | 0.23 | 0.41 | 0.24 | 0.47 |
| SOL-USD | 0.20 | 1.00 | 0.23 | 0.60 | 0.25 | 0.62 | 0.57 | 0.25 | 0.64 | 0.25 |
| EEM | 0.85 | 0.23 | 1.00 | 0.29 | 0.58 | 0.27 | 0.28 | 0.60 | 0.30 | 0.68 |
| ADA-USD | 0.23 | 0.60 | 0.29 | 1.00 | 0.28 | 0.73 | 0.68 | 0.28 | 0.73 | 0.29 |
| QQQ | 0.43 | 0.25 | 0.58 | 0.28 | 1.00 | 0.29 | 0.30 | 0.87 | 0.29 | 0.84 |
| DOT-USD | 0.22 | 0.62 | 0.27 | 0.73 | 0.29 | 1.00 | 0.71 | 0.29 | 0.77 | 0.29 |
| BTC-USD | 0.23 | 0.57 | 0.28 | 0.68 | 0.30 | 0.71 | 1.00 | 0.30 | 0.81 | 0.31 |
| SPY | 0.41 | 0.25 | 0.60 | 0.28 | 0.87 | 0.29 | 0.30 | 1.00 | 0.28 | 0.95 |
| ETH-USD | 0.24 | 0.64 | 0.30 | 0.73 | 0.29 | 0.77 | 0.81 | 0.28 | 1.00 | 0.29 |
| URTH | 0.47 | 0.25 | 0.68 | 0.29 | 0.84 | 0.29 | 0.31 | 0.95 | 0.29 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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. The portfolio has not yet recovered.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.42% | Nov 9, 2021 | 341 | Oct 15, 2022 | — | — | — |
| -11.61% | Sep 3, 2020 | 21 | Sep 23, 2020 | 55 | Nov 17, 2020 | 76 |
| -8.63% | Sep 7, 2021 | 15 | Sep 21, 2021 | 35 | Oct 26, 2021 | 50 |
| -7.71% | May 10, 2021 | 14 | May 23, 2021 | 73 | Aug 4, 2021 | 87 |
| -6.69% | Mar 18, 2021 | 8 | Mar 25, 2021 | 3 | Mar 28, 2021 | 11 |
Volatility Chart
The current Portfolio V2.0 volatility is 3.70%, 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.