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

Portfolio V2.0

Currency in USD · Last updated May 9, 2025

- 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/SectorTarget Weight
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%

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 Every 3 months.

50.00%100.00%150.00%200.00%December2025FebruaryMarchAprilMay
181.51%
62.82%
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

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		-3.70%13.67%-5.18%9.18%14.14%10.43%
Portfolio V2.0-3.46%16.55%-1.30%12.64%N/AN/A
Portfolio components:
QQQ
Invesco QQQ		-4.34%17.36%-4.62%11.64%17.57%17.21%
SPY
SPDR S&P 500 ETF		-3.30%13.81%-4.52%10.65%15.81%12.33%
URTH
iShares MSCI World ETF		0.72%14.91%-1.38%10.93%14.37%9.63%
EEM
iShares MSCI Emerging Markets ETF		6.67%15.81%-0.91%8.03%6.21%2.75%
MCHI
iShares MSCI China ETF		14.06%18.20%4.09%24.51%-0.69%0.51%
BTC-USD
Bitcoin		3.86%27.22%27.83%58.58%58.89%82.12%
ETH-USD
Ethereum		-45.64%23.02%-37.44%-39.08%53.68%N/A
DOT-USD
Polkadot		-40.21%17.65%-4.71%-43.25%N/AN/A
SOL-USD
Solana		-22.22%39.52%-25.02%3.46%N/AN/A
ADA-USD
Cardano		-20.45%20.31%65.72%48.31%67.01%N/A
*Annualized

Monthly Returns

The table below presents the monthly returns of Portfolio V2.0, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.15%-3.69%-5.39%0.76%1.94%-3.46%
2024-0.30%7.92%4.49%-5.82%5.96%2.61%0.18%-0.04%3.77%-1.27%12.58%-3.93%27.76%
202313.95%-2.76%5.84%0.86%1.11%5.19%4.13%-3.74%-4.02%0.80%11.71%10.96%51.23%
2022-7.87%-3.26%3.57%-11.52%-2.38%-9.09%10.30%-5.54%-9.64%4.62%4.41%-6.56%-30.35%
20219.08%26.45%8.75%7.86%-1.60%1.69%1.59%11.96%-4.39%9.33%-1.07%-0.23%89.93%
20201.51%-6.24%-2.38%14.58%7.18%14.10%

Expense Ratio

Portfolio V2.0 has an expense ratio of 0.20%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

EEM
iShares MSCI Emerging Markets ETF
MCHI
iShares MSCI China ETF
URTH
iShares MSCI World ETF
QQQ
Invesco QQQ
SPY
SPDR S&P 500 ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Portfolio V2.0 is 28, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of Portfolio V2.0 is 2828
Overall Rank
The Sharpe Ratio Rank of Portfolio V2.0 is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of Portfolio V2.0 is 3535
Sortino Ratio Rank
The Omega Ratio Rank of Portfolio V2.0 is 2727
Omega Ratio Rank
The Calmar Ratio Rank of Portfolio V2.0 is 1010
Calmar Ratio Rank
The Martin Ratio Rank of Portfolio V2.0 is 2525
Martin 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.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
QQQ
Invesco QQQ		0.460.521.070.040.84
SPY
SPDR S&P 500 ETF		0.530.371.050.020.56
URTH
iShares MSCI World ETF		0.610.471.070.041.01
EEM
iShares MSCI Emerging Markets ETF		0.420.641.080.051.01
MCHI
iShares MSCI China ETF		0.711.811.260.333.27
BTC-USD
Bitcoin		1.162.681.281.849.23
ETH-USD
Ethereum		-0.55-0.450.950.03-1.22
DOT-USD
Polkadot		-0.510.501.050.00-0.23
SOL-USD
Solana		0.040.791.080.020.26
ADA-USD
Cardano		0.422.501.260.935.21

The current Portfolio V2.0 Sharpe ratio is 0.58. 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 0.44 to 0.96, 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 Portfolio V2.0 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.58
0.48
Portfolio V2.0
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Portfolio V2.0 provided a 1.07% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio1.07%1.06%1.25%1.31%0.94%1.05%1.39%1.54%1.34%1.53%1.65%1.67%
Portfolio components:
QQQ
Invesco QQQ		0.61%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%
SPY
SPDR S&P 500 ETF		1.27%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%
URTH
iShares MSCI World ETF		1.46%1.47%1.70%1.68%1.50%1.52%2.16%2.30%1.88%2.14%2.35%2.32%
EEM
iShares MSCI Emerging Markets ETF		2.28%2.43%2.63%2.50%1.99%1.45%2.76%2.24%1.89%1.89%2.49%2.23%
MCHI
iShares MSCI China ETF		2.02%2.31%3.49%2.16%1.04%1.04%1.45%1.60%1.56%1.66%2.76%2.35%
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. Drawdowns are calculated considering price movements and all distributions paid, if any.

-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-10.07%
-7.82%
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 10.07%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.42%Nov 9, 2021341Oct 15, 2022434Dec 23, 2023775
-22.84%Dec 7, 2024123Apr 8, 2025———
-11.61%Sep 3, 202021Sep 23, 202055Nov 17, 202076
-11.19%Jul 17, 202420Aug 5, 202452Sep 26, 202472
-8.61%Sep 7, 202115Sep 21, 202138Oct 29, 202153

Volatility

Volatility Chart

The current Portfolio V2.0 volatility is 11.95%, 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%14.00%December2025FebruaryMarchAprilMay
11.95%
11.21%
Portfolio V2.0
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 10 assets, with an effective number of assets of 4.41, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of 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.
^GSPCMCHISOL-USDADA-USDBTC-USDDOT-USDEEMETH-USDQQQSPYURTHPortfolio
^GSPC1.000.410.310.340.340.340.650.350.921.000.980.87
MCHI0.411.000.170.200.200.210.810.200.370.370.430.46
SOL-USD0.310.171.000.620.600.640.210.650.230.240.240.58
ADA-USD0.340.200.621.000.690.750.270.730.260.270.280.62
BTC-USD0.340.200.600.691.000.700.260.800.280.290.290.60
DOT-USD0.340.210.640.750.701.000.260.750.260.270.280.63
EEM0.650.810.210.270.260.261.000.280.570.600.670.63
ETH-USD0.350.200.650.730.800.750.281.000.280.280.290.63
QQQ0.920.370.230.260.280.260.570.281.000.870.840.78
SPY1.000.370.240.270.290.270.600.280.871.000.950.78
URTH0.980.430.240.280.290.280.670.290.840.951.000.79
Portfolio0.870.460.580.620.600.630.630.630.780.780.791.00
The correlation results are calculated based on daily price changes starting from Aug 27, 2020