Future Growth
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
BKCH Global X Blockchain ETF | Technology Equities, Actively Managed, Blockchain | 5% |
BTC-USD Bitcoin | 10% | |
CIBR First Trust NASDAQ Cybersecurity ETF | Technology Equities, Cybersecurity | 10% |
EFG iShares MSCI EAFE Growth ETF | Foreign Large Cap Equities | 15% |
ETH-USD Ethereum | 5% | |
ICLN iShares Global Clean Energy ETF | Alternative Energy Equities | 10% |
QQQ Invesco QQQ | Large Cap Blend Equities | 25% |
SOXX iShares PHLX Semiconductor ETF | Technology Equities | 15% |
TOKE Cambria Cannabis ETF | All Cap Equities, Actively Managed, Cannabis | 5% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Future Growth, 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 Jul 14, 2021, corresponding to the inception date of BKCH
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.39% | 4.02% | 5.56% | 21.51% | 12.69% | 10.55% |
Future Growth | 7.37% | 2.04% | -7.13% | 28.65% | N/A | N/A |
Portfolio components: | ||||||
BTC-USD Bitcoin | 27.64% | -1.96% | -21.01% | 105.60% | 38.88% | 60.51% |
ETH-USD Ethereum | -2.52% | -4.82% | -42.86% | 34.98% | 65.09% | N/A |
QQQ Invesco QQQ | 9.88% | 3.20% | 2.50% | 21.43% | 19.38% | 17.28% |
SOXX iShares PHLX Semiconductor ETF | 6.44% | 2.33% | -10.40% | 24.19% | 24.70% | 22.83% |
BKCH Global X Blockchain ETF | -18.02% | -4.47% | -23.64% | 44.49% | N/A | N/A |
CIBR First Trust NASDAQ Cybersecurity ETF | 3.05% | 4.61% | -3.11% | 18.63% | 14.76% | N/A |
ICLN iShares Global Clean Energy ETF | -10.21% | 1.54% | -2.51% | -8.73% | 5.93% | 3.78% |
TOKE Cambria Cannabis ETF | 3.19% | 3.38% | 3.90% | 1.48% | -20.99% | N/A |
EFG iShares MSCI EAFE Growth ETF | 5.76% | 4.11% | -1.58% | 14.28% | 6.05% | 5.46% |
Monthly Returns
The table below presents the monthly returns of Future Growth, 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 | -1.39% | 12.50% | 4.66% | -6.80% | 7.10% | 1.10% | -0.06% | -1.55% | 7.37% | ||||
2023 | 16.51% | -1.45% | 9.10% | -1.20% | 4.00% | 6.17% | 3.27% | -6.25% | -5.13% | -0.32% | 12.03% | 11.19% | 55.84% |
2022 | -12.01% | 1.08% | 3.62% | -14.30% | -4.06% | -14.20% | 15.61% | -5.88% | -11.23% | 5.01% | 3.29% | -7.68% | -37.11% |
2021 | 5.15% | 6.75% | -7.22% | 14.07% | 0.11% | -5.06% | 12.92% |
Expense Ratio
Future Growth features an expense ratio of 0.33%, falling within the medium range. 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 Future Growth is 6, indicating that it is in the bottom 6% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
---|---|---|---|---|---|
BTC-USD Bitcoin | 0.77 | 1.42 | 1.14 | 0.38 | 3.62 |
ETH-USD Ethereum | -0.07 | 0.38 | 1.04 | 0.00 | -0.24 |
QQQ Invesco QQQ | 0.79 | 1.17 | 1.15 | 0.26 | 3.74 |
SOXX iShares PHLX Semiconductor ETF | 0.26 | 0.60 | 1.08 | 0.08 | 1.09 |
BKCH Global X Blockchain ETF | -0.32 | 0.03 | 1.00 | 0.53 | -1.31 |
CIBR First Trust NASDAQ Cybersecurity ETF | 0.23 | 0.43 | 1.05 | 0.05 | 0.80 |
ICLN iShares Global Clean Energy ETF | -0.61 | -0.75 | 0.92 | -0.14 | -1.43 |
TOKE Cambria Cannabis ETF | 0.14 | 0.46 | 1.06 | 0.01 | 0.51 |
EFG iShares MSCI EAFE Growth ETF | 0.58 | 0.89 | 1.11 | 0.11 | 2.90 |
Dividends
Dividend yield
Future Growth granted a 1.03% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Future Growth | 1.03% | 1.04% | 0.87% | 1.00% | 0.75% | 0.89% | 1.03% | 0.84% | 1.22% | 1.00% | 1.22% | 0.92% |
Portfolio components: | ||||||||||||
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% |
QQQ Invesco QQQ | 0.64% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
SOXX iShares PHLX Semiconductor ETF | 0.72% | 0.78% | 1.25% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% | 1.56% | 1.18% |
BKCH Global X Blockchain ETF | 2.73% | 2.33% | 1.29% | 4.28% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CIBR First Trust NASDAQ Cybersecurity ETF | 0.48% | 0.42% | 0.31% | 0.59% | 1.10% | 0.23% | 0.23% | 0.10% | 0.77% | 0.58% | 0.00% | 0.00% |
ICLN iShares Global Clean Energy ETF | 1.57% | 1.59% | 0.89% | 1.18% | 0.34% | 1.36% | 2.77% | 2.49% | 3.88% | 2.36% | 2.82% | 2.10% |
TOKE Cambria Cannabis ETF | 3.90% | 4.20% | 2.11% | 3.54% | 4.33% | 2.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EFG iShares MSCI EAFE Growth ETF | 1.52% | 1.63% | 1.27% | 1.54% | 0.85% | 1.69% | 1.98% | 1.56% | 2.20% | 1.75% | 2.34% | 1.86% |
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 Future Growth. 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 Future Growth was 45.85%, occurring on Oct 15, 2022. Recovery took 506 trading sessions.
The current Future Growth drawdown is 12.78%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-45.85% | Nov 9, 2021 | 341 | Oct 15, 2022 | 506 | Mar 4, 2024 | 847 |
-14.66% | Jul 17, 2024 | 20 | Aug 5, 2024 | — | — | — |
-11.29% | Sep 7, 2021 | 23 | Sep 29, 2021 | 21 | Oct 20, 2021 | 44 |
-9.21% | Mar 13, 2024 | 38 | Apr 19, 2024 | 31 | May 20, 2024 | 69 |
-3.88% | Jul 15, 2021 | 5 | Jul 19, 2021 | 4 | Jul 23, 2021 | 9 |
Volatility
Volatility Chart
The current Future Growth volatility is 8.69%, 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
ETH-USD | BTC-USD | TOKE | ICLN | CIBR | BKCH | EFG | SOXX | QQQ | |
---|---|---|---|---|---|---|---|---|---|
ETH-USD | 1.00 | 0.84 | 0.25 | 0.28 | 0.27 | 0.50 | 0.34 | 0.29 | 0.30 |
BTC-USD | 0.84 | 1.00 | 0.27 | 0.29 | 0.28 | 0.56 | 0.32 | 0.31 | 0.30 |
TOKE | 0.25 | 0.27 | 1.00 | 0.51 | 0.49 | 0.49 | 0.49 | 0.43 | 0.46 |
ICLN | 0.28 | 0.29 | 0.51 | 1.00 | 0.55 | 0.54 | 0.61 | 0.53 | 0.56 |
CIBR | 0.27 | 0.28 | 0.49 | 0.55 | 1.00 | 0.54 | 0.63 | 0.68 | 0.75 |
BKCH | 0.50 | 0.56 | 0.49 | 0.54 | 0.54 | 1.00 | 0.51 | 0.53 | 0.56 |
EFG | 0.34 | 0.32 | 0.49 | 0.61 | 0.63 | 0.51 | 1.00 | 0.67 | 0.70 |
SOXX | 0.29 | 0.31 | 0.43 | 0.53 | 0.68 | 0.53 | 0.67 | 1.00 | 0.83 |
QQQ | 0.30 | 0.30 | 0.46 | 0.56 | 0.75 | 0.56 | 0.70 | 0.83 | 1.00 |