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Future Growth
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BTC-USD 10%ETH-USD 5%QQQ 25%SOXX 15%EFG 15%CIBR 10%ICLN 10%BKCH 5%TOKE 5%CryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorWeight
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%

S&P 500

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


10.00%15.00%20.00%25.00%30.00%35.00%FebruaryMarchAprilMayJuneJuly
33.60%
27.75%
Future Growth
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jul 14, 2021, corresponding to the inception date of BKCH

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
17.16%2.10%17.92%22.68%13.47%10.97%
Future Growth19.80%-0.04%21.11%34.49%N/AN/A
BTC-USD
Bitcoin
51.71%-1.30%54.06%115.22%43.53%58.92%
ETH-USD
Ethereum
48.53%-4.79%36.12%79.21%72.58%N/A
QQQ
Invesco QQQ
17.99%-0.55%14.72%28.75%21.20%18.50%
SOXX
iShares PHLX Semiconductor ETF
26.92%-6.21%21.62%46.90%32.54%28.01%
BKCH
Global X Blockchain ETF
32.09%12.90%91.12%62.31%N/AN/A
CIBR
First Trust NASDAQ Cybersecurity ETF
6.34%3.83%3.07%25.72%14.59%N/A
ICLN
iShares Global Clean Energy ETF
-8.91%-0.35%3.07%-23.68%6.54%4.10%
TOKE
Cambria Cannabis ETF
3.63%4.18%5.72%3.21%N/AN/A
EFG
iShares MSCI EAFE Growth ETF
8.55%1.23%10.43%10.78%6.75%5.45%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.39%12.50%4.66%-6.80%7.10%1.10%19.80%
202316.51%-1.45%9.19%-1.20%4.00%6.21%3.27%-6.25%-5.03%-0.32%12.03%11.26%56.29%
2022-12.02%1.08%3.67%-14.29%-4.06%-14.17%15.61%-5.88%-11.09%5.01%3.29%-7.59%-36.90%
20215.18%6.75%-7.18%14.07%0.10%-4.98%13.08%

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.


Expense ratio chart for CIBR: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
Expense ratio chart for BKCH: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for SOXX: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%
Expense ratio chart for ICLN: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%
Expense ratio chart for TOKE: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%
Expense ratio chart for EFG: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
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%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of Future Growth is 82, placing it in the top 18% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of Future Growth is 8282
Future Growth
The Sharpe Ratio Rank of Future Growth is 9696Sharpe Ratio Rank
The Sortino Ratio Rank of Future Growth is 9595Sortino Ratio Rank
The Omega Ratio Rank of Future Growth is 9292Omega Ratio Rank
The Calmar Ratio Rank of Future Growth is 3434Calmar Ratio Rank
The Martin Ratio Rank of Future Growth is 9595Martin 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.


Future Growth
Sharpe ratio
The chart of Sharpe ratio for Future Growth, currently valued at 3.54, compared to the broader market-1.000.001.002.003.004.005.003.54
Sortino ratio
The chart of Sortino ratio for Future Growth, currently valued at 4.52, compared to the broader market-2.000.002.004.006.004.52
Omega ratio
The chart of Omega ratio for Future Growth, currently valued at 1.50, compared to the broader market0.801.001.201.401.601.801.50
Calmar ratio
The chart of Calmar ratio for Future Growth, currently valued at 1.14, compared to the broader market0.002.004.006.008.0010.001.14
Martin ratio
The chart of Martin ratio for Future Growth, currently valued at 23.01, compared to the broader market0.0010.0020.0030.0040.0023.01
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.10, compared to the broader market-1.000.001.002.003.004.005.002.10
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.94, compared to the broader market-2.000.002.004.006.002.94
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.37, compared to the broader market0.801.001.201.401.601.801.37
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.66, compared to the broader market0.002.004.006.008.0010.001.66
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.83, compared to the broader market0.0010.0020.0030.0040.007.83

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BTC-USD
Bitcoin
2.532.951.311.5214.40
ETH-USD
Ethereum
2.142.761.281.209.76
QQQ
Invesco QQQ
3.064.071.552.4126.85
SOXX
iShares PHLX Semiconductor ETF
2.993.521.462.4817.77
BKCH
Global X Blockchain ETF
3.413.481.402.1413.99
CIBR
First Trust NASDAQ Cybersecurity ETF
2.152.781.380.767.64
ICLN
iShares Global Clean Energy ETF
0.460.891.100.061.23
TOKE
Cambria Cannabis ETF
0.561.061.130.072.29
EFG
iShares MSCI EAFE Growth ETF
2.513.551.440.4914.47

Sharpe Ratio

The current Future Growth Sharpe ratio is 3.92. 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 1.63 to 2.48, this portfolio's current Sharpe ratio 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.

Use the chart below to compare the Sharpe ratio of Future Growth 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 Ratio1.502.002.503.003.504.00FebruaryMarchAprilMayJuneJuly
3.54
2.10
Future Growth
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Future Growth granted a 0.94% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Future Growth0.94%1.04%0.87%1.00%0.75%0.89%1.03%0.84%1.22%1.00%1.22%0.92%
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
0.60%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
0.60%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
1.69%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
0.46%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
1.55%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
3.88%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
1.48%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.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%FebruaryMarchAprilMayJuneJuly
-2.67%
-1.39%
Future Growth
Benchmark (^GSPC)
Portfolio components

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 45.67%, occurring on Oct 15, 2022. Recovery took 506 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-45.67%Nov 9, 2021341Oct 15, 2022506Mar 4, 2024847
-11.23%Sep 7, 202123Sep 29, 202121Oct 20, 202144
-9.21%Mar 13, 202438Apr 19, 202431May 20, 202469
-3.86%Jul 15, 20215Jul 19, 20214Jul 23, 20219
-3.65%Aug 10, 20219Aug 18, 20215Aug 23, 202114

Volatility

Volatility Chart

The current Future Growth volatility is 4.57%, 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%6.00%7.00%FebruaryMarchAprilMayJuneJuly
4.57%
2.59%
Future Growth
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.

ETH-USDBTC-USDTOKEICLNCIBRBKCHSOXXEFGQQQ
ETH-USD1.000.840.250.290.270.500.290.340.30
BTC-USD0.841.000.260.280.270.560.300.320.29
TOKE0.250.261.000.510.490.490.430.490.45
ICLN0.290.280.511.000.550.540.520.610.55
CIBR0.270.270.490.551.000.540.680.620.75
BKCH0.500.560.490.540.541.000.520.510.55
SOXX0.290.300.430.520.680.521.000.660.83
EFG0.340.320.490.610.620.510.661.000.70
QQQ0.300.290.450.550.750.550.830.701.00
The correlation results are calculated based on daily price changes starting from Jul 15, 2021