balanced
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BOTZ Global X Robotics & Artificial Intelligence Thematic ETF | Robotics, Technology Equities | 16.67% |
ICLN iShares Global Clean Energy ETF | Alternative Energy Equities | 16.67% |
LIT Global X Lithium & Battery Tech ETF | Commodity Producers Equities | 16.67% |
QQQ Invesco QQQ | Large Cap Blend Equities | 16.67% |
SMH VanEck Vectors Semiconductor ETF | Technology Equities | 16.67% |
XLV Health Care Select Sector SPDR Fund | Health & Biotech Equities | 16.67% |
Performance
Performance Chart
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The earliest data available for this chart is Sep 13, 2016, corresponding to the inception date of BOTZ
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| balanced | -3.80% | 9.07% | -9.29% | -3.53% | 13.29% | N/A |
| Portfolio components: | ||||||
SMH VanEck Vectors Semiconductor ETF | -7.75% | 13.86% | -13.48% | 0.49% | 27.69% | 24.45% |
ICLN iShares Global Clean Energy ETF | 7.03% | 11.64% | -0.65% | -10.55% | 2.90% | 1.37% |
QQQ Invesco QQQ | -4.41% | 9.37% | -4.80% | 11.06% | 17.35% | 17.24% |
BOTZ Global X Robotics & Artificial Intelligence Thematic ETF | -8.17% | 11.43% | -13.02% | -6.04% | 6.73% | N/A |
LIT Global X Lithium & Battery Tech ETF | -7.63% | 9.89% | -14.86% | -15.39% | 8.74% | 5.43% |
XLV Health Care Select Sector SPDR Fund | -3.18% | -1.64% | -10.91% | -6.11% | 7.28% | 7.92% |
Monthly Returns
The table below presents the monthly returns of balanced, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.11% | -1.78% | -5.23% | -0.78% | 2.00% | -3.80% | |||||||
| 2024 | -3.05% | 7.28% | 2.00% | -4.82% | 6.02% | -0.58% | 0.42% | 0.87% | 3.42% | -3.25% | 1.58% | -4.12% | 5.06% |
| 2023 | 11.09% | -3.71% | 5.66% | -2.55% | 4.73% | 5.06% | 2.28% | -6.03% | -6.37% | -6.98% | 9.61% | 7.54% | 19.57% |
| 2022 | -10.42% | 0.24% | 1.98% | -13.07% | 4.02% | -7.73% | 10.42% | -5.06% | -10.73% | 4.06% | 9.24% | -7.51% | -24.82% |
| 2021 | 3.17% | -2.92% | -0.57% | 2.90% | 1.05% | 4.73% | 2.90% | 3.74% | -4.73% | 8.63% | 0.04% | -1.36% | 18.23% |
| 2020 | 0.63% | -3.41% | -13.65% | 14.00% | 8.68% | 5.55% | 9.35% | 9.22% | 0.81% | 1.14% | 15.87% | 10.26% | 70.74% |
| 2019 | 9.18% | 4.03% | 0.94% | 3.48% | -8.64% | 8.61% | 0.25% | -2.86% | 2.58% | 3.40% | 3.65% | 5.58% | 33.07% |
| 2018 | 5.89% | -3.89% | -2.13% | -1.03% | 2.57% | -2.91% | 3.04% | 1.79% | 0.15% | -9.21% | 4.39% | -9.71% | -11.75% |
| 2017 | 5.62% | 2.82% | 3.01% | 1.47% | 3.75% | -0.85% | 4.73% | 3.40% | 3.68% | 4.95% | 0.38% | 0.62% | 38.98% |
| 2016 | 3.19% | -2.89% | 0.02% | 0.72% | 0.96% |
Expense Ratio
balanced has an expense ratio of 0.43%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of balanced is 3, meaning it’s performing worse than 97% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
SMH VanEck Vectors Semiconductor ETF | 0.05 | 0.35 | 1.05 | 0.05 | 0.11 |
ICLN iShares Global Clean Energy ETF | -0.49 | -0.54 | 0.93 | -0.17 | -0.70 |
QQQ Invesco QQQ | 0.45 | 0.81 | 1.11 | 0.51 | 1.65 |
BOTZ Global X Robotics & Artificial Intelligence Thematic ETF | -0.23 | -0.15 | 0.98 | -0.17 | -0.76 |
LIT Global X Lithium & Battery Tech ETF | -0.56 | -0.63 | 0.93 | -0.27 | -1.09 |
XLV Health Care Select Sector SPDR Fund | -0.40 | -0.39 | 0.95 | -0.37 | -0.84 |
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Dividends
Dividend yield
balanced provided a 0.96% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.96% | 0.93% | 0.95% | 0.93% | 0.64% | 0.61% | 1.41% | 1.85% | 1.58% | 1.59% | 1.19% | 1.30% |
| Portfolio components: | ||||||||||||
SMH VanEck Vectors Semiconductor ETF | 0.48% | 0.44% | 0.60% | 1.18% | 0.51% | 0.69% | 1.50% | 1.88% | 1.43% | 0.80% | 2.14% | 1.16% |
ICLN iShares Global Clean Energy ETF | 1.72% | 1.85% | 1.59% | 0.89% | 1.18% | 0.34% | 1.36% | 2.77% | 2.49% | 3.88% | 2.36% | 2.83% |
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% |
BOTZ Global X Robotics & Artificial Intelligence Thematic ETF | 0.15% | 0.13% | 0.20% | 0.23% | 0.16% | 0.19% | 0.83% | 1.44% | 0.01% | 0.06% | 0.00% | 0.00% |
LIT Global X Lithium & Battery Tech ETF | 1.01% | 0.93% | 1.11% | 0.99% | 0.22% | 0.40% | 1.85% | 2.52% | 3.26% | 2.15% | 0.24% | 1.07% |
XLV Health Care Select Sector SPDR Fund | 1.76% | 1.67% | 1.59% | 1.47% | 1.33% | 1.49% | 2.17% | 1.57% | 1.47% | 1.60% | 1.43% | 1.35% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the balanced. 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 balanced was 34.52%, occurring on Mar 23, 2020. Recovery took 53 trading sessions.
The current balanced drawdown is 13.41%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.52% | Feb 21, 2020 | 22 | Mar 23, 2020 | 53 | Jun 8, 2020 | 75 |
| -34.12% | Nov 9, 2021 | 235 | Oct 14, 2022 | — | — | — |
| -22.85% | Jan 29, 2018 | 229 | Dec 24, 2018 | 216 | Nov 1, 2019 | 445 |
| -15.78% | Feb 17, 2021 | 14 | Mar 8, 2021 | 87 | Jul 12, 2021 | 101 |
| -8.49% | Sep 8, 2021 | 19 | Oct 4, 2021 | 15 | Oct 25, 2021 | 34 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 6 assets, with an effective number of assets of 6.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| ^GSPC | XLV | ICLN | LIT | SMH | BOTZ | QQQ | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.70 | 0.59 | 0.60 | 0.78 | 0.80 | 0.91 | 0.87 |
| XLV | 0.70 | 1.00 | 0.42 | 0.37 | 0.44 | 0.51 | 0.58 | 0.60 |
| ICLN | 0.59 | 0.42 | 1.00 | 0.60 | 0.53 | 0.60 | 0.56 | 0.76 |
| LIT | 0.60 | 0.37 | 0.60 | 1.00 | 0.56 | 0.64 | 0.57 | 0.79 |
| SMH | 0.78 | 0.44 | 0.53 | 0.56 | 1.00 | 0.76 | 0.85 | 0.86 |
| BOTZ | 0.80 | 0.51 | 0.60 | 0.64 | 0.76 | 1.00 | 0.78 | 0.88 |
| QQQ | 0.91 | 0.58 | 0.56 | 0.57 | 0.85 | 0.78 | 1.00 | 0.88 |
| Portfolio | 0.87 | 0.60 | 0.76 | 0.79 | 0.86 | 0.88 | 0.88 | 1.00 |