Portfolio
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
FLIA Franklin Liberty International Aggregate Bond ETF | International Government Bonds, Actively Managed | 7.8% |
AAAU Goldman Sachs Physical Gold ETF | Precious Metals, Gold | 12.6% |
DOGE-USD Dogecoin | 3.4% | |
USD=X USD Cash | 4.3% | |
MSFT Microsoft Corporation | Technology | 15.8% |
AAPL Apple Inc. | Technology | 14.1% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 10.5% |
LCID Lucid Group, Inc. | Consumer Cyclical | 9.7% |
META Meta Platforms, Inc. | Communication Services | 8.7% |
UPRO ProShares UltraPro S&P 500 | Leveraged Equities, Leveraged | 7.9% |
TSLA Tesla, Inc. | Consumer Cyclical | 5.2% |
Performance
The chart shows the growth of an initial investment of $10,000 in Portfolio, 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
Returns
As of May 27, 2023, the Portfolio returned 32.35% Year-To-Date and 19.03% of annualized return in the last 10 years.
1 month | Year-To-Date | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
Benchmark | 0.86% | 9.53% | 6.09% | 1.14% | 6.27% | 6.27% |
Portfolio | 4.26% | 32.35% | 22.86% | 3.48% | 19.03% | 19.03% |
Portfolio components: | ||||||
MSFT Microsoft Corporation | 8.58% | 39.46% | 38.34% | 23.01% | 14.68% | 14.68% |
AAPL Apple Inc. | 3.53% | 35.41% | 21.99% | 17.93% | 14.09% | 14.09% |
AAAU Goldman Sachs Physical Gold ETF | -2.13% | 6.74% | 11.88% | 4.89% | -0.17% | -0.17% |
AMZN Amazon.com, Inc. | 13.90% | 42.99% | 27.84% | 4.31% | -5.19% | -5.19% |
LCID Lucid Group, Inc. | -0.88% | 15.23% | -20.10% | -60.31% | -5.71% | -5.71% |
META Meta Platforms, Inc. | 9.04% | 117.75% | 140.89% | 34.29% | 0.96% | 0.96% |
UPRO ProShares UltraPro S&P 500 | 1.55% | 24.12% | 10.91% | -13.63% | 11.23% | 11.23% |
FLIA Franklin Liberty International Aggregate Bond ETF | -1.06% | 1.74% | -0.56% | -1.94% | -1.93% | -1.93% |
TSLA Tesla, Inc. | 17.56% | 56.82% | 5.60% | -23.71% | 7.20% | 7.20% |
DOGE-USD Dogecoin | -13.04% | 0.98% | -25.38% | -14.15% | 129.45% | 129.45% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Returns over 1 year are annualized |
Asset Correlations Table
USD=X | AAAU | FLIA | DOGE-USD | LCID | TSLA | META | AMZN | AAPL | MSFT | UPRO | |
---|---|---|---|---|---|---|---|---|---|---|---|
USD=X | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
AAAU | 0.00 | 1.00 | 0.23 | 0.07 | 0.04 | 0.05 | 0.10 | 0.05 | 0.04 | 0.07 | 0.10 |
FLIA | 0.00 | 0.23 | 1.00 | 0.04 | 0.03 | 0.08 | 0.12 | 0.13 | 0.13 | 0.18 | 0.09 |
DOGE-USD | 0.00 | 0.07 | 0.04 | 1.00 | 0.17 | 0.18 | 0.18 | 0.20 | 0.21 | 0.22 | 0.25 |
LCID | 0.00 | 0.04 | 0.03 | 0.17 | 1.00 | 0.44 | 0.35 | 0.39 | 0.35 | 0.30 | 0.39 |
TSLA | 0.00 | 0.05 | 0.08 | 0.18 | 0.44 | 1.00 | 0.38 | 0.44 | 0.49 | 0.44 | 0.50 |
META | 0.00 | 0.10 | 0.12 | 0.18 | 0.35 | 0.38 | 1.00 | 0.56 | 0.53 | 0.58 | 0.61 |
AMZN | 0.00 | 0.05 | 0.13 | 0.20 | 0.39 | 0.44 | 0.56 | 1.00 | 0.62 | 0.66 | 0.64 |
AAPL | 0.00 | 0.04 | 0.13 | 0.21 | 0.35 | 0.49 | 0.53 | 0.62 | 1.00 | 0.71 | 0.73 |
MSFT | 0.00 | 0.07 | 0.18 | 0.22 | 0.30 | 0.44 | 0.58 | 0.66 | 0.71 | 1.00 | 0.74 |
UPRO | 0.00 | 0.10 | 0.09 | 0.25 | 0.39 | 0.50 | 0.61 | 0.64 | 0.73 | 0.74 | 1.00 |
Dividend yield
Portfolio granted a 1.73% dividend yield in the last twelve months.
TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 1.73% | 1.72% | 0.39% | 0.29% | 0.66% | 0.71% | 0.53% | 0.71% | 0.74% | 0.73% | 0.83% | 0.77% |
Portfolio components: | ||||||||||||
MSFT Microsoft Corporation | 1.17% | 1.06% | 0.69% | 0.96% | 1.24% | 1.78% | 1.98% | 2.58% | 2.61% | 2.85% | 3.07% | 3.79% |
AAPL Apple Inc. | 0.79% | 0.70% | 0.49% | 0.62% | 1.06% | 1.86% | 1.53% | 2.06% | 2.11% | 1.86% | 2.39% | 1.16% |
AAAU Goldman Sachs Physical Gold ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AMZN Amazon.com, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LCID Lucid Group, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
META Meta Platforms, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UPRO ProShares UltraPro S&P 500 | 0.63% | 0.52% | 0.06% | 0.11% | 0.54% | 0.64% | 0.00% | 0.12% | 0.35% | 0.22% | 0.07% | 0.05% |
FLIA Franklin Liberty International Aggregate Bond ETF | 17.81% | 18.12% | 2.66% | 0.52% | 3.54% | 1.54% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TSLA Tesla, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DOGE-USD Dogecoin | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
USD=X USD Cash | 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 features an expense ratio of 0.11%, 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
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 | |
---|---|---|---|---|---|
MSFT Microsoft Corporation | 0.85 | ||||
AAPL Apple Inc. | 0.81 | ||||
AAAU Goldman Sachs Physical Gold ETF | 0.31 | ||||
AMZN Amazon.com, Inc. | 0.28 | ||||
LCID Lucid Group, Inc. | -0.65 | ||||
META Meta Platforms, Inc. | 0.73 | ||||
UPRO ProShares UltraPro S&P 500 | -0.03 | ||||
FLIA Franklin Liberty International Aggregate Bond ETF | -0.37 | ||||
TSLA Tesla, Inc. | -0.19 | ||||
DOGE-USD Dogecoin | 0.21 | ||||
USD=X USD Cash | N/A |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the Portfolio. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the Portfolio is 45.36%, recorded on Jan 5, 2023. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-45.36% | Nov 21, 2021 | 411 | Jan 5, 2023 | — | — | — |
-24.33% | Feb 19, 2021 | 14 | Mar 4, 2021 | 46 | Apr 19, 2021 | 60 |
-20.31% | May 8, 2021 | 45 | Jun 21, 2021 | 137 | Nov 5, 2021 | 182 |
-9.24% | Jan 30, 2021 | 1 | Jan 30, 2021 | 3 | Feb 2, 2021 | 4 |
-8.54% | Apr 20, 2021 | 3 | Apr 22, 2021 | 11 | May 3, 2021 | 14 |
Volatility Chart
The current Portfolio volatility is 3.62%, 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.