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Asset Allocation


FLIA 7.8%AAAU 12.6%DOGE-USD 3.4%USD=X 4.3%MSFT 15.8%AAPL 14.1%AMZN 10.5%LCID 9.7%META 8.7%UPRO 7.9%TSLA 5.2%BondBondCommodityCommodityCryptocurrencyCryptocurrencyCurrencyCurrencyEquityEquity
PositionCategory/SectorWeight
AAAU
Goldman Sachs Physical Gold ETF
Precious Metals, Gold

12.60%

AAPL
Apple Inc
Technology

14.10%

AMZN
Amazon.com, Inc.
Consumer Cyclical

10.50%

DOGE-USD
Dogecoin

3.40%

FLIA
Franklin Liberty International Aggregate Bond ETF
International Government Bonds, Actively Managed

7.80%

LCID
Lucid Group, Inc.
Consumer Cyclical

9.70%

META
Meta Platforms, Inc.
Communication Services

8.70%

MSFT
Microsoft Corporation
Technology

15.80%

TSLA
Tesla, Inc.
Consumer Cyclical

5.20%

UPRO
ProShares UltraPro S&P 500
Leveraged Equities, Leveraged

7.90%

USD=X
USD Cash

4.30%

S&P 500

Performance

Performance Chart

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


40.00%60.00%80.00%100.00%120.00%140.00%160.00%180.00%FebruaryMarchAprilMayJuneJuly
160.68%
67.37%
Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 18, 2020, corresponding to the inception date of LCID

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
16.48%1.67%14.21%21.98%13.13%10.91%
Portfolio20.03%6.81%22.14%23.42%N/AN/A
MSFT
Microsoft Corporation
18.73%-1.10%11.93%29.91%27.28%28.01%
AAPL
Apple Inc
17.18%8.44%15.59%17.36%35.25%26.48%
AAAU
Goldman Sachs Physical Gold ETF
16.62%3.68%18.65%23.06%11.07%N/A
AMZN
Amazon.com, Inc.
22.69%-1.41%19.48%44.73%13.61%27.75%
LCID
Lucid Group, Inc.
-17.46%39.56%14.69%-51.53%N/AN/A
META
Meta Platforms, Inc.
38.35%-1.23%27.13%67.93%19.60%20.66%
UPRO
ProShares UltraPro S&P 500
43.36%1.47%36.44%55.74%23.27%23.48%
FLIA
Franklin Liberty International Aggregate Bond ETF
-0.54%0.15%1.35%3.34%-0.22%N/A
TSLA
Tesla, Inc.
-3.73%30.70%14.37%-11.10%69.41%32.30%
DOGE-USD
Dogecoin
45.73%6.65%66.84%75.57%112.02%90.40%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-2.14%7.36%3.44%-5.56%6.37%4.38%20.03%
202319.10%-2.80%7.28%2.13%4.54%5.09%3.91%-4.59%-5.71%-1.31%10.02%3.21%45.96%
2022-7.97%-4.54%3.20%-12.57%-3.21%-9.14%11.32%-5.97%-9.88%2.49%0.03%-11.12%-40.08%
202136.36%9.20%0.25%23.43%-2.26%3.44%0.14%3.28%-4.00%13.20%5.93%-3.30%114.48%
20202.33%-3.20%9.00%7.23%15.77%

Expense Ratio

Portfolio has an expense ratio of 0.11%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for AAAU: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%
Expense ratio chart for UPRO: current value at 0.92% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.92%
Expense ratio chart for FLIA: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of Portfolio is 76, placing it in the top 24% 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 Portfolio is 7676
Portfolio
The Sharpe Ratio Rank of Portfolio is 9090Sharpe Ratio Rank
The Sortino Ratio Rank of Portfolio is 8989Sortino Ratio Rank
The Omega Ratio Rank of Portfolio is 8787Omega Ratio Rank
The Calmar Ratio Rank of Portfolio is 1818Calmar Ratio Rank
The Martin Ratio Rank of Portfolio is 9494Martin 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
Sharpe ratio
The chart of Sharpe ratio for Portfolio, currently valued at 2.44, compared to the broader market-1.000.001.002.003.004.002.44
Sortino ratio
The chart of Sortino ratio for Portfolio, currently valued at 3.32, compared to the broader market-2.000.002.004.006.003.32
Omega ratio
The chart of Omega ratio for Portfolio, currently valued at 1.38, compared to the broader market0.801.001.201.401.601.801.38
Calmar ratio
The chart of Calmar ratio for Portfolio, currently valued at 0.66, compared to the broader market0.002.004.006.008.000.66
Martin ratio
The chart of Martin ratio for Portfolio, currently valued at 18.13, compared to the broader market0.0010.0020.0030.0040.0018.13
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.99, compared to the broader market-1.000.001.002.003.004.001.99
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.81, compared to the broader market-2.000.002.004.006.002.81
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.35, compared to the broader market0.801.001.201.401.601.801.35
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.59, compared to the broader market0.002.004.006.008.001.59
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.44, compared to the broader market0.0010.0020.0030.0040.007.44

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
MSFT
Microsoft Corporation
1.712.311.301.1111.25
AAPL
Apple Inc
1.352.161.260.603.98
AAAU
Goldman Sachs Physical Gold ETF
2.373.121.422.0113.96
AMZN
Amazon.com, Inc.
1.812.761.320.6714.90
LCID
Lucid Group, Inc.
-0.280.121.01-0.52-0.60
META
Meta Platforms, Inc.
1.862.831.391.7411.81
UPRO
ProShares UltraPro S&P 500
3.764.191.561.5027.19
FLIA
Franklin Liberty International Aggregate Bond ETF
1.041.541.200.124.06
TSLA
Tesla, Inc.
0.020.431.050.000.04
DOGE-USD
Dogecoin
1.372.171.220.815.16
USD=X
USD Cash

Sharpe Ratio

The current Portfolio Sharpe ratio is 2.59. 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 1.31 to 2.06, 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 Portfolio 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 Ratio0.501.001.502.002.503.003.504.00FebruaryMarchAprilMayJuneJuly
2.44
1.99
Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Portfolio granted a 0.31% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Portfolio0.31%0.32%1.72%0.36%0.28%0.61%0.67%0.50%0.65%0.67%0.64%0.71%
MSFT
Microsoft Corporation
0.66%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
AAPL
Apple Inc
0.43%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
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.
0.20%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
0.67%0.74%0.52%0.06%0.11%0.53%0.63%0.00%0.12%0.34%0.22%0.07%
FLIA
Franklin Liberty International Aggregate Bond ETF
0.94%0.93%18.12%2.26%0.43%2.93%1.23%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%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%FebruaryMarchAprilMayJuneJuly
-4.13%
-1.97%
Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Portfolio. 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 was 45.36%, occurring on Jan 5, 2023. Recovery took 552 trading sessions.

The current Portfolio drawdown is 4.85%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-45.36%Nov 21, 2021411Jan 5, 2023552Jul 10, 2024963
-24.33%Feb 19, 202114Mar 4, 202146Apr 19, 202160
-20.31%May 8, 202145Jun 21, 2021137Nov 5, 2021182
-9.24%Jan 30, 20211Jan 30, 20213Feb 2, 20214
-8.54%Apr 20, 20213Apr 22, 202111May 3, 202114

Volatility

Volatility Chart

The current Portfolio volatility is 6.38%, 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%FebruaryMarchAprilMayJuneJuly
6.38%
2.94%
Portfolio
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.

USD=XAAAUFLIADOGE-USDLCIDTSLAMETAAMZNAAPLMSFTUPRO
USD=X0.000.000.000.000.000.000.000.000.000.000.00
AAAU0.001.000.230.060.050.050.110.070.030.060.12
FLIA0.000.231.000.040.060.070.100.130.130.160.13
DOGE-USD0.000.060.041.000.150.160.150.170.180.180.22
LCID0.000.050.060.151.000.430.280.310.290.240.37
TSLA0.000.050.070.160.431.000.340.400.460.400.48
META0.000.110.100.150.280.341.000.550.480.570.59
AMZN0.000.070.130.170.310.400.551.000.560.640.63
AAPL0.000.030.130.180.290.460.480.561.000.650.69
MSFT0.000.060.160.180.240.400.570.640.651.000.72
UPRO0.000.120.130.220.370.480.590.630.690.721.00
The correlation results are calculated based on daily price changes starting from Sep 19, 2020