Всепогодный портфель
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
TLT iShares 20+ Year Treasury Bond ETF | Government Bonds | 18% |
SHY iShares 1-3 Year Treasury Bond ETF | Government Bonds | 18% |
IAU iShares Gold Trust | Precious Metals, Gold | 18% |
BTC-USD Bitcoin | 10% | |
QQQ Invesco QQQ | Large Cap Blend Equities | 18% |
NOBL ProShares S&P 500 Dividend Aristocrats ETF | Large Cap Growth Equities, Dividend | 18% |
Performance
The chart shows the growth of an initial investment of $10,000 in Всепогодный портфель, 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 Всепогодный портфель returned 13.53% Year-To-Date and 13.72% 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% | 6.19% | 6.74% |
| Всепогодный портфель | -1.63% | 13.53% | 12.47% | 2.43% | 9.59% | 13.72% |
| Portfolio components: | ||||||
QQQ Invesco QQQ | 8.01% | 31.04% | 23.72% | 13.58% | 10.97% | 11.95% |
NOBL ProShares S&P 500 Dividend Aristocrats ETF | -4.71% | -0.95% | -3.32% | -2.53% | 6.43% | 7.21% |
TLT iShares 20+ Year Treasury Bond ETF | -4.80% | 2.57% | -0.57% | -12.75% | -1.08% | 1.32% |
SHY iShares 1-3 Year Treasury Bond ETF | -0.67% | 1.18% | 1.56% | -0.50% | 0.59% | 0.45% |
IAU iShares Gold Trust | -2.09% | 6.74% | 11.84% | 4.80% | 5.61% | 2.87% |
BTC-USD Bitcoin | -8.65% | 61.47% | 64.76% | -9.27% | 19.42% | 46.45% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| BTC-USD | IAU | NOBL | QQQ | SHY | TLT | |
|---|---|---|---|---|---|---|
| BTC-USD | 1.00 | 0.07 | 0.06 | 0.12 | 0.01 | -0.01 |
| IAU | 0.07 | 1.00 | -0.01 | -0.02 | 0.38 | 0.30 |
| NOBL | 0.06 | -0.01 | 1.00 | 0.61 | -0.11 | -0.20 |
| QQQ | 0.12 | -0.02 | 0.61 | 1.00 | -0.11 | -0.15 |
| SHY | 0.01 | 0.38 | -0.11 | -0.11 | 1.00 | 0.57 |
| TLT | -0.01 | 0.30 | -0.20 | -0.15 | 0.57 | 1.00 |
Dividend yield
Всепогодный портфель granted a 1.61% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Всепогодный портфель | 1.61% | 1.22% | 0.75% | 0.96% | 1.33% | 1.48% | 1.19% | 1.31% | 1.27% | 1.26% | 1.04% | 0.94% |
| Portfolio components: | ||||||||||||
QQQ Invesco QQQ | 0.75% | 0.80% | 0.43% | 0.56% | 0.76% | 0.94% | 0.87% | 1.11% | 1.05% | 1.51% | 1.10% | 1.38% |
NOBL ProShares S&P 500 Dividend Aristocrats ETF | 2.36% | 1.95% | 1.94% | 2.23% | 2.03% | 2.59% | 1.95% | 2.43% | 2.35% | 1.90% | 0.37% | 0.00% |
TLT iShares 20+ Year Treasury Bond ETF | 3.68% | 2.70% | 1.55% | 1.57% | 2.42% | 2.87% | 2.73% | 2.99% | 3.07% | 3.22% | 4.04% | 3.43% |
SHY iShares 1-3 Year Treasury Bond ETF | 2.14% | 1.31% | 0.27% | 0.96% | 2.19% | 1.82% | 1.05% | 0.77% | 0.59% | 0.40% | 0.29% | 0.41% |
IAU iShares Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
Expense Ratio
The Всепогодный портфель has a high expense ratio of 0.20%, indicating higher-than-average management fees. 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 | |
|---|---|---|---|---|---|
QQQ Invesco QQQ | 0.75 | ||||
NOBL ProShares S&P 500 Dividend Aristocrats ETF | 0.03 | ||||
TLT iShares 20+ Year Treasury Bond ETF | -0.65 | ||||
SHY iShares 1-3 Year Treasury Bond ETF | -0.15 | ||||
IAU iShares Gold Trust | 0.31 | ||||
BTC-USD Bitcoin | 0.84 |
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 Всепогодный портфель. 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 Всепогодный портфель is 26.89%, recorded on Oct 20, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26.89% | Nov 10, 2021 | 345 | Oct 20, 2022 | — | — | — |
| -26.72% | Dec 5, 2013 | 14 | Dec 18, 2013 | 898 | Jun 3, 2016 | 912 |
| -21.21% | Dec 17, 2017 | 374 | Dec 25, 2018 | 176 | Jun 19, 2019 | 550 |
| -16.3% | Feb 24, 2020 | 24 | Mar 18, 2020 | 42 | Apr 29, 2020 | 66 |
| -7.54% | Nov 30, 2013 | 2 | Dec 1, 2013 | 3 | Dec 4, 2013 | 5 |
Volatility Chart
The current Всепогодный портфель volatility is 1.67%, 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.