PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Nomadic Warrior Investments
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


FBND 10%ONEQ 18%SOXX 18%IVW 18%FDVV 18%QQQM 18%BondBondEquityEquity
PositionCategory/SectorWeight
FBND
Fidelity Total Bond ETF
Total Bond Market, Actively Managed

10%

FDVV
Fidelity High Dividend ETF
Large Cap Blend Equities, Dividend

18%

IVW
iShares S&P 500 Growth ETF
Large Cap Growth Equities

18%

ONEQ
Fidelity NASDAQ Composite Index Tracking Stock
Large Cap Growth Equities

18%

QQQM
Invesco NASDAQ 100 ETF
Large Cap Growth Equities

18%

SOXX
iShares PHLX Semiconductor ETF
Technology Equities

18%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Nomadic Warrior Investments, 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%50.00%60.00%70.00%80.00%FebruaryMarchAprilMayJuneJuly
70.37%
56.75%
Nomadic Warrior Investments
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 13, 2020, corresponding to the inception date of QQQM

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
15.41%0.33%13.74%21.39%13.11%10.77%
Nomadic Warrior Investments17.47%-2.02%14.88%27.00%N/AN/A
ONEQ
Fidelity NASDAQ Composite Index Tracking Stock
18.23%-0.72%16.07%27.30%18.00%16.02%
FBND
Fidelity Total Bond ETF
1.12%0.36%2.43%4.68%1.12%N/A
SOXX
iShares PHLX Semiconductor ETF
23.41%-8.81%18.25%42.83%31.74%27.53%
IVW
iShares S&P 500 Growth ETF
22.83%-1.32%18.88%29.89%16.23%14.58%
FDVV
Fidelity High Dividend ETF
15.52%1.69%14.60%20.80%13.80%N/A
QQQM
Invesco NASDAQ 100 ETF
16.45%-1.90%13.19%27.12%N/AN/A

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.48%5.72%2.53%-3.85%6.47%4.71%17.47%
20239.26%-1.15%6.20%-0.53%4.98%5.85%3.81%-1.99%-5.01%-3.04%10.14%6.43%39.27%
2022-6.88%-2.73%3.00%-11.32%0.85%-9.79%11.37%-5.24%-10.11%4.43%7.86%-7.17%-25.34%
20210.65%2.20%2.30%4.02%0.26%4.27%1.83%2.95%-4.49%6.48%2.50%2.38%28.01%
2020-6.87%11.77%4.68%8.96%

Expense Ratio

Nomadic Warrior Investments has an expense ratio of 0.27%, 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 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 FBND: current value at 0.36% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.36%
Expense ratio chart for FDVV: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%
Expense ratio chart for ONEQ: current value at 0.21% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.21%
Expense ratio chart for IVW: 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 QQQM: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Nomadic Warrior Investments is 70, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of Nomadic Warrior Investments is 7070
Nomadic Warrior Investments
The Sharpe Ratio Rank of Nomadic Warrior Investments is 7272Sharpe Ratio Rank
The Sortino Ratio Rank of Nomadic Warrior Investments is 7171Sortino Ratio Rank
The Omega Ratio Rank of Nomadic Warrior Investments is 7171Omega Ratio Rank
The Calmar Ratio Rank of Nomadic Warrior Investments is 6868Calmar Ratio Rank
The Martin Ratio Rank of Nomadic Warrior Investments is 7070Martin 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.


Nomadic Warrior Investments
Sharpe ratio
The chart of Sharpe ratio for Nomadic Warrior Investments, currently valued at 1.73, compared to the broader market-1.000.001.002.003.004.005.001.73
Sortino ratio
The chart of Sortino ratio for Nomadic Warrior Investments, currently valued at 2.40, compared to the broader market-2.000.002.004.006.002.40
Omega ratio
The chart of Omega ratio for Nomadic Warrior Investments, currently valued at 1.30, compared to the broader market0.801.001.201.401.601.801.30
Calmar ratio
The chart of Calmar ratio for Nomadic Warrior Investments, currently valued at 1.86, compared to the broader market0.002.004.006.008.0010.001.86
Martin ratio
The chart of Martin ratio for Nomadic Warrior Investments, currently valued at 7.24, compared to the broader market0.0010.0020.0030.0040.007.24
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.82, compared to the broader market-1.000.001.002.003.004.005.001.82
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.59, compared to the broader market-2.000.002.004.006.002.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market0.801.001.201.401.601.801.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.45, compared to the broader market0.002.004.006.008.0010.001.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.82, compared to the broader market0.0010.0020.0030.0040.006.82

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
ONEQ
Fidelity NASDAQ Composite Index Tracking Stock
1.572.181.271.286.91
FBND
Fidelity Total Bond ETF
0.630.941.110.272.05
SOXX
iShares PHLX Semiconductor ETF
1.331.851.232.185.45
IVW
iShares S&P 500 Growth ETF
1.992.771.351.3610.69
FDVV
Fidelity High Dividend ETF
2.052.981.362.076.73
QQQM
Invesco NASDAQ 100 ETF
1.532.111.261.767.75

Sharpe Ratio

The current Nomadic Warrior Investments Sharpe ratio is 2.31. 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 1.62 to 2.48, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of Nomadic Warrior Investments 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 Ratio1.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.73
1.82
Nomadic Warrior Investments
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Nomadic Warrior Investments granted a 1.45% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Nomadic Warrior Investments1.45%1.67%1.64%1.04%1.45%1.81%1.69%1.46%1.14%1.02%0.81%0.62%
ONEQ
Fidelity NASDAQ Composite Index Tracking Stock
0.64%0.71%0.97%0.54%0.71%1.64%1.08%0.84%1.12%1.04%1.19%0.84%
FBND
Fidelity Total Bond ETF
4.56%4.26%3.07%1.86%4.25%2.90%2.93%2.56%2.84%3.26%0.66%0.00%
SOXX
iShares PHLX Semiconductor ETF
0.62%0.78%1.25%0.64%0.81%1.23%1.37%0.90%1.08%1.29%1.56%1.18%
IVW
iShares S&P 500 Growth ETF
0.64%1.03%0.89%0.46%0.82%1.62%1.27%1.30%1.51%1.51%1.36%1.44%
FDVV
Fidelity High Dividend ETF
2.95%3.77%3.44%2.70%3.19%3.93%4.05%3.63%1.04%0.00%0.00%0.00%
QQQM
Invesco NASDAQ 100 ETF
0.66%0.65%0.83%0.40%0.16%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.


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-4.76%
-2.86%
Nomadic Warrior Investments
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Nomadic Warrior Investments. 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 Nomadic Warrior Investments was 31.06%, occurring on Oct 14, 2022. Recovery took 292 trading sessions.

The current Nomadic Warrior Investments drawdown is 0.44%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.06%Dec 28, 2021202Oct 14, 2022292Dec 13, 2023494
-7.78%Feb 16, 202115Mar 8, 202119Apr 5, 202134
-6.88%Mar 8, 202430Apr 19, 202417May 14, 202447
-6.87%Oct 14, 202013Oct 30, 20204Nov 5, 202017
-6.09%Apr 27, 202112May 12, 202120Jun 10, 202132

Volatility

Volatility Chart

The current Nomadic Warrior Investments volatility is 4.58%, 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%FebruaryMarchAprilMayJuneJuly
4.58%
2.76%
Nomadic Warrior Investments
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.

FBNDFDVVSOXXIVWQQQMONEQ
FBND1.000.200.200.260.270.27
FDVV0.201.000.660.740.700.73
SOXX0.200.661.000.820.860.85
IVW0.260.740.821.000.970.97
QQQM0.270.700.860.971.000.98
ONEQ0.270.730.850.970.981.00
The correlation results are calculated based on daily price changes starting from Oct 14, 2020