Nomadic Warrior Investments
Asset Allocation
Performance
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
Returns
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.33% | 11.48% | 14.66% | 16.16% | 8.02% | N/A |
| Nomadic Warrior Investments | -0.38% | 11.58% | 24.11% | 21.99% | 8.87% | N/A |
| Portfolio components: | ||||||
ONEQ Fidelity NASDAQ Composite Index Tracking Stock | 0.05% | 15.16% | 30.20% | 21.77% | 5.64% | N/A |
FBND Fidelity Total Bond ETF | 0.38% | -1.98% | 1.14% | 1.06% | -3.82% | N/A |
SOXX iShares PHLX Semiconductor ETF | -3.93% | 7.90% | 35.85% | 37.06% | 13.94% | N/A |
IVW iShares S&P 500 Growth ETF | 0.26% | 13.80% | 20.49% | 15.43% | 5.77% | N/A |
FDVV Fidelity High Dividend ETF | 0.78% | 10.68% | 9.78% | 16.24% | 15.60% | N/A |
QQQM Invesco NASDAQ 100 ETF | 0.49% | 18.08% | 37.64% | 29.57% | 8.29% | N/A |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| FBND | FDVV | SOXX | IVW | QQQM | ONEQ | |
|---|---|---|---|---|---|---|
| FBND | 1.00 | 0.17 | 0.20 | 0.26 | 0.28 | 0.27 |
| FDVV | 0.17 | 1.00 | 0.67 | 0.76 | 0.71 | 0.74 |
| SOXX | 0.20 | 0.67 | 1.00 | 0.84 | 0.87 | 0.87 |
| IVW | 0.26 | 0.76 | 0.84 | 1.00 | 0.98 | 0.97 |
| QQQM | 0.28 | 0.71 | 0.87 | 0.98 | 1.00 | 0.98 |
| ONEQ | 0.27 | 0.74 | 0.87 | 0.97 | 0.98 | 1.00 |
Dividend yield
Nomadic Warrior Investments granted a 1.63% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Nomadic Warrior Investments | 1.63% | 1.67% | 1.09% | 1.55% | 1.97% | 1.91% | 1.69% | 1.30% | 1.16% | 0.90% | 0.70% | 0.91% |
| Portfolio components: | ||||||||||||
ONEQ Fidelity NASDAQ Composite Index Tracking Stock | 0.81% | 0.98% | 0.55% | 0.73% | 1.69% | 1.13% | 0.89% | 1.20% | 1.13% | 1.30% | 0.92% | 1.58% |
FBND Fidelity Total Bond ETF | 4.17% | 3.16% | 1.97% | 4.58% | 3.27% | 3.39% | 3.05% | 3.48% | 4.12% | 0.85% | 0.00% | 0.00% |
SOXX iShares PHLX Semiconductor ETF | 0.97% | 1.26% | 0.65% | 0.83% | 1.28% | 1.44% | 0.96% | 1.16% | 1.40% | 1.72% | 1.32% | 1.41% |
IVW iShares S&P 500 Growth ETF | 0.89% | 0.90% | 0.47% | 0.83% | 1.67% | 1.33% | 1.38% | 1.62% | 1.65% | 1.51% | 1.62% | 2.07% |
FDVV Fidelity High Dividend ETF | 3.42% | 3.55% | 2.88% | 3.51% | 4.49% | 4.82% | 4.48% | 1.34% | 0.00% | 0.00% | 0.00% | 0.00% |
QQQM Invesco NASDAQ 100 ETF | 0.66% | 0.84% | 0.41% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Expense Ratio
The Nomadic Warrior Investments has a high expense ratio of 0.27%, 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 | |
|---|---|---|---|---|---|
ONEQ Fidelity NASDAQ Composite Index Tracking Stock | 0.83 | ||||
FBND Fidelity Total Bond ETF | 0.09 | ||||
SOXX iShares PHLX Semiconductor ETF | 0.99 | ||||
IVW iShares S&P 500 Growth ETF | 0.62 | ||||
FDVV Fidelity High Dividend ETF | 0.76 | ||||
QQQM Invesco NASDAQ 100 ETF | 1.14 |
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 Nomadic Warrior Investments. 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 Nomadic Warrior Investments is 31.28%, recorded on Oct 14, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.28% | Dec 28, 2021 | 202 | Oct 14, 2022 | — | — | — |
| -7.78% | Feb 16, 2021 | 15 | Mar 8, 2021 | 19 | Apr 5, 2021 | 34 |
| -6.87% | Oct 14, 2020 | 13 | Oct 30, 2020 | 4 | Nov 5, 2020 | 17 |
| -6.09% | Apr 27, 2021 | 12 | May 12, 2021 | 20 | Jun 10, 2021 | 32 |
| -5.88% | Sep 7, 2021 | 20 | Oct 4, 2021 | 18 | Oct 28, 2021 | 38 |
Volatility Chart
The current Nomadic Warrior Investments volatility is 4.21%, 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.