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Nomadic Warrior Investments

Last updated Sep 21, 2023

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 Managed10%
ONEQ
Fidelity NASDAQ Composite Index Tracking Stock
Large Cap Growth Equities18%
SOXX
iShares PHLX Semiconductor ETF
Technology Equities18%
IVW
iShares S&P 500 Growth ETF
Large Cap Growth Equities18%
FDVV
Fidelity High Dividend ETF
Large Cap Blend Equities, Dividend18%
QQQM
Invesco NASDAQ 100 ETF
Large Cap Growth Equities18%

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


0.00%5.00%10.00%15.00%20.00%AprilMayJuneJulyAugustSeptember
11.61%
10.86%
Nomadic Warrior Investments
Benchmark (^GSPC)
Portfolio components

Returns


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark0.33%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
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

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

FBNDFDVVSOXXIVWQQQMONEQ
FBND1.000.170.200.260.280.27
FDVV0.171.000.670.760.710.74
SOXX0.200.671.000.840.870.87
IVW0.260.760.841.000.980.97
QQQM0.280.710.870.981.000.98
ONEQ0.270.740.870.970.981.00

Sharpe Ratio

The current Nomadic Warrior Investments Sharpe ratio is 0.94. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.94

The Sharpe ratio of Nomadic Warrior Investments lies between the 25th and 75th percentiles. It indicates that the portfolio's 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
0.94
0.74
Nomadic Warrior Investments
Benchmark (^GSPC)
Portfolio components

Dividend yield

Nomadic Warrior Investments granted a 1.63% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Nomadic Warrior Investments1.63%1.67%1.09%1.55%1.97%1.91%1.69%1.30%1.16%0.90%0.70%0.91%
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.


0.46%
0.00%2.15%
0.36%
0.00%2.15%
0.29%
0.00%2.15%
0.21%
0.00%2.15%
0.18%
0.00%2.15%
0.15%
0.00%2.15%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer 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.


-20.00%-15.00%-10.00%-5.00%AprilMayJuneJulyAugustSeptember
-8.87%
-8.22%
Nomadic Warrior Investments
Benchmark (^GSPC)
Portfolio components

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, 2021202Oct 14, 2022
-7.78%Feb 16, 202115Mar 8, 202119Apr 5, 202134
-6.87%Oct 14, 202013Oct 30, 20204Nov 5, 202017
-6.09%Apr 27, 202112May 12, 202120Jun 10, 202132
-5.88%Sep 7, 202120Oct 4, 202118Oct 28, 202138

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.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%AprilMayJuneJulyAugustSeptember
4.21%
3.47%
Nomadic Warrior Investments
Benchmark (^GSPC)
Portfolio components