Nomadic Warrior Investments
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
FBND Fidelity Total Bond ETF | Total Bond Market, Actively Managed | 12.50% |
FDVV Fidelity High Dividend ETF | Large Cap Blend Equities, Dividend | 12.50% |
FTEC Fidelity MSCI Information Technology Index ETF | Technology Equities | 12.50% |
IVV iShares Core S&P 500 ETF | Large Cap Growth Equities | 12.50% |
IVW iShares S&P 500 Growth ETF | Large Cap Growth Equities | 12.50% |
ONEQ Fidelity NASDAQ Composite Index Tracking Stock | Large Cap Growth Equities | 12.50% |
QQQ Invesco QQQ | Large Cap Blend Equities | 12.50% |
SOXX iShares PHLX Semiconductor ETF | Technology Equities | 12.50% |
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
The earliest data available for this chart is Sep 15, 2016, corresponding to the inception date of FDVV
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.95% | 4.39% | 18.07% | 37.09% | 14.48% | 11.71% |
| Nomadic Warrior Investments | 21.71% | 2.55% | 17.86% | 40.28% | 18.18% | N/A |
| Portfolio components: | ||||||
ONEQ Fidelity NASDAQ Composite Index Tracking Stock | 23.62% | 2.98% | 20.18% | 43.38% | 19.13% | 16.62% |
SOXX iShares PHLX Semiconductor ETF | 20.00% | 2.79% | 14.16% | 51.48% | 27.67% | 25.14% |
IVV iShares Core S&P 500 ETF | 24.24% | 2.92% | 17.80% | 40.81% | 16.20% | 13.73% |
IVW iShares S&P 500 Growth ETF | 30.29% | 2.92% | 22.00% | 44.70% | 17.84% | 15.36% |
FBND Fidelity Total Bond ETF | 3.79% | -1.45% | 6.64% | 13.29% | 1.27% | 2.33% |
FTEC Fidelity MSCI Information Technology Index ETF | 25.45% | 4.59% | 24.73% | 48.33% | 24.12% | 21.23% |
FDVV Fidelity High Dividend ETF | 24.93% | 3.32% | 19.07% | 40.29% | 14.87% | N/A |
QQQ Invesco QQQ | 21.27% | 2.64% | 18.42% | 40.40% | 21.69% | 18.70% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.48% | 5.17% | 2.41% | -4.02% | 6.18% | 4.83% | -0.29% | 1.25% | 1.97% | 21.71% | |||
| 2023 | 8.64% | -1.21% | 6.06% | -0.17% | 4.52% | 5.63% | 3.41% | -1.87% | -5.10% | -2.63% | 10.09% | 5.81% | 37.03% |
| 2022 | -6.53% | -2.87% | 2.77% | -10.65% | 0.42% | -9.14% | 10.88% | -5.02% | -10.01% | 4.97% | 7.02% | -6.81% | -24.52% |
| 2021 | 0.19% | 1.93% | 2.22% | 4.16% | 0.12% | 4.18% | 2.06% | 2.86% | -4.54% | 6.39% | 2.05% | 2.50% | 26.49% |
| 2020 | 1.07% | -6.03% | -10.22% | 12.72% | 5.48% | 4.61% | 5.57% | 7.53% | -3.70% | -2.24% | 11.25% | 4.44% | 31.70% |
| 2019 | 7.72% | 3.65% | 2.81% | 4.88% | -7.51% | 7.07% | 2.30% | -1.54% | 1.56% | 2.98% | 3.53% | 3.73% | 34.89% |
| 2018 | 6.01% | -1.55% | -2.52% | -0.44% | 4.75% | -0.04% | 2.69% | 4.07% | -0.34% | -7.24% | 0.88% | -7.12% | -1.81% |
| 2017 | 2.91% | 3.42% | 1.47% | 1.29% | 3.10% | -1.28% | 2.78% | 1.40% | 1.48% | 4.01% | 1.78% | 0.48% | 25.26% |
| 2016 | 1.52% | -1.60% | 2.32% | 1.61% | 3.86% |
Expense Ratio
Nomadic Warrior Investments has an expense ratio of 0.23%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Nomadic Warrior Investments is 37, 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.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
ONEQ Fidelity NASDAQ Composite Index Tracking Stock | 2.31 | 2.98 | 1.41 | 2.08 | 11.47 |
SOXX iShares PHLX Semiconductor ETF | 1.37 | 1.87 | 1.25 | 1.88 | 5.22 |
IVV iShares Core S&P 500 ETF | 3.06 | 4.07 | 1.56 | 3.26 | 20.16 |
IVW iShares S&P 500 Growth ETF | 2.46 | 3.21 | 1.44 | 1.95 | 12.82 |
FBND Fidelity Total Bond ETF | 2.14 | 3.13 | 1.39 | 0.85 | 10.46 |
FTEC Fidelity MSCI Information Technology Index ETF | 2.14 | 2.73 | 1.37 | 2.93 | 10.59 |
FDVV Fidelity High Dividend ETF | 3.52 | 4.84 | 1.65 | 3.78 | 31.76 |
QQQ Invesco QQQ | 2.12 | 2.77 | 1.37 | 2.68 | 9.95 |
Dividends
Dividend yield
Nomadic Warrior Investments granted a 1.45% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Nomadic Warrior Investments | 1.45% | 1.67% | 1.63% | 1.06% | 1.59% | 1.89% | 1.88% | 1.60% | 1.49% | 1.45% | 1.14% | 0.81% |
| Portfolio components: | ||||||||||||
ONEQ Fidelity NASDAQ Composite Index Tracking Stock | 0.63% | 0.71% | 0.97% | 0.54% | 0.71% | 1.64% | 1.08% | 0.84% | 1.12% | 1.04% | 1.19% | 0.84% |
SOXX iShares PHLX Semiconductor ETF | 0.64% | 0.78% | 1.25% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% | 1.56% | 1.18% |
IVV iShares Core S&P 500 ETF | 1.27% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.20% | 1.75% | 2.01% | 2.26% | 1.82% | 1.80% |
IVW iShares S&P 500 Growth ETF | 0.53% | 1.03% | 0.89% | 0.46% | 0.82% | 1.62% | 1.27% | 1.30% | 1.51% | 1.51% | 1.36% | 1.44% |
FBND Fidelity Total Bond ETF | 4.60% | 4.26% | 3.07% | 1.86% | 4.25% | 2.90% | 2.93% | 2.56% | 2.84% | 3.26% | 0.66% | 0.00% |
FTEC Fidelity MSCI Information Technology Index ETF | 0.63% | 0.77% | 0.93% | 0.63% | 0.83% | 1.03% | 1.20% | 0.96% | 1.25% | 1.27% | 1.09% | 0.18% |
FDVV Fidelity High Dividend ETF | 2.73% | 3.77% | 3.44% | 2.70% | 3.19% | 3.93% | 4.05% | 3.63% | 1.04% | 0.00% | 0.00% | 0.00% |
QQQ Invesco QQQ | 0.61% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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 30.07%, occurring on Oct 14, 2022. Recovery took 292 trading sessions.
The current Nomadic Warrior Investments drawdown is 1.07%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.07% | Dec 28, 2021 | 202 | Oct 14, 2022 | 292 | Dec 13, 2023 | 494 |
| -29.33% | Feb 20, 2020 | 23 | Mar 23, 2020 | 72 | Jul 6, 2020 | 95 |
| -18.46% | Aug 30, 2018 | 80 | Dec 24, 2018 | 59 | Mar 21, 2019 | 139 |
| -11.17% | Jul 11, 2024 | 20 | Aug 7, 2024 | 47 | Oct 14, 2024 | 67 |
| -9.81% | Sep 3, 2020 | 14 | Sep 23, 2020 | 38 | Nov 16, 2020 | 52 |
Volatility
Volatility Chart
The current Nomadic Warrior Investments volatility is 3.09%, 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.
Diversification
Asset Correlations Table
| FBND | FDVV | SOXX | IVV | FTEC | QQQ | ONEQ | IVW | |
|---|---|---|---|---|---|---|---|---|
| FBND | 1.00 | 0.09 | 0.08 | 0.11 | 0.13 | 0.14 | 0.13 | 0.14 |
| FDVV | 0.09 | 1.00 | 0.65 | 0.89 | 0.71 | 0.71 | 0.74 | 0.76 |
| SOXX | 0.08 | 0.65 | 1.00 | 0.77 | 0.87 | 0.84 | 0.83 | 0.80 |
| IVV | 0.11 | 0.89 | 0.77 | 1.00 | 0.89 | 0.90 | 0.92 | 0.95 |
| FTEC | 0.13 | 0.71 | 0.87 | 0.89 | 1.00 | 0.97 | 0.96 | 0.95 |
| QQQ | 0.14 | 0.71 | 0.84 | 0.90 | 0.97 | 1.00 | 0.98 | 0.97 |
| ONEQ | 0.13 | 0.74 | 0.83 | 0.92 | 0.96 | 0.98 | 1.00 | 0.96 |
| IVW | 0.14 | 0.76 | 0.80 | 0.95 | 0.95 | 0.97 | 0.96 | 1.00 |