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
As of Sep 21, 2023, the Nomadic Warrior Investments returned 22.81% Year-To-Date and 15.01% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.33% | 11.48% | 14.66% | 16.16% | 8.51% | 10.80% |
| Nomadic Warrior Investments | -0.26% | 11.21% | 22.81% | 21.29% | 12.69% | 15.01% |
| Portfolio components: | ||||||
ONEQ Fidelity NASDAQ Composite Index Tracking Stock | 0.05% | 15.16% | 30.20% | 21.77% | 12.28% | 15.58% |
SOXX iShares PHLX Semiconductor ETF | -3.93% | 7.90% | 35.85% | 37.06% | 21.54% | 24.63% |
IVV iShares Core S&P 500 ETF | 0.50% | 12.44% | 16.04% | 18.16% | 10.39% | 12.78% |
IVW iShares S&P 500 Growth ETF | 0.26% | 13.80% | 20.49% | 15.43% | 10.87% | 14.05% |
FBND Fidelity Total Bond ETF | 0.38% | -1.98% | 1.14% | 1.06% | 1.29% | 1.09% |
FTEC Fidelity MSCI Information Technology Index ETF | -0.66% | 13.87% | 32.58% | 29.67% | 17.08% | 20.56% |
FDVV Fidelity High Dividend ETF | 0.78% | 10.68% | 9.78% | 16.24% | 9.12% | 10.79% |
QQQ Invesco QQQ | 0.46% | 18.02% | 37.50% | 29.43% | 15.58% | 18.46% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| FBND | FDVV | SOXX | IVV | FTEC | QQQ | ONEQ | IVW | |
|---|---|---|---|---|---|---|---|---|
| FBND | 1.00 | 0.06 | 0.07 | 0.08 | 0.11 | 0.12 | 0.11 | 0.12 |
| FDVV | 0.06 | 1.00 | 0.66 | 0.89 | 0.71 | 0.70 | 0.74 | 0.76 |
| SOXX | 0.07 | 0.66 | 1.00 | 0.77 | 0.87 | 0.84 | 0.84 | 0.80 |
| IVV | 0.08 | 0.89 | 0.77 | 1.00 | 0.89 | 0.90 | 0.92 | 0.95 |
| FTEC | 0.11 | 0.71 | 0.87 | 0.89 | 1.00 | 0.97 | 0.96 | 0.95 |
| QQQ | 0.12 | 0.70 | 0.84 | 0.90 | 0.97 | 1.00 | 0.98 | 0.97 |
| ONEQ | 0.11 | 0.74 | 0.84 | 0.92 | 0.96 | 0.98 | 1.00 | 0.96 |
| IVW | 0.12 | 0.76 | 0.80 | 0.95 | 0.95 | 0.97 | 0.96 | 1.00 |
Dividend yield
Nomadic Warrior Investments granted a 1.64% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Nomadic Warrior Investments | 1.64% | 1.66% | 1.10% | 1.69% | 2.04% | 2.09% | 1.82% | 1.69% | 1.66% | 1.28% | 0.91% | 1.12% |
| 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% |
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% |
IVV iShares Core S&P 500 ETF | 1.49% | 1.68% | 1.23% | 1.63% | 2.10% | 2.38% | 1.93% | 2.25% | 2.59% | 2.14% | 2.15% | 2.55% |
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% |
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% |
FTEC Fidelity MSCI Information Technology Index ETF | 0.73% | 0.93% | 0.64% | 0.84% | 1.07% | 1.25% | 1.02% | 1.34% | 1.37% | 1.20% | 0.20% | 0.00% |
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% |
QQQ Invesco QQQ | 0.59% | 0.81% | 0.43% | 0.56% | 0.76% | 0.94% | 0.87% | 1.11% | 1.05% | 1.51% | 1.10% | 1.39% |
Expense Ratio
The Nomadic Warrior Investments has a high expense ratio of 0.23%, 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 | ||||
SOXX iShares PHLX Semiconductor ETF | 0.99 | ||||
IVV iShares Core S&P 500 ETF | 0.85 | ||||
IVW iShares S&P 500 Growth ETF | 0.62 | ||||
FBND Fidelity Total Bond ETF | 0.09 | ||||
FTEC Fidelity MSCI Information Technology Index ETF | 1.08 | ||||
FDVV Fidelity High Dividend ETF | 0.76 | ||||
QQQ Invesco QQQ | 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 30.07%, recorded on Oct 14, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.07% | Dec 28, 2021 | 202 | Oct 14, 2022 | — | — | — |
| -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 |
| -9.81% | Sep 3, 2020 | 14 | Sep 23, 2020 | 38 | Nov 16, 2020 | 52 |
| -9.11% | Jan 29, 2018 | 9 | Feb 8, 2018 | 20 | Mar 9, 2018 | 29 |
Volatility Chart
The current Nomadic Warrior Investments volatility is 4.08%, 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.