PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios

Nomadic Warrior Investments

Last updated Sep 21, 2023

Asset Allocation


FBND 12.5%ONEQ 12.5%SOXX 12.5%IVV 12.5%IVW 12.5%FTEC 12.5%FDVV 12.5%QQQ 12.5%BondBondEquityEquity
PositionCategory/SectorWeight
FBND
Fidelity Total Bond ETF
Total Bond Market, Actively Managed12.5%
ONEQ
Fidelity NASDAQ Composite Index Tracking Stock
Large Cap Growth Equities12.5%
SOXX
iShares PHLX Semiconductor ETF
Technology Equities12.5%
IVV
iShares Core S&P 500 ETF
Large Cap Growth Equities12.5%
IVW
iShares S&P 500 Growth ETF
Large Cap Growth Equities12.5%
FTEC
Fidelity MSCI Information Technology Index ETF
Technology Equities12.5%
FDVV
Fidelity High Dividend ETF
Large Cap Blend Equities, Dividend12.5%
QQQ
Invesco QQQ
Large Cap Blend Equities12.5%

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%AprilMayJuneJulyAugustSeptember
11.12%
10.86%
Nomadic Warrior Investments
Benchmark (^GSPC)
Portfolio components

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

Asset Correlations Table

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

FBNDFDVVSOXXIVVFTECQQQONEQIVW
FBND1.000.060.070.080.110.120.110.12
FDVV0.061.000.660.890.710.700.740.76
SOXX0.070.661.000.770.870.840.840.80
IVV0.080.890.771.000.890.900.920.95
FTEC0.110.710.870.891.000.970.960.95
QQQ0.120.700.840.900.971.000.980.97
ONEQ0.110.740.840.920.960.981.000.96
IVW0.120.760.800.950.950.970.961.00

Sharpe Ratio

The current Nomadic Warrior Investments Sharpe ratio is 0.95. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.95

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
0.95
0.74
Nomadic Warrior Investments
Benchmark (^GSPC)
Portfolio components

Dividend yield

Nomadic Warrior Investments granted a 1.64% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Nomadic Warrior Investments1.64%1.66%1.10%1.69%2.04%2.09%1.82%1.69%1.66%1.28%0.91%1.12%
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.


0.46%
0.00%2.15%
0.36%
0.00%2.15%
0.29%
0.00%2.15%
0.21%
0.00%2.15%
0.20%
0.00%2.15%
0.18%
0.00%2.15%
0.08%
0.00%2.15%
0.04%
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
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.


-20.00%-15.00%-10.00%-5.00%AprilMayJuneJulyAugustSeptember
-8.36%
-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 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, 2021202Oct 14, 2022
-29.33%Feb 20, 202023Mar 23, 202072Jul 6, 202095
-18.46%Aug 30, 201880Dec 24, 201859Mar 21, 2019139
-9.81%Sep 3, 202014Sep 23, 202038Nov 16, 202052
-9.11%Jan 29, 20189Feb 8, 201820Mar 9, 201829

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.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%AprilMayJuneJulyAugustSeptember
4.08%
3.47%
Nomadic Warrior Investments
Benchmark (^GSPC)
Portfolio components