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Nomadic Warrior Investments
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


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 Every 3 months.


150.00%200.00%250.00%300.00%December2025FebruaryMarchAprilMay
247.70%
163.78%
Nomadic Warrior Investments
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 15, 2016, corresponding to the inception date of FDVV

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.70%13.67%-5.18%9.18%14.14%10.43%
Nomadic Warrior Investments-4.55%15.10%-5.91%8.24%15.63%N/A
ONEQ
Fidelity NASDAQ Composite Index Tracking Stock
-7.15%17.12%-6.82%10.59%15.56%14.79%
SOXX
iShares PHLX Semiconductor ETF
-10.91%23.82%-17.51%-11.84%20.12%21.07%
IVV
iShares Core S&P 500 ETF
-3.33%13.74%-4.58%10.62%15.86%12.38%
IVW
iShares S&P 500 Growth ETF
-4.18%17.14%-3.39%15.65%16.06%14.16%
FBND
Fidelity Total Bond ETF
2.08%0.66%1.30%5.82%0.60%2.23%
FTEC
Fidelity MSCI Information Technology Index ETF
-7.99%21.52%-8.44%11.54%18.93%19.06%
FDVV
Fidelity High Dividend ETF
-1.46%11.93%-4.11%10.92%17.59%N/A
QQQ
Invesco QQQ
-4.34%17.36%-4.62%11.64%17.57%17.21%
*Annualized

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.41%-1.74%-6.34%-0.06%2.34%-4.55%
20241.48%5.17%2.41%-4.02%6.18%4.83%-0.29%1.25%1.97%-1.50%4.46%-0.81%22.70%
20238.64%-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%
20210.19%1.93%2.22%4.16%0.12%4.18%2.06%2.86%-4.54%6.39%2.05%2.50%26.49%
20201.07%-6.03%-10.22%12.72%5.48%4.61%5.57%7.53%-3.70%-2.24%11.25%4.44%31.70%
20197.72%3.65%2.81%4.88%-7.51%7.07%2.30%-1.54%1.56%2.98%3.53%3.73%34.90%
20186.01%-1.55%-2.52%-0.44%4.75%-0.04%2.69%4.07%-0.34%-7.24%0.88%-7.12%-1.81%
20172.91%3.42%1.47%1.29%3.10%-1.28%2.78%1.40%1.48%4.01%1.78%0.48%25.26%
20161.52%-1.60%2.32%1.61%3.86%

Expense Ratio

Nomadic Warrior Investments has an expense ratio of 0.23%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Nomadic Warrior Investments is 22, meaning it’s performing worse than 78% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of Nomadic Warrior Investments is 2222
Overall Rank
The Sharpe Ratio Rank of Nomadic Warrior Investments is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of Nomadic Warrior Investments is 2121
Sortino Ratio Rank
The Omega Ratio Rank of Nomadic Warrior Investments is 2222
Omega Ratio Rank
The Calmar Ratio Rank of Nomadic Warrior Investments is 2525
Calmar Ratio Rank
The Martin Ratio Rank of Nomadic Warrior Investments is 2323
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.



Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
ONEQ
Fidelity NASDAQ Composite Index Tracking Stock
0.420.731.100.421.39
SOXX
iShares PHLX Semiconductor ETF
-0.28-0.140.98-0.30-0.69
IVV
iShares Core S&P 500 ETF
0.550.901.130.572.23
IVW
iShares S&P 500 Growth ETF
0.641.011.140.702.36
FBND
Fidelity Total Bond ETF
1.081.551.180.623.05
FTEC
Fidelity MSCI Information Technology Index ETF
0.390.711.100.401.33
FDVV
Fidelity High Dividend ETF
0.691.091.160.733.13
QQQ
Invesco QQQ
0.470.811.110.511.67

The current Nomadic Warrior Investments Sharpe ratio is 0.38. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 0.44 to 0.96, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Nomadic Warrior Investments with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.38
0.48
Nomadic Warrior Investments
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Nomadic Warrior Investments provided a 1.53% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio1.53%1.47%1.67%1.63%1.06%1.59%1.89%1.88%1.60%1.49%1.45%1.14%
ONEQ
Fidelity NASDAQ Composite Index Tracking Stock
0.68%0.65%0.71%0.97%0.54%0.71%1.64%1.08%0.84%1.12%1.04%1.19%
SOXX
iShares PHLX Semiconductor ETF
0.77%0.67%0.78%1.25%0.64%0.81%1.23%1.37%0.90%1.08%1.29%1.56%
IVV
iShares Core S&P 500 ETF
1.37%1.30%1.44%1.66%1.20%1.57%1.99%2.21%1.75%2.01%2.27%1.83%
IVW
iShares S&P 500 Growth ETF
0.47%0.43%1.03%0.89%0.46%0.82%1.63%1.28%1.30%1.51%1.51%1.37%
FBND
Fidelity Total Bond ETF
4.67%4.73%4.26%3.07%1.86%4.25%2.90%2.93%2.56%2.84%3.26%0.66%
FTEC
Fidelity MSCI Information Technology Index ETF
0.53%0.49%0.77%0.93%0.63%0.83%1.03%1.20%0.96%1.25%1.27%1.09%
FDVV
Fidelity High Dividend ETF
3.11%2.94%3.77%3.44%2.70%3.19%3.93%4.05%3.63%1.04%0.00%0.00%
QQQ
Invesco QQQ
0.61%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-8.56%
-7.82%
Nomadic Warrior Investments
Benchmark (^GSPC)
Portfolio components

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 8.56%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.07%Dec 28, 2021202Oct 14, 2022292Dec 13, 2023494
-29.33%Feb 20, 202023Mar 23, 202072Jul 6, 202095
-20.56%Feb 20, 202534Apr 8, 2025
-18.46%Aug 30, 201880Dec 24, 201859Mar 21, 2019139
-11.17%Jul 11, 202420Aug 7, 202447Oct 14, 202467

Volatility

Volatility Chart

The current Nomadic Warrior Investments volatility is 12.20%, 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.


0.00%5.00%10.00%15.00%December2025FebruaryMarchAprilMay
12.20%
11.21%
Nomadic Warrior Investments
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 8 assets, with an effective number of assets of 8.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

^GSPCFBNDFDVVSOXXFTECQQQIVVONEQIVWPortfolio
^GSPC1.000.110.880.780.900.911.000.920.950.95
FBND0.111.000.100.080.130.140.110.130.140.15
FDVV0.880.101.000.660.710.710.880.740.760.80
SOXX0.780.080.661.000.870.840.780.830.800.90
FTEC0.900.130.710.871.000.970.900.960.950.97
QQQ0.910.140.710.840.971.000.910.980.970.97
IVV1.000.110.880.780.900.911.000.920.950.95
ONEQ0.920.130.740.830.960.980.921.000.960.97
IVW0.950.140.760.800.950.970.950.961.000.97
Portfolio0.950.150.800.900.970.970.950.970.971.00
The correlation results are calculated based on daily price changes starting from Sep 16, 2016