Marcy 1
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
USD=X USD Cash | 11.53% | |
QQQ Invesco QQQ | Large Cap Blend Equities | 38.42% |
SCHG Schwab U.S. Large-Cap Growth ETF | Large Cap Growth Equities | 24.84% |
XLV Health Care Select Sector SPDR Fund | Health & Biotech Equities | 16.37% |
DRIV Global X Autonomous & Electric Vehicles ETF | Global Equities | 8.84% |
Performance
The chart shows the growth of an initial investment of $10,000 in Marcy 1, 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 Marcy 1 returned 23.90% Year-To-Date and 12.58% 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% | 8.19% | 9.04% |
Marcy 1 | 0.12% | 12.86% | 23.90% | 20.27% | 11.85% | 12.58% |
Portfolio components: | ||||||
QQQ Invesco QQQ | 0.46% | 18.02% | 37.50% | 29.43% | 14.98% | 15.81% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.41% | 18.00% | 33.91% | 26.31% | 13.00% | 14.02% |
XLV Health Care Select Sector SPDR Fund | -0.82% | 5.65% | -1.97% | 8.97% | 8.46% | 10.34% |
DRIV Global X Autonomous & Electric Vehicles ETF | -0.37% | 6.01% | 21.22% | 7.96% | 10.84% | 9.63% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Returns over 1 year are annualized |
Asset Correlations Table
USD=X | XLV | DRIV | QQQ | SCHG | |
---|---|---|---|---|---|
USD=X | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
XLV | 0.00 | 1.00 | 0.52 | 0.62 | 0.66 |
DRIV | 0.00 | 0.52 | 1.00 | 0.79 | 0.79 |
QQQ | 0.00 | 0.62 | 0.79 | 1.00 | 0.98 |
SCHG | 0.00 | 0.66 | 0.79 | 0.98 | 1.00 |
Dividend yield
Marcy 1 granted a 0.72% dividend yield in the last twelve months.
TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Marcy 1 | 0.72% | 0.80% | 0.52% | 0.63% | 0.99% | 1.22% | 0.86% | 1.05% | 0.99% | 1.13% | 1.00% | 1.30% |
Portfolio components: | ||||||||||||
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% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.46% | 0.55% | 0.43% | 0.53% | 0.84% | 1.31% | 1.05% | 1.34% | 1.30% | 1.18% | 1.17% | 1.52% |
XLV Health Care Select Sector SPDR Fund | 1.62% | 1.48% | 1.37% | 1.55% | 2.29% | 1.70% | 1.61% | 1.78% | 1.62% | 1.54% | 1.77% | 2.38% |
DRIV Global X Autonomous & Electric Vehicles ETF | 1.31% | 1.25% | 0.33% | 0.30% | 1.27% | 2.90% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Expense Ratio
The Marcy 1 features an expense ratio of 0.17%, falling within the medium range. 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 | |
---|---|---|---|---|---|
QQQ Invesco QQQ | 1.14 | ||||
SCHG Schwab U.S. Large-Cap Growth ETF | 1.03 | ||||
XLV Health Care Select Sector SPDR Fund | 0.43 | ||||
DRIV Global X Autonomous & Electric Vehicles ETF | 0.13 | ||||
USD=X USD Cash | N/A |
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 Marcy 1. 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 Marcy 1 is 27.64%, recorded on Oct 14, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-27.64% | Dec 28, 2021 | 209 | Oct 14, 2022 | — | — | — |
-27.01% | Feb 20, 2020 | 23 | Mar 23, 2020 | 55 | Jun 8, 2020 | 78 |
-18.6% | Oct 2, 2018 | 60 | Dec 24, 2018 | 86 | Apr 23, 2019 | 146 |
-9.72% | Sep 3, 2020 | 15 | Sep 23, 2020 | 38 | Nov 16, 2020 | 53 |
-8.18% | Feb 16, 2021 | 15 | Mar 8, 2021 | 24 | Apr 9, 2021 | 39 |
Volatility Chart
The current Marcy 1 volatility is 3.65%, 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.