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Kazakov_portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Kazakov_portfolio

Last updated Jul 25, 2024

his is MKaz

Asset Allocation

IB01.L 12.33%AMD 33.57%MARA 15.05%AI 12.34%TSLA 7.31%DRIV 6.5%SPWR 6.4%IPO 5.92%BondBondEquityEquity
PositionCategory/SectorWeight
AI
C3.ai, Inc.		Technology

12.34%

AMD
Advanced Micro Devices, Inc.		Technology

33.57%

DRIV
Global X Autonomous & Electric Vehicles ETF		Global Equities

6.50%

IB01.L
iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)		Government Bonds

12.33%

IPO
Renaissance IPO ETF		All Cap Equities

5.92%

MARA
Marathon Digital Holdings, Inc.		Financial Services

15.05%

NOVA
Sunnova Energy International Inc.		Technology

0.58%

SPWR
SunPower Corporation		Technology

6.40%

TSLA
Tesla, Inc.		Consumer Cyclical

7.31%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Kazakov_portfolio, 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

50.00%100.00%150.00%200.00%FebruaryMarchAprilMayJuneJuly
129.31%
47.76%
Kazakov_portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 9, 2020, corresponding to the inception date of AI

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		13.78%-0.38%11.47%18.82%12.44%10.64%
Kazakov_portfolio-8.84%-4.49%-6.02%6.24%N/AN/A
Portfolio components:
MARA
Marathon Digital Holdings, Inc.		-12.01%10.59%32.08%27.75%57.92%-14.26%
SPWR
SunPower Corporation		-79.09%-63.41%-68.54%-91.00%-31.63%-27.38%
DRIV
Global X Autonomous & Electric Vehicles ETF		-4.61%-0.37%1.43%-11.40%12.36%N/A
IB01.L
iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)		2.94%0.45%2.60%5.41%2.13%N/A
NOVA
Sunnova Energy International Inc.		-50.10%26.83%-26.04%-63.24%-7.85%N/A
IPO
Renaissance IPO ETF		5.96%2.02%16.12%13.94%3.71%6.51%
AI
C3.ai, Inc.		-7.84%-4.75%4.01%-34.44%N/AN/A
AMD
Advanced Micro Devices, Inc.		-1.89%-9.75%-18.88%27.99%33.69%44.15%
TSLA
Tesla, Inc.		-13.08%18.30%3.93%-18.58%70.31%30.72%

Monthly Returns

The table below presents the monthly returns of Kazakov_portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-5.62%18.27%-8.22%-13.49%12.20%-0.97%-8.84%
202336.85%3.81%18.59%-9.38%21.17%6.96%7.17%-13.97%-9.23%-6.01%18.96%31.16%142.81%
2022-16.95%1.32%0.29%-21.88%2.93%-16.46%34.00%-5.16%-14.89%0.13%0.99%-17.79%-49.03%
202121.21%3.67%12.59%-3.32%-7.05%11.52%-0.61%8.23%-7.44%22.80%6.61%-14.43%58.14%
202028.53%28.53%

Expense Ratio

Kazakov_portfolio has an expense ratio of 0.09%, 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.

DRIV
Global X Autonomous & Electric Vehicles ETF
Expense ratio chart for DRIV: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%
IB01.L
iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)
Expense ratio chart for IB01.L: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
IPO
Renaissance IPO ETF
Expense ratio chart for IPO: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Kazakov_portfolio is 4, indicating that it is in the bottom 4% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of Kazakov_portfolio is 44
Kazakov_portfolio
The Sharpe Ratio Rank of Kazakov_portfolio is 33Sharpe Ratio Rank
The Sortino Ratio Rank of Kazakov_portfolio is 44Sortino Ratio Rank
The Omega Ratio Rank of Kazakov_portfolio is 44Omega Ratio Rank
The Calmar Ratio Rank of Kazakov_portfolio is 44Calmar Ratio Rank
The Martin Ratio Rank of Kazakov_portfolio is 33Martin 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.

Kazakov_portfolio
Sharpe ratio
The chart of Sharpe ratio for Kazakov_portfolio, currently valued at 0.10, compared to the broader market-1.000.001.002.003.004.000.10
Sortino ratio
The chart of Sortino ratio for Kazakov_portfolio, currently valued at 0.40, compared to the broader market-2.000.002.004.006.000.40
Omega ratio
The chart of Omega ratio for Kazakov_portfolio, currently valued at 1.05, compared to the broader market0.801.001.201.401.601.05
Calmar ratio
The chart of Calmar ratio for Kazakov_portfolio, currently valued at 0.09, compared to the broader market0.002.004.006.008.000.09
Martin ratio
The chart of Martin ratio for Kazakov_portfolio, currently valued at 0.25, compared to the broader market0.0010.0020.0030.0040.000.25
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.33, compared to the broader market-2.000.002.004.006.002.33
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.35, compared to the broader market0.002.004.006.008.001.35
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.32, compared to the broader market0.0010.0020.0030.0040.006.32
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
MARA
Marathon Digital Holdings, Inc.		0.211.171.130.250.64
SPWR
SunPower Corporation		-0.62-1.090.85-0.91-1.55
DRIV
Global X Autonomous & Electric Vehicles ETF		-0.69-0.880.90-0.42-1.24
IB01.L
iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)		15.0568.0918.55143.251,101.07
NOVA
Sunnova Energy International Inc.		-0.52-0.340.96-0.61-1.13
IPO
Renaissance IPO ETF		0.410.741.090.171.49
AI
C3.ai, Inc.		-0.61-0.720.92-0.46-1.29
AMD
Advanced Micro Devices, Inc.		0.491.001.130.551.52
TSLA
Tesla, Inc.		-0.33-0.140.98-0.26-0.68

Sharpe Ratio

The current Kazakov_portfolio Sharpe ratio is 0.10. 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 1.23 to 1.94, 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 Kazakov_portfolio 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 Ratio0.000.501.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
0.10
1.66
Kazakov_portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Kazakov_portfolio granted a 0.11% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
Kazakov_portfolio0.11%0.11%0.08%0.02%0.02%0.11%0.21%0.03%0.02%0.01%0.17%0.00%
Portfolio components:
MARA
Marathon Digital Holdings, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPWR
SunPower Corporation		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DRIV
Global X Autonomous & Electric Vehicles ETF		1.75%1.62%1.24%0.32%0.29%1.23%2.79%0.00%0.00%0.00%0.00%0.00%
IB01.L
iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NOVA
Sunnova Energy International Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IPO
Renaissance IPO ETF		0.02%0.00%0.00%0.00%0.10%0.46%0.49%0.43%0.40%0.11%2.82%0.07%
AI
C3.ai, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AMD
Advanced Micro Devices, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TSLA
Tesla, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.

-25.00%-20.00%-15.00%-10.00%-5.00%0.00%FebruaryMarchAprilMayJuneJuly
-20.33%
-4.24%
Kazakov_portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Kazakov_portfolio. 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 Kazakov_portfolio was 62.26%, occurring on Dec 28, 2022. Recovery took 256 trading sessions.

The current Kazakov_portfolio drawdown is 20.33%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-62.26%Nov 9, 2021295Dec 28, 2022256Dec 27, 2023551
-28.98%Feb 18, 202113Mar 8, 2021157Oct 15, 2021170
-26.36%Mar 4, 202434Apr 19, 2024———
-13.75%Dec 28, 202311Jan 12, 202423Feb 14, 202434
-12.21%Dec 23, 20207Jan 4, 20213Jan 7, 202110

Volatility

Volatility Chart

The current Kazakov_portfolio volatility is 11.03%, 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%4.00%6.00%8.00%10.00%12.00%14.00%FebruaryMarchAprilMayJuneJuly
11.03%
3.80%
Kazakov_portfolio
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
IB01.LMARAAMDTSLASPWRNOVAAIIPODRIV
IB01.L1.00-0.040.03-0.010.010.040.040.020.03
MARA-0.041.000.400.460.370.360.450.590.57
AMD0.030.401.000.460.340.340.420.610.66
TSLA-0.010.460.461.000.410.410.460.590.64
SPWR0.010.370.340.411.000.760.470.540.56
NOVA0.040.360.340.410.761.000.470.550.56
AI0.040.450.420.460.470.471.000.700.59
IPO0.020.590.610.590.540.550.701.000.77
DRIV0.030.570.660.640.560.560.590.771.00
The correlation results are calculated based on daily price changes starting from Dec 10, 2020