Kazakov_portfolio
his is MKaz
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
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% |
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
The earliest data available for this chart is Dec 9, 2020, corresponding to the inception date of AI
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
Kazakov_portfolio | -11.64% | -3.19% | -18.05% | 24.08% | N/A | N/A |
Portfolio components: | ||||||
MARA Marathon Digital Holdings, Inc. | -20.99% | -13.95% | -38.77% | 74.76% | 63.11% | -14.63% |
SPWR SunPower Corporation | -97.46% | -85.38% | -96.26% | -98.21% | -57.53% | -41.39% |
DRIV Global X Autonomous & Electric Vehicles ETF | -7.84% | -2.63% | -4.91% | -5.79% | 14.09% | N/A |
IB01.L iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) | 3.47% | 0.46% | 2.70% | 5.46% | 2.19% | N/A |
NOVA Sunnova Energy International Inc. | -25.51% | 41.29% | 61.13% | -11.73% | 2.27% | N/A |
IPO Renaissance IPO ETF | 11.98% | 4.38% | 7.75% | 34.96% | 7.11% | 6.59% |
AI C3.ai, Inc. | -15.19% | -12.19% | -19.10% | -16.67% | N/A | N/A |
AMD Advanced Micro Devices, Inc. | 1.75% | 7.14% | -15.74% | 46.17% | 37.40% | 43.23% |
TSLA Tesla, Inc. | -14.19% | -3.00% | 6.75% | -10.72% | 71.79% | 28.14% |
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.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -5.62% | 18.27% | -8.22% | -13.49% | 12.20% | -0.97% | -7.80% | -11.64% | |||||
2023 | 36.85% | 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% |
2021 | 21.21% | 3.67% | 12.59% | -3.32% | -7.05% | 11.52% | -0.61% | 8.23% | -7.44% | 22.80% | 6.61% | -14.43% | 58.14% |
2020 | 28.53% | 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.
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.
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.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
---|---|---|---|---|---|
MARA Marathon Digital Holdings, Inc. | 0.52 | 1.49 | 1.17 | 0.60 | 1.67 |
SPWR SunPower Corporation | -0.61 | -2.03 | 0.71 | -0.99 | -1.72 |
DRIV Global X Autonomous & Electric Vehicles ETF | -0.39 | -0.41 | 0.95 | -0.25 | -1.15 |
IB01.L iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) | 14.91 | 67.62 | 18.28 | 145.15 | 1,094.12 |
NOVA Sunnova Energy International Inc. | -0.17 | 0.58 | 1.07 | -0.20 | -0.38 |
IPO Renaissance IPO ETF | 1.06 | 1.56 | 1.19 | 0.45 | 4.44 |
AI C3.ai, Inc. | -0.35 | -0.14 | 0.98 | -0.25 | -0.95 |
AMD Advanced Micro Devices, Inc. | 0.79 | 1.36 | 1.17 | 0.88 | 2.12 |
TSLA Tesla, Inc. | -0.24 | 0.01 | 1.00 | -0.20 | -0.49 |
Dividends
Dividend yield
Kazakov_portfolio granted a 0.12% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Kazakov_portfolio | 0.12% | 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 | 1.81% | 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. Drawdowns are calculated considering price movements and all distributions paid, if any.
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 22.78%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-62.26% | Nov 9, 2021 | 295 | Dec 28, 2022 | 256 | Dec 27, 2023 | 551 |
-30.51% | Mar 4, 2024 | 111 | Aug 7, 2024 | — | — | — |
-28.98% | Feb 18, 2021 | 13 | Mar 8, 2021 | 157 | Oct 15, 2021 | 170 |
-13.75% | Dec 28, 2023 | 11 | Jan 12, 2024 | 23 | Feb 14, 2024 | 34 |
-12.21% | Dec 23, 2020 | 7 | Jan 4, 2021 | 3 | Jan 7, 2021 | 10 |
Volatility
Volatility Chart
The current Kazakov_portfolio volatility is 11.76%, 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.
Diversification
Asset Correlations Table
IB01.L | MARA | AMD | SPWR | NOVA | TSLA | AI | IPO | DRIV | |
---|---|---|---|---|---|---|---|---|---|
IB01.L | 1.00 | -0.04 | 0.03 | 0.01 | 0.04 | -0.01 | 0.03 | 0.01 | 0.02 |
MARA | -0.04 | 1.00 | 0.40 | 0.36 | 0.36 | 0.47 | 0.45 | 0.59 | 0.57 |
AMD | 0.03 | 0.40 | 1.00 | 0.32 | 0.34 | 0.47 | 0.42 | 0.61 | 0.66 |
SPWR | 0.01 | 0.36 | 0.32 | 1.00 | 0.74 | 0.40 | 0.46 | 0.52 | 0.54 |
NOVA | 0.04 | 0.36 | 0.34 | 0.74 | 1.00 | 0.40 | 0.46 | 0.55 | 0.55 |
TSLA | -0.01 | 0.47 | 0.47 | 0.40 | 0.40 | 1.00 | 0.46 | 0.59 | 0.65 |
AI | 0.03 | 0.45 | 0.42 | 0.46 | 0.46 | 0.46 | 1.00 | 0.70 | 0.60 |
IPO | 0.01 | 0.59 | 0.61 | 0.52 | 0.55 | 0.59 | 0.70 | 1.00 | 0.77 |
DRIV | 0.02 | 0.57 | 0.66 | 0.54 | 0.55 | 0.65 | 0.60 | 0.77 | 1.00 |