GBM tracker 20231231
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification
GBM tracker 20231231
Last updated Oct 30, 2024
elimina posiciones de Mexico
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 5.26% |
AGG iShares Core U.S. Aggregate Bond ETF | Total Bond Market | 5.26% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 5.26% |
BUG Global X Cybersecurity ETF | Technology Equities, Cybersecurity | 5.26% |
CRWD CrowdStrike Holdings, Inc. | Technology | 5.26% |
GLD SPDR Gold Trust | Precious Metals, Gold | 5.26% |
GOOG Alphabet Inc. | Communication Services | 5.26% |
IBM International Business Machines Corporation | Technology | 5.26% |
MDT Medtronic plc | Healthcare | 5.26% |
MELI MercadoLibre, Inc. | Consumer Cyclical | 5.26% |
MINT PIMCO Enhanced Short Maturity Strategy Fund | Total Bond Market, Actively Managed | 5.26% |
MSFT Microsoft Corporation | Technology | 5.26% |
NXPI NXP Semiconductors N.V. | Technology | 5.26% |
PLTR Palantir Technologies Inc. | Technology | 5.26% |
QQQ Invesco QQQ | Large Cap Blend Equities | 5.26% |
SOXX iShares PHLX Semiconductor ETF | Technology Equities | 5.26% |
TSLA Tesla, Inc. | Consumer Cyclical | 5.26% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 5.26% |
XOM Exxon Mobil Corporation | Energy | 5.26% |
Quarterly
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in GBM tracker 20231231, 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
GBM tracker 20231231
Benchmark (^GSPC)
Portfolio components
The earliest data available for this chart is Sep 30, 2020, corresponding to the inception date of PLTR
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| GBM tracker 20231231 | 26.34% | 2.56% | 20.14% | 48.80% | N/A | N/A |
| Portfolio components: | ||||||
BUG Global X Cybersecurity ETF | 6.24% | 1.53% | 11.02% | 37.08% | 15.55% | N/A |
GOOG Alphabet Inc. | 21.73% | 3.54% | 4.20% | 36.43% | 22.26% | 19.98% |
MINT PIMCO Enhanced Short Maturity Strategy Fund | 4.93% | 0.39% | 2.75% | 6.00% | 2.41% | 2.10% |
SOXX iShares PHLX Semiconductor ETF | 23.15% | 1.16% | 10.40% | 62.16% | 27.08% | 24.76% |
TSLA Tesla, Inc. | 4.44% | -0.36% | 41.60% | 31.50% | 65.62% | 32.13% |
AAPL Apple Inc | 21.83% | 2.58% | 37.53% | 37.92% | 31.28% | 25.64% |
AGG iShares Core U.S. Aggregate Bond ETF | 2.05% | -2.62% | 5.41% | 10.61% | -0.22% | 1.48% |
AMZN Amazon.com, Inc. | 25.60% | 1.52% | 9.05% | 43.79% | 16.58% | 28.81% |
CRWD CrowdStrike Holdings, Inc. | 21.78% | 8.77% | 6.29% | 78.08% | 44.35% | N/A |
GLD SPDR Gold Trust | 33.96% | 4.52% | 20.87% | 38.35% | 12.49% | 8.58% |
IBM International Business Machines Corporation | 32.27% | -4.71% | 28.99% | 53.39% | 15.88% | 7.50% |
MDT Medtronic plc | 12.41% | 1.12% | 14.46% | 33.46% | -0.98% | 5.40% |
MELI MercadoLibre, Inc. | 28.95% | -1.85% | 38.93% | 65.27% | 31.30% | 31.24% |
MSFT Microsoft Corporation | 15.50% | 0.92% | 11.35% | 29.02% | 25.92% | 26.89% |
NXPI NXP Semiconductors N.V. | 12.65% | 4.35% | 0.56% | 52.74% | 19.56% | 15.17% |
PLTR Palantir Technologies Inc. | 161.68% | 21.96% | 104.51% | 205.85% | N/A | N/A |
QQQ Invesco QQQ | 22.66% | 2.76% | 18.15% | 44.21% | 21.34% | 18.30% |
VTI Vanguard Total Stock Market ETF | 22.25% | 1.78% | 16.24% | 41.75% | 15.07% | 12.66% |
XOM Exxon Mobil Corporation | 20.32% | 1.26% | 0.77% | 14.65% | 17.36% | 6.50% |
Monthly Returns
The table below presents the monthly returns of GBM tracker 20231231, 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 | 0.87% | 6.16% | 0.85% | -2.62% | 4.25% | 5.03% | -0.27% | 3.37% | 3.87% | 26.34% | |||
| 2023 | 11.93% | 0.40% | 6.27% | -2.03% | 10.37% | 4.48% | 5.03% | -2.09% | -2.99% | -3.04% | 13.60% | 3.05% | 52.78% |
| 2022 | -6.02% | -1.08% | 5.11% | -10.26% | -2.73% | -7.19% | 11.50% | -4.66% | -7.61% | 3.52% | 0.62% | -7.84% | -25.37% |
| 2021 | 3.75% | -1.37% | 0.36% | 5.62% | -0.53% | 5.24% | 0.40% | 5.19% | -4.70% | 6.36% | -2.50% | 0.85% | 19.55% |
| 2020 | -1.16% | 21.80% | 6.10% | 27.73% |
Expense Ratio
GBM tracker 20231231 has an expense ratio of 0.11%, 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 GBM tracker 20231231 is 63, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Combined Rank
Sharpe Ratio Rank
Sortino Ratio Rank
Omega Ratio Rank
Calmar Ratio Rank
Martin Ratio Rank
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
BUG Global X Cybersecurity ETF | 1.78 | 2.31 | 1.30 | 1.14 | 6.09 |
GOOG Alphabet Inc. | 1.51 | 2.03 | 1.28 | 1.75 | 4.55 |
MINT PIMCO Enhanced Short Maturity Strategy Fund | 13.53 | 32.52 | 9.63 | 46.30 | 507.06 |
SOXX iShares PHLX Semiconductor ETF | 1.77 | 2.26 | 1.30 | 2.41 | 6.49 |
TSLA Tesla, Inc. | 0.43 | 1.06 | 1.13 | 0.39 | 1.10 |
AAPL Apple Inc | 1.76 | 2.52 | 1.32 | 2.39 | 5.67 |
AGG iShares Core U.S. Aggregate Bond ETF | 1.72 | 2.54 | 1.31 | 0.62 | 6.72 |
AMZN Amazon.com, Inc. | 1.89 | 2.54 | 1.33 | 1.71 | 8.44 |
CRWD CrowdStrike Holdings, Inc. | 1.74 | 2.21 | 1.32 | 1.80 | 4.65 |
GLD SPDR Gold Trust | 2.66 | 3.58 | 1.46 | 6.00 | 17.22 |
IBM International Business Machines Corporation | 2.45 | 3.18 | 1.49 | 3.17 | 7.95 |
MDT Medtronic plc | 1.92 | 2.67 | 1.34 | 0.77 | 7.21 |
MELI MercadoLibre, Inc. | 2.09 | 2.81 | 1.36 | 1.80 | 7.30 |
MSFT Microsoft Corporation | 1.69 | 2.26 | 1.29 | 2.06 | 5.37 |
NXPI NXP Semiconductors N.V. | 1.28 | 1.76 | 1.22 | 1.74 | 4.48 |
PLTR Palantir Technologies Inc. | 3.22 | 4.04 | 1.53 | 3.18 | 16.47 |
QQQ Invesco QQQ | 2.67 | 3.42 | 1.47 | 3.38 | 12.40 |
VTI Vanguard Total Stock Market ETF | 3.50 | 4.60 | 1.65 | 3.32 | 22.61 |
XOM Exxon Mobil Corporation | 0.77 | 1.20 | 1.14 | 0.80 | 3.04 |
GBM tracker 20231231
Benchmark (^GSPC)
Portfolio components
Dividends
Dividend yield
GBM tracker 20231231 provided a 1.26% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| GBM tracker 20231231 | 1.26% | 1.32% | 1.31% | 1.06% | 1.29% | 1.27% | 1.37% | 1.09% | 1.13% | 1.13% | 1.04% | 0.98% |
| Portfolio components: | ||||||||||||
BUG Global X Cybersecurity ETF | 0.10% | 0.10% | 1.56% | 0.66% | 0.46% | 0.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GOOG Alphabet Inc. | 0.23% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MINT PIMCO Enhanced Short Maturity Strategy Fund | 5.30% | 4.91% | 1.90% | 0.44% | 1.15% | 2.65% | 2.32% | 1.61% | 1.35% | 0.88% | 0.80% | 0.88% |
SOXX iShares PHLX Semiconductor ETF | 0.62% | 0.78% | 1.25% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% | 1.56% | 1.18% |
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% |
AAPL Apple Inc | 0.42% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
AGG iShares Core U.S. Aggregate Bond ETF | 3.57% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.96% | 2.32% | 2.39% | 2.45% | 2.40% | 2.32% |
AMZN Amazon.com, 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% |
CRWD CrowdStrike 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% |
GLD SPDR Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IBM International Business Machines Corporation | 3.16% | 4.05% | 4.68% | 4.74% | 5.17% | 4.80% | 5.46% | 3.85% | 3.31% | 3.63% | 2.65% | 1.97% |
MDT Medtronic plc | 3.08% | 3.34% | 3.44% | 2.39% | 1.95% | 1.87% | 2.15% | 2.24% | 2.34% | 1.88% | 1.66% | 1.92% |
MELI MercadoLibre, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.19% | 0.38% | 0.36% | 0.52% | 0.53% |
MSFT Microsoft Corporation | 0.69% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
NXPI NXP Semiconductors N.V. | 1.59% | 1.77% | 2.14% | 0.99% | 0.94% | 0.98% | 0.68% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PLTR Palantir Technologies 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% |
QQQ Invesco QQQ | 0.61% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
VTI Vanguard Total Stock Market ETF | 1.30% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
XOM Exxon Mobil Corporation | 3.24% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% | 2.43% |
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.
GBM tracker 20231231
Benchmark (^GSPC)
Portfolio components
Worst Drawdowns
The table below displays the maximum drawdowns of the GBM tracker 20231231. 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 GBM tracker 20231231 was 30.79%, occurring on Dec 28, 2022. Recovery took 146 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.79% | Nov 9, 2021 | 286 | Dec 28, 2022 | 146 | Jul 31, 2023 | 432 |
| -10.85% | Feb 10, 2021 | 18 | Mar 8, 2021 | 34 | Apr 26, 2021 | 52 |
| -10.67% | Jul 17, 2024 | 14 | Aug 5, 2024 | 32 | Sep 19, 2024 | 46 |
| -9% | Aug 1, 2023 | 62 | Oct 26, 2023 | 13 | Nov 14, 2023 | 75 |
| -7.86% | Apr 27, 2021 | 12 | May 12, 2021 | 22 | Jun 14, 2021 | 34 |
Volatility
Volatility Chart
The current GBM tracker 20231231 volatility is 3.19%, 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.
GBM tracker 20231231
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.
| MINT | XOM | GLD | AGG | IBM | MDT | TSLA | PLTR | CRWD | MELI | GOOG | NXPI | AAPL | AMZN | MSFT | BUG | SOXX | VTI | QQQ | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MINT | 1.00 | 0.00 | 0.17 | 0.30 | 0.07 | 0.07 | 0.05 | 0.08 | 0.10 | 0.09 | 0.09 | 0.11 | 0.08 | 0.12 | 0.10 | 0.12 | 0.10 | 0.12 | 0.12 |
| XOM | 0.00 | 1.00 | 0.16 | -0.11 | 0.32 | 0.23 | 0.06 | 0.10 | 0.03 | 0.11 | 0.13 | 0.18 | 0.11 | 0.06 | 0.04 | 0.09 | 0.16 | 0.33 | 0.12 |
| GLD | 0.17 | 0.16 | 1.00 | 0.38 | 0.08 | 0.12 | 0.06 | 0.10 | 0.08 | 0.10 | 0.13 | 0.12 | 0.08 | 0.12 | 0.10 | 0.16 | 0.14 | 0.17 | 0.14 |
| AGG | 0.30 | -0.11 | 0.38 | 1.00 | 0.01 | 0.13 | 0.12 | 0.16 | 0.14 | 0.16 | 0.14 | 0.10 | 0.17 | 0.18 | 0.16 | 0.20 | 0.13 | 0.17 | 0.19 |
| IBM | 0.07 | 0.32 | 0.08 | 0.01 | 1.00 | 0.38 | 0.16 | 0.19 | 0.07 | 0.15 | 0.25 | 0.33 | 0.27 | 0.20 | 0.27 | 0.22 | 0.35 | 0.49 | 0.35 |
| MDT | 0.07 | 0.23 | 0.12 | 0.13 | 0.38 | 1.00 | 0.21 | 0.18 | 0.19 | 0.28 | 0.32 | 0.30 | 0.32 | 0.28 | 0.32 | 0.31 | 0.28 | 0.51 | 0.39 |
| TSLA | 0.05 | 0.06 | 0.06 | 0.12 | 0.16 | 0.21 | 1.00 | 0.49 | 0.41 | 0.45 | 0.41 | 0.50 | 0.50 | 0.46 | 0.43 | 0.50 | 0.54 | 0.56 | 0.62 |
| PLTR | 0.08 | 0.10 | 0.10 | 0.16 | 0.19 | 0.18 | 0.49 | 1.00 | 0.56 | 0.48 | 0.40 | 0.45 | 0.42 | 0.49 | 0.43 | 0.61 | 0.52 | 0.56 | 0.58 |
| CRWD | 0.10 | 0.03 | 0.08 | 0.14 | 0.07 | 0.19 | 0.41 | 0.56 | 1.00 | 0.53 | 0.42 | 0.42 | 0.42 | 0.53 | 0.51 | 0.81 | 0.52 | 0.54 | 0.60 |
| MELI | 0.09 | 0.11 | 0.10 | 0.16 | 0.15 | 0.28 | 0.45 | 0.48 | 0.53 | 1.00 | 0.47 | 0.46 | 0.47 | 0.56 | 0.49 | 0.61 | 0.55 | 0.61 | 0.64 |
| GOOG | 0.09 | 0.13 | 0.13 | 0.14 | 0.25 | 0.32 | 0.41 | 0.40 | 0.42 | 0.47 | 1.00 | 0.49 | 0.62 | 0.67 | 0.72 | 0.51 | 0.58 | 0.70 | 0.76 |
| NXPI | 0.11 | 0.18 | 0.12 | 0.10 | 0.33 | 0.30 | 0.50 | 0.45 | 0.42 | 0.46 | 0.49 | 1.00 | 0.53 | 0.47 | 0.52 | 0.55 | 0.87 | 0.72 | 0.72 |
| AAPL | 0.08 | 0.11 | 0.08 | 0.17 | 0.27 | 0.32 | 0.50 | 0.42 | 0.42 | 0.47 | 0.62 | 0.53 | 1.00 | 0.61 | 0.68 | 0.54 | 0.62 | 0.71 | 0.79 |
| AMZN | 0.12 | 0.06 | 0.12 | 0.18 | 0.20 | 0.28 | 0.46 | 0.49 | 0.53 | 0.56 | 0.67 | 0.47 | 0.61 | 1.00 | 0.69 | 0.61 | 0.60 | 0.68 | 0.78 |
| MSFT | 0.10 | 0.04 | 0.10 | 0.16 | 0.27 | 0.32 | 0.43 | 0.43 | 0.51 | 0.49 | 0.72 | 0.52 | 0.68 | 0.69 | 1.00 | 0.60 | 0.67 | 0.74 | 0.85 |
| BUG | 0.12 | 0.09 | 0.16 | 0.20 | 0.22 | 0.31 | 0.50 | 0.61 | 0.81 | 0.61 | 0.51 | 0.55 | 0.54 | 0.61 | 0.60 | 1.00 | 0.64 | 0.70 | 0.73 |
| SOXX | 0.10 | 0.16 | 0.14 | 0.13 | 0.35 | 0.28 | 0.54 | 0.52 | 0.52 | 0.55 | 0.58 | 0.87 | 0.62 | 0.60 | 0.67 | 0.64 | 1.00 | 0.81 | 0.87 |
| VTI | 0.12 | 0.33 | 0.17 | 0.17 | 0.49 | 0.51 | 0.56 | 0.56 | 0.54 | 0.61 | 0.70 | 0.72 | 0.71 | 0.68 | 0.74 | 0.70 | 0.81 | 1.00 | 0.91 |
| QQQ | 0.12 | 0.12 | 0.14 | 0.19 | 0.35 | 0.39 | 0.62 | 0.58 | 0.60 | 0.64 | 0.76 | 0.72 | 0.79 | 0.78 | 0.85 | 0.73 | 0.87 | 0.91 | 1.00 |
The correlation results are calculated based on daily price changes starting from Oct 1, 2020