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GBM tracker 20231231
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


MINT 5.26%AGG 5.26%GLD 5.26%BUG 5.26%GOOG 5.26%SOXX 5.26%TSLA 5.26%AAPL 5.26%AMZN 5.26%CRWD 5.26%IBM 5.26%MDT 5.26%MELI 5.26%MSFT 5.26%NXPI 5.26%PLTR 5.26%QQQ 5.26%VTI 5.26%XOM 5.26%BondBondCommodityCommodityEquityEquity
PositionCategory/SectorWeight
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%

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


0.00%5.00%10.00%15.00%20.00%MayJuneJulyAugustSeptemberOctober
20.54%
16.59%
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-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
22.49%3.72%16.33%33.60%14.41%11.99%
GBM tracker 2023123124.17%3.64%20.54%39.67%N/AN/A
BUG
Global X Cybersecurity ETF
9.45%6.23%16.49%31.40%N/AN/A
GOOG
Alphabet Inc.
18.60%4.03%6.15%20.01%21.91%20.74%
MINT
PIMCO Enhanced Short Maturity Strategy Fund
4.78%0.47%2.77%5.99%2.39%2.09%
SOXX
iShares PHLX Semiconductor ETF
18.96%3.53%10.44%45.71%27.20%25.68%
TSLA
Tesla, Inc.
-10.93%-2.87%47.62%-8.80%67.10%30.81%
AAPL
Apple Inc
20.84%6.91%39.11%32.49%32.42%26.80%
AGG
iShares Core U.S. Aggregate Bond ETF
3.50%-1.61%6.86%12.61%0.13%1.58%
AMZN
Amazon.com, Inc.
23.00%0.01%4.28%45.86%16.35%28.60%
CRWD
CrowdStrike Holdings, Inc.
19.94%13.96%4.13%63.08%45.63%N/A
GLD
SPDR Gold Trust
29.28%4.13%12.17%36.65%12.01%7.60%
IBM
International Business Machines Corporation
46.88%9.13%31.18%73.57%18.28%7.53%
MDT
Medtronic plc
12.00%2.34%15.55%27.97%-0.91%6.36%
MELI
MercadoLibre, Inc.
30.22%-1.34%49.35%68.89%30.83%34.91%
MSFT
Microsoft Corporation
11.26%-4.37%3.30%27.00%26.05%27.34%
NXPI
NXP Semiconductors N.V.
2.58%0.07%6.95%22.51%18.33%15.56%
PLTR
Palantir Technologies Inc.
144.21%15.03%98.44%143.78%N/AN/A
QQQ
Invesco QQQ
20.39%3.82%16.29%36.03%21.56%19.10%
VTI
Vanguard Total Stock Market ETF
22.57%3.83%17.22%37.03%15.53%13.46%
XOM
Exxon Mobil Corporation
23.78%5.68%3.46%10.57%18.02%7.42%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.87%6.16%0.85%-2.62%4.25%5.03%-0.27%3.37%3.87%24.17%
202311.93%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%
20213.75%-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.


Expense ratio chart for BUG: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for SOXX: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%
Expense ratio chart for MINT: current value at 0.36% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.36%
Expense ratio chart for AGG: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%
Expense ratio chart for GLD: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for QQQ: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of GBM tracker 20231231 is 49, 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.


The Risk-Adjusted Performance Rank of GBM tracker 20231231 is 4949
Combined Rank
The Sharpe Ratio Rank of GBM tracker 20231231 is 4343Sharpe Ratio Rank
The Sortino Ratio Rank of GBM tracker 20231231 is 3939Sortino Ratio Rank
The Omega Ratio Rank of GBM tracker 20231231 is 3838Omega Ratio Rank
The Calmar Ratio Rank of GBM tracker 20231231 is 8080Calmar Ratio Rank
The Martin Ratio Rank of GBM tracker 20231231 is 4444Martin 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.


GBM tracker 20231231
Sharpe ratio
The chart of Sharpe ratio for GBM tracker 20231231, currently valued at 2.47, compared to the broader market0.002.004.002.47
Sortino ratio
The chart of Sortino ratio for GBM tracker 20231231, currently valued at 3.24, compared to the broader market-2.000.002.004.006.003.24
Omega ratio
The chart of Omega ratio for GBM tracker 20231231, currently valued at 1.42, compared to the broader market0.801.001.201.401.601.801.42
Calmar ratio
The chart of Calmar ratio for GBM tracker 20231231, currently valued at 3.60, compared to the broader market0.002.004.006.008.0010.0012.003.60
Martin ratio
The chart of Martin ratio for GBM tracker 20231231, currently valued at 14.40, compared to the broader market0.0010.0020.0030.0040.0050.0014.40
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.69, compared to the broader market0.002.004.002.69
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.58, compared to the broader market-2.000.002.004.006.003.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.49, compared to the broader market0.801.001.201.401.601.801.49
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.37, compared to the broader market0.002.004.006.008.0010.0012.002.37
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 16.43, compared to the broader market0.0010.0020.0030.0040.0050.0016.43

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BUG
Global X Cybersecurity ETF
1.401.881.240.914.82
GOOG
Alphabet Inc.
0.691.041.150.852.24
MINT
PIMCO Enhanced Short Maturity Strategy Fund
13.5632.519.4846.88507.66
SOXX
iShares PHLX Semiconductor ETF
1.221.721.221.694.68
TSLA
Tesla, Inc.
-0.230.041.00-0.20-0.55
AAPL
Apple Inc
1.342.011.251.834.32
AGG
iShares Core U.S. Aggregate Bond ETF
1.842.701.330.657.79
AMZN
Amazon.com, Inc.
1.482.091.271.147.05
CRWD
CrowdStrike Holdings, Inc.
1.371.881.271.423.78
GLD
SPDR Gold Trust
2.763.711.485.6317.63
IBM
International Business Machines Corporation
3.484.551.684.4211.23
MDT
Medtronic plc
1.662.341.300.666.17
MELI
MercadoLibre, Inc.
2.002.721.341.637.09
MSFT
Microsoft Corporation
1.341.831.231.684.56
NXPI
NXP Semiconductors N.V.
0.520.921.110.711.89
PLTR
Palantir Technologies Inc.
2.273.241.412.2711.50
QQQ
Invesco QQQ
1.932.561.342.448.91
VTI
Vanguard Total Stock Market ETF
2.753.661.502.5016.71
XOM
Exxon Mobil Corporation
0.691.091.130.732.15

Sharpe Ratio

The current GBM tracker 20231231 Sharpe ratio is 2.47. 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 2.18 to 2.98, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of GBM tracker 20231231 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 Ratio1.502.002.503.00MayJuneJulyAugustSeptemberOctober
2.47
2.69
GBM tracker 20231231
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

GBM tracker 20231231 granted a 1.25% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
GBM tracker 202312311.25%1.32%1.31%1.06%1.29%1.27%1.37%1.08%1.13%1.13%1.04%0.98%
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.
0.24%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
5.31%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
0.64%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
3.52%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
2.85%4.05%4.68%4.74%5.17%4.79%5.46%3.84%3.31%3.63%2.65%1.97%
MDT
Medtronic plc
3.09%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
0.72%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.
1.74%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
0.62%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
3.15%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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-1.10%
-0.30%
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.

The current GBM tracker 20231231 drawdown is 1.10%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.79%Nov 9, 2021286Dec 28, 2022146Jul 31, 2023432
-10.85%Feb 10, 202118Mar 8, 202134Apr 26, 202152
-10.67%Jul 17, 202414Aug 5, 202432Sep 19, 202446
-9%Aug 1, 202362Oct 26, 202313Nov 14, 202375
-7.86%Apr 27, 202112May 12, 202122Jun 14, 202134

Volatility

Volatility Chart

The current GBM tracker 20231231 volatility is 3.37%, 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%3.00%4.00%5.00%6.00%7.00%MayJuneJulyAugustSeptemberOctober
3.37%
3.03%
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.

MINTXOMGLDAGGIBMMDTTSLAPLTRCRWDMELIGOOGNXPIAAPLAMZNMSFTBUGSOXXVTIQQQ
MINT1.000.000.170.300.070.070.050.080.100.100.090.110.080.120.100.120.100.120.12
XOM0.001.000.16-0.110.320.230.060.100.030.110.130.190.120.060.040.090.160.330.13
GLD0.170.161.000.380.080.120.060.100.080.100.130.120.080.120.100.160.140.160.13
AGG0.30-0.110.381.000.010.130.120.160.140.160.140.100.170.180.160.200.130.170.19
IBM0.070.320.080.011.000.380.160.200.080.150.260.330.280.210.270.220.350.500.35
MDT0.070.230.120.130.381.000.210.180.190.280.330.300.320.280.320.310.280.510.39
TSLA0.050.060.060.120.160.211.000.490.410.450.410.500.500.460.440.500.540.570.62
PLTR0.080.100.100.160.200.180.491.000.560.480.400.450.420.490.440.610.520.560.58
CRWD0.100.030.080.140.080.190.410.561.000.530.420.420.420.530.510.810.520.540.60
MELI0.100.110.100.160.150.280.450.480.531.000.480.460.470.560.500.610.560.610.64
GOOG0.090.130.130.140.260.330.410.400.420.481.000.490.630.670.720.520.580.700.76
NXPI0.110.190.120.100.330.300.500.450.420.460.491.000.530.470.530.560.870.730.73
AAPL0.080.120.080.170.280.320.500.420.420.470.630.531.000.610.690.540.620.710.79
AMZN0.120.060.120.180.210.280.460.490.530.560.670.470.611.000.690.610.600.680.78
MSFT0.100.040.100.160.270.320.440.440.510.500.720.530.690.691.000.600.670.740.85
BUG0.120.090.160.200.220.310.500.610.810.610.520.560.540.610.601.000.640.700.73
SOXX0.100.160.140.130.350.280.540.520.520.560.580.870.620.600.670.641.000.810.87
VTI0.120.330.160.170.500.510.570.560.540.610.700.730.710.680.740.700.811.000.91
QQQ0.120.130.130.190.350.390.620.580.600.640.760.730.790.780.850.730.870.911.00
The correlation results are calculated based on daily price changes starting from Oct 1, 2020