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002

Last updated Mar 2, 2024

Asset Allocation


BTC-USD 13%INCO 55%NASDX 14%XLKQ.L 14%RTSI 4%CryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorWeight
BTC-USD
Bitcoin

13%

INCO
Columbia India Consumer ETF
Asia Pacific Equities

55%

NASDX
Shelton Capital Management Nasdaq-100 Index Fund Direct Shares
Large Cap Growth Equities

14%

XLKQ.L
Invesco US Technology Sector UCITS ETF
Technology Equities

14%

RTSI
RTS Index

4%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in 002, 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%500.00%1,000.00%1,500.00%OctoberNovemberDecember2024FebruaryMarch
1,757.03%
226.56%
002
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 24, 2013, corresponding to the inception date of XLKQ.L

Returns

As of Mar 2, 2024, the 002 returned 14.20% Year-To-Date and 17.64% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
00214.20%10.45%35.84%64.56%19.46%17.58%
NASDX
Shelton Capital Management Nasdaq-100 Index Fund Direct Shares
8.88%3.84%18.41%49.64%14.27%11.96%
INCO
Columbia India Consumer ETF
8.35%5.66%25.18%45.68%9.05%9.02%
RTSI
RTS Index
3.58%0.45%5.54%18.71%-0.82%-0.22%
BTC-USD
Bitcoin
47.74%45.24%141.90%178.31%46.79%37.39%
XLKQ.L
Invesco US Technology Sector UCITS ETF
13.53%6.24%24.22%61.64%17.69%14.05%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.02%10.06%
2023-1.94%-1.17%3.63%9.37%6.39%

Sharpe Ratio

The current 002 Sharpe ratio is 4.07. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.004.07

The Sharpe ratio of 002 is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00OctoberNovemberDecember2024FebruaryMarch
4.07
2.44
002
Benchmark (^GSPC)
Portfolio components

Dividend yield

002 granted a 2.90% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
0022.90%3.15%6.34%3.78%0.37%1.15%0.41%0.26%0.16%0.12%0.19%0.10%
NASDX
Shelton Capital Management Nasdaq-100 Index Fund Direct Shares
6.92%7.53%3.75%2.40%1.28%7.09%2.47%1.65%0.75%0.85%1.02%0.72%
INCO
Columbia India Consumer ETF
3.52%3.81%10.57%6.25%0.34%0.28%0.12%0.05%0.09%0.00%0.08%0.00%
RTSI
RTS Index
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BTC-USD
Bitcoin
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XLKQ.L
Invesco US Technology Sector UCITS ETF
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 002 has a high expense ratio of 0.52%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.75%
0.50%1.00%1.50%2.00%0.14%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
002
4.07
NASDX
Shelton Capital Management Nasdaq-100 Index Fund Direct Shares
1.74
INCO
Columbia India Consumer ETF
2.87
RTSI
RTS Index
0.56
BTC-USD
Bitcoin
2.99
XLKQ.L
Invesco US Technology Sector UCITS ETF
2.05

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

BTC-USDRTSIINCOXLKQ.LNASDX
BTC-USD1.000.060.050.090.11
RTSI0.061.000.230.280.23
INCO0.050.231.000.270.39
XLKQ.L0.090.280.271.000.55
NASDX0.110.230.390.551.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
002
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 002. 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 002 was 35.69%, occurring on Mar 23, 2020. Recovery took 135 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.69%Feb 13, 202040Mar 23, 2020135Aug 5, 2020175
-30.95%Dec 17, 2017359Dec 10, 2018399Jan 13, 2020758
-29.42%Dec 5, 201314Dec 18, 2013329Nov 12, 2014343
-29.07%Nov 9, 2021410Dec 23, 2022322Nov 10, 2023732
-17.38%Aug 6, 201519Aug 24, 2015122Dec 24, 2015141

Volatility Chart

The current 002 volatility is 3.34%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%OctoberNovemberDecember2024FebruaryMarch
3.34%
3.47%
002
Benchmark (^GSPC)
Portfolio components
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