Портфель на 13 ноября 2023
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AHCO AdaptHealth Corp. | Healthcare | 7.60% |
BABA Alibaba Group Holding Limited | Consumer Cyclical | 23.70% |
PNQI Invesco NASDAQ Internet ETF | Large Cap Growth Equities | 2.60% |
QQQ Invesco QQQ | Large Cap Blend Equities | 30% |
TSLA Tesla, Inc. | Consumer Cyclical | 24% |
XLE Energy Select Sector SPDR Fund | Energy Equities | 12.10% |
Performance
Performance Chart
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The earliest data available for this chart is May 24, 2018, corresponding to the inception date of AHCO
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.39% | 12.89% | 1.19% | 12.45% | 14.95% | 10.86% |
| Портфель на 13 ноября 2023 | 12.07% | 20.75% | 17.34% | 45.98% | 24.26% | N/A |
| Portfolio components: | ||||||
QQQ Invesco QQQ | 2.26% | 17.54% | 4.72% | 16.26% | 18.41% | 17.72% |
TSLA Tesla, Inc. | -15.29% | 41.73% | 0.99% | 92.77% | 44.46% | 35.40% |
XLE Energy Select Sector SPDR Fund | -0.74% | 3.52% | -10.68% | -8.23% | 21.38% | 4.55% |
BABA Alibaba Group Holding Limited | 45.02% | 12.94% | 37.62% | 40.06% | -10.33% | 3.03% |
AHCO AdaptHealth Corp. | -5.57% | 15.40% | -6.06% | -9.92% | -11.38% | N/A |
PNQI Invesco NASDAQ Internet ETF | 6.10% | 18.94% | 7.84% | 23.23% | 8.81% | 12.82% |
Monthly Returns
The table below presents the monthly returns of Портфель на 13 ноября 2023, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 6.19% | 2.93% | -4.27% | -3.09% | 10.52% | 12.07% | |||||||
| 2024 | -7.02% | 7.84% | -0.10% | -0.83% | 2.01% | 3.02% | 7.17% | -0.80% | 13.25% | -3.67% | 9.40% | 3.62% | 37.24% |
| 2023 | 20.65% | -2.32% | 4.66% | -9.01% | 4.49% | 12.31% | 9.09% | -4.55% | -5.31% | -8.80% | 6.71% | 2.87% | 30.02% |
| 2022 | -3.81% | -6.69% | 8.32% | -13.50% | 1.28% | -3.51% | 9.62% | -3.85% | -8.38% | -2.53% | 6.31% | -10.59% | -26.46% |
| 2021 | 5.86% | -4.10% | 0.85% | 2.32% | -5.12% | 6.43% | -4.61% | 0.40% | -1.77% | 18.13% | -6.61% | -1.81% | 7.79% |
| 2020 | 14.06% | -0.36% | -13.72% | 21.57% | 5.05% | 10.96% | 15.30% | 28.57% | -7.43% | -0.87% | 14.21% | 8.65% | 134.57% |
| 2019 | 8.06% | 4.48% | -1.17% | -1.25% | -13.70% | 10.95% | 3.07% | -3.07% | 1.21% | 9.78% | 5.06% | 12.02% | 37.82% |
| 2018 | 0.71% | 4.00% | -1.86% | 0.16% | -4.13% | -1.79% | 3.64% | -8.75% | -8.33% |
Expense Ratio
Портфель на 13 ноября 2023 has an expense ratio of 0.09%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 89, Портфель на 13 ноября 2023 is among the top 11% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
QQQ Invesco QQQ | 0.64 | 1.04 | 1.15 | 0.70 | 2.29 |
TSLA Tesla, Inc. | 1.29 | 2.11 | 1.25 | 1.66 | 3.97 |
XLE Energy Select Sector SPDR Fund | -0.33 | -0.21 | 0.97 | -0.36 | -0.93 |
BABA Alibaba Group Holding Limited | 0.88 | 1.77 | 1.22 | 0.69 | 3.22 |
AHCO AdaptHealth Corp. | -0.17 | 0.20 | 1.03 | -0.11 | -0.59 |
PNQI Invesco NASDAQ Internet ETF | 0.96 | 1.45 | 1.21 | 0.82 | 3.50 |
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Dividends
Dividend yield
Портфель на 13 ноября 2023 provided a 0.71% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.71% | 0.76% | 0.92% | 0.69% | 0.64% | 0.85% | 0.92% | 0.70% | 0.62% | 0.59% | 0.71% | 0.71% |
| Portfolio components: | ||||||||||||
QQQ Invesco QQQ | 0.57% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
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% |
XLE Energy Select Sector SPDR Fund | 3.39% | 3.36% | 3.55% | 3.68% | 4.21% | 5.62% | 5.73% | 3.54% | 3.03% | 2.26% | 3.39% | 2.35% |
BABA Alibaba Group Holding Limited | 0.54% | 0.78% | 1.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AHCO AdaptHealth Corp. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PNQI Invesco NASDAQ Internet ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.02% | 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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Портфель на 13 ноября 2023. 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 Портфель на 13 ноября 2023 was 41.31%, occurring on Mar 18, 2020. Recovery took 56 trading sessions.
The current Портфель на 13 ноября 2023 drawdown is 2.13%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -41.31% | Feb 20, 2020 | 20 | Mar 18, 2020 | 56 | Jun 8, 2020 | 76 |
| -36.56% | Nov 5, 2021 | 288 | Dec 28, 2022 | 435 | Sep 23, 2024 | 723 |
| -23.25% | Feb 21, 2025 | 33 | Apr 8, 2025 | 25 | May 14, 2025 | 58 |
| -22.86% | Jun 19, 2018 | 131 | Dec 24, 2018 | 220 | Nov 7, 2019 | 351 |
| -16.86% | Sep 1, 2020 | 5 | Sep 8, 2020 | 53 | Nov 20, 2020 | 58 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 6 assets, with an effective number of assets of 4.45, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | AHCO | XLE | BABA | TSLA | PNQI | QQQ | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.28 | 0.48 | 0.43 | 0.50 | 0.81 | 0.92 | 0.72 |
| AHCO | 0.28 | 1.00 | 0.13 | 0.14 | 0.21 | 0.28 | 0.25 | 0.34 |
| XLE | 0.48 | 0.13 | 1.00 | 0.23 | 0.16 | 0.28 | 0.30 | 0.37 |
| BABA | 0.43 | 0.14 | 0.23 | 1.00 | 0.32 | 0.60 | 0.47 | 0.67 |
| TSLA | 0.50 | 0.21 | 0.16 | 0.32 | 1.00 | 0.53 | 0.57 | 0.82 |
| PNQI | 0.81 | 0.28 | 0.28 | 0.60 | 0.53 | 1.00 | 0.89 | 0.77 |
| QQQ | 0.92 | 0.25 | 0.30 | 0.47 | 0.57 | 0.89 | 1.00 | 0.77 |
| Portfolio | 0.72 | 0.34 | 0.37 | 0.67 | 0.82 | 0.77 | 0.77 | 1.00 |