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сортино 10+
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

сортино 10+

Last updated Apr 19, 2025

Asset Allocation

SVARX 33%AGZD 21%SGLN.L 1%BTC-USD 6%OSX2.DE 12%BEL.NS 8%HFSAX 7%QLEIX 5%TITAN.NS 3%NVDA 3%1YD.DE 1%BondBondCommodityCommodityCryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorTarget Weight
1YD.DE
Broadcom Inc		Technology
1%
AGZD
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund		Total Bond Market
21%
BEL.NS
Bharat Electronics Limited		Industrials
8%
BTC-USD
Bitcoin
6%
HFSAX
Hundredfold Select Alternative Fund Investor Class		Tactical Allocation
7%
NVDA
NVIDIA Corporation		Technology
3%
OSX2.DE
Ossiam US Minimum Variance ESG UCITS ETF (EUR)		Large Cap Value Equities
12%
QLEIX
AQR Long-Short Equity Fund		Long-Short
5%
SGLN.L
iShares Physical Gold ETC		Precious Metals, Commodities
1%
SVARX
Spectrum Low Volatility Fund		Nontraditional Bonds
33%
TITAN.NS
Titan Company Limited		Consumer Cyclical
3%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in сортино 10+, 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 every 3 months.

0.00%500.00%1,000.00%1,500.00%2,000.00%2,500.00%NovemberDecember2025FebruaryMarchApril
2,143.34%
191.76%
сортино 10+
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 18, 2013, corresponding to the inception date of AGZD

Returns By Period

As of Apr 19, 2025, the сортино 10+ returned -0.81% Year-To-Date and 16.94% of annualized return in the last 10 years.

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		-10.18%-6.92%-9.92%5.42%12.98%9.70%
сортино 10+-14.50%-6.44%-4.77%24.69%51.56%33.61%
Portfolio components:
BTC-USD
Bitcoin		-9.13%-2.25%24.08%33.67%63.89%80.22%
HFSAX
Hundredfold Select Alternative Fund Investor Class		0.17%-0.55%-0.73%5.42%5.14%4.48%
AGZD
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund		-0.52%-1.23%1.04%4.08%3.35%2.41%
TITAN.NS
Titan Company Limited		2.29%9.10%-3.25%-7.66%25.46%20.66%
NVDA
NVIDIA Corporation		-24.42%-13.64%-26.44%19.90%69.42%69.11%
SVARX
Spectrum Low Volatility Fund		0.21%-0.71%-0.49%3.49%5.92%6.43%
1YD.DE
Broadcom Inc		-27.53%-11.26%-5.12%34.50%49.47%32.21%
BEL.NS
Bharat Electronics Limited		1.24%2.65%1.62%25.52%64.90%23.54%
OSX2.DE
Ossiam US Minimum Variance ESG UCITS ETF (EUR)		-0.33%-3.50%-2.22%9.29%8.11%6.51%
QLEIX
AQR Long-Short Equity Fund		6.93%-1.55%12.97%20.95%20.89%9.18%
SGLN.L
iShares Physical Gold ETC		26.60%8.43%21.23%38.56%14.12%10.46%
*Annualized

Monthly Returns

The table below presents the monthly returns of сортино 10+, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-0.59%-8.07%-5.08%-1.42%-14.50%
20248.76%28.41%12.36%-7.06%17.56%3.66%-1.06%-2.56%3.06%7.66%15.57%-2.41%114.43%
202321.21%4.21%15.31%1.80%8.66%10.42%2.87%-1.31%-3.66%6.63%10.18%10.16%125.19%
2022-13.54%6.26%5.83%-16.42%-8.81%-23.77%14.45%-8.54%-6.43%5.40%-1.08%-5.66%-45.58%
20217.89%21.94%19.32%0.23%-22.28%1.81%9.63%10.88%-5.09%27.64%0.74%-12.43%61.75%
20208.41%-2.29%-12.00%13.39%7.79%2.99%12.69%9.04%-2.87%5.53%21.01%22.42%118.94%
20190.57%4.23%6.55%6.53%13.42%13.01%-3.93%-1.99%-3.43%6.89%-6.99%0.33%38.35%
2018-10.02%-1.99%-13.26%7.71%-6.81%-6.48%7.80%-1.09%-4.77%-6.63%-14.20%-4.66%-44.33%
20173.82%2.14%1.91%5.73%9.40%0.15%7.02%12.35%-2.50%15.91%16.20%13.51%124.37%
2016-4.94%-2.53%7.36%0.59%2.76%3.07%2.36%0.74%1.46%1.70%4.68%3.78%22.49%
20152.65%5.34%-3.76%-2.22%3.84%-2.25%3.65%-5.46%0.19%4.97%0.91%2.95%10.57%
2014-0.67%-0.91%1.78%0.73%6.96%5.22%-4.07%2.30%-1.81%0.43%2.76%3.34%16.72%

Expense Ratio

сортино 10+ has a high expense ratio of 1.09%, indicating above-average management fees. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

HFSAX
Hundredfold Select Alternative Fund Investor Class
Expense ratio chart for HFSAX: current value is 1.75%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
HFSAX: 1.75%
AGZD
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund
Expense ratio chart for AGZD: current value is 0.23%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AGZD: 0.23%
SVARX
Spectrum Low Volatility Fund
Expense ratio chart for SVARX: current value is 2.34%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SVARX: 2.34%
QLEIX
AQR Long-Short Equity Fund
Expense ratio chart for QLEIX: current value is 1.30%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
QLEIX: 1.30%
OSX2.DE
Ossiam US Minimum Variance ESG UCITS ETF (EUR)
Expense ratio chart for OSX2.DE: current value is 0.65%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
OSX2.DE: 0.65%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 75, сортино 10+ is among the top 25% 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.

The Risk-Adjusted Performance Rank of сортино 10+ is 7575
Overall Rank
The Sharpe Ratio Rank of сортино 10+ is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of сортино 10+ is 8989
Sortino Ratio Rank
The Omega Ratio Rank of сортино 10+ is 8383
Omega Ratio Rank
The Calmar Ratio Rank of сортино 10+ is 3232
Calmar Ratio Rank
The Martin Ratio Rank of сортино 10+ is 8282
Martin 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.

Sharpe ratio
The chart of Sharpe ratio for Portfolio, currently valued at 0.50, compared to the broader market-4.00-2.000.002.00
Portfolio: 0.50
^GSPC: 0.24
The chart of Sortino ratio for Portfolio, currently valued at 0.93, compared to the broader market-6.00-4.00-2.000.002.004.00
Portfolio: 0.93
^GSPC: 0.47
The chart of Omega ratio for Portfolio, currently valued at 1.10, compared to the broader market0.400.600.801.001.201.401.60
Portfolio: 1.10
^GSPC: 1.07
The chart of Calmar ratio for Portfolio, currently valued at 0.18, compared to the broader market0.001.002.003.004.005.006.00
Portfolio: 0.18
^GSPC: 0.24
The chart of Martin ratio for Portfolio, currently valued at 1.89, compared to the broader market0.005.0010.0015.0020.00
Portfolio: 1.89
^GSPC: 1.08
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BTC-USD
Bitcoin		1.161.811.180.865.33
HFSAX
Hundredfold Select Alternative Fund Investor Class		1.401.941.270.165.35
AGZD
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund		0.801.191.140.317.76
TITAN.NS
Titan Company Limited		-0.050.101.01-0.35-0.07
NVDA
NVIDIA Corporation		-0.080.301.040.44-0.34
SVARX
Spectrum Low Volatility Fund		0.981.361.190.142.25
1YD.DE
Broadcom Inc		0.511.171.150.242.27
BEL.NS
Bharat Electronics Limited		-0.080.141.021.13-0.25
OSX2.DE
Ossiam US Minimum Variance ESG UCITS ETF (EUR)		0.430.671.100.082.18
QLEIX
AQR Long-Short Equity Fund		2.953.661.611.3821.90
SGLN.L
iShares Physical Gold ETC		3.664.741.642.9820.06

The current сортино 10+ Sharpe ratio is 1.30. 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 0.21 to 0.77, this portfolio's current Sharpe ratio 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.

Use the chart below to compare the Sharpe ratio of сортино 10+ 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.50
0.24
сортино 10+
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

сортино 10+ provided a 4.05% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio4.05%4.48%3.89%2.83%2.81%1.35%2.23%1.64%2.72%3.07%1.80%1.82%
Portfolio components:
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%
HFSAX
Hundredfold Select Alternative Fund Investor Class		5.86%5.87%5.17%4.92%5.79%5.82%3.98%0.93%4.81%3.66%1.40%0.00%
AGZD
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund		4.14%3.96%6.07%8.61%1.66%2.28%2.83%2.62%2.35%1.81%1.66%1.69%
TITAN.NS
Titan Company Limited		0.33%0.34%0.54%0.29%0.16%0.26%0.42%0.40%0.30%0.67%0.66%0.55%
NVDA
NVIDIA Corporation		0.04%0.03%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%
SVARX
Spectrum Low Volatility Fund		7.14%8.49%3.35%0.00%5.70%0.71%3.38%2.41%4.79%6.68%3.02%2.82%
1YD.DE
Broadcom Inc		1.21%0.78%1.52%2.74%1.88%2.92%0.91%0.00%0.00%0.00%0.00%0.00%
BEL.NS
Bharat Electronics Limited		0.78%0.75%0.98%1.50%1.91%2.33%2.70%2.27%1.12%1.24%0.71%0.79%
OSX2.DE
Ossiam US Minimum Variance ESG UCITS ETF (EUR)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QLEIX
AQR Long-Short Equity Fund		6.66%7.12%20.80%10.30%0.00%0.00%0.00%0.37%4.04%1.86%4.82%8.00%
SGLN.L
iShares Physical Gold ETC		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.

-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-21.10%
-14.02%
сортино 10+
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the сортино 10+. 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 сортино 10+ was 57.38%, occurring on Nov 9, 2022. Recovery took 425 trading sessions.

The current сортино 10+ drawdown is 3.36%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-57.38%Nov 9, 2021366Nov 9, 2022425Jan 8, 2024791
-53.04%Dec 17, 2017364Dec 15, 2018690Nov 4, 20201054
-33.31%Apr 16, 202196Jul 20, 202183Oct 11, 2021179
-26.67%Jan 7, 202592Apr 8, 2025———
-19.54%Jun 19, 202448Aug 5, 202470Oct 14, 2024118

Volatility

Volatility Chart

The current сортино 10+ volatility is 14.30%, 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%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.30%
13.60%
сортино 10+
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.
BTC-USDSGLN.LAGZDBEL.NSTITAN.NSOSX2.DEQLEIX1YD.DENVDASVARXHFSAX
BTC-USD1.000.070.01-0.000.020.030.030.050.120.060.13
SGLN.L0.071.00-0.060.050.040.08-0.020.010.020.140.13
AGZD0.01-0.061.000.050.070.070.100.070.060.080.07
BEL.NS-0.000.050.051.000.300.080.090.110.070.140.15
TITAN.NS0.020.040.070.301.000.090.080.090.080.130.15
OSX2.DE0.030.080.070.080.091.000.170.170.070.170.19
QLEIX0.03-0.020.100.090.080.171.000.170.250.160.34
1YD.DE0.050.010.070.110.090.170.171.000.290.210.29
NVDA0.120.020.060.070.080.070.250.291.000.230.41
SVARX0.060.140.080.140.130.170.160.210.231.000.60
HFSAX0.130.130.070.150.150.190.340.290.410.601.00
The correlation results are calculated based on daily price changes starting from Dec 19, 2013
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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