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A-PORTFOLIO

Last updated Mar 2, 2024

Asset Allocation


PDBC 20%BTC-USD 15%ETH-USD 5%ARKK 20%EEM 20%URA 20%CommodityCommodityCryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorWeight
PDBC
Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
Commodities, Actively Managed

20%

BTC-USD
Bitcoin

15%

ETH-USD
Ethereum

5%

ARKK
ARK Innovation ETF
Actively Managed, Innovation, Technology Equities

20%

EEM
iShares MSCI Emerging Markets ETF
Asia Pacific Equities

20%

URA
Global X Uranium ETF
Commodity Producers Equities

20%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in A-PORTFOLIO, 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%2,000.00%OctoberNovemberDecember2024FebruaryMarch
1,888.23%
147.26%
A-PORTFOLIO
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Aug 7, 2015, corresponding to the inception date of ETH-USD

Returns


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%
A-PORTFOLIO9.91%9.38%31.24%43.30%19.96%N/A
PDBC
Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
0.30%0.15%-6.91%-5.26%5.67%N/A
ETH-USD
Ethereum
50.56%49.10%109.84%118.91%57.58%N/A
BTC-USD
Bitcoin
47.74%44.96%141.37%179.22%47.49%36.81%
ARKK
ARK Innovation ETF
-2.35%11.10%18.22%27.45%1.91%N/A
EEM
iShares MSCI Emerging Markets ETF
0.67%4.44%4.08%5.13%0.89%2.48%
URA
Global X Uranium ETF
2.17%-12.17%23.42%38.45%14.89%0.37%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.22%9.77%
2023-5.16%1.35%1.24%10.45%6.05%

Sharpe Ratio

The current A-PORTFOLIO Sharpe ratio is 2.34. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.34

The Sharpe ratio of A-PORTFOLIO lies between the 25th and 75th percentiles. It indicates that the portfolio's 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
2.34
2.44
A-PORTFOLIO
Benchmark (^GSPC)
Portfolio components

Dividend yield

A-PORTFOLIO granted a 2.55% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
A-PORTFOLIO2.55%2.58%3.26%11.90%0.89%1.24%1.36%1.81%3.13%1.34%1.30%0.52%
PDBC
Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
4.20%4.21%13.05%50.83%0.01%1.40%1.00%3.83%6.51%0.00%0.00%0.00%
ETH-USD
Ethereum
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%
ARKK
ARK Innovation ETF
0.00%0.00%0.00%0.83%1.31%0.38%3.14%1.32%0.00%2.27%0.00%0.00%
EEM
iShares MSCI Emerging Markets ETF
2.61%2.63%2.50%1.99%1.45%2.76%2.22%1.87%1.88%2.48%2.22%2.04%
URA
Global X Uranium ETF
5.94%6.07%0.76%5.84%1.69%1.66%0.44%2.03%7.28%1.96%4.28%0.54%

Expense Ratio

The A-PORTFOLIO has a high expense ratio of 0.54%, 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%0.58%
0.50%1.00%1.50%2.00%0.75%
0.50%1.00%1.50%2.00%0.69%
0.50%1.00%1.50%2.00%0.68%

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
A-PORTFOLIO
2.34
PDBC
Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
0.10
ETH-USD
Ethereum
2.17
BTC-USD
Bitcoin
2.99
ARKK
ARK Innovation ETF
0.69
EEM
iShares MSCI Emerging Markets ETF
0.42
URA
Global X Uranium ETF
1.53

Asset Correlations Table

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

PDBCBTC-USDETH-USDARKKURAEEM
PDBC1.000.060.060.170.360.33
BTC-USD0.061.000.620.190.120.12
ETH-USD0.060.621.000.150.140.14
ARKK0.170.190.151.000.380.52
URA0.360.120.140.381.000.53
EEM0.330.120.140.520.531.00

Drawdowns Chart

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


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-7.60%
0
A-PORTFOLIO
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the A-PORTFOLIO. 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 A-PORTFOLIO was 44.88%, occurring on Dec 28, 2022. The portfolio has not yet recovered.

The current A-PORTFOLIO drawdown is 7.60%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-44.88%Nov 9, 2021415Dec 28, 2022
-40.25%Dec 19, 2017821Mar 18, 2020124Jul 20, 2020945
-14.87%May 9, 202172Jul 19, 202144Sep 1, 2021116
-14.39%Aug 8, 201517Aug 24, 201571Nov 3, 201588
-14.11%Nov 4, 201573Jan 15, 201626Feb 10, 201699

Volatility Chart

The current A-PORTFOLIO volatility is 5.27%, 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%OctoberNovemberDecember2024FebruaryMarch
5.27%
3.47%
A-PORTFOLIO
Benchmark (^GSPC)
Portfolio components
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