A-PORTFOLIO
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ARKK ARK Innovation ETF | Actively Managed, Innovation, Technology Equities | 20% |
BTC-USD Bitcoin | 15% | |
EEM iShares MSCI Emerging Markets ETF | Asia Pacific Equities | 20% |
ETH-USD Ethereum | 5% | |
PDBC Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF | Commodities, Actively Managed | 20% |
URA Global X Uranium ETF | Commodity Producers Equities | 20% |
Performance
Performance Chart
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
The earliest data available for this chart is Aug 7, 2015, corresponding to the inception date of ETH-USD
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| A-PORTFOLIO | 8.91% | -0.73% | 10.47% | 28.21% | 23.28% | N/A |
| Portfolio components: | ||||||
PDBC Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF | 1.95% | -3.28% | -0.66% | -3.76% | 9.12% | N/A |
ETH-USD Ethereum | 39.14% | -5.79% | 40.02% | 70.64% | 72.00% | N/A |
BTC-USD Bitcoin | 55.63% | 8.17% | 57.30% | 125.18% | 47.15% | 60.34% |
ARKK ARK Innovation ETF | -13.71% | 3.69% | -1.59% | -2.78% | -1.03% | N/A |
EEM iShares MSCI Emerging Markets ETF | 5.00% | -1.29% | 8.56% | 5.08% | 1.92% | 1.46% |
URA Global X Uranium ETF | -2.59% | -7.31% | -8.84% | 32.74% | 23.22% | 1.77% |
Monthly Returns
The table below presents the monthly returns of A-PORTFOLIO, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -1.22% | 9.62% | 5.55% | -5.58% | 5.12% | -2.60% | 8.91% | ||||||
| 2023 | 18.15% | -4.09% | 4.99% | -1.89% | -0.62% | 7.09% | 5.91% | -5.16% | 1.35% | 1.24% | 10.45% | 6.05% | 49.96% |
| 2022 | -8.23% | 4.88% | 3.57% | -11.46% | -4.41% | -13.86% | 10.90% | -3.01% | -10.23% | 3.03% | 0.58% | -6.48% | -31.99% |
| 2021 | 8.25% | 11.13% | 8.70% | 4.85% | -3.07% | 1.58% | -0.40% | 5.56% | -1.33% | 14.16% | -6.87% | -6.09% | 39.84% |
| 2020 | 2.31% | -2.24% | -18.65% | 18.86% | 7.59% | 3.87% | 12.45% | 9.09% | -6.15% | 3.35% | 20.79% | 21.33% | 88.46% |
| 2019 | 6.45% | 4.00% | 1.62% | 5.50% | 8.59% | 15.47% | -4.48% | -5.77% | -0.90% | 3.40% | -1.14% | 1.84% | 38.17% |
| 2018 | 1.21% | -5.44% | -8.66% | 10.67% | -2.74% | -4.55% | 3.52% | -2.47% | -1.08% | -8.04% | -7.43% | -6.41% | -28.52% |
| 2017 | 12.10% | 5.97% | 16.36% | 4.83% | 29.30% | 8.17% | 5.27% | 15.68% | -3.34% | 7.73% | 18.98% | 15.56% | 253.35% |
| 2016 | -2.02% | 24.84% | 30.83% | 2.69% | 3.31% | 6.11% | -0.81% | -1.02% | 3.35% | -2.26% | 0.28% | 8.08% | 93.67% |
| 2015 | -7.30% | -5.84% | 10.12% | 1.47% | 2.09% | -0.42% |
Expense Ratio
A-PORTFOLIO features an expense ratio of 0.54%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of A-PORTFOLIO is 36, 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.
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 | |
|---|---|---|---|---|---|
PDBC Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF | -0.02 | 0.06 | 1.01 | -0.17 | -0.06 |
ETH-USD Ethereum | 1.67 | 2.33 | 1.24 | 0.84 | 7.28 |
BTC-USD Bitcoin | 2.64 | 3.04 | 1.32 | 1.59 | 14.62 |
ARKK ARK Innovation ETF | 0.31 | 0.65 | 1.08 | 0.03 | 0.77 |
EEM iShares MSCI Emerging Markets ETF | 1.07 | 1.53 | 1.19 | 0.11 | 6.12 |
URA Global X Uranium ETF | 0.09 | 0.37 | 1.04 | 0.02 | 0.35 |
Dividends
Dividend yield
A-PORTFOLIO granted a 2.59% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| A-PORTFOLIO | 2.59% | 2.58% | 3.26% | 11.90% | 0.89% | 1.24% | 1.36% | 1.81% | 3.13% | 1.34% | 1.30% | 0.52% |
| Portfolio components: | ||||||||||||
PDBC Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF | 4.13% | 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 | 2.48% | 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 | 6.33% | 6.07% | 0.76% | 5.84% | 1.69% | 1.66% | 0.44% | 2.03% | 7.28% | 1.96% | 4.28% | 0.54% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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 8.15%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -44.88% | Nov 9, 2021 | 415 | Dec 28, 2022 | — | — | — |
| -40.25% | Dec 19, 2017 | 821 | Mar 18, 2020 | 124 | Jul 20, 2020 | 945 |
| -14.87% | May 9, 2021 | 72 | Jul 19, 2021 | 44 | Sep 1, 2021 | 116 |
| -14.39% | Aug 8, 2015 | 17 | Aug 24, 2015 | 71 | Nov 3, 2015 | 88 |
| -14.11% | Nov 4, 2015 | 73 | Jan 15, 2016 | 26 | Feb 10, 2016 | 99 |
Volatility
Volatility Chart
The current A-PORTFOLIO volatility is 4.86%, 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.
Diversification
Asset Correlations Table
| PDBC | ETH-USD | BTC-USD | ARKK | URA | EEM | |
|---|---|---|---|---|---|---|
| PDBC | 1.00 | 0.06 | 0.06 | 0.17 | 0.36 | 0.33 |
| ETH-USD | 0.06 | 1.00 | 0.63 | 0.15 | 0.13 | 0.14 |
| BTC-USD | 0.06 | 0.63 | 1.00 | 0.19 | 0.12 | 0.12 |
| ARKK | 0.17 | 0.15 | 0.19 | 1.00 | 0.38 | 0.52 |
| URA | 0.36 | 0.13 | 0.12 | 0.38 | 1.00 | 0.53 |
| EEM | 0.33 | 0.14 | 0.12 | 0.52 | 0.53 | 1.00 |