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scott 3
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

scott 3

Last updated Nov 15, 2024

3 year

Asset Allocation

IBIT 7.14%XOP 7.14%DXJ 7.14%IUSV 7.14%XLE 7.14%BUL 7.14%HERD 7.14%COWZ 7.14%GBTC 7.14%IVE 7.14%SOXX 7.14%SMH 7.14%^UTY 7.14%SEMI 7.14%CryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorWeight
^UTY
PHLX Utility Sector Index
7.14%
BUL
Pacer US Cash Cows Growth ETF		All Cap Equities
7.14%
COWZ
Pacer US Cash Cows 100 ETF		All Cap Equities
7.14%
DXJ
WisdomTree Japan Hedged Equity Fund		Japan Equities
7.14%
GBTC
Grayscale Bitcoin Trust (BTC)		Financial Services
7.14%
HERD
Pacer Cash Cows Fund of Funds ETF		Global Equities
7.14%
IBIT
iShares Bitcoin Trust		Blockchain
7.14%
IUSV
iShares Core S&P U.S. Value ETF		Large Cap Blend Equities
7.14%
IVE
iShares S&P 500 Value ETF		Large Cap Blend Equities
7.14%
NVDL
GraniteShares 2x Long NVDA Daily ETF		Leveraged Equities
0%
SEMI
Columbia Seligman Semiconductor & Technology ETF		Technology Equities
7.14%
SMH
VanEck Vectors Semiconductor ETF		Technology Equities
7.14%
SOXX
iShares PHLX Semiconductor ETF		Technology Equities
7.14%
XLE
Energy Select Sector SPDR Fund		Energy Equities
7.14%
XOP
SPDR S&P Oil & Gas Exploration & Production ETF		Energy Equities
7.14%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in scott 3, 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

-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
7.92%
12.31%
scott 3
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jan 11, 2024, corresponding to the inception date of IBIT

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		24.72%2.30%12.31%32.12%13.81%11.31%
scott 3N/A4.97%7.92%N/AN/AN/A
Portfolio components:
XOP
SPDR S&P Oil & Gas Exploration & Production ETF		5.67%6.55%-4.34%3.60%12.86%-3.17%
NVDL
GraniteShares 2x Long NVDA Daily ETF		449.84%21.77%91.76%453.07%N/AN/A
DXJ
WisdomTree Japan Hedged Equity Fund		26.88%2.69%2.99%25.44%18.61%11.70%
IUSV
iShares Core S&P U.S. Value ETF		16.95%0.67%8.86%26.22%12.13%10.50%
XLE
Energy Select Sector SPDR Fund		15.94%5.67%2.96%16.00%15.03%5.05%
BUL
Pacer US Cash Cows Growth ETF		32.00%2.18%13.50%38.03%14.82%N/A
HERD
Pacer Cash Cows Fund of Funds ETF		6.34%-0.76%2.88%16.44%11.91%N/A
COWZ
Pacer US Cash Cows 100 ETF		16.23%2.62%7.62%22.30%16.68%N/A
GBTC
Grayscale Bitcoin Trust (BTC)		100.75%30.39%19.79%133.53%46.75%N/A
IVE
iShares S&P 500 Value ETF		16.83%0.48%8.63%25.92%11.99%10.44%
SOXX
iShares PHLX Semiconductor ETF		14.19%-4.01%-4.57%28.79%23.79%23.77%
SMH
VanEck Vectors Semiconductor ETF		41.92%0.41%6.88%54.88%32.98%28.72%
^UTY
PHLX Utility Sector Index		20.43%-5.39%5.10%23.72%3.94%5.29%
SEMI
Columbia Seligman Semiconductor & Technology ETF		13.18%-3.25%-2.90%26.44%N/AN/A
IBIT
iShares Bitcoin Trust		N/A30.29%33.86%N/AN/AN/A

Monthly Returns

The table below presents the monthly returns of scott 3, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.19%11.38%7.71%-5.13%6.14%-1.63%1.91%-1.59%1.46%0.18%28.97%

Expense Ratio

scott 3 features an expense ratio of 0.34%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

NVDL
GraniteShares 2x Long NVDA Daily ETF
Expense ratio chart for NVDL: current value at 1.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.15%
SEMI
Columbia Seligman Semiconductor & Technology ETF
Expense ratio chart for SEMI: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
HERD
Pacer Cash Cows Fund of Funds ETF
Expense ratio chart for HERD: current value at 0.73% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.73%
BUL
Pacer US Cash Cows Growth ETF
Expense ratio chart for BUL: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
COWZ
Pacer US Cash Cows 100 ETF
Expense ratio chart for COWZ: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
DXJ
WisdomTree Japan Hedged Equity Fund
Expense ratio chart for DXJ: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%
SOXX
iShares PHLX Semiconductor ETF
Expense ratio chart for SOXX: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%
XOP
SPDR S&P Oil & Gas Exploration & Production ETF
Expense ratio chart for XOP: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
SMH
VanEck Vectors Semiconductor ETF
Expense ratio chart for SMH: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
IBIT
iShares Bitcoin Trust
Expense ratio chart for IBIT: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
IVE
iShares S&P 500 Value ETF
Expense ratio chart for IVE: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%
XLE
Energy Select Sector SPDR Fund
Expense ratio chart for XLE: current value at 0.13% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.13%
IUSV
iShares Core S&P U.S. Value ETF
Expense ratio chart for IUSV: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of scott 3 is 95, placing it in the top 5% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of scott 3 is 9595
Combined Rank
The Sharpe Ratio Rank of scott 3 is 9595Sharpe Ratio Rank
The Sortino Ratio Rank of scott 3 is 9595Sortino Ratio Rank
The Omega Ratio Rank of scott 3 is 9595Omega Ratio Rank
The Calmar Ratio Rank of scott 3 is 9797Calmar Ratio Rank
The Martin Ratio Rank of scott 3 is 9494Martin 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.

scott 3
Sharpe ratio
No data
Sortino ratio
No data
Omega ratio
No data
Calmar ratio
No data
Martin ratio
No data
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.66, compared to the broader market0.002.004.006.002.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.56, compared to the broader market-2.000.002.004.006.003.56
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.50, compared to the broader market0.801.001.201.401.601.802.001.50
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.81, compared to the broader market0.005.0010.0015.003.81
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 17.03, compared to the broader market0.0010.0020.0030.0040.0050.0017.03
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
XOP
SPDR S&P Oil & Gas Exploration & Production ETF		0.170.381.050.070.38
NVDL
GraniteShares 2x Long NVDA Daily ETF		4.313.501.458.5422.48
DXJ
WisdomTree Japan Hedged Equity Fund		1.191.561.231.113.95
IUSV
iShares Core S&P U.S. Value ETF		2.623.671.474.8015.43
XLE
Energy Select Sector SPDR Fund		0.891.291.161.192.76
BUL
Pacer US Cash Cows Growth ETF		2.273.051.372.0715.32
HERD
Pacer Cash Cows Fund of Funds ETF		0.991.461.182.426.56
COWZ
Pacer US Cash Cows 100 ETF		1.702.461.293.037.20
GBTC
Grayscale Bitcoin Trust (BTC)		2.603.001.363.149.93
IVE
iShares S&P 500 Value ETF		2.673.741.484.8315.54
SOXX
iShares PHLX Semiconductor ETF		0.871.321.171.193.02
SMH
VanEck Vectors Semiconductor ETF		1.602.121.282.226.05
^UTY
PHLX Utility Sector Index		1.462.061.250.936.36
SEMI
Columbia Seligman Semiconductor & Technology ETF		0.891.351.171.213.37
IBIT
iShares Bitcoin Trust		—————

Sharpe Ratio

There is not enough data available to calculate the Sharpe ratio for scott 3. We calculate this metric based on the past 12 months of trading data. Please check back later for updated information.

Chart placeholderNot enough data

Dividends

Dividend yield

scott 3 provided a 1.32% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
Portfolio1.32%1.56%1.64%1.24%1.62%1.83%1.40%1.15%0.88%1.58%1.66%0.95%
Portfolio components:
XOP
SPDR S&P Oil & Gas Exploration & Production ETF		2.44%2.63%2.47%1.61%2.34%1.47%0.99%0.76%0.76%2.21%1.41%0.84%
NVDL
GraniteShares 2x Long NVDA Daily ETF		2.05%11.29%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DXJ
WisdomTree Japan Hedged Equity Fund		2.32%3.44%3.03%2.64%2.53%2.47%2.92%2.30%1.98%5.95%11.61%2.44%
IUSV
iShares Core S&P U.S. Value ETF		1.91%1.75%2.22%1.87%2.40%2.19%2.66%1.93%2.18%2.54%1.86%1.95%
XLE
Energy Select Sector SPDR Fund		3.14%3.55%3.68%4.21%5.62%5.73%3.54%3.03%2.26%3.39%2.35%1.73%
BUL
Pacer US Cash Cows Growth ETF		0.71%2.11%0.66%0.08%0.69%0.81%0.00%0.00%0.00%0.00%0.00%0.00%
HERD
Pacer Cash Cows Fund of Funds ETF		2.47%2.53%2.50%2.02%1.96%1.69%0.00%0.00%0.00%0.00%0.00%0.00%
COWZ
Pacer US Cash Cows 100 ETF		1.83%1.92%1.96%1.48%2.54%1.96%1.67%1.94%0.13%0.00%0.00%0.00%
GBTC
Grayscale Bitcoin Trust (BTC)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.23%0.00%0.00%0.00%0.00%
IVE
iShares S&P 500 Value ETF		1.81%1.65%2.10%1.81%2.37%2.11%2.74%2.12%2.26%2.45%2.14%2.04%
SOXX
iShares PHLX Semiconductor ETF		0.67%0.78%1.25%0.64%0.81%1.23%1.37%0.90%1.08%1.29%1.56%1.18%
SMH
VanEck Vectors Semiconductor ETF		0.42%0.60%2.37%1.02%1.38%6.00%3.75%2.85%1.61%4.28%2.31%3.11%
^UTY
PHLX Utility Sector 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%
SEMI
Columbia Seligman Semiconductor & Technology ETF		0.77%0.87%0.67%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IBIT
iShares Bitcoin Trust		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.

-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.06%
-0.87%
scott 3
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the scott 3. 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 scott 3 was 12.59%, occurring on Aug 5, 2024. Recovery took 49 trading sessions.

The current scott 3 drawdown is 1.06%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-12.59%Jul 17, 202414Aug 5, 202449Oct 14, 202463
-6.68%Apr 9, 202417May 1, 202410May 15, 202427
-3.29%Oct 15, 202415Nov 4, 20242Nov 6, 202417
-2.43%Jun 6, 202420Jul 5, 20246Jul 15, 202426
-2.24%Mar 14, 20244Mar 19, 20244Mar 25, 20248

Volatility

Volatility Chart

The current scott 3 volatility is 4.98%, 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%JuneJulyAugustSeptemberOctoberNovember
4.98%
3.81%
scott 3
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.
^UTYXLEGBTCIBITDXJNVDLXOPSMHSEMISOXXHERDIVEIUSVCOWZBUL
^UTY1.000.240.150.160.05-0.170.23-0.13-0.05-0.070.220.520.510.330.23
XLE0.241.000.110.120.20-0.020.900.010.050.040.420.500.510.640.39
GBTC0.150.111.001.000.090.260.160.280.310.310.320.330.340.350.34
IBIT0.160.121.001.000.090.260.170.280.300.300.320.340.350.360.35
DXJ0.050.200.090.091.000.350.240.450.440.470.440.390.390.390.50
NVDL-0.17-0.020.260.260.351.000.030.860.690.760.270.110.120.180.43
XOP0.230.900.160.170.240.031.000.090.140.120.450.460.470.660.47
SMH-0.130.010.280.280.450.860.091.000.930.970.410.280.290.350.61
SEMI-0.050.050.310.300.440.690.140.931.000.960.460.360.380.440.67
SOXX-0.070.040.310.300.470.760.120.970.961.000.460.340.360.410.66
HERD0.220.420.320.320.440.270.450.410.460.461.000.650.650.750.73
IVE0.520.500.330.340.390.110.460.280.360.340.651.001.000.830.69
IUSV0.510.510.340.350.390.120.470.290.380.360.651.001.000.840.71
COWZ0.330.640.350.360.390.180.660.350.440.410.750.830.841.000.81
BUL0.230.390.340.350.500.430.470.610.670.660.730.690.710.811.00
The correlation results are calculated based on daily price changes starting from Jan 12, 2024