PortfoliosLab logo
PortfoliosLab logo
​
Tools
Performance Analysis
Portfolio Analysis
Risk Analysis
Optimization
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Screeners
Discussions
check
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

check

Last updated Nov 9, 2024

Asset Allocation

IAUM 3.68%IBIT 6%SCHG 35.56%SMH 17.8%AVUV 9.44%ARGT 8.5%INCO 6.2%DXJ 5.01%TUR 2.37%NRIM 1.72%DE 1.35%AAPL 1.35%CommodityCommodityCryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc		Technology
1.35%
ARGT
Global X MSCI Argentina ETF		Latin America Equities
8.50%
AVUV
Avantis U.S. Small Cap Value ETF		Small Cap Value Equities, Actively Managed
9.44%
DE
Deere & Company		Industrials
1.35%
DXJ
WisdomTree Japan Hedged Equity Fund		Japan Equities
5.01%
EC
Ecopetrol S.A.		Energy
0.51%
EGY
VAALCO Energy, Inc.		Energy
0.51%
IAUM
iShares Gold Trust Micro ETF of Benef Interest		Precious Metals, Gold
3.68%
IBIT
iShares Bitcoin Trust		Blockchain
6%
INCO
Columbia India Consumer ETF		Asia Pacific Equities
6.20%
NRIM
Northrim BanCorp, Inc.		Financial Services
1.72%
SCHG
Schwab U.S. Large-Cap Growth ETF		Large Cap Growth Equities
35.56%
SMH
VanEck Vectors Semiconductor ETF		Technology Equities
17.80%
TUR
iShares MSCI Turkey ETF		Emerging Markets Equities
2.37%

Transactions

DateTypeSymbolQuantityPrice
May 29, 2024BuyDeere & Company0.02$364.77
May 29, 2024BuyApple Inc0.26$190.55
May 29, 2024BuyGlobal X MSCI Argentina ETF1$60.38
May 29, 2024BuyEcopetrol S.A.1$12.35
May 29, 2024BuyVAALCO Energy, Inc.2$6.24
May 29, 2024BuySchwab U.S. Large-Cap Growth ETF2$95.66
May 29, 2024BuyVanEck Vectors Semiconductor ETF1$246.10
May 27, 2024BuyDeere & Company0.13$373.27
May 27, 2024BuyGlobal X MSCI Argentina ETF2$60.34
May 27, 2024BuyAvantis U.S. Small Cap Value ETF2$92.57

1–10 of 30

Performance

Performance Chart

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

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
12.19%
13.05%
check
Benchmark (^GSPC)
Portfolio components

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		25.70%3.51%14.80%37.91%14.18%11.41%
checkN/A4.28%N/AN/AN/AN/A
Portfolio components:
SMH
VanEck Vectors Semiconductor ETF		48.30%1.64%16.14%72.60%34.34%29.34%
SCHG
Schwab U.S. Large-Cap Growth ETF		34.22%5.42%19.72%47.39%21.10%16.82%
TUR
iShares MSCI Turkey ETF		8.27%0.06%-15.40%0.70%9.15%-1.22%
INCO
Columbia India Consumer ETF		15.18%-9.81%3.34%28.95%14.21%10.03%
IBIT
iShares Bitcoin Trust		N/A25.98%26.34%N/AN/AN/A
IAUM
iShares Gold Trust Micro ETF of Benef Interest		30.05%2.96%13.57%37.07%N/AN/A
AVUV
Avantis U.S. Small Cap Value ETF		16.20%8.29%12.52%39.85%15.99%N/A
ARGT
Global X MSCI Argentina ETF		45.26%7.42%19.73%89.27%29.45%14.87%
NRIM
Northrim BanCorp, Inc.		35.89%11.93%48.37%83.38%19.07%14.10%
EGY
VAALCO Energy, Inc.		29.37%-7.73%-7.69%51.36%25.85%-1.31%
EC
Ecopetrol S.A.		-29.61%-14.81%-32.51%-21.83%-5.70%-3.83%
DXJ
WisdomTree Japan Hedged Equity Fund		25.66%0.38%1.45%26.98%18.21%11.53%
DE
Deere & Company		-0.35%-2.82%-2.67%8.20%18.85%18.32%
AAPL
Apple Inc		18.46%-1.02%24.27%25.20%29.25%25.02%

Monthly Returns

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

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.76%2.83%0.91%0.05%2.06%-0.29%12.19%

Expense Ratio

Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

INCO
Columbia India Consumer ETF
Expense ratio chart for INCO: 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%
ARGT
Global X MSCI Argentina ETF
Expense ratio chart for ARGT: 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%
TUR
iShares MSCI Turkey ETF
Expense ratio chart for TUR: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%
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%
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%
AVUV
Avantis U.S. Small Cap Value ETF
Expense ratio chart for AVUV: 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%
IAUM
iShares Gold Trust Micro ETF of Benef Interest
Expense ratio chart for IAUM: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
SCHG
Schwab U.S. Large-Cap Growth ETF
Expense ratio chart for SCHG: 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 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.

check
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 2.97, compared to the broader market0.002.004.006.002.97
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.97, compared to the broader market-2.000.002.004.006.003.97
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.56, compared to the broader market0.801.001.201.401.601.802.001.56
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.93, compared to the broader market0.005.0010.0015.003.93
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 19.39, compared to the broader market0.0010.0020.0030.0040.0050.0060.0019.39
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SMH
VanEck Vectors Semiconductor ETF		2.102.591.352.918.05
SCHG
Schwab U.S. Large-Cap Growth ETF		2.713.481.493.7414.90
TUR
iShares MSCI Turkey ETF		0.010.171.020.000.01
INCO
Columbia India Consumer ETF		2.052.951.352.078.72
IBIT
iShares Bitcoin Trust		—————
IAUM
iShares Gold Trust Micro ETF of Benef Interest		2.613.441.456.5717.22
AVUV
Avantis U.S. Small Cap Value ETF		1.782.621.333.519.27
ARGT
Global X MSCI Argentina ETF		3.074.071.485.2714.57
NRIM
Northrim BanCorp, Inc.		1.962.801.343.417.22
EGY
VAALCO Energy, Inc.		1.101.831.220.703.79
EC
Ecopetrol S.A.		-0.74-0.940.89-0.29-1.45
DXJ
WisdomTree Japan Hedged Equity Fund		1.371.751.261.284.58
DE
Deere & Company		0.370.661.080.381.23
AAPL
Apple Inc		1.101.701.211.503.53

Sharpe Ratio

There is not enough data available to calculate the Sharpe ratio for check. 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

check provided a 0.33% dividend yield over the last twelve months.

TTM
Portfolio0.33%

Monthly Dividends

The table below shows the monthly dividends paid by this portfolio.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$10.02$0.00$0.32$4.20$0.00$0.07$14.60

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
-0.11%
0
check
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the check. 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 check was 12.84%, occurring on Aug 5, 2024. Recovery took 49 trading sessions.

The current check drawdown is 0.11%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-12.84%Jul 17, 202414Aug 5, 202449Oct 14, 202463
-2.8%Oct 15, 202413Oct 31, 20244Nov 6, 202417
-2.72%Jun 20, 20243Jun 24, 20247Jul 3, 202410
-1.42%May 29, 20245Jun 4, 20241Jun 5, 20246
-0.93%Jul 11, 20241Jul 11, 20242Jul 15, 20243

Volatility

Volatility Chart

The current check volatility is 5.08%, 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%Jun 23Jun 30Jul 07Jul 14Jul 21Jul 28Aug 04Aug 11Aug 18Aug 25SeptemberSep 08Sep 15Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03
5.08%
3.92%
check
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.
INCOTURAAPLIAUMEGYIBITECDENRIMARGTDXJSMHSCHGAVUV
INCO1.000.090.210.190.040.190.090.230.200.210.300.310.320.26
TUR0.091.000.160.190.130.150.050.210.360.230.190.240.290.39
AAPL0.210.161.000.17-0.040.170.080.110.180.240.270.370.570.22
IAUM0.190.190.171.000.260.210.320.120.110.270.250.210.250.22
EGY0.040.13-0.040.261.000.010.470.310.340.290.280.130.050.50
IBIT0.190.150.170.210.011.000.090.240.310.190.190.340.380.39
EC0.090.050.080.320.470.091.000.270.140.300.240.250.190.40
DE0.230.210.110.120.310.240.271.000.450.210.180.130.130.53
NRIM0.200.360.180.110.340.310.140.451.000.230.270.200.220.78
ARGT0.210.230.240.270.290.190.300.210.231.000.390.430.440.38
DXJ0.300.190.270.250.280.190.240.180.270.391.000.510.510.44
SMH0.310.240.370.210.130.340.250.130.200.430.511.000.840.34
SCHG0.320.290.570.250.050.380.190.130.220.440.510.841.000.36
AVUV0.260.390.220.220.500.390.400.530.780.380.440.340.361.00
The correlation results are calculated based on daily price changes starting from May 20, 2024