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dfdf

Last updated Feb 24, 2024

Asset Allocation


AGZD 3%BTC-USD 12%INCO 44%HFSAX 27%XLKQ.L 11%RTSI 3%BondBondCryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorWeight
AGZD
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund
Total Bond Market

3%

BTC-USD
Bitcoin

12%

INCO
Columbia India Consumer ETF
Asia Pacific Equities

44%

HFSAX
Hundredfold Select Alternative Fund Investor Class
Tactical Allocation

27%

XLKQ.L
Invesco US Technology Sector UCITS ETF
Technology Equities

11%

RTSI
RTS Index

3%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in dfdf, 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%50.00%100.00%150.00%200.00%SeptemberOctoberNovemberDecember2024February
28.00%
181.05%
dfdf
Benchmark (^GSPC)
Portfolio components

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

Returns

As of Feb 24, 2024, the dfdf returned 6.82% Year-To-Date and 15.16% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.69%4.52%15.50%26.83%12.76%10.70%
dfdf6.82%6.31%28.00%44.79%16.70%15.09%
INCO
Columbia India Consumer ETF
7.91%7.65%27.05%47.09%9.37%9.17%
RTSI
RTS Index
-1.76%-4.10%1.97%16.44%-1.56%-1.16%
BTC-USD
Bitcoin
20.03%21.32%94.45%118.90%42.84%36.21%
XLKQ.L
Invesco US Technology Sector UCITS ETF
11.31%4.22%28.20%62.64%17.24%13.93%
HFSAX
Hundredfold Select Alternative Fund Investor Class
-1.03%0.21%9.63%8.96%6.34%4.81%
AGZD
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund
1.24%0.98%3.97%8.11%4.27%3.25%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.99%
20231.17%-1.85%-0.57%3.65%7.70%6.30%

Sharpe Ratio

The current dfdf Sharpe ratio is 3.64. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.003.64

The Sharpe ratio of dfdf 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2024February
3.64
2.23
dfdf
Benchmark (^GSPC)
Portfolio components

Dividend yield

dfdf granted a 3.17% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
dfdf3.17%3.30%6.50%5.57%3.95%2.03%1.05%3.15%1.66%0.58%2.44%1.42%
INCO
Columbia India Consumer ETF
3.53%3.81%10.57%6.25%0.34%0.28%0.12%0.05%0.09%0.00%0.08%0.00%
RTSI
RTS 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%
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%
XLKQ.L
Invesco US Technology Sector UCITS ETF
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
5.20%5.14%4.92%10.08%13.58%6.44%3.11%11.06%5.60%1.79%8.53%5.26%
AGZD
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund
7.20%7.70%17.23%3.32%4.57%5.65%5.23%4.70%3.61%3.33%3.37%0.10%

Expense Ratio

The dfdf has a high expense ratio of 0.82%, 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.


0.75%
0.00%2.15%
1.75%
0.00%2.15%
0.23%
0.00%2.15%
0.14%
0.00%2.15%

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
2.23
dfdf
3.64
INCO
Columbia India Consumer ETF
2.63
RTSI
RTS Index
0.12
BTC-USD
Bitcoin
2.76
XLKQ.L
Invesco US Technology Sector UCITS ETF
1.62
HFSAX
Hundredfold Select Alternative Fund Investor Class
1.60
AGZD
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund
2.12

Asset Correlations Table

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

AGZDBTC-USDRTSIINCOXLKQ.LHFSAX
AGZD1.000.020.060.050.100.09
BTC-USD0.021.000.070.060.090.12
RTSI0.060.071.000.230.290.28
INCO0.050.060.231.000.270.37
XLKQ.L0.100.090.290.271.000.42
HFSAX0.090.120.280.370.421.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-0.04%
0
dfdf
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the dfdf. 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 dfdf was 28.81%, occurring on Dec 10, 2018. Recovery took 421 trading sessions.

The current dfdf drawdown is 0.04%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.81%Dec 17, 2017359Dec 10, 2018421Feb 4, 2020780
-26.94%Feb 13, 202040Mar 23, 2020120Jul 21, 2020160
-24.23%Nov 9, 2021410Dec 23, 2022327Nov 15, 2023737
-13.53%Mar 13, 2015165Aug 24, 2015113Dec 15, 2015278
-11.56%Dec 26, 201548Feb 11, 201664Apr 15, 2016112

Volatility Chart

The current dfdf volatility is 2.79%, 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.


1.00%2.00%3.00%4.00%5.00%SeptemberOctoberNovemberDecember2024February
2.79%
3.90%
dfdf
Benchmark (^GSPC)
Portfolio components
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