A.T CONSUMER 1.0
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
Bitcoin | 20% | |
Coca-Cola Consolidated, Inc. | Consumer Defensive | 40% |
ProShares UltraPro S&P 500 | Leveraged Equities, Leveraged | 40% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in A.T CONSUMER 1.0, 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 Jul 17, 2010, corresponding to the inception date of BTC-USD
Returns By Period
As of Sep 21, 2024, the A.T CONSUMER 1.0 returned 52.24% Year-To-Date and 47.53% of annualized return in the last 10 years.
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
A.T CONSUMER 1.0 | 52.24% | -0.05% | 27.03% | 113.37% | 42.95% | 47.53% |
Portfolio components: | ||||||
Bitcoin | 49.52% | 3.30% | -0.92% | 137.86% | 44.39% | 64.49% |
ProShares UltraPro S&P 500 | 54.21% | 3.27% | 20.36% | 99.06% | 25.10% | 24.28% |
Coca-Cola Consolidated, Inc. | 38.94% | -4.32% | 44.75% | 97.74% | 34.92% | 33.20% |
Monthly Returns
The table below presents the monthly returns of A.T CONSUMER 1.0, 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 | -0.64% | 14.08% | 7.97% | -9.16% | 15.63% | 7.19% | 3.60% | 7.16% | 52.24% | ||||
2023 | 15.04% | -0.16% | 7.64% | 6.05% | 3.60% | 7.64% | 2.72% | -0.90% | -9.17% | 2.60% | 18.31% | 17.85% | 93.40% |
2022 | -12.67% | -7.17% | 5.13% | -17.88% | 8.61% | -14.63% | 11.07% | -11.54% | -17.26% | 17.57% | 3.33% | -6.94% | -40.35% |
2021 | 1.46% | 9.62% | 17.75% | 6.81% | 8.32% | 1.43% | 6.18% | 7.20% | -8.56% | 17.77% | 11.68% | 4.31% | 119.46% |
2020 | 3.77% | -20.92% | -23.86% | 26.77% | 8.85% | -1.59% | 12.10% | 16.89% | -11.31% | 0.13% | 29.09% | 18.10% | 50.51% |
2019 | 16.96% | 11.91% | 9.86% | 15.99% | 3.49% | 17.64% | -0.44% | 2.31% | -4.50% | 0.65% | 0.02% | 4.62% | 108.05% |
2018 | -1.09% | -9.02% | -12.40% | 5.58% | -11.33% | -0.87% | 11.68% | 7.91% | 2.51% | -11.30% | 3.55% | -18.54% | -32.38% |
2017 | 0.01% | 10.09% | 4.84% | 7.60% | 21.08% | 3.90% | 7.50% | 9.25% | -0.41% | 14.71% | 17.34% | 12.80% | 177.44% |
2016 | -10.38% | 2.74% | 2.91% | 1.83% | -2.89% | 12.75% | 1.68% | 0.69% | 0.19% | -1.11% | 11.33% | 12.87% | 34.67% |
2015 | -5.92% | 12.44% | 0.95% | 0.43% | 1.10% | 13.33% | 7.07% | -13.29% | 9.10% | 21.20% | 1.73% | -0.94% | 52.02% |
2014 | -4.86% | 1.61% | 3.59% | -0.90% | 7.14% | 2.20% | -5.45% | 3.58% | -4.59% | 8.37% | 7.22% | -6.05% | 10.84% |
2013 | 14.48% | 16.04% | 67.53% | 13.26% | -0.28% | -7.59% | 10.45% | 1.08% | 3.11% | 16.69% | 123.66% | -18.41% | 469.32% |
Expense Ratio
A.T CONSUMER 1.0 features an expense ratio of 0.37%, 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 risk-adjusted rank of A.T CONSUMER 1.0 is 88, placing it in the top 12% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
---|---|---|---|---|---|
Bitcoin | 1.38 | 2.06 | 1.21 | 0.82 | 6.10 |
ProShares UltraPro S&P 500 | 2.24 | 2.64 | 1.36 | 1.34 | 12.49 |
Coca-Cola Consolidated, Inc. | 1.87 | 3.04 | 1.38 | 2.02 | 11.85 |
Dividends
Dividend yield
A.T CONSUMER 1.0 granted a 0.79% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
A.T CONSUMER 1.0 | 0.79% | 0.51% | 0.29% | 0.09% | 0.19% | 0.35% | 0.47% | 0.18% | 0.27% | 0.35% | 0.53% | 0.56% |
Portfolio components: | ||||||||||||
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% |
ProShares UltraPro S&P 500 | 0.55% | 0.74% | 0.52% | 0.06% | 0.11% | 0.53% | 0.63% | 0.00% | 0.12% | 0.34% | 0.22% | 0.07% |
Coca-Cola Consolidated, Inc. | 1.42% | 0.54% | 0.19% | 0.16% | 0.37% | 0.34% | 0.55% | 0.45% | 0.55% | 0.53% | 1.11% | 1.33% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the A.T CONSUMER 1.0. 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.T CONSUMER 1.0 was 65.83%, occurring on Nov 25, 2011. Recovery took 466 trading sessions.
The current A.T CONSUMER 1.0 drawdown is 2.10%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-65.83% | Jun 10, 2011 | 169 | Nov 25, 2011 | 466 | Mar 5, 2013 | 635 |
-52.15% | Feb 14, 2020 | 38 | Mar 22, 2020 | 164 | Sep 2, 2020 | 202 |
-47.99% | Nov 26, 2021 | 311 | Oct 2, 2022 | 428 | Dec 4, 2023 | 739 |
-47.55% | Dec 17, 2017 | 374 | Dec 25, 2018 | 136 | May 10, 2019 | 510 |
-34.21% | Dec 5, 2013 | 14 | Dec 18, 2013 | 531 | Jun 2, 2015 | 545 |
Volatility
Volatility Chart
The current A.T CONSUMER 1.0 volatility is 7.51%, 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
BTC-USD | COKE | UPRO | |
---|---|---|---|
BTC-USD | 1.00 | 0.03 | 0.09 |
COKE | 0.03 | 1.00 | 0.36 |
UPRO | 0.09 | 0.36 | 1.00 |