Aleksey
Retirement portfolio
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AMZN Amazon.com, Inc. | Consumer Cyclical | 9.20% |
CIBR First Trust NASDAQ Cybersecurity ETF | Technology Equities, Cybersecurity | 2.81% |
FTNT Fortinet, Inc. | Technology | 2.93% |
GOOG Alphabet Inc. | Communication Services | 25.95% |
IAU iShares Gold Trust | Precious Metals, Gold | 1.14% |
IEF iShares 7-10 Year Treasury Bond ETF | Government Bonds | 4.84% |
LAES SEALSQ Corp | Technology | 3.58% |
MSFT Microsoft Corporation | Technology | 10.70% |
PATH UiPath Inc. | Technology | 0.62% |
PDBC Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF | Commodities, Actively Managed | 2.08% |
SOUN SoundHound AI Inc | Technology | 0% |
TLT iShares 20+ Year Treasury Bond ETF | Government Bonds | 9.44% |
VRT Vertiv Holdings Co. | Industrials | 3.91% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 0% |
XLG Invesco S&P 500® Top 50 ETF | Large Cap Growth Equities | 22.80% |
Transactions
| Date | Type | Symbol | Quantity | Price |
|---|---|---|---|---|
| Mar 11, 2024 | Sell | SoundHound AI Inc | 20 | $5.87 |
| Mar 7, 2024 | Sell | iShares Gold Trust | 1 | $39.33 |
| Mar 6, 2024 | Buy | First Trust NASDAQ Cybersecurity ETF | 2 | $58.32 |
| Mar 6, 2024 | Buy | SoundHound AI Inc | 20 | $5.34 |
| Mar 4, 2024 | Buy | Alphabet Inc. | 2 | $133.92 |
| Mar 1, 2024 | Buy | Vertiv Holdings Co. | 2 | $71.27 |
| Mar 1, 2024 | Buy | Fortinet, Inc. | 2 | $70.02 |
| Feb 29, 2024 | Buy | SEALSQ Corp | 100 | $2.03 |
| Feb 28, 2024 | Sell | Vanguard Total Stock Market ETF | 2 | $251.03 |
| Feb 27, 2024 | Buy | Alphabet Inc. | 2 | $141.10 |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Aleksey, 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
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% |
| Aleksey | -4.54% | -5.94% | -2.69% | N/A | N/A | N/A |
| Portfolio components: | ||||||
IEF iShares 7-10 Year Treasury Bond ETF | -0.21% | 0.97% | 1.29% | 1.44% | -1.05% | 1.00% |
TLT iShares 20+ Year Treasury Bond ETF | -4.82% | -0.63% | 0.36% | -5.31% | -4.63% | 0.21% |
GOOG Alphabet Inc. | 20.17% | -8.74% | 10.12% | 30.61% | 22.11% | 19.16% |
PDBC Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF | 1.95% | -3.28% | -0.66% | -3.89% | 9.14% | N/A |
IAU iShares Gold Trust | 14.32% | 2.67% | 16.87% | 19.24% | 10.61% | 5.89% |
VTI Vanguard Total Stock Market ETF | 13.14% | -0.48% | 10.85% | 19.14% | 13.36% | 12.04% |
LAES SEALSQ Corp | -45.33% | -19.56% | -59.08% | -93.39% | N/A | N/A |
XLG Invesco S&P 500® Top 50 ETF | 18.69% | -3.07% | 13.66% | 25.87% | 15.71% | 12.63% |
VRT Vertiv Holdings Co. | 59.33% | -12.10% | 43.15% | 202.17% | 49.76% | N/A |
AMZN Amazon.com, Inc. | 18.37% | -7.11% | 13.03% | 40.34% | 13.14% | 27.42% |
PATH UiPath Inc. | -50.89% | -0.16% | -46.35% | -29.52% | N/A | N/A |
SOUN SoundHound AI Inc | 127.83% | 21.36% | 162.50% | 97.14% | N/A | N/A |
MSFT Microsoft Corporation | 11.67% | -7.47% | 3.96% | 24.84% | 25.49% | 27.36% |
FTNT Fortinet, Inc. | -2.08% | -1.38% | -13.32% | -25.82% | 27.48% | 27.54% |
CIBR First Trust NASDAQ Cybersecurity ETF | 2.40% | 0.30% | -2.27% | 18.79% | 13.21% | N/A |
Monthly Returns
The table below presents the monthly returns of Aleksey, 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 | -1.27% | -3.58% | 2.53% | -2.26% | 3.39% | 2.13% | -4.54% | ||||||
| 2023 | 2.50% | 2.87% | 5.44% | 5.12% | 16.87% |
Expense Ratio
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 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 | |
|---|---|---|---|---|---|
IEF iShares 7-10 Year Treasury Bond ETF | 0.23 | 0.38 | 1.04 | 0.07 | 0.58 |
TLT iShares 20+ Year Treasury Bond ETF | -0.31 | -0.32 | 0.96 | -0.11 | -0.63 |
GOOG Alphabet Inc. | 1.36 | 1.85 | 1.26 | 2.09 | 8.19 |
PDBC Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF | -0.34 | -0.38 | 0.95 | -0.17 | -0.72 |
IAU iShares Gold Trust | 1.45 | 2.08 | 1.26 | 1.61 | 7.03 |
VTI Vanguard Total Stock Market ETF | 1.62 | 2.29 | 1.28 | 1.37 | 5.98 |
LAES SEALSQ Corp | -0.68 | -2.06 | 0.78 | -0.96 | -1.12 |
XLG Invesco S&P 500® Top 50 ETF | 1.87 | 2.58 | 1.33 | 2.17 | 9.98 |
VRT Vertiv Holdings Co. | 3.34 | 3.62 | 1.48 | 6.96 | 26.13 |
AMZN Amazon.com, Inc. | 1.41 | 2.15 | 1.26 | 1.09 | 7.87 |
PATH UiPath Inc. | -0.46 | -0.28 | 0.96 | -0.33 | -1.09 |
SOUN SoundHound AI Inc | 0.85 | 2.42 | 1.26 | 1.20 | 3.23 |
MSFT Microsoft Corporation | 1.00 | 1.41 | 1.18 | 1.55 | 6.20 |
FTNT Fortinet, Inc. | -0.68 | -0.66 | 0.89 | -0.70 | -1.19 |
CIBR First Trust NASDAQ Cybersecurity ETF | 1.08 | 1.51 | 1.20 | 0.91 | 3.95 |
Not enough dataDrawdowns
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 Aleksey. 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 Aleksey was 10.41%, occurring on Apr 19, 2024. Recovery took 52 trading sessions.
The current Aleksey drawdown is 7.27%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -10.41% | Feb 8, 2024 | 50 | Apr 19, 2024 | 52 | Jul 5, 2024 | 102 |
| -8.46% | Jul 11, 2024 | 11 | Jul 25, 2024 | — | — | — |
| -5.13% | Sep 21, 2023 | 21 | Oct 19, 2023 | 7 | Oct 30, 2023 | 28 |
| -4.11% | Dec 28, 2023 | 17 | Jan 23, 2024 | 8 | Feb 2, 2024 | 25 |
| -1.32% | Dec 8, 2023 | 3 | Dec 12, 2023 | 1 | Dec 13, 2023 | 4 |
Volatility
Volatility Chart
The current Aleksey volatility is 5.60%, 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 | LAES | IAU | IEF | TLT | SOUN | VRT | FTNT | GOOG | MSFT | AMZN | PATH | CIBR | XLG | VTI | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| PDBC | 1.00 | 0.15 | 0.35 | -0.09 | -0.12 | 0.12 | 0.04 | 0.11 | 0.06 | 0.01 | 0.02 | 0.12 | 0.14 | 0.06 | 0.11 |
| LAES | 0.15 | 1.00 | 0.10 | 0.15 | 0.12 | 0.15 | 0.04 | 0.14 | 0.08 | 0.07 | 0.06 | 0.11 | 0.18 | 0.16 | 0.19 |
| IAU | 0.35 | 0.10 | 1.00 | 0.29 | 0.23 | 0.08 | -0.04 | -0.01 | 0.09 | 0.05 | 0.09 | 0.07 | 0.17 | 0.10 | 0.20 |
| IEF | -0.09 | 0.15 | 0.29 | 1.00 | 0.95 | 0.15 | -0.01 | 0.12 | 0.09 | 0.06 | 0.07 | 0.18 | 0.20 | 0.20 | 0.26 |
| TLT | -0.12 | 0.12 | 0.23 | 0.95 | 1.00 | 0.18 | 0.02 | 0.14 | 0.08 | 0.04 | 0.08 | 0.23 | 0.21 | 0.19 | 0.27 |
| SOUN | 0.12 | 0.15 | 0.08 | 0.15 | 0.18 | 1.00 | 0.21 | 0.27 | 0.15 | 0.22 | 0.23 | 0.58 | 0.48 | 0.32 | 0.45 |
| VRT | 0.04 | 0.04 | -0.04 | -0.01 | 0.02 | 0.21 | 1.00 | 0.35 | 0.27 | 0.45 | 0.45 | 0.35 | 0.52 | 0.53 | 0.53 |
| FTNT | 0.11 | 0.14 | -0.01 | 0.12 | 0.14 | 0.27 | 0.35 | 1.00 | 0.27 | 0.33 | 0.35 | 0.47 | 0.63 | 0.41 | 0.48 |
| GOOG | 0.06 | 0.08 | 0.09 | 0.09 | 0.08 | 0.15 | 0.27 | 0.27 | 1.00 | 0.66 | 0.61 | 0.32 | 0.39 | 0.67 | 0.53 |
| MSFT | 0.01 | 0.07 | 0.05 | 0.06 | 0.04 | 0.22 | 0.45 | 0.33 | 0.66 | 1.00 | 0.69 | 0.36 | 0.50 | 0.80 | 0.64 |
| AMZN | 0.02 | 0.06 | 0.09 | 0.07 | 0.08 | 0.23 | 0.45 | 0.35 | 0.61 | 0.69 | 1.00 | 0.45 | 0.53 | 0.73 | 0.61 |
| PATH | 0.12 | 0.11 | 0.07 | 0.18 | 0.23 | 0.58 | 0.35 | 0.47 | 0.32 | 0.36 | 0.45 | 1.00 | 0.70 | 0.48 | 0.65 |
| CIBR | 0.14 | 0.18 | 0.17 | 0.20 | 0.21 | 0.48 | 0.52 | 0.63 | 0.39 | 0.50 | 0.53 | 0.70 | 1.00 | 0.62 | 0.74 |
| XLG | 0.06 | 0.16 | 0.10 | 0.20 | 0.19 | 0.32 | 0.53 | 0.41 | 0.67 | 0.80 | 0.73 | 0.48 | 0.62 | 1.00 | 0.89 |
| VTI | 0.11 | 0.19 | 0.20 | 0.26 | 0.27 | 0.45 | 0.53 | 0.48 | 0.53 | 0.64 | 0.61 | 0.65 | 0.74 | 0.89 | 1.00 |