Aleksey
Retirement portfolio
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
AMZN Amazon.com, Inc. | Consumer Cyclical | 9.05% |
CIBR First Trust NASDAQ Cybersecurity ETF | Technology Equities, Cybersecurity | 2.93% |
FTNT Fortinet, Inc. | Technology | 3.97% |
GOOG Alphabet Inc. | Communication Services | 24.10% |
IAU iShares Gold Trust | Precious Metals, Gold | 1.25% |
IEF iShares 7-10 Year Treasury Bond ETF | Government Bonds | 5.19% |
LAES SEALSQ Corp | Technology | 2.53% |
MSFT Microsoft Corporation | Technology | 10.61% |
PATH UiPath Inc. | Technology | 0.63% |
PDBC Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF | Commodities, Actively Managed | 2.03% |
SOUN SoundHound AI Inc | Technology | 0% |
TLT iShares 20+ Year Treasury Bond ETF | Government Bonds | 10.52% |
VRT Vertiv Holdings Co. | Industrials | 3.79% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 0% |
XLG Invesco S&P 500® Top 50 ETF | Large Cap Growth Equities | 23.40% |
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 | 13.39% | 4.02% | 5.56% | 21.51% | 12.69% | 10.55% |
Aleksey | -7.57% | 0.05% | -4.28% | N/A | N/A | N/A |
Portfolio components: | ||||||
IEF iShares 7-10 Year Treasury Bond ETF | 4.42% | 2.47% | 5.16% | 8.85% | -0.92% | 1.45% |
TLT iShares 20+ Year Treasury Bond ETF | 3.38% | 4.78% | 6.10% | 10.15% | -5.09% | 0.98% |
GOOG Alphabet Inc. | 8.07% | -7.15% | 11.75% | 11.82% | 20.42% | 18.09% |
PDBC Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF | -3.68% | -3.83% | -4.33% | -10.97% | 8.55% | N/A |
IAU iShares Gold Trust | 20.80% | 3.02% | 14.50% | 29.75% | 10.46% | 6.89% |
VTI Vanguard Total Stock Market ETF | 13.11% | 1.78% | 5.46% | 22.28% | 13.75% | 11.93% |
LAES SEALSQ Corp | -62.51% | 13.72% | -77.04% | -90.59% | N/A | N/A |
XLG Invesco S&P 500® Top 50 ETF | 17.94% | 1.47% | 7.80% | 26.42% | 15.94% | 12.46% |
VRT Vertiv Holdings Co. | 49.52% | 1.00% | 3.52% | 81.45% | 47.94% | N/A |
AMZN Amazon.com, Inc. | 12.80% | 3.37% | -2.26% | 24.33% | 13.35% | 26.44% |
PATH UiPath Inc. | -51.81% | 7.55% | -49.41% | -33.79% | N/A | N/A |
SOUN SoundHound AI Inc | 105.19% | -16.51% | -25.77% | 85.90% | N/A | N/A |
MSFT Microsoft Corporation | 7.41% | -0.07% | -0.76% | 22.67% | 24.81% | 26.01% |
FTNT Fortinet, Inc. | 28.40% | 9.43% | 5.33% | 18.97% | 36.29% | 30.68% |
CIBR First Trust NASDAQ Cybersecurity ETF | 3.05% | 1.84% | -3.11% | 18.63% | 14.76% | 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% | -3.51% | 0.08% | -7.57% | ||||
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 | 1.19 | 1.74 | 1.20 | 0.39 | 3.88 |
TLT iShares 20+ Year Treasury Bond ETF | 0.63 | 0.98 | 1.11 | 0.22 | 1.65 |
GOOG Alphabet Inc. | 0.45 | 0.76 | 1.11 | 0.59 | 1.84 |
PDBC Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF | -0.81 | -1.05 | 0.88 | -0.41 | -1.60 |
IAU iShares Gold Trust | 2.10 | 2.95 | 1.37 | 2.42 | 12.44 |
VTI Vanguard Total Stock Market ETF | 1.68 | 2.31 | 1.30 | 1.56 | 8.02 |
LAES SEALSQ Corp | -0.63 | -1.56 | 0.83 | -0.92 | -1.23 |
XLG Invesco S&P 500® Top 50 ETF | 1.74 | 2.34 | 1.31 | 2.19 | 8.34 |
VRT Vertiv Holdings Co. | 1.62 | 2.06 | 1.27 | 2.37 | 7.05 |
AMZN Amazon.com, Inc. | 0.92 | 1.41 | 1.18 | 0.74 | 4.01 |
PATH UiPath Inc. | -0.43 | -0.23 | 0.97 | -0.30 | -0.82 |
SOUN SoundHound AI Inc | 0.64 | 2.17 | 1.23 | 0.90 | 2.35 |
MSFT Microsoft Corporation | 1.08 | 1.51 | 1.19 | 1.39 | 4.31 |
FTNT Fortinet, Inc. | 0.53 | 1.12 | 1.15 | 0.54 | 1.56 |
CIBR First Trust NASDAQ Cybersecurity ETF | 0.96 | 1.37 | 1.17 | 0.84 | 3.55 |
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 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 13.03%, occurring on Aug 5, 2024. The portfolio has not yet recovered.
The current Aleksey drawdown is 11.37%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-13.03% | Jul 11, 2024 | 18 | Aug 5, 2024 | — | — | — |
-10.41% | Feb 8, 2024 | 50 | Apr 19, 2024 | 52 | Jul 5, 2024 | 102 |
-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 5.66%, 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 | TLT | IEF | SOUN | FTNT | VRT | GOOG | MSFT | AMZN | PATH | CIBR | XLG | VTI | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
PDBC | 1.00 | 0.17 | 0.38 | -0.15 | -0.12 | 0.14 | 0.12 | 0.07 | 0.10 | 0.02 | 0.08 | 0.16 | 0.17 | 0.10 | 0.14 |
LAES | 0.17 | 1.00 | 0.13 | 0.06 | 0.11 | 0.18 | 0.17 | 0.07 | 0.12 | 0.10 | 0.13 | 0.17 | 0.23 | 0.22 | 0.25 |
IAU | 0.38 | 0.13 | 1.00 | 0.23 | 0.29 | 0.14 | 0.01 | -0.01 | 0.14 | 0.07 | 0.14 | 0.12 | 0.19 | 0.15 | 0.22 |
TLT | -0.15 | 0.06 | 0.23 | 1.00 | 0.95 | 0.14 | 0.12 | -0.02 | 0.05 | 0.01 | 0.04 | 0.19 | 0.15 | 0.14 | 0.20 |
IEF | -0.12 | 0.11 | 0.29 | 0.95 | 1.00 | 0.12 | 0.10 | -0.04 | 0.06 | 0.03 | 0.04 | 0.15 | 0.14 | 0.15 | 0.20 |
SOUN | 0.14 | 0.18 | 0.14 | 0.14 | 0.12 | 1.00 | 0.25 | 0.23 | 0.16 | 0.24 | 0.27 | 0.54 | 0.47 | 0.35 | 0.47 |
FTNT | 0.12 | 0.17 | 0.01 | 0.12 | 0.10 | 0.25 | 1.00 | 0.34 | 0.27 | 0.33 | 0.35 | 0.45 | 0.61 | 0.40 | 0.46 |
VRT | 0.07 | 0.07 | -0.01 | -0.02 | -0.04 | 0.23 | 0.34 | 1.00 | 0.29 | 0.48 | 0.48 | 0.38 | 0.55 | 0.58 | 0.57 |
GOOG | 0.10 | 0.12 | 0.14 | 0.05 | 0.06 | 0.16 | 0.27 | 0.29 | 1.00 | 0.65 | 0.62 | 0.36 | 0.42 | 0.67 | 0.55 |
MSFT | 0.02 | 0.10 | 0.07 | 0.01 | 0.03 | 0.24 | 0.33 | 0.48 | 0.65 | 1.00 | 0.69 | 0.39 | 0.54 | 0.79 | 0.66 |
AMZN | 0.08 | 0.13 | 0.14 | 0.04 | 0.04 | 0.27 | 0.35 | 0.48 | 0.62 | 0.69 | 1.00 | 0.47 | 0.57 | 0.74 | 0.64 |
PATH | 0.16 | 0.17 | 0.12 | 0.19 | 0.15 | 0.54 | 0.45 | 0.38 | 0.36 | 0.39 | 0.47 | 1.00 | 0.70 | 0.51 | 0.66 |
CIBR | 0.17 | 0.23 | 0.19 | 0.15 | 0.14 | 0.47 | 0.61 | 0.55 | 0.42 | 0.54 | 0.57 | 0.70 | 1.00 | 0.67 | 0.77 |
XLG | 0.10 | 0.22 | 0.15 | 0.14 | 0.15 | 0.35 | 0.40 | 0.58 | 0.67 | 0.79 | 0.74 | 0.51 | 0.67 | 1.00 | 0.90 |
VTI | 0.14 | 0.25 | 0.22 | 0.20 | 0.20 | 0.47 | 0.46 | 0.57 | 0.55 | 0.66 | 0.64 | 0.66 | 0.77 | 0.90 | 1.00 |