Final portfolio
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Final portfolio, 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 Aug 7, 2015, corresponding to the inception date of ETH-USD
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 18.13% | 1.45% | 8.81% | 26.52% | 13.43% | 10.88% |
| Final portfolio | 32.85% | 4.52% | 16.56% | 60.69% | 36.82% | N/A |
| Portfolio components: | ||||||
SMH VanEck Vectors Semiconductor ETF | 33.65% | -5.27% | 7.31% | 59.63% | 34.02% | 27.98% |
KKR KKR & Co. Inc. | 55.23% | 7.47% | 34.07% | 100.01% | 36.29% | 22.32% |
BX The Blackstone Group Inc. | 20.84% | 15.47% | 26.64% | 39.54% | 28.53% | 23.19% |
XLK Technology Select Sector SPDR Fund | 14.25% | -1.01% | 5.88% | 30.15% | 23.07% | 20.00% |
AMP Ameriprise Financial, Inc. | 20.34% | 4.83% | 6.18% | 32.24% | 27.53% | 16.16% |
ITB iShares U.S. Home Construction ETF | 23.86% | 10.18% | 14.61% | 54.58% | 24.99% | 18.81% |
JEF Jefferies Financial Group Inc. | 53.55% | 6.36% | 39.92% | 63.39% | 33.08% | 13.02% |
BTC-USD Bitcoin | 42.69% | 3.12% | -2.59% | 125.42% | 42.49% | 64.77% |
ETH-USD Ethereum | 2.64% | -10.39% | -25.84% | 43.02% | 60.29% | N/A |
Monthly Returns
The table below presents the monthly returns of Final portfolio, 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 | 1.64% | 12.07% | 4.87% | -7.94% | 8.86% | 3.18% | 6.46% | -0.93% | 32.85% | ||||
| 2023 | 20.06% | -0.78% | 2.56% | 0.36% | 2.13% | 8.19% | 5.73% | -0.89% | -2.89% | -4.42% | 18.86% | 10.51% | 73.10% |
| 2022 | -6.97% | -4.29% | -0.08% | -13.33% | 4.13% | -17.60% | 17.93% | -7.50% | -11.47% | 9.99% | 5.86% | -9.90% | -32.97% |
| 2021 | 5.15% | 9.87% | 9.17% | 11.06% | -0.83% | 2.91% | 7.33% | 6.90% | -6.28% | 18.47% | 1.11% | -2.08% | 80.28% |
| 2020 | 7.41% | -6.65% | -19.09% | 15.92% | 9.92% | 5.11% | 9.45% | 6.25% | -3.57% | 0.49% | 19.09% | 10.54% | 61.16% |
| 2019 | 10.14% | 4.20% | 3.19% | 10.21% | -0.92% | 13.94% | 3.83% | -2.58% | 3.09% | 5.94% | 2.34% | 2.84% | 71.30% |
| 2018 | 8.92% | -6.02% | -7.95% | 3.96% | 1.71% | -0.40% | 6.07% | -0.65% | -0.24% | -11.09% | -2.95% | -10.37% | -19.32% |
| 2017 | 8.32% | 7.60% | 19.90% | 6.30% | 20.39% | 6.18% | 2.83% | 6.18% | 1.83% | 6.19% | 6.74% | 9.35% | 161.71% |
| 2016 | -0.89% | 21.80% | 32.19% | -3.83% | 6.16% | -2.86% | 8.69% | 2.60% | -0.07% | -2.18% | 5.81% | 3.50% | 88.95% |
| 2015 | -10.57% | -5.22% | 8.35% | 0.18% | -2.17% | -9.99% |
Expense Ratio
Final portfolio has an expense ratio of 0.11%, which is considered low compared to other funds. 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 rank of Final portfolio is 68, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
|---|---|---|---|---|---|
SMH VanEck Vectors Semiconductor ETF | 1.48 | 2.00 | 1.26 | 0.90 | 6.04 |
KKR KKR & Co. Inc. | 2.90 | 3.63 | 1.48 | 3.26 | 23.98 |
BX The Blackstone Group Inc. | 1.68 | 2.24 | 1.27 | 1.22 | 9.16 |
XLK Technology Select Sector SPDR Fund | 1.05 | 1.50 | 1.20 | 0.43 | 4.53 |
AMP Ameriprise Financial, Inc. | 1.77 | 2.35 | 1.31 | 0.91 | 9.50 |
ITB iShares U.S. Home Construction ETF | 1.47 | 2.10 | 1.25 | 0.89 | 5.83 |
JEF Jefferies Financial Group Inc. | 3.64 | 4.27 | 1.57 | 3.88 | 24.37 |
BTC-USD Bitcoin | 0.86 | 1.51 | 1.15 | 0.44 | 3.75 |
ETH-USD Ethereum | -0.00 | 0.49 | 1.05 | 0.02 | -0.01 |
Dividends
Dividend yield
Final portfolio granted a 0.89% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Final portfolio | 0.89% | 1.13% | 2.21% | 1.11% | 1.47% | 2.42% | 3.31% | 2.84% | 3.12% | 4.95% | 3.51% | 2.89% |
| Portfolio components: | ||||||||||||
SMH VanEck Vectors Semiconductor ETF | 0.45% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
KKR KKR & Co. Inc. | 0.53% | 0.78% | 1.31% | 0.77% | 1.31% | 1.71% | 3.23% | 3.18% | 4.16% | 10.13% | 8.75% | 6.66% |
BX The Blackstone Group Inc. | 2.19% | 2.54% | 6.66% | 2.76% | 2.95% | 3.43% | 8.12% | 7.25% | 8.44% | 9.92% | 5.63% | 3.67% |
XLK Technology Select Sector SPDR Fund | 0.53% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% | 1.70% |
AMP Ameriprise Financial, Inc. | 1.25% | 1.40% | 1.57% | 1.47% | 2.10% | 2.29% | 3.38% | 1.91% | 2.63% | 2.43% | 1.71% | 1.75% |
ITB iShares U.S. Home Construction ETF | 0.39% | 0.48% | 0.86% | 0.37% | 0.46% | 0.50% | 0.63% | 0.28% | 0.43% | 0.34% | 0.34% | 0.12% |
JEF Jefferies Financial Group Inc. | 2.05% | 2.97% | 0.20% | 1.05% | 2.32% | 0.56% | 1.10% | 1.16% | 1.02% | 1.37% | 1.06% | 0.84% |
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% |
ETH-USD Ethereum | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 Final portfolio. 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 Final portfolio was 41.03%, occurring on Mar 23, 2020. Recovery took 126 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -41.03% | Feb 15, 2020 | 38 | Mar 23, 2020 | 126 | Jul 27, 2020 | 164 |
| -40.12% | Nov 10, 2021 | 340 | Oct 15, 2022 | 413 | Dec 2, 2023 | 753 |
| -31.65% | Jan 29, 2018 | 331 | Dec 25, 2018 | 175 | Jun 18, 2019 | 506 |
| -19.38% | Aug 8, 2015 | 161 | Jan 15, 2016 | 28 | Feb 12, 2016 | 189 |
| -13.08% | Mar 14, 2016 | 14 | Mar 27, 2016 | 117 | Jul 22, 2016 | 131 |
Volatility
Volatility Chart
The current Final portfolio volatility is 7.45%, 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 | ETH-USD | ITB | JEF | BX | AMP | SMH | KKR | XLK | |
|---|---|---|---|---|---|---|---|---|---|
| BTC-USD | 1.00 | 0.64 | 0.09 | 0.12 | 0.11 | 0.11 | 0.14 | 0.12 | 0.14 |
| ETH-USD | 0.64 | 1.00 | 0.10 | 0.11 | 0.12 | 0.11 | 0.14 | 0.12 | 0.14 |
| ITB | 0.09 | 0.10 | 1.00 | 0.45 | 0.48 | 0.49 | 0.47 | 0.48 | 0.48 |
| JEF | 0.12 | 0.11 | 0.45 | 1.00 | 0.45 | 0.64 | 0.42 | 0.49 | 0.41 |
| BX | 0.11 | 0.12 | 0.48 | 0.45 | 1.00 | 0.52 | 0.48 | 0.67 | 0.51 |
| AMP | 0.11 | 0.11 | 0.49 | 0.64 | 0.52 | 1.00 | 0.48 | 0.54 | 0.48 |
| SMH | 0.14 | 0.14 | 0.47 | 0.42 | 0.48 | 0.48 | 1.00 | 0.49 | 0.81 |
| KKR | 0.12 | 0.12 | 0.48 | 0.49 | 0.67 | 0.54 | 0.49 | 1.00 | 0.53 |
| XLK | 0.14 | 0.14 | 0.48 | 0.41 | 0.51 | 0.48 | 0.81 | 0.53 | 1.00 |