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6's portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

6's portfolio

Last updated Nov 2, 2024

Asset Allocation

BTC-USD 10%FLIN 30%VOO 20%LLY 10%NVO 10%^NDX 9%MSFT 4%NVDA 2%HNSS.L 2%ESP0.DE 1%NUKL.DE 1%URTH 1%CryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorWeight
^NDX
NASDAQ 100
9%
BTC-USD
Bitcoin
10%
ESP0.DE
VanEck Video Gaming and eSports UCITS ETF		Technology Equities
1%
FLIN
Franklin FTSE India ETF		Asia Pacific Equities
30%
HNSS.L
HSBC Nasdaq Global Semiconductor UCITS ETF		Technology Equities
2%
LLY
Eli Lilly and Company		Healthcare
10%
MSFT
Microsoft Corporation		Technology
4%
NUKL.DE
VanEck Uranium and Nuclear Technologies UCITS ETF A		Energy Equities
1%
NVDA
NVIDIA Corporation		Technology
2%
NVO
Novo Nordisk A/S		Healthcare
10%
URTH
iShares MSCI World ETF		Large Cap Growth Equities
1%
VOO
Vanguard S&P 500 ETF		Large Cap Growth Equities
20%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 6's 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

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
8.05%
11.72%
6's portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Feb 8, 2023, corresponding to the inception date of NUKL.DE

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		20.10%-0.39%11.72%31.44%13.30%10.96%
6's portfolio27.02%-1.14%8.05%40.48%N/AN/A
Portfolio components:
FLIN
Franklin FTSE India ETF		13.83%-3.86%4.93%26.82%12.66%N/A
ESP0.DE
VanEck Video Gaming and eSports UCITS ETF		32.39%-1.77%20.48%43.57%17.82%N/A
NUKL.DE
VanEck Uranium and Nuclear Technologies UCITS ETF A		41.20%6.47%18.43%48.02%N/AN/A
VOO
Vanguard S&P 500 ETF		21.37%-0.32%12.44%33.27%15.10%12.97%
URTH
iShares MSCI World ETF		16.98%-1.27%9.75%28.67%12.00%10.03%
^NDX
NASDAQ 100		19.06%-0.01%11.97%32.67%19.60%17.06%
NVDA
NVIDIA Corporation		173.47%8.39%52.52%200.95%92.21%75.96%
LLY
Eli Lilly and Company		41.17%-7.69%11.77%45.20%51.33%31.09%
NVO
Novo Nordisk A/S		9.40%-2.76%-8.69%15.28%33.99%20.18%
BTC-USD
Bitcoin		62.64%10.75%7.36%95.94%49.06%69.59%
MSFT
Microsoft Corporation		9.73%-1.37%1.28%17.19%24.44%25.79%
HNSS.L
HSBC Nasdaq Global Semiconductor UCITS ETF		17.70%-3.45%3.40%42.34%N/AN/A

Monthly Returns

The table below presents the monthly returns of 6's portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20244.30%9.79%4.86%-2.75%5.31%4.69%-0.91%2.09%-0.08%-2.37%27.02%
2023-2.99%8.08%3.95%2.39%6.55%1.45%1.74%-1.96%2.40%8.34%5.15%40.35%

Expense Ratio

6's portfolio has an expense ratio of 0.08%, 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.

ESP0.DE
VanEck Video Gaming and eSports UCITS ETF
Expense ratio chart for ESP0.DE: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%
NUKL.DE
VanEck Uranium and Nuclear Technologies UCITS ETF A
Expense ratio chart for NUKL.DE: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%
URTH
iShares MSCI World ETF
Expense ratio chart for URTH: current value at 0.24% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.24%
FLIN
Franklin FTSE India ETF
Expense ratio chart for FLIN: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%
VOO
Vanguard S&P 500 ETF
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%
HNSS.L
HSBC Nasdaq Global Semiconductor UCITS ETF
Expense ratio chart for HNSS.L: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 6's portfolio is 8, indicating that it is in the bottom 8% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of 6's portfolio is 88
Combined Rank
The Sharpe Ratio Rank of 6's portfolio is 88Sharpe Ratio Rank
The Sortino Ratio Rank of 6's portfolio is 88Sortino Ratio Rank
The Omega Ratio Rank of 6's portfolio is 77Omega Ratio Rank
The Calmar Ratio Rank of 6's portfolio is 55Calmar Ratio Rank
The Martin Ratio Rank of 6's portfolio is 1313Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

6's portfolio
Sharpe ratio
The chart of Sharpe ratio for 6's portfolio, currently valued at 1.22, compared to the broader market0.002.004.001.22
Sortino ratio
The chart of Sortino ratio for 6's portfolio, currently valued at 1.77, compared to the broader market-2.000.002.004.006.001.77
Omega ratio
The chart of Omega ratio for 6's portfolio, currently valued at 1.20, compared to the broader market0.801.001.201.401.601.801.20
Calmar ratio
The chart of Calmar ratio for 6's portfolio, currently valued at 0.46, compared to the broader market0.002.004.006.008.0010.0012.0014.000.46
Martin ratio
The chart of Martin ratio for 6's portfolio, currently valued at 6.59, compared to the broader market0.0010.0020.0030.0040.0050.006.59
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.88, compared to the broader market0.002.004.002.88
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.82, compared to the broader market-2.000.002.004.006.003.82
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.54, compared to the broader market0.801.001.201.401.601.801.54
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.52, compared to the broader market0.002.004.006.008.0010.0012.0014.003.52
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.62, compared to the broader market0.0010.0020.0030.0040.0050.0018.62
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
FLIN
Franklin FTSE India ETF		0.721.011.160.304.36
ESP0.DE
VanEck Video Gaming and eSports UCITS ETF		1.712.571.291.048.87
NUKL.DE
VanEck Uranium and Nuclear Technologies UCITS ETF A		1.532.091.260.866.89
VOO
Vanguard S&P 500 ETF		1.612.171.290.669.45
URTH
iShares MSCI World ETF		1.321.841.240.497.59
^NDX
NASDAQ 100		0.941.331.170.333.94
NVDA
NVIDIA Corporation		2.162.591.322.2911.91
LLY
Eli Lilly and Company		0.330.681.090.111.68
NVO
Novo Nordisk A/S		-0.37-0.350.960.67-1.16
BTC-USD
Bitcoin		0.931.611.160.763.86
MSFT
Microsoft Corporation		0.030.171.020.000.07
HNSS.L
HSBC Nasdaq Global Semiconductor UCITS ETF		0.110.581.100.040.45

Sharpe Ratio

The current 6's portfolio Sharpe ratio is 1.26. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 2.15 to 2.96, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of 6's portfolio with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.002.003.004.005.006.007.00JuneJulyAugustSeptemberOctoberNovember
1.22
2.88
6's portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

6's portfolio provided a 0.96% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
Portfolio0.96%0.73%0.84%1.23%0.93%1.13%1.23%0.91%1.20%0.93%1.01%1.07%
Portfolio components:
FLIN
Franklin FTSE India ETF		1.55%0.73%0.73%2.26%0.68%0.90%0.92%0.00%0.00%0.00%0.00%0.00%
ESP0.DE
VanEck Video Gaming and eSports 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%
NUKL.DE
VanEck Uranium and Nuclear Technologies UCITS ETF A		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF		1.29%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
URTH
iShares MSCI World ETF		1.48%1.70%1.68%1.50%1.52%2.16%2.30%1.88%2.15%2.35%2.31%1.04%
^NDX
NASDAQ 100		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NVDA
NVIDIA Corporation		0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.30%0.46%1.19%1.68%1.95%
LLY
Eli Lilly and Company		0.61%0.78%1.07%1.23%1.75%1.96%1.94%2.46%2.77%2.37%2.84%3.84%
NVO
Novo Nordisk A/S		1.29%0.99%1.18%1.34%1.86%2.12%2.46%2.13%3.94%1.31%1.96%1.68%
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%
MSFT
Microsoft Corporation		0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
HNSS.L
HSBC Nasdaq Global Semiconductor 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%

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.

-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.15%
-2.32%
6's portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 6's 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 6's portfolio was 10.41%, occurring on Aug 5, 2024. The portfolio has not yet recovered.

The current 6's portfolio drawdown is 4.04%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-10.41%Jul 17, 202420Aug 5, 2024———
-5.38%Feb 16, 202323Mar 10, 202311Mar 21, 202334
-5.19%Sep 12, 202322Oct 3, 202313Oct 16, 202335
-5.03%Apr 9, 202411Apr 19, 202426May 15, 202437
-3.4%Oct 17, 202311Oct 27, 20236Nov 2, 202317

Volatility

Volatility Chart

The current 6's portfolio volatility is 3.33%, 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.

2.00%3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
3.33%
3.23%
6's portfolio
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
BTC-USDLLYNVONUKL.DEFLINESP0.DEMSFTHNSS.LNVDA^NDXVOOURTH
BTC-USD1.000.010.090.100.110.180.070.140.130.150.190.21
LLY0.011.000.470.090.160.080.240.140.240.290.290.28
NVO0.090.471.000.140.150.150.240.160.200.240.290.32
NUKL.DE0.100.090.141.000.270.390.150.410.240.280.360.43
FLIN0.110.160.150.271.000.340.270.280.240.390.470.50
ESP0.DE0.180.080.150.390.341.000.310.630.390.480.490.53
MSFT0.070.240.240.150.270.311.000.380.500.760.630.56
HNSS.L0.140.140.160.410.280.630.381.000.520.540.490.51
NVDA0.130.240.200.240.240.390.500.521.000.690.550.52
^NDX0.150.290.240.280.390.480.760.540.691.000.870.80
VOO0.190.290.290.360.470.490.630.490.550.871.000.95
URTH0.210.280.320.430.500.530.560.510.520.800.951.00
The correlation results are calculated based on daily price changes starting from Feb 9, 2023