best marin 2.2
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BTAL AGFiQ US Market Neutral Anti-Beta Fund | Long-Short | 10% |
IAU iShares Gold Trust | Precious Metals, Gold | 15% |
LLY Eli Lilly and Company | Healthcare | 15% |
NVDA NVIDIA Corporation | Technology | 10% |
PGR The Progressive Corporation | Financial Services | 15% |
SO The Southern Company | Utilities | 10% |
USDU WisdomTree Bloomberg U.S. Dollar Bullish Fund | Currency, Actively Managed | 15% |
YCS ProShares UltraShort Yen | Leveraged Currency, Leveraged | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in best marin 2.2, 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 Dec 18, 2013, corresponding to the inception date of USDU
Returns By Period
As of Sep 21, 2024, the best marin 2.2 returned 42.26% Year-To-Date and 21.95% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
| best marin 2.2 | 42.26% | 1.04% | 16.27% | 47.79% | 27.80% | 21.93% |
| Portfolio components: | ||||||
NVDA NVIDIA Corporation | 134.29% | -6.25% | 23.05% | 178.86% | 93.14% | 74.37% |
SO The Southern Company | 31.55% | 3.81% | 30.76% | 34.31% | 12.35% | 12.36% |
PGR The Progressive Corporation | 63.73% | 7.92% | 26.15% | 82.17% | 30.72% | 29.43% |
LLY Eli Lilly and Company | 58.85% | -3.42% | 19.95% | 68.50% | 54.10% | 32.79% |
IAU iShares Gold Trust | 26.88% | 5.63% | 20.99% | 35.82% | 11.28% | 7.77% |
BTAL AGFiQ US Market Neutral Anti-Beta Fund | 15.40% | -2.78% | 8.01% | 3.74% | -1.95% | 0.97% |
YCS ProShares UltraShort Yen | 13.05% | -2.28% | -4.71% | 5.54% | 16.22% | 7.62% |
USDU WisdomTree Bloomberg U.S. Dollar Bullish Fund | 5.50% | 0.23% | 1.15% | 3.37% | 2.43% | 2.96% |
Monthly Returns
The table below presents the monthly returns of best marin 2.2, 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 | 7.85% | 7.26% | 5.94% | 2.29% | 4.80% | 3.37% | -1.64% | 6.30% | 42.26% | ||||
| 2023 | 2.70% | 1.96% | 5.81% | 3.22% | 3.90% | 3.52% | -0.27% | 5.41% | -0.81% | 4.60% | 2.80% | -2.01% | 35.14% |
| 2022 | -1.93% | -0.33% | 7.30% | -1.12% | 2.54% | 0.39% | 1.33% | -1.40% | -1.74% | 4.65% | 3.10% | -2.05% | 10.75% |
| 2021 | 2.04% | -1.75% | 1.42% | 2.35% | 2.67% | 3.92% | 1.09% | 3.05% | -4.08% | 5.23% | 2.67% | 4.13% | 24.80% |
| 2020 | 5.74% | -2.87% | 1.49% | 4.65% | 2.81% | 1.63% | 3.44% | 2.45% | -0.17% | -3.01% | -0.58% | 4.69% | 21.70% |
| 2019 | 3.90% | 4.58% | 2.40% | 0.16% | -1.67% | 2.11% | 1.11% | 1.87% | 0.77% | 0.63% | 1.80% | 2.92% | 22.47% |
| 2018 | -0.05% | -0.39% | 1.03% | 1.26% | 2.52% | -0.58% | 3.13% | 3.58% | 1.49% | -1.20% | -0.11% | -3.16% | 7.57% |
| 2017 | 1.37% | 2.51% | 0.53% | -0.25% | 4.69% | 0.05% | 1.90% | 0.91% | 1.84% | 2.10% | 1.05% | 0.35% | 18.32% |
| 2016 | 0.30% | 0.32% | 2.58% | -1.67% | 3.83% | 2.36% | 1.84% | -0.62% | 0.91% | 0.00% | 2.45% | 5.49% | 19.06% |
| 2015 | 1.59% | -0.04% | 0.04% | -0.81% | 3.11% | -0.97% | 2.33% | 0.78% | 1.98% | 2.30% | 0.15% | 1.58% | 12.64% |
| 2014 | -0.60% | 5.12% | -0.29% | 0.79% | 0.19% | 1.48% | -2.07% | 3.15% | 0.73% | 2.54% | 3.71% | 0.87% | 16.53% |
| 2013 | 1.13% | 1.13% |
Expense Ratio
best marin 2.2 features an expense ratio of 0.42%, 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 best marin 2.2 is 98, placing it in the top 2% 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 | |
|---|---|---|---|---|---|
NVDA NVIDIA Corporation | 3.37 | 3.57 | 1.46 | 6.46 | 20.29 |
SO The Southern Company | 1.72 | 2.51 | 1.30 | 1.67 | 8.22 |
PGR The Progressive Corporation | 3.93 | 5.27 | 1.70 | 11.68 | 35.18 |
LLY Eli Lilly and Company | 2.07 | 2.83 | 1.37 | 3.35 | 12.53 |
IAU iShares Gold Trust | 2.43 | 3.38 | 1.42 | 2.86 | 14.88 |
BTAL AGFiQ US Market Neutral Anti-Beta Fund | 0.30 | 0.53 | 1.06 | 0.16 | 0.73 |
YCS ProShares UltraShort Yen | 0.29 | 0.50 | 1.07 | 0.26 | 0.74 |
USDU WisdomTree Bloomberg U.S. Dollar Bullish Fund | 0.67 | 0.99 | 1.12 | 0.87 | 2.34 |
Dividends
Dividend yield
best marin 2.2 granted a 1.99% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| best marin 2.2 | 1.99% | 2.22% | 1.87% | 1.51% | 1.19% | 1.84% | 1.33% | 1.06% | 1.29% | 2.23% | 2.08% | 1.42% |
| Portfolio components: | ||||||||||||
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% |
SO The Southern Company | 3.17% | 3.96% | 3.78% | 3.82% | 4.13% | 3.86% | 5.42% | 4.78% | 4.52% | 4.60% | 4.24% | 4.90% |
PGR The Progressive Corporation | 0.44% | 0.25% | 0.31% | 6.23% | 2.68% | 3.87% | 1.86% | 1.21% | 2.50% | 2.16% | 5.53% | 1.05% |
LLY Eli Lilly and Company | 0.55% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
IAU iShares Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BTAL AGFiQ US Market Neutral Anti-Beta Fund | 5.32% | 6.14% | 1.01% | 0.00% | 0.00% | 0.88% | 0.39% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
YCS ProShares UltraShort Yen | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
USDU WisdomTree Bloomberg U.S. Dollar Bullish Fund | 6.63% | 6.99% | 7.83% | 0.00% | 0.69% | 3.06% | 0.88% | 0.00% | 0.00% | 6.48% | 1.58% | 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 best marin 2.2. 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 best marin 2.2 was 11.91%, occurring on Mar 23, 2020. Recovery took 17 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -11.91% | Feb 21, 2020 | 22 | Mar 23, 2020 | 17 | Apr 16, 2020 | 39 |
| -7.5% | Oct 10, 2018 | 52 | Dec 24, 2018 | 31 | Feb 8, 2019 | 83 |
| -6.32% | Oct 13, 2020 | 31 | Nov 24, 2020 | 36 | Jan 19, 2021 | 67 |
| -5.73% | Aug 24, 2021 | 25 | Sep 28, 2021 | 23 | Oct 29, 2021 | 48 |
| -5.64% | Jul 11, 2024 | 18 | Aug 5, 2024 | 7 | Aug 14, 2024 | 25 |
Volatility
Volatility Chart
The current best marin 2.2 volatility is 2.41%, 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
| BTAL | SO | LLY | NVDA | PGR | IAU | USDU | YCS | |
|---|---|---|---|---|---|---|---|---|
| BTAL | 1.00 | 0.08 | -0.08 | -0.36 | -0.10 | 0.03 | 0.15 | -0.14 |
| SO | 0.08 | 1.00 | 0.23 | 0.05 | 0.27 | 0.13 | -0.14 | -0.07 |
| LLY | -0.08 | 0.23 | 1.00 | 0.22 | 0.29 | -0.01 | -0.02 | 0.11 |
| NVDA | -0.36 | 0.05 | 0.22 | 1.00 | 0.21 | -0.01 | -0.10 | 0.12 |
| PGR | -0.10 | 0.27 | 0.29 | 0.21 | 1.00 | -0.05 | -0.03 | 0.17 |
| IAU | 0.03 | 0.13 | -0.01 | -0.01 | -0.05 | 1.00 | -0.45 | -0.48 |
| USDU | 0.15 | -0.14 | -0.02 | -0.10 | -0.03 | -0.45 | 1.00 | 0.49 |
| YCS | -0.14 | -0.07 | 0.11 | 0.12 | 0.17 | -0.48 | 0.49 | 1.00 |