b00
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in b00, 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 Jan 11, 2024, corresponding to the inception date of ARKB
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 18.42% | 2.28% | 9.95% | 25.31% | 14.08% | 10.95% |
b00 | N/A | -2.91% | 26.30% | N/A | N/A | N/A |
Portfolio components: | ||||||
MSTR MicroStrategy Incorporated | 109.65% | -8.55% | 22.68% | 270.37% | 56.12% | 25.32% |
ARKB ARK 21Shares Bitcoin ETF | N/A | -6.16% | -7.20% | N/A | N/A | N/A |
TSLA Tesla, Inc. | -13.83% | 3.10% | 5.66% | -17.04% | 70.23% | 27.49% |
PKW Invesco BuyBack Achievers™ ETF | 13.67% | 5.59% | 9.26% | 21.75% | 14.50% | 10.69% |
MTUM iShares Edge MSCI USA Momentum Factor ETF | 26.04% | 10.02% | 6.04% | 35.04% | 11.61% | 13.03% |
VOOG Vanguard S&P 500 Growth ETF | 24.40% | 6.36% | 11.40% | 30.33% | 16.88% | 14.58% |
RSP Invesco S&P 500® Equal Weight ETF | 12.36% | 5.46% | 8.16% | 19.25% | 12.84% | 10.34% |
ARKK ARK Innovation ETF | -14.42% | 8.76% | -12.36% | 3.30% | 0.95% | N/A |
Monthly Returns
The table below presents the monthly returns of b00, 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 | -4.88% | 65.64% | 52.42% | -24.50% | 21.96% | -5.41% | 11.52% | 107.34% |
Expense Ratio
b00 has an expense ratio of 0.16%, 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 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 | |
---|---|---|---|---|---|
MSTR MicroStrategy Incorporated | 2.68 | 3.05 | 1.37 | 2.85 | 13.18 |
ARKB ARK 21Shares Bitcoin ETF | — | — | — | — | — |
TSLA Tesla, Inc. | -0.31 | -0.10 | 0.99 | -0.25 | -0.63 |
PKW Invesco BuyBack Achievers™ ETF | 1.69 | 2.42 | 1.29 | 1.80 | 6.42 |
MTUM iShares Edge MSCI USA Momentum Factor ETF | 1.91 | 2.63 | 1.34 | 1.26 | 10.05 |
VOOG Vanguard S&P 500 Growth ETF | 1.85 | 2.50 | 1.34 | 1.43 | 8.82 |
RSP Invesco S&P 500® Equal Weight ETF | 1.52 | 2.18 | 1.27 | 1.18 | 5.55 |
ARKK ARK Innovation ETF | 0.10 | 0.40 | 1.05 | 0.05 | 0.26 |
Dividends
Dividend yield
b00 granted a 0.20% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
b00 | 0.20% | 0.30% | 0.34% | 0.23% | 0.38% | 0.36% | 0.58% | 0.33% | 0.34% | 0.48% | 0.26% | 0.22% |
Portfolio components: | ||||||||||||
MSTR MicroStrategy Incorporated | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ARKB ARK 21Shares Bitcoin 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% |
TSLA Tesla, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PKW Invesco BuyBack Achievers™ ETF | 1.02% | 1.17% | 1.22% | 0.72% | 1.48% | 1.30% | 1.30% | 0.65% | 1.59% | 1.14% | 1.03% | 0.62% |
MTUM iShares Edge MSCI USA Momentum Factor ETF | 0.57% | 1.35% | 1.80% | 0.55% | 0.83% | 1.48% | 1.27% | 1.02% | 1.43% | 1.12% | 1.04% | 1.02% |
VOOG Vanguard S&P 500 Growth ETF | 0.71% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% | 1.28% | 1.46% |
RSP Invesco S&P 500® Equal Weight ETF | 1.47% | 1.64% | 1.82% | 1.28% | 1.64% | 1.69% | 2.02% | 1.52% | 1.20% | 1.70% | 1.45% | 1.27% |
ARKK ARK Innovation ETF | 0.00% | 0.00% | 0.00% | 0.83% | 1.31% | 0.38% | 3.14% | 1.32% | 0.00% | 2.27% | 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 b00. 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 b00 was 30.70%, occurring on May 1, 2024. The portfolio has not yet recovered.
The current b00 drawdown is 19.07%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-30.7% | Mar 28, 2024 | 24 | May 1, 2024 | — | — | — |
-16.77% | Mar 5, 2024 | 1 | Mar 5, 2024 | 3 | Mar 8, 2024 | 4 |
-16.62% | Mar 18, 2024 | 2 | Mar 19, 2024 | 4 | Mar 25, 2024 | 6 |
-10.48% | Jan 12, 2024 | 7 | Jan 23, 2024 | 12 | Feb 8, 2024 | 19 |
-8.94% | Feb 15, 2024 | 4 | Feb 21, 2024 | 3 | Feb 26, 2024 | 7 |
Volatility
Volatility Chart
The current b00 volatility is 17.90%, 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
TSLA | ARKB | MSTR | PKW | VOOG | MTUM | RSP | ARKK | |
---|---|---|---|---|---|---|---|---|
TSLA | 1.00 | 0.27 | 0.27 | 0.29 | 0.48 | 0.40 | 0.40 | 0.63 |
ARKB | 0.27 | 1.00 | 0.79 | 0.31 | 0.25 | 0.31 | 0.34 | 0.53 |
MSTR | 0.27 | 0.79 | 1.00 | 0.34 | 0.37 | 0.41 | 0.39 | 0.62 |
PKW | 0.29 | 0.31 | 0.34 | 1.00 | 0.42 | 0.47 | 0.89 | 0.54 |
VOOG | 0.48 | 0.25 | 0.37 | 0.42 | 1.00 | 0.93 | 0.56 | 0.62 |
MTUM | 0.40 | 0.31 | 0.41 | 0.47 | 0.93 | 1.00 | 0.59 | 0.59 |
RSP | 0.40 | 0.34 | 0.39 | 0.89 | 0.56 | 0.59 | 1.00 | 0.65 |
ARKK | 0.63 | 0.53 | 0.62 | 0.54 | 0.62 | 0.59 | 0.65 | 1.00 |