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Risk takers

Last updated Sep 21, 2024

Asset Allocation

BLOK 10%QCLN 10%ARKK 10%MILN 10%XAR 10%IRBO 10%IDNA 10%IDRV 10%CIBR 10%VXUS 10%EquityEquity
PositionCategory/SectorWeight
ARKK
ARK Innovation ETF		Actively Managed, Innovation, Technology Equities
10%
BLOK
Amplify Transformational Data Sharing ETF		Technology Equities, Actively Managed, Blockchain
10%
CIBR
First Trust NASDAQ Cybersecurity ETF		Technology Equities, Cybersecurity
10%
IDNA
iShares Genomics Immunology and Healthcare ETF Genomics Immunology and Healthcare Fund		Health & Biotech Equities
10%
IDRV
iShares Self-driving EV & Tech ETF		Large Cap Blend Equities
10%
IRBO
iShares Robotics and Artificial Intelligence Multisector ETF		Robotics, Technology Equities
10%
MILN
Global X Millennial Consumer ETF		Large Cap Growth Equities
10%
QCLN
First Trust NASDAQ Clean Edge Green Energy Index Fund		Alternative Energy Equities
10%
VXUS
Vanguard Total International Stock ETF		Foreign Large Cap Equities
10%
XAR
SPDR S&P Aerospace & Defense ETF		Industrials Equities, Aerospace & Defense
10%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Risk takers, 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

-10.00%-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
2.98%
8.95%
Risk takers
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 13, 2019, corresponding to the inception date of IDNA

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		19.55%1.45%8.95%31.70%13.79%11.17%
Risk takers3.28%2.39%2.97%21.82%10.37%N/A
Portfolio components:
BLOK
Amplify Transformational Data Sharing ETF		22.18%2.67%4.56%86.15%19.12%N/A
QCLN
First Trust NASDAQ Clean Edge Green Energy Index Fund		-16.87%2.29%5.12%-17.78%9.83%6.74%
ARKK
ARK Innovation ETF		-10.44%5.99%-5.08%20.81%1.77%N/A
MILN
Global X Millennial Consumer ETF		16.92%4.54%6.11%37.09%10.93%N/A
XAR
SPDR S&P Aerospace & Defense ETF		14.79%1.93%12.00%39.97%8.01%13.01%
IRBO
iShares Robotics and Artificial Intelligence Multisector ETF		-3.67%-1.26%-3.56%10.19%6.83%N/A
IDNA
iShares Genomics Immunology and Healthcare ETF Genomics Immunology and Healthcare Fund		8.50%1.02%4.46%21.77%-0.11%N/A
IDRV
iShares Self-driving EV & Tech ETF		-16.66%4.00%-5.14%-17.81%5.61%N/A
CIBR
First Trust NASDAQ Cybersecurity ETF		10.32%1.37%5.31%31.26%16.79%N/A
VXUS
Vanguard Total International Stock ETF		10.59%1.62%6.36%19.88%7.04%4.97%

Monthly Returns

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

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-6.86%7.89%0.98%-6.73%4.40%-0.56%3.50%0.65%3.28%
202315.19%-2.97%1.43%-3.94%2.81%7.34%7.18%-8.22%-6.90%-6.93%13.58%11.23%29.41%
2022-11.84%-0.36%0.76%-14.97%-3.32%-8.70%11.10%-3.47%-11.13%4.63%3.60%-8.71%-37.35%
20215.31%2.92%0.11%1.05%-2.00%6.27%-2.35%2.87%-5.64%8.89%-3.48%-4.38%8.78%
20200.70%-4.48%-15.76%15.72%9.81%6.22%7.22%10.24%-2.04%-0.49%20.14%9.31%65.49%
20194.12%1.95%-3.90%-0.30%2.64%5.66%2.55%13.10%

Expense Ratio

Risk takers features an expense ratio of 0.50%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

ARKK
ARK Innovation ETF
Expense ratio chart for ARKK: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
BLOK
Amplify Transformational Data Sharing ETF
Expense ratio chart for BLOK: current value at 0.71% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.71%
QCLN
First Trust NASDAQ Clean Edge Green Energy Index Fund
Expense ratio chart for QCLN: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
CIBR
First Trust NASDAQ Cybersecurity ETF
Expense ratio chart for CIBR: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
MILN
Global X Millennial Consumer ETF
Expense ratio chart for MILN: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
IRBO
iShares Robotics and Artificial Intelligence Multisector ETF
Expense ratio chart for IRBO: current value at 0.47% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.47%
IDNA
iShares Genomics Immunology and Healthcare ETF Genomics Immunology and Healthcare Fund
Expense ratio chart for IDNA: current value at 0.47% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.47%
IDRV
iShares Self-driving EV & Tech ETF
Expense ratio chart for IDRV: current value at 0.47% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.47%
XAR
SPDR S&P Aerospace & Defense ETF
Expense ratio chart for XAR: 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%
VXUS
Vanguard Total International Stock ETF
Expense ratio chart for VXUS: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Risk takers is 6, indicating that it is in the bottom 6% 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 Risk takers is 66
Risk takers
The Sharpe Ratio Rank of Risk takers is 66Sharpe Ratio Rank
The Sortino Ratio Rank of Risk takers is 66Sortino Ratio Rank
The Omega Ratio Rank of Risk takers is 66Omega Ratio Rank
The Calmar Ratio Rank of Risk takers is 55Calmar Ratio Rank
The Martin Ratio Rank of Risk takers is 88Martin 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.

Risk takers
Sharpe ratio
The chart of Sharpe ratio for Risk takers, currently valued at 0.90, compared to the broader market-1.000.001.002.003.004.000.90
Sortino ratio
The chart of Sortino ratio for Risk takers, currently valued at 1.34, compared to the broader market-2.000.002.004.006.001.34
Omega ratio
The chart of Omega ratio for Risk takers, currently valued at 1.16, compared to the broader market0.801.001.201.401.601.801.16
Calmar ratio
The chart of Calmar ratio for Risk takers, currently valued at 0.42, compared to the broader market0.002.004.006.008.0010.000.42
Martin ratio
The chart of Martin ratio for Risk takers, currently valued at 4.07, compared to the broader market0.0010.0020.0030.0040.004.07
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.32, compared to the broader market-1.000.001.002.003.004.002.32
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.11, compared to the broader market-2.000.002.004.006.003.11
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.801.001.201.401.601.801.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.09, compared to the broader market0.002.004.006.008.0010.002.09
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 14.29, compared to the broader market0.0010.0020.0030.0040.0014.29
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BLOK
Amplify Transformational Data Sharing ETF		2.142.791.321.239.08
QCLN
First Trust NASDAQ Clean Edge Green Energy Index Fund		-0.56-0.640.93-0.32-1.17
ARKK
ARK Innovation ETF		0.410.821.090.191.09
MILN
Global X Millennial Consumer ETF		2.002.741.340.9111.84
XAR
SPDR S&P Aerospace & Defense ETF		2.142.941.361.9213.28
IRBO
iShares Robotics and Artificial Intelligence Multisector ETF		0.430.721.090.211.93
IDNA
iShares Genomics Immunology and Healthcare ETF Genomics Immunology and Healthcare Fund		0.761.221.140.283.13
IDRV
iShares Self-driving EV & Tech ETF		-0.72-0.930.90-0.39-1.25
CIBR
First Trust NASDAQ Cybersecurity ETF		1.562.081.271.386.00
VXUS
Vanguard Total International Stock ETF		1.422.011.251.018.60

Sharpe Ratio

The current Risk takers Sharpe ratio is 0.90. 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 1.91 to 2.59, 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 Risk takers 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 Ratio-0.500.000.501.001.502.002.503.00AprilMayJuneJulyAugustSeptember
0.90
2.32
Risk takers
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Risk takers granted a 1.02% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
Risk takers1.02%1.05%0.74%2.28%0.90%1.05%1.08%0.62%0.64%0.87%0.53%0.51%
Portfolio components:
BLOK
Amplify Transformational Data Sharing ETF		0.94%1.15%0.00%14.31%1.88%2.06%1.30%0.00%0.00%0.00%0.00%0.00%
QCLN
First Trust NASDAQ Clean Edge Green Energy Index Fund		0.74%0.76%0.33%0.01%0.30%0.85%1.03%0.45%1.24%0.72%0.79%0.41%
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%
MILN
Global X Millennial Consumer ETF		0.31%0.33%0.24%0.15%0.21%0.43%0.43%0.89%0.32%0.00%0.00%0.00%
XAR
SPDR S&P Aerospace & Defense ETF		0.43%0.54%0.50%0.83%0.63%0.74%1.19%0.76%1.09%2.31%1.07%1.96%
IRBO
iShares Robotics and Artificial Intelligence Multisector ETF		0.81%0.88%0.13%1.14%0.53%0.69%0.34%0.00%0.00%0.00%0.00%0.00%
IDNA
iShares Genomics Immunology and Healthcare ETF Genomics Immunology and Healthcare Fund		1.13%1.04%0.54%0.70%0.26%0.80%0.00%0.00%0.00%0.00%0.00%0.00%
IDRV
iShares Self-driving EV & Tech ETF		2.53%2.17%2.29%1.11%0.69%1.29%0.00%0.00%0.00%0.00%0.00%0.00%
CIBR
First Trust NASDAQ Cybersecurity ETF		0.43%0.42%0.31%0.59%1.10%0.23%0.23%0.10%0.77%0.58%0.00%0.00%
VXUS
Vanguard Total International Stock ETF		2.90%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%3.40%2.70%

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.

-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-26.09%
-0.19%
Risk takers
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Risk takers. 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 Risk takers was 46.25%, occurring on Dec 28, 2022. The portfolio has not yet recovered.

The current Risk takers drawdown is 26.09%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-46.25%Nov 9, 2021286Dec 28, 2022———
-35.96%Feb 20, 202020Mar 18, 202056Jun 8, 202076
-16.38%Feb 17, 202161May 13, 2021119Nov 1, 2021180
-8.5%Sep 3, 20203Sep 8, 202021Oct 7, 202024
-8.5%Jul 25, 201949Oct 2, 201932Nov 15, 201981

Volatility

Volatility Chart

The current Risk takers volatility is 6.46%, 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%4.00%6.00%8.00%AprilMayJuneJulyAugustSeptember
6.46%
4.31%
Risk takers
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.
XARIDNABLOKCIBRVXUSQCLNIDRVARKKMILNIRBO
XAR1.000.490.540.550.660.610.640.550.650.62
IDNA0.491.000.590.620.560.640.600.790.630.67
BLOK0.540.591.000.630.650.680.700.750.720.76
CIBR0.550.620.631.000.620.670.660.780.790.79
VXUS0.660.560.650.621.000.670.840.620.750.81
QCLN0.610.640.680.670.671.000.820.790.740.80
IDRV0.640.600.700.660.840.821.000.730.780.84
ARKK0.550.790.750.780.620.790.731.000.820.84
MILN0.650.630.720.790.750.740.780.821.000.87
IRBO0.620.670.760.790.810.800.840.840.871.00
The correlation results are calculated based on daily price changes starting from Jun 14, 2019