6 horsemen_A
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ARES Ares Management Corporation | Financial Services | 16.67% |
CSWC Capital Southwest Corporation | Financial Services | 16.67% |
HTGC Hercules Capital, Inc. | Financial Services | 16.67% |
IJH iShares Core S&P Mid-Cap ETF | Small Cap Growth Equities | 16.67% |
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | Large Cap Growth Equities | 16.67% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 16.67% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 6 horsemen_A, 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 May 2, 2014, corresponding to the inception date of ARES
Returns By Period
As of Sep 14, 2024, the 6 horsemen_A returned 18.21% Year-To-Date and 17.03% 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 | 18.10% | 1.42% | 10.08% | 26.58% | 13.42% | 10.87% |
| 6 horsemen_A | 18.49% | 2.96% | 10.63% | 29.29% | 21.22% | 17.10% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 19.06% | 1.40% | 9.96% | 28.25% | 15.21% | 12.90% |
HTGC Hercules Capital, Inc. | 23.89% | 5.33% | 12.11% | 29.03% | 20.51% | 13.88% |
IJH iShares Core S&P Mid-Cap ETF | 10.31% | 0.95% | 4.80% | 20.05% | 10.93% | 9.60% |
CSWC Capital Southwest Corporation | 12.44% | 6.76% | 10.91% | 22.19% | 13.66% | 13.67% |
ARES Ares Management Corporation | 28.19% | 3.68% | 16.30% | 46.03% | 41.92% | 29.42% |
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | 16.32% | 0.05% | 8.70% | 28.90% | 20.56% | 17.41% |
Monthly Returns
The table below presents the monthly returns of 6 horsemen_A, 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 | 2.19% | 4.68% | 2.70% | -0.79% | 3.94% | 1.92% | 4.38% | -2.60% | 18.49% | ||||
| 2023 | 11.26% | 0.40% | -1.15% | 1.27% | 3.93% | 7.60% | 5.79% | 0.59% | -1.30% | -4.77% | 8.79% | 7.31% | 46.01% |
| 2022 | -3.06% | -0.37% | 2.16% | -9.55% | -1.79% | -10.91% | 13.49% | -2.51% | -12.13% | 12.43% | 3.27% | -7.08% | -18.10% |
| 2021 | 0.99% | 9.15% | 3.94% | 4.71% | 2.01% | 2.57% | 4.08% | 3.74% | -3.64% | 8.58% | -2.25% | 1.23% | 40.30% |
| 2020 | 0.91% | -6.68% | -20.94% | 14.26% | 8.40% | 0.71% | 3.47% | 6.54% | -0.79% | -1.99% | 15.72% | 5.19% | 21.18% |
| 2019 | 12.37% | 5.50% | -0.71% | 3.88% | -2.82% | 4.13% | 3.00% | -0.51% | 0.83% | 4.05% | 4.43% | 2.46% | 42.35% |
| 2018 | 4.70% | -0.23% | -2.82% | 0.92% | 2.48% | 1.13% | 3.35% | 3.03% | 0.90% | -7.45% | 3.90% | -9.69% | -0.94% |
| 2017 | 2.33% | 4.14% | -0.19% | 1.10% | -3.12% | 0.64% | 2.41% | -1.02% | 3.10% | 0.75% | 3.27% | 1.15% | 15.32% |
| 2016 | -5.64% | 0.09% | 10.37% | -0.41% | 1.12% | -0.18% | 8.69% | 2.80% | -0.68% | -1.74% | 3.44% | 5.05% | 24.16% |
| 2015 | 3.47% | 6.83% | -4.48% | 0.74% | 2.27% | -3.40% | 0.72% | -4.66% | -2.60% | 2.43% | 0.46% | -2.87% | -1.77% |
| 2014 | 4.15% | 2.73% | -0.75% | 0.98% | -2.74% | 1.82% | 2.69% | -0.03% | 9.01% |
Expense Ratio
6 horsemen_A has an expense ratio of 0.12%, 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 6 horsemen_A is 57, 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 | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 2.10 | 2.83 | 1.38 | 2.29 | 11.35 |
HTGC Hercules Capital, Inc. | 1.37 | 1.68 | 1.28 | 1.68 | 6.04 |
IJH iShares Core S&P Mid-Cap ETF | 1.13 | 1.65 | 1.20 | 1.08 | 5.61 |
CSWC Capital Southwest Corporation | 1.12 | 1.54 | 1.20 | 1.84 | 4.79 |
ARES Ares Management Corporation | 1.67 | 2.24 | 1.28 | 3.64 | 9.45 |
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | 1.48 | 2.01 | 1.26 | 1.88 | 7.03 |
Dividends
Dividend yield
6 horsemen_A granted a 5.04% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 6 horsemen_A | 5.04% | 5.77% | 6.39% | 4.44% | 3.99% | 5.44% | 5.17% | 4.56% | 3.30% | 3.58% | 2.50% | 1.77% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.28% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
HTGC Hercules Capital, Inc. | 8.67% | 11.40% | 14.90% | 9.34% | 9.57% | 9.49% | 11.40% | 9.45% | 8.79% | 10.17% | 8.33% | 6.77% |
IJH iShares Core S&P Mid-Cap ETF | 1.30% | 1.46% | 1.68% | 1.18% | 1.28% | 1.62% | 1.72% | 1.19% | 1.60% | 1.56% | 1.34% | 1.29% |
CSWC Capital Southwest Corporation | 10.08% | 10.19% | 12.75% | 10.13% | 6.87% | 8.99% | 5.88% | 7.01% | 2.31% | 0.00% | 0.00% | 0.00% |
ARES Ares Management Corporation | 2.38% | 2.59% | 3.57% | 2.31% | 3.40% | 3.59% | 7.50% | 6.30% | 4.32% | 6.81% | 2.45% | 0.00% |
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | 6.51% | 7.53% | 3.75% | 2.40% | 1.28% | 7.09% | 2.47% | 1.65% | 0.75% | 0.85% | 1.02% | 0.72% |
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 6 horsemen_A. 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 horsemen_A was 42.93%, occurring on Mar 23, 2020. Recovery took 159 trading sessions.
The current 6 horsemen_A drawdown is 3.32%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -42.93% | Feb 21, 2020 | 22 | Mar 23, 2020 | 159 | Nov 5, 2020 | 181 |
| -26.91% | Nov 19, 2021 | 144 | Jun 16, 2022 | 266 | Jul 11, 2023 | 410 |
| -22.43% | Mar 3, 2015 | 240 | Feb 11, 2016 | 117 | Jul 29, 2016 | 357 |
| -17.88% | Sep 24, 2018 | 64 | Dec 24, 2018 | 36 | Feb 15, 2019 | 100 |
| -10.82% | Jul 17, 2024 | 16 | Aug 7, 2024 | — | — | — |
Volatility
Volatility Chart
The current 6 horsemen_A volatility is 4.12%, 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
| CSWC | HTGC | ARES | NASDX | IJH | VOO | |
|---|---|---|---|---|---|---|
| CSWC | 1.00 | 0.10 | 0.04 | 0.08 | 0.10 | 0.09 |
| HTGC | 0.10 | 1.00 | 0.32 | 0.36 | 0.51 | 0.45 |
| ARES | 0.04 | 0.32 | 1.00 | 0.45 | 0.49 | 0.49 |
| NASDX | 0.08 | 0.36 | 0.45 | 1.00 | 0.72 | 0.90 |
| IJH | 0.10 | 0.51 | 0.49 | 0.72 | 1.00 | 0.87 |
| VOO | 0.09 | 0.45 | 0.49 | 0.90 | 0.87 | 1.00 |