Mine
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
AMD Advanced Micro Devices, Inc. | Technology | 6% |
BRK-B Berkshire Hathaway Inc. | Financial Services | 15% |
BSP.DE BAE Systems plc | Industrials | 5% |
BTCE.DE ETC Group Physical Bitcoin | Blockchain | 11% |
ETH-USD Ethereum | 8% | |
MSFT Microsoft Corporation | Technology | 12% |
VUSA.DE Vanguard S&P 500 UCITS ETF | Large Cap Blend Equities | 43% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Mine, 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 Jun 18, 2020, corresponding to the inception date of BTCE.DE
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
Mine | 22.37% | 0.05% | 6.81% | 45.14% | N/A | N/A |
Portfolio components: | ||||||
VUSA.DE Vanguard S&P 500 UCITS ETF | 18.47% | 3.15% | 11.57% | 28.50% | 15.64% | N/A |
BRK-B Berkshire Hathaway Inc. | 27.43% | 3.85% | 11.15% | 27.83% | 17.85% | 12.76% |
MSFT Microsoft Corporation | 10.56% | -2.59% | 1.84% | 28.70% | 26.23% | 26.77% |
BSP.DE BAE Systems plc | 18.65% | 4.03% | 7.47% | 36.29% | N/A | N/A |
AMD Advanced Micro Devices, Inc. | 1.75% | 7.14% | -15.74% | 46.17% | 37.40% | 43.23% |
ETH-USD Ethereum | 17.53% | -18.04% | -17.36% | 62.26% | 72.83% | N/A |
BTCE.DE ETC Group Physical Bitcoin | 45.84% | -6.46% | 10.25% | 137.66% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of Mine, 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 | 3.88% | 12.81% | 4.64% | -7.04% | 6.30% | 0.86% | 0.53% | 22.37% | |||||
2023 | 10.99% | -0.27% | 9.63% | 2.70% | 1.39% | 5.37% | 1.04% | -2.06% | -3.31% | 3.24% | 9.36% | 6.61% | 53.35% |
2022 | -8.35% | 2.21% | 5.19% | -10.03% | -4.48% | -13.86% | 14.51% | -6.41% | -8.62% | 5.68% | 2.32% | -4.59% | -26.29% |
2021 | 9.40% | 6.80% | 10.36% | 7.74% | -2.50% | -0.29% | 5.47% | 8.20% | -6.23% | 14.92% | 1.31% | -2.49% | 64.10% |
2020 | -1.14% | 13.79% | 11.15% | -6.68% | -0.48% | 20.48% | 11.69% | 56.27% |
Expense Ratio
Mine has an expense ratio of 0.25%, 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 Mine is 63, 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 | |
---|---|---|---|---|---|
VUSA.DE Vanguard S&P 500 UCITS ETF | 2.62 | 3.50 | 1.50 | 1.19 | 14.62 |
BRK-B Berkshire Hathaway Inc. | 3.04 | 4.00 | 1.52 | 2.03 | 16.77 |
MSFT Microsoft Corporation | 0.89 | 1.27 | 1.16 | 0.28 | 3.50 |
BSP.DE BAE Systems plc | 1.76 | 2.32 | 1.29 | 1.17 | 7.45 |
AMD Advanced Micro Devices, Inc. | 0.24 | 0.68 | 1.08 | 0.07 | 0.58 |
ETH-USD Ethereum | 0.49 | 1.17 | 1.12 | 0.19 | 1.76 |
BTCE.DE ETC Group Physical Bitcoin | 1.59 | 2.21 | 1.27 | 0.84 | 7.23 |
Dividends
Dividend yield
Mine granted a 0.70% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Mine | 0.70% | 0.79% | 0.94% | 0.82% | 1.19% | 1.15% | 1.82% | 1.19% | 1.05% | 1.14% | 0.30% | 0.31% |
Portfolio components: | ||||||||||||
VUSA.DE Vanguard S&P 500 UCITS ETF | 1.16% | 1.35% | 1.53% | 1.21% | 1.65% | 2.34% | 3.76% | 2.26% | 1.78% | 2.00% | 0.00% | 0.00% |
BRK-B Berkshire Hathaway 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% |
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% |
BSP.DE BAE Systems plc | 2.30% | 2.45% | 3.09% | 4.29% | 7.43% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AMD Advanced Micro Devices, 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% |
ETH-USD Ethereum | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BTCE.DE ETC Group Physical 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% |
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 Mine. 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 Mine was 34.37%, occurring on Oct 12, 2022. Recovery took 407 trading sessions.
The current Mine drawdown is 3.51%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-34.37% | Nov 9, 2021 | 338 | Oct 12, 2022 | 407 | Nov 23, 2023 | 745 |
-11.64% | May 10, 2021 | 71 | Jul 19, 2021 | 19 | Aug 7, 2021 | 90 |
-11.5% | Sep 2, 2020 | 22 | Sep 23, 2020 | 44 | Nov 6, 2020 | 66 |
-11.42% | Jul 17, 2024 | 20 | Aug 5, 2024 | — | — | — |
-9.18% | Sep 7, 2021 | 22 | Sep 28, 2021 | 17 | Oct 15, 2021 | 39 |
Volatility
Volatility Chart
The current Mine volatility is 6.17%, 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
BSP.DE | ETH-USD | BRK-B | BTCE.DE | AMD | MSFT | VUSA.DE | |
---|---|---|---|---|---|---|---|
BSP.DE | 1.00 | 0.10 | 0.17 | 0.12 | 0.02 | 0.07 | 0.27 |
ETH-USD | 0.10 | 1.00 | 0.17 | 0.45 | 0.24 | 0.22 | 0.19 |
BRK-B | 0.17 | 0.17 | 1.00 | 0.17 | 0.21 | 0.31 | 0.40 |
BTCE.DE | 0.12 | 0.45 | 0.17 | 1.00 | 0.18 | 0.21 | 0.32 |
AMD | 0.02 | 0.24 | 0.21 | 0.18 | 1.00 | 0.54 | 0.35 |
MSFT | 0.07 | 0.22 | 0.31 | 0.21 | 0.54 | 1.00 | 0.43 |
VUSA.DE | 0.27 | 0.19 | 0.40 | 0.32 | 0.35 | 0.43 | 1.00 |