666
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 666, 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 16, 2017, corresponding to the inception date of DURPX
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
666 | 16.95% | 1.64% | 16.05% | 32.18% | 18.22% | N/A |
Portfolio components: | ||||||
INCO Columbia India Consumer ETF | 22.39% | 3.47% | 22.10% | 42.92% | 17.84% | 12.18% |
RTSI RTS Index | 4.14% | -0.10% | 1.66% | 8.59% | -3.50% | -0.69% |
BTC-USD Bitcoin | 55.63% | 8.17% | 57.30% | 125.18% | 47.12% | 60.34% |
XLKQ.L Invesco US Technology Sector UCITS ETF | 26.66% | -3.37% | 18.57% | 38.54% | 25.27% | 24.51% |
HFSAX Hundredfold Select Alternative Fund Investor Class | 1.44% | 1.27% | 2.25% | 9.98% | 9.19% | 7.10% |
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund | 3.17% | -0.18% | 2.91% | 6.32% | 2.83% | 2.18% |
COTZX Columbia Thermostat Fund | 3.69% | 0.57% | 4.58% | 8.72% | 7.66% | 6.10% |
DURPX DFA US High Relative Profitability Portfolio | 12.06% | -1.19% | 9.04% | 19.49% | 13.92% | N/A |
ANGL VanEck Vectors Fallen Angel High Yield Bond ETF | 2.54% | 1.17% | 1.44% | 9.84% | 4.47% | 5.71% |
Monthly Returns
The table below presents the monthly returns of 666, 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 | 1.16% | 6.56% | 3.46% | -1.74% | 2.23% | 3.38% | 16.95% | ||||||
2023 | 6.31% | -1.76% | 3.76% | 2.33% | 2.15% | 4.30% | 1.04% | -1.22% | -0.73% | 2.51% | 6.52% | 4.87% | 34.07% |
2022 | -3.07% | -1.81% | 0.00% | -2.90% | -1.16% | -5.42% | 6.37% | -1.66% | -3.86% | 2.05% | 0.54% | -3.19% | -13.71% |
2021 | 1.78% | 4.92% | 5.36% | -0.57% | 0.28% | 0.95% | 1.71% | 3.39% | -1.08% | 5.34% | -1.86% | -0.60% | 21.05% |
2020 | 3.23% | -4.49% | -11.63% | 9.53% | 4.34% | 2.67% | 4.97% | 4.41% | -1.60% | 0.59% | 11.14% | 10.89% | 36.67% |
2019 | -0.77% | 2.05% | 2.49% | 3.16% | 5.38% | 7.52% | -2.46% | -0.91% | 2.30% | 3.85% | -2.45% | 1.17% | 22.94% |
2018 | -2.00% | -2.00% | -3.12% | 4.78% | -2.96% | -1.86% | 4.06% | -0.27% | -4.80% | -3.82% | 0.38% | -1.49% | -12.76% |
2017 | 2.59% | 1.14% | 3.63% | 6.42% | -1.40% | 7.91% | 9.01% | 8.00% | 43.34% |
Expense Ratio
666 features an expense ratio of 0.53%, 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 666 is 97, placing it in the top 3% 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 | |
---|---|---|---|---|---|
INCO Columbia India Consumer ETF | 3.77 | 5.22 | 1.69 | 4.72 | 41.44 |
RTSI RTS Index | 0.05 | 0.18 | 1.02 | 0.00 | 0.15 |
BTC-USD Bitcoin | 2.56 | 2.98 | 1.31 | 1.53 | 14.15 |
XLKQ.L Invesco US Technology Sector UCITS ETF | 2.50 | 3.22 | 1.42 | 1.98 | 17.22 |
HFSAX Hundredfold Select Alternative Fund Investor Class | 2.13 | 3.25 | 1.45 | 0.32 | 9.66 |
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund | 1.92 | 2.97 | 1.36 | 1.59 | 27.76 |
COTZX Columbia Thermostat Fund | 2.23 | 3.25 | 1.42 | 0.38 | 10.92 |
DURPX DFA US High Relative Profitability Portfolio | 2.86 | 4.08 | 1.53 | 1.55 | 17.20 |
ANGL VanEck Vectors Fallen Angel High Yield Bond ETF | 2.09 | 3.22 | 1.40 | 0.27 | 13.76 |
Dividends
Dividend yield
666 granted a 3.47% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
666 | 3.47% | 3.71% | 6.64% | 4.13% | 2.56% | 1.90% | 1.47% | 2.16% | 1.40% | 1.10% | 1.70% | 0.92% |
Portfolio components: | ||||||||||||
INCO Columbia India Consumer ETF | 3.11% | 3.81% | 10.57% | 6.25% | 0.34% | 0.28% | 0.12% | 0.05% | 0.09% | 0.00% | 0.08% | 0.00% |
RTSI RTS Index | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BTC-USD 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% |
XLKQ.L Invesco US Technology Sector UCITS 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% |
HFSAX Hundredfold Select Alternative Fund Investor Class | 5.17% | 5.17% | 4.92% | 10.08% | 13.58% | 6.44% | 3.11% | 11.06% | 5.60% | 1.79% | 8.53% | 5.26% |
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund | 5.93% | 6.07% | 8.61% | 1.66% | 2.28% | 2.83% | 2.62% | 2.31% | 1.95% | 2.37% | 1.69% | 0.05% |
COTZX Columbia Thermostat Fund | 2.89% | 2.74% | 3.28% | 14.82% | 6.92% | 5.57% | 5.81% | 5.25% | 2.66% | 4.26% | 3.62% | 7.24% |
DURPX DFA US High Relative Profitability Portfolio | 1.35% | 1.49% | 3.65% | 3.14% | 1.34% | 1.36% | 1.69% | 0.77% | 0.00% | 0.00% | 0.00% | 0.00% |
ANGL VanEck Vectors Fallen Angel High Yield Bond ETF | 5.91% | 5.27% | 4.72% | 3.90% | 4.67% | 5.19% | 5.99% | 5.25% | 5.76% | 5.81% | 6.80% | 6.10% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the 666. 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 666 was 24.39%, occurring on Mar 23, 2020. Recovery took 126 trading sessions.
The current 666 drawdown is 1.28%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-24.39% | Feb 13, 2020 | 40 | Mar 23, 2020 | 126 | Jul 27, 2020 | 166 |
-22.68% | Dec 17, 2017 | 359 | Dec 10, 2018 | 396 | Jan 10, 2020 | 755 |
-19.46% | Nov 9, 2021 | 222 | Jun 18, 2022 | 507 | Nov 7, 2023 | 729 |
-5.3% | Feb 22, 2021 | 7 | Feb 28, 2021 | 11 | Mar 11, 2021 | 18 |
-5.06% | Sep 2, 2020 | 22 | Sep 23, 2020 | 42 | Nov 4, 2020 | 64 |
Volatility
Volatility Chart
The current 666 volatility is 1.86%, 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
AGZD | BTC-USD | RTSI | INCO | XLKQ.L | ANGL | COTZX | HFSAX | DURPX | |
---|---|---|---|---|---|---|---|---|---|
AGZD | 1.00 | 0.02 | 0.06 | 0.05 | 0.08 | 0.05 | -0.03 | 0.08 | 0.12 |
BTC-USD | 0.02 | 1.00 | 0.08 | 0.09 | 0.15 | 0.15 | 0.12 | 0.17 | 0.16 |
RTSI | 0.06 | 0.08 | 1.00 | 0.20 | 0.27 | 0.21 | 0.17 | 0.24 | 0.22 |
INCO | 0.05 | 0.09 | 0.20 | 1.00 | 0.27 | 0.31 | 0.32 | 0.36 | 0.40 |
XLKQ.L | 0.08 | 0.15 | 0.27 | 0.27 | 1.00 | 0.37 | 0.39 | 0.41 | 0.50 |
ANGL | 0.05 | 0.15 | 0.21 | 0.31 | 0.37 | 1.00 | 0.64 | 0.53 | 0.59 |
COTZX | -0.03 | 0.12 | 0.17 | 0.32 | 0.39 | 0.64 | 1.00 | 0.56 | 0.63 |
HFSAX | 0.08 | 0.17 | 0.24 | 0.36 | 0.41 | 0.53 | 0.56 | 1.00 | 0.66 |
DURPX | 0.12 | 0.16 | 0.22 | 0.40 | 0.50 | 0.59 | 0.63 | 0.66 | 1.00 |