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cheat

Last updated Nov 13, 2024

completely cheating weekly

This portfolio is just for amusement. It obviously cannot be bought.

Asset Allocation

BIL 10%ENIAX 10%USFR 10%^VIX 70%CELH 17.5%FRHC 17.5%NVDA 17.5%SMCI 17.5%BondBondEquityEquityVolatilityVolatility
PositionCategory/SectorWeight
^VIX
CBOE Volatility Index
70%
BIL
SPDR Barclays 1-3 Month T-Bill ETF		Government Bonds
10%
CELH
Celsius Holdings, Inc.		Consumer Defensive
17.50%
ENIAX
SEI Institutional Investments Trust Opportunistic Income Fund		Ultrashort Bond
10%
FRHC
Freedom Holding Corp.		Financial Services
17.50%
NVDA
NVIDIA Corporation		Technology
17.50%
SMCI
Super Micro Computer, Inc.		Technology
17.50%
USFR
WisdomTree Bloomberg Floating Rate Treasury Fund		Government Bonds
10%
VIXY
ProShares VIX Short-Term Futures ETF		Volatility
-70%

Performance

Performance Chart

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

0.00%10.00%20.00%30.00%40.00%50.00%60.00%JuneJulyAugustSeptemberOctoberNovember
-1.06%
12.73%
cheat
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 3, 2017, corresponding to the inception date of FRHC

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		25.45%2.91%14.05%35.64%14.13%11.39%
cheat93.37%-17.63%-1.06%103.82%152.64%N/A
Portfolio components:
^VIX
CBOE Volatility Index		18.15%-25.33%18.15%3.88%3.94%0.97%
VIXY
ProShares VIX Short-Term Futures ETF		-29.11%-14.70%-3.81%-43.70%-46.79%-48.09%
CELH
Celsius Holdings, Inc.		-50.55%-22.57%-71.28%-48.41%80.28%69.04%
FRHC
Freedom Holding Corp.		42.05%15.41%60.15%40.82%48.76%N/A
NVDA
NVIDIA Corporation		199.51%7.40%56.73%198.72%92.13%77.92%
SMCI
Super Micro Computer, Inc.		-23.66%-54.21%-77.21%-26.16%55.49%20.18%
BIL
SPDR Barclays 1-3 Month T-Bill ETF		4.55%0.38%2.55%5.27%2.18%1.55%
ENIAX
SEI Institutional Investments Trust Opportunistic Income Fund		7.36%0.37%3.78%9.31%4.41%3.85%
USFR
WisdomTree Bloomberg Floating Rate Treasury Fund		4.69%0.41%2.42%5.28%2.41%2.37%

Monthly Returns

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

JanFebMarAprMayJunJulAugSepOctNovDecTotal
202431.08%28.85%7.29%4.74%3.73%-1.35%14.59%-9.60%0.38%13.47%93.37%
202311.41%12.52%1.76%2.18%45.89%7.17%13.50%8.58%5.40%-3.63%2.21%6.77%178.36%
20228.03%13.16%-21.77%20.37%-4.47%-1.22%15.29%15.75%-8.06%8.30%15.06%-2.58%61.79%
202113.70%9.84%-6.74%9.13%5.24%16.04%7.17%8.22%20.15%0.88%26.91%-10.15%148.78%
202025.20%60.42%-23.81%-2.61%26.07%14.89%5.47%21.23%6.04%22.28%1.65%26.39%359.80%
20191.64%5.94%8.33%6.64%8.49%1.44%13.03%2.53%-5.02%6.15%16.90%10.06%105.79%
201819.34%4.08%-11.06%-3.16%14.10%0.26%-6.00%8.84%1.80%11.85%-8.89%8.19%40.50%
201729.55%26.70%4.74%71.93%

Expense Ratio

cheat has an expense ratio of -0.54%, 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.

VIXY
ProShares VIX Short-Term Futures ETF
Expense ratio chart for VIXY: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%
ENIAX
SEI Institutional Investments Trust Opportunistic Income Fund
Expense ratio chart for ENIAX: current value at 0.23% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.23%
USFR
WisdomTree Bloomberg Floating Rate Treasury Fund
Expense ratio chart for USFR: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
Expense ratio chart for BIL: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of cheat is 21, indicating that it is in the bottom 21% 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 cheat is 2121
Combined Rank
The Sharpe Ratio Rank of cheat is 1616Sharpe Ratio Rank
The Sortino Ratio Rank of cheat is 1818Sortino Ratio Rank
The Omega Ratio Rank of cheat is 2424Omega Ratio Rank
The Calmar Ratio Rank of cheat is 3636Calmar Ratio Rank
The Martin Ratio Rank of cheat is 1111Martin 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.

cheat
Sharpe ratio
The chart of Sharpe ratio for cheat, currently valued at 1.74, compared to the broader market0.002.004.006.001.74
Sortino ratio
The chart of Sortino ratio for cheat, currently valued at 2.52, compared to the broader market-2.000.002.004.006.002.52
Omega ratio
The chart of Omega ratio for cheat, currently valued at 1.36, compared to the broader market0.801.001.201.401.601.802.001.36
Calmar ratio
The chart of Calmar ratio for cheat, currently valued at 2.59, compared to the broader market0.005.0010.0015.002.59
Martin ratio
The chart of Martin ratio for cheat, currently valued at 5.97, compared to the broader market0.0010.0020.0030.0040.0050.0060.005.97
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.90, compared to the broader market0.002.004.006.002.90
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.87, compared to the broader market-2.000.002.004.006.003.87
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.54, compared to the broader market0.801.001.201.401.601.802.001.54
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.19, compared to the broader market0.005.0010.0015.004.19
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.72, compared to the broader market0.0010.0020.0030.0040.0050.0060.0018.72
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
^VIX
CBOE Volatility Index		0.151.261.150.210.55
VIXY
ProShares VIX Short-Term Futures ETF		-0.48-0.450.95-0.37-1.16
CELH
Celsius Holdings, Inc.		-0.83-1.210.86-0.69-1.25
FRHC
Freedom Holding Corp.		1.332.031.251.053.77
NVDA
NVIDIA Corporation		4.094.031.537.7824.80
SMCI
Super Micro Computer, Inc.		-0.230.401.06-0.29-0.63
BIL
SPDR Barclays 1-3 Month T-Bill ETF		19.33262.61152.62464.004,273.18
ENIAX
SEI Institutional Investments Trust Opportunistic Income Fund		9.1628.8012.1271.18411.57
USFR
WisdomTree Bloomberg Floating Rate Treasury Fund		14.4953.3813.3385.89718.59

Sharpe Ratio

The current cheat Sharpe ratio is 1.74. 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 2.07 to 2.97, 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 cheat 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 Ratio1.002.003.004.005.006.00JuneJulyAugustSeptemberOctoberNovember
1.74
2.90
cheat
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

cheat provided a 1.77% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
Portfolio1.77%1.72%0.74%0.28%0.50%0.89%0.81%0.52%0.39%0.46%0.55%0.51%
Portfolio components:
^VIX
CBOE Volatility 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%
VIXY
ProShares VIX Short-Term Futures 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%
CELH
Celsius Holdings, 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%
FRHC
Freedom Holding Corp.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NVDA
NVIDIA Corporation		0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%
SMCI
Super Micro Computer, 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%
BIL
SPDR Barclays 1-3 Month T-Bill ETF		5.15%4.92%1.35%0.00%0.30%2.05%1.66%0.68%0.07%0.00%0.00%0.00%
ENIAX
SEI Institutional Investments Trust Opportunistic Income Fund		7.25%7.08%4.07%2.67%4.06%4.32%3.97%3.01%2.76%2.55%2.56%1.69%
USFR
WisdomTree Bloomberg Floating Rate Treasury Fund		5.30%5.12%1.78%0.01%0.40%2.08%1.67%1.04%0.29%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.

-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-39.94%
-0.29%
cheat
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the cheat. 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 cheat was 55.74%, occurring on Apr 27, 2018. Recovery took 331 trading sessions.

The current cheat drawdown is 39.94%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-55.74%Feb 6, 201859Apr 27, 2018331Aug 5, 2019390
-47.5%Mar 13, 20206Mar 20, 202099Aug 6, 2020105
-40.59%Aug 6, 202438Sep 26, 2024———
-26.09%Mar 8, 202224Apr 8, 202279Jul 28, 2022103
-23.19%Jan 28, 20217Feb 5, 202168May 12, 202175

Volatility

Volatility Chart

The current cheat volatility is 14.07%, 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.

0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
14.07%
3.86%
cheat
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.
USFRBILENIAXFRHCCELHSMCINVDA^VIXVIXY
USFR1.000.210.04-0.02-0.03-0.01-0.00-0.000.01
BIL0.211.000.07-0.01-0.030.040.03-0.010.00
ENIAX0.040.071.000.110.080.130.11-0.09-0.11
FRHC-0.02-0.010.111.000.260.220.37-0.34-0.35
CELH-0.03-0.030.080.261.000.260.33-0.34-0.37
SMCI-0.010.040.130.220.261.000.42-0.36-0.38
NVDA-0.000.030.110.370.330.421.00-0.54-0.54
^VIX-0.00-0.01-0.09-0.34-0.34-0.36-0.541.000.89
VIXY0.010.00-0.11-0.35-0.37-0.38-0.540.891.00
The correlation results are calculated based on daily price changes starting from Oct 4, 2017