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cheat
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cheat

Last updated Sep 19, 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%20.00%40.00%60.00%80.00%AprilMayJuneJulyAugustSeptember
21.04%
7.19%
cheat
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Feb 4, 2014, corresponding to the inception date of USFR

Returns By Period

As of Sep 19, 2024, the cheat returned 119.57% Year-To-Date and 152.98% of annualized return in the last 10 years.

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		17.79%0.18%7.53%26.42%13.48%10.85%
cheat119.57%2.36%21.04%143.64%165.81%151.61%
Portfolio components:
^VIX
CBOE Volatility Index		46.43%14.80%41.10%20.41%3.42%2.81%
VIXY
ProShares VIX Short-Term Futures ETF		-20.70%7.52%-5.38%-41.87%-48.54%-46.20%
CELH
Celsius Holdings, Inc.		-37.12%-15.04%-62.31%-43.31%91.86%67.02%
FRHC
Freedom Holding Corp.		18.93%9.19%33.03%9.09%48.47%85.84%
NVDA
NVIDIA Corporation		128.98%-10.90%24.01%168.48%88.32%70.59%
SMCI
Super Micro Computer, Inc.		53.69%-28.49%-55.04%79.73%82.00%30.30%
BIL
SPDR Barclays 1-3 Month T-Bill ETF		3.82%0.43%2.61%5.37%2.09%1.42%
ENIAX
SEI Institutional Investments Trust Opportunistic Income Fund		6.49%0.75%4.25%9.50%4.32%3.64%
USFR
WisdomTree Bloomberg Floating Rate Treasury Fund		3.87%0.31%2.51%5.29%2.32%1.63%

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%119.57%
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%61.78%
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%-5.04%6.17%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%
201711.91%9.99%22.22%-15.15%17.35%10.82%82.30%38.88%-0.40%28.92%25.86%4.45%609.48%
2016-2.49%-7.50%1.52%25.79%10.56%8.08%2.56%9.19%2.87%21.53%0.72%21.64%136.12%
20156.12%3.13%11.48%19.12%3.96%17.87%-16.59%25.14%-4.79%-12.15%11.87%20.87%110.24%
2014-1.05%20.25%2.59%0.44%18.46%22.63%-16.37%13.11%-12.58%5.67%22.52%90.68%

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 70, 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.

The Risk-Adjusted Performance Rank of cheat is 7070
cheat
The Sharpe Ratio Rank of cheat is 6767Sharpe Ratio Rank
The Sortino Ratio Rank of cheat is 6666Sortino Ratio Rank
The Omega Ratio Rank of cheat is 8282Omega Ratio Rank
The Calmar Ratio Rank of cheat is 8787Calmar Ratio Rank
The Martin Ratio Rank of cheat is 5050Martin 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 2.20, compared to the broader market-1.000.001.002.003.004.002.20
Sortino ratio
The chart of Sortino ratio for cheat, currently valued at 2.98, compared to the broader market-2.000.002.004.006.002.98
Omega ratio
The chart of Omega ratio for cheat, currently valued at 1.44, compared to the broader market0.801.001.201.401.601.801.44
Calmar ratio
The chart of Calmar ratio for cheat, currently valued at 3.38, compared to the broader market0.002.004.006.008.003.38
Martin ratio
The chart of Martin ratio for cheat, currently valued at 10.32, compared to the broader market0.0010.0020.0030.0010.32
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.06, compared to the broader market-1.000.001.002.003.004.002.06
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market-2.000.002.004.006.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.37, compared to the broader market0.801.001.201.401.601.801.37
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.85, compared to the broader market0.002.004.006.008.001.85
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 11.09, compared to the broader market0.0010.0020.0030.0011.09
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
^VIX
CBOE Volatility Index		0.031.041.120.040.09
VIXY
ProShares VIX Short-Term Futures ETF		-0.61-0.840.90-0.47-0.99
CELH
Celsius Holdings, Inc.		-0.69-0.840.90-0.61-1.36
FRHC
Freedom Holding Corp.		0.480.901.110.391.23
NVDA
NVIDIA Corporation		2.983.331.435.6717.88
SMCI
Super Micro Computer, Inc.		0.531.451.190.761.78
BIL
SPDR Barclays 1-3 Month T-Bill ETF		19.67465.38466.38477.277,576.41
ENIAX
SEI Institutional Investments Trust Opportunistic Income Fund		9.2830.2213.0773.88461.12
USFR
WisdomTree Bloomberg Floating Rate Treasury Fund		14.2853.3313.3185.62706.67

Sharpe Ratio

The current cheat Sharpe ratio is 2.20. 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 1.71 to 2.37, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

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 Ratio2.004.006.008.0010.00AprilMayJuneJulyAugustSeptember
2.20
2.06
cheat
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

cheat granted a 1.79% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
cheat1.79%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%0.30%0.46%1.19%1.68%1.95%
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		5.23%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		7.22%7.09%4.07%2.66%4.05%4.32%3.96%3.02%2.75%2.54%2.56%1.69%
USFR
WisdomTree Bloomberg Floating Rate Treasury Fund		5.39%5.12%1.78%0.01%0.40%2.08%1.67%1.03%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%AprilMayJuneJulyAugustSeptember
-31.80%
-0.86%
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 31.80%.

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
-46.47%Aug 25, 201514Sep 11, 2015197Jun 14, 2016211
-37.51%Aug 6, 202419Aug 30, 2024———
-31.16%Sep 7, 20174Sep 12, 201724Oct 16, 201728

Volatility

Volatility Chart

The current cheat volatility is 19.69%, 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%AprilMayJuneJulyAugustSeptember
19.69%
3.99%
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
USFR1.000.170.04-0.02-0.02-0.010.000.010.01
BIL0.171.000.060.02-0.010.030.01-0.01-0.00
ENIAX0.040.061.000.090.060.110.10-0.09-0.11
FRHC-0.020.020.091.000.150.140.23-0.22-0.23
CELH-0.02-0.010.060.151.000.180.23-0.24-0.27
SMCI-0.010.030.110.140.181.000.40-0.39-0.40
NVDA0.000.010.100.230.230.401.00-0.51-0.52
^VIX0.01-0.01-0.09-0.22-0.24-0.39-0.511.000.88
VIXY0.01-0.00-0.11-0.23-0.27-0.40-0.520.881.00
The correlation results are calculated based on daily price changes starting from Feb 5, 2014