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Venturewise Capital
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Venturewise Capital

Last updated Nov 13, 2024

Asset Allocation

USD=X 3.8%LRN 23.4%ITRN 22%CEIX 19.5%CWCO 12%KGC 9.5%MITT 6.3%GGLL 1.2%AOR 2.3%CurrencyCurrencyEquityEquityMulti-AssetMulti-Asset
PositionCategory/SectorWeight
AOR
iShares Core Growth Allocation ETF		Diversified Portfolio
2.30%
CEIX
CONSOL Energy Inc.		Energy
19.50%
CWCO
Consolidated Water Co. Ltd.		Utilities
12%
GGLL
Direxion Daily GOOGL Bull 2X Shares		Leveraged Equities, Leveraged
1.20%
ITRN
Ituran Location and Control Ltd.		Technology
22%
KGC
Kinross Gold Corporation		Basic Materials
9.50%
LRN
Stride, Inc.		Consumer Defensive
23.40%
MITT
AG Mortgage Investment Trust, Inc.		Real Estate
6.30%
USD=X
USD Cash
3.80%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Venturewise Capital, 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%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
18.07%
12.76%
Venturewise Capital
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 7, 2022, corresponding to the inception date of GGLL

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		25.48%2.14%12.76%33.14%13.96%11.39%
Venturewise Capital24.64%10.48%18.07%31.61%N/AN/A
Portfolio components:
CWCO
Consolidated Water Co. Ltd.		-28.65%-2.97%-12.29%-26.44%12.12%9.90%
ITRN
Ituran Location and Control Ltd.		6.17%3.05%2.38%14.50%5.66%6.63%
LRN
Stride, Inc.		69.19%40.82%40.10%73.31%38.00%22.65%
CEIX
CONSOL Energy Inc.		24.81%13.09%38.59%26.01%61.72%N/A
MITT
AG Mortgage Investment Trust, Inc.		17.27%-6.68%3.67%42.71%-25.39%-10.18%
KGC
Kinross Gold Corporation		55.50%-5.78%19.17%78.41%19.44%14.21%
USD=X
USD Cash		0.00%0.00%0.00%0.00%0.00%0.00%
GGLL
Direxion Daily GOOGL Bull 2X Shares		36.48%15.94%-0.26%44.79%N/AN/A
AOR
iShares Core Growth Allocation ETF		11.66%-0.97%5.48%18.40%6.76%6.39%

Monthly Returns

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

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-5.02%-2.81%5.50%-2.26%12.30%-1.42%5.94%3.09%-0.21%3.45%24.64%
202310.61%-2.71%1.57%2.41%0.70%7.97%5.63%11.45%4.83%-0.03%12.06%0.39%68.92%
2022-2.57%-1.23%5.52%-8.55%-7.14%

Expense Ratio

Venturewise Capital has an expense ratio of 0.02%, 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.

GGLL
Direxion Daily GOOGL Bull 2X Shares
Expense ratio chart for GGLL: current value at 1.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.05%
AOR
iShares Core Growth Allocation ETF
Expense ratio chart for AOR: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Venturewise Capital is 18, indicating that it is in the bottom 18% 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 Venturewise Capital is 1818
Combined Rank
The Sharpe Ratio Rank of Venturewise Capital is 1414Sharpe Ratio Rank
The Sortino Ratio Rank of Venturewise Capital is 1616Sortino Ratio Rank
The Omega Ratio Rank of Venturewise Capital is 1515Omega Ratio Rank
The Calmar Ratio Rank of Venturewise Capital is 3434Calmar Ratio Rank
The Martin Ratio Rank of Venturewise Capital is 1212Martin 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.

Venturewise Capital
Sharpe ratio
The chart of Sharpe ratio for Venturewise Capital, currently valued at 1.48, compared to the broader market0.002.004.006.001.48
Sortino ratio
The chart of Sortino ratio for Venturewise Capital, currently valued at 2.24, compared to the broader market-2.000.002.004.006.002.24
Omega ratio
The chart of Omega ratio for Venturewise Capital, currently valued at 1.27, compared to the broader market0.801.001.201.401.601.802.001.27
Calmar ratio
The chart of Calmar ratio for Venturewise Capital, currently valued at 2.27, compared to the broader market0.005.0010.0015.002.27
Martin ratio
The chart of Martin ratio for Venturewise Capital, currently valued at 5.94, compared to the broader market0.0010.0020.0030.0040.0050.0060.005.94
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.91, compared to the broader market0.002.004.006.002.91
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.88, compared to the broader market-2.000.002.004.006.003.88
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.55, compared to the broader market0.801.001.201.401.601.802.001.55
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.20, compared to the broader market0.005.0010.0015.004.20
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.80, compared to the broader market0.0010.0020.0030.0040.0050.0060.0018.80
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
CWCO
Consolidated Water Co. Ltd.		-0.97-1.330.84-0.89-1.25
ITRN
Ituran Location and Control Ltd.		0.631.111.130.892.03
LRN
Stride, Inc.		1.533.581.452.9912.71
CEIX
CONSOL Energy Inc.		0.480.941.110.611.15
MITT
AG Mortgage Investment Trust, Inc.		1.582.291.292.397.71
KGC
Kinross Gold Corporation		1.672.241.292.838.51
USD=X
USD Cash		—————
GGLL
Direxion Daily GOOGL Bull 2X Shares		0.841.381.190.982.34
AOR
iShares Core Growth Allocation ETF		2.223.181.413.9614.30

Sharpe Ratio

The current Venturewise Capital Sharpe ratio is 1.62. 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 2.06 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 Venturewise Capital 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.48
2.91
Venturewise Capital
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Venturewise Capital provided a 2.16% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
Portfolio2.16%2.08%2.77%1.86%0.80%1.92%1.93%1.55%1.80%2.37%2.18%2.43%
Portfolio components:
CWCO
Consolidated Water Co. Ltd.		1.57%1.01%2.30%3.20%2.82%2.09%3.64%1.79%2.76%2.45%2.81%2.13%
ITRN
Ituran Location and Control Ltd.		5.09%2.50%2.65%3.37%1.26%3.78%2.96%2.57%3.25%4.12%4.45%3.75%
LRN
Stride, 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%
CEIX
CONSOL Energy Inc.		0.20%2.19%3.15%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MITT
AG Mortgage Investment Trust, Inc.		9.64%11.34%15.25%7.90%1.02%12.32%12.40%10.52%11.10%17.72%12.92%17.90%
KGC
Kinross Gold Corporation		1.29%1.98%2.93%2.07%0.82%0.00%0.00%0.00%0.00%0.00%0.00%1.83%
USD=X
USD Cash		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GGLL
Direxion Daily GOOGL Bull 2X Shares		2.34%2.05%0.59%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AOR
iShares Core Growth Allocation ETF		2.46%2.50%2.12%1.64%1.89%2.56%2.49%4.51%2.16%2.12%2.11%1.92%

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.

-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.40%
-0.27%
Venturewise Capital
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Venturewise Capital. 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 Venturewise Capital was 12.48%, occurring on Feb 20, 2024. Recovery took 56 trading sessions.

The current Venturewise Capital drawdown is 1.33%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-12.48%Dec 5, 202356Feb 20, 202456May 8, 2024112
-9.25%Oct 7, 202264Jan 4, 202315Jan 25, 202379
-8.11%Feb 2, 202335Mar 22, 202326Apr 27, 202361
-7.06%Aug 1, 20243Aug 5, 20249Aug 16, 202412
-6.29%Sep 3, 20245Sep 9, 202432Oct 23, 202437

Volatility

Volatility Chart

The current Venturewise Capital volatility is 8.29%, 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.

2.00%3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
8.29%
3.75%
Venturewise Capital
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.
USD=XLRNITRNCWCOCEIXKGCGGLLMITTAOR
USD=X0.000.000.000.000.000.000.000.000.00
LRN0.001.000.140.110.190.070.150.240.25
ITRN0.000.141.000.190.100.140.180.230.30
CWCO0.000.110.191.000.180.160.100.260.31
CEIX0.000.190.100.181.000.220.160.170.32
KGC0.000.070.140.160.221.000.210.210.46
GGLL0.000.150.180.100.160.211.000.280.55
MITT0.000.240.230.260.170.210.281.000.55
AOR0.000.250.300.310.320.460.550.551.00
The correlation results are calculated based on daily price changes starting from Sep 8, 2022