Aniruddh_portfolio
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Aniruddh_portfolio, 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 every 3 months.
The earliest data available for this chart is Oct 12, 2015, corresponding to the inception date of SPMO
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.92% | -9.92% | 5.42% | 12.98% | 9.70% |
| Aniruddh_portfolio | -13.47% | -8.58% | -12.15% | 4.94% | 18.12% | N/A |
| Portfolio components: | ||||||
SPMO Invesco S&P 500® Momentum ETF | -6.93% | -6.42% | -5.81% | 15.78% | 18.44% | N/A |
IGM iShares Expanded Tech Sector ETF | -16.67% | -10.14% | -13.17% | 3.56% | 17.01% | 17.78% |
IWY iShares Russell Top 200 Growth ETF | -14.96% | -6.99% | -10.52% | 7.01% | 16.94% | 15.49% |
XMMO Invesco S&P MidCap Momentum ETF | -11.00% | -5.47% | -11.85% | 2.87% | 16.57% | 13.65% |
RTH VanEck Vectors Retail ETF | -1.34% | -0.76% | 1.09% | 12.17% | 14.00% | 12.57% |
GRID First Trust Nasdaq Clean Edge Smart GRID Infrastructure Index | -5.68% | -6.00% | -10.88% | 2.87% | 20.91% | 13.26% |
IAU iShares Gold Trust | 26.50% | 8.90% | 21.92% | 39.18% | 14.30% | 10.44% |
SMH VanEck Vectors Semiconductor ETF | -20.50% | -15.34% | -23.11% | -7.31% | 24.77% | 22.64% |
Monthly Returns
The table below presents the monthly returns of Aniruddh_portfolio, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.93% | -3.78% | -7.67% | -5.36% | -13.47% | ||||||||
| 2024 | 4.30% | 9.77% | 4.10% | -4.59% | 7.62% | 6.49% | -1.81% | 0.93% | 2.33% | -0.25% | 5.15% | -0.70% | 37.66% |
| 2023 | 9.00% | -1.63% | 6.67% | -0.61% | 6.20% | 5.82% | 4.23% | -0.93% | -5.12% | -2.22% | 11.60% | 6.56% | 45.51% |
| 2022 | -8.58% | -2.67% | 2.57% | -11.60% | 0.01% | -10.38% | 11.73% | -5.40% | -10.35% | 6.17% | 7.09% | -6.90% | -27.47% |
| 2021 | 0.53% | 1.69% | 1.34% | 4.50% | -0.38% | 5.21% | 2.02% | 3.33% | -5.27% | 7.10% | 1.94% | 1.90% | 26.05% |
| 2020 | 2.40% | -6.42% | -9.47% | 13.41% | 6.90% | 4.41% | 7.82% | 7.98% | -3.65% | -1.99% | 10.23% | 4.97% | 39.71% |
| 2019 | 9.78% | 4.80% | 2.85% | 4.96% | -7.12% | 7.24% | 2.50% | -1.11% | 0.49% | 2.91% | 3.31% | 3.55% | 38.71% |
| 2018 | 7.83% | -0.56% | -2.39% | -0.39% | 5.76% | -0.45% | 1.93% | 6.05% | -0.12% | -9.80% | 1.07% | -7.42% | 0.01% |
| 2017 | 3.79% | 4.00% | 1.49% | 2.12% | 3.66% | -1.21% | 3.28% | 2.15% | 1.35% | 6.00% | 1.89% | 0.39% | 32.79% |
| 2016 | -5.48% | 0.94% | 6.49% | -0.99% | 2.51% | -0.19% | 6.36% | 0.67% | 1.56% | -1.95% | 0.54% | 0.91% | 11.35% |
| 2015 | 3.39% | 0.35% | -1.79% | 1.90% |
Expense Ratio
Aniruddh_portfolio has an expense ratio of 0.31%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Aniruddh_portfolio is 32, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
SPMO Invesco S&P 500® Momentum ETF | 0.56 | 0.93 | 1.13 | 0.68 | 2.67 |
IGM iShares Expanded Tech Sector ETF | 0.06 | 0.28 | 1.04 | 0.06 | 0.23 |
IWY iShares Russell Top 200 Growth ETF | 0.23 | 0.49 | 1.07 | 0.24 | 0.88 |
XMMO Invesco S&P MidCap Momentum ETF | 0.05 | 0.24 | 1.03 | 0.05 | 0.17 |
RTH VanEck Vectors Retail ETF | 0.74 | 1.16 | 1.14 | 0.85 | 3.26 |
GRID First Trust Nasdaq Clean Edge Smart GRID Infrastructure Index | 0.14 | 0.36 | 1.04 | 0.15 | 0.57 |
IAU iShares Gold Trust | 2.37 | 3.14 | 1.41 | 4.75 | 12.80 |
SMH VanEck Vectors Semiconductor ETF | -0.27 | -0.11 | 0.99 | -0.33 | -0.84 |
Dividends
Dividend yield
Aniruddh_portfolio provided a 0.41% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.41% | 0.32% | 0.71% | 0.92% | 0.34% | 0.59% | 0.81% | 0.81% | 0.71% | 0.98% | 0.92% | 0.85% |
| Portfolio components: | ||||||||||||
SPMO Invesco S&P 500® Momentum ETF | 0.58% | 0.48% | 1.63% | 1.66% | 0.52% | 1.27% | 1.39% | 1.05% | 0.77% | 1.94% | 0.36% | 0.00% |
IGM iShares Expanded Tech Sector ETF | 0.28% | 0.22% | 0.52% | 0.53% | 0.16% | 0.32% | 0.50% | 0.57% | 0.57% | 0.90% | 0.79% | 0.88% |
IWY iShares Russell Top 200 Growth ETF | 0.49% | 0.42% | 0.68% | 0.88% | 0.50% | 0.71% | 1.06% | 1.32% | 1.26% | 1.51% | 1.58% | 1.44% |
XMMO Invesco S&P MidCap Momentum ETF | 0.56% | 0.34% | 0.80% | 1.43% | 0.41% | 0.61% | 0.60% | 0.19% | 0.21% | 0.22% | 0.64% | 1.24% |
RTH VanEck Vectors Retail ETF | 0.78% | 0.77% | 1.07% | 1.16% | 0.78% | 0.64% | 0.91% | 1.05% | 1.56% | 1.84% | 2.25% | 0.41% |
GRID First Trust Nasdaq Clean Edge Smart GRID Infrastructure Index | 1.16% | 1.06% | 1.23% | 1.26% | 0.63% | 0.68% | 1.26% | 1.28% | 1.07% | 1.07% | 1.23% | 1.45% |
IAU iShares Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SMH VanEck Vectors Semiconductor ETF | 0.56% | 0.44% | 0.60% | 1.18% | 0.51% | 0.69% | 1.50% | 1.88% | 1.43% | 0.80% | 2.14% | 1.16% |
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 Aniruddh_portfolio. 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 Aniruddh_portfolio was 33.41%, occurring on Oct 14, 2022. Recovery took 291 trading sessions.
The current Aniruddh_portfolio drawdown is 15.58%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.41% | Nov 22, 2021 | 226 | Oct 14, 2022 | 291 | Dec 12, 2023 | 517 |
| -29.76% | Feb 20, 2020 | 23 | Mar 23, 2020 | 53 | Jun 8, 2020 | 76 |
| -23.96% | Jan 24, 2025 | 52 | Apr 8, 2025 | — | — | — |
| -21.65% | Aug 30, 2018 | 80 | Dec 24, 2018 | 59 | Mar 21, 2019 | 139 |
| -14.61% | Jul 11, 2024 | 20 | Aug 7, 2024 | 47 | Oct 14, 2024 | 67 |
Volatility
Volatility Chart
The current Aniruddh_portfolio volatility is 16.77%, 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
| IAU | GRID | RTH | SPMO | SMH | XMMO | IWY | IGM | |
|---|---|---|---|---|---|---|---|---|
| IAU | 1.00 | 0.09 | -0.00 | 0.07 | 0.02 | 0.04 | 0.03 | 0.03 |
| GRID | 0.09 | 1.00 | 0.59 | 0.61 | 0.66 | 0.69 | 0.65 | 0.66 |
| RTH | -0.00 | 0.59 | 1.00 | 0.61 | 0.59 | 0.68 | 0.76 | 0.72 |
| SPMO | 0.07 | 0.61 | 0.61 | 1.00 | 0.66 | 0.72 | 0.77 | 0.75 |
| SMH | 0.02 | 0.66 | 0.59 | 0.66 | 1.00 | 0.67 | 0.79 | 0.86 |
| XMMO | 0.04 | 0.69 | 0.68 | 0.72 | 0.67 | 1.00 | 0.72 | 0.74 |
| IWY | 0.03 | 0.65 | 0.76 | 0.77 | 0.79 | 0.72 | 1.00 | 0.96 |
| IGM | 0.03 | 0.66 | 0.72 | 0.75 | 0.86 | 0.74 | 0.96 | 1.00 |