сортино 10+

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

сортино 10+

Currency in USD · Last updated May 11, 2025

Asset Allocation

Position	Category/Sector	Target Weight
1YD.DE Broadcom Inc	Technology	1%
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund	Total Bond Market	21%
BEL.NS Bharat Electronics Limited	Industrials	8%
BTC-USD Bitcoin		6%
HFSAX Hundredfold Select Alternative Fund Investor Class	Tactical Allocation	7%
NVDA NVIDIA Corporation	Technology	3%
OSX2.DE Ossiam US Minimum Variance ESG UCITS ETF (EUR)	Large Cap Value Equities	12%
QLEIX AQR Long-Short Equity Fund	Long-Short	5%
SGLN.L iShares Physical Gold ETC	Precious Metals, Commodities	1%
SVARX Spectrum Low Volatility Fund	Nontraditional Bonds	33%
TITAN.NS Titan Company Limited	Consumer Cyclical	3%

Benchmark

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Dec 18, 2013, corresponding to the inception date of AGZD

Returns By Period

As of May 11, 2025, the сортино 10+ returned 2.79% Year-To-Date and 17.44% of annualized return in the last 10 years.

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-3.77%	7.44%	-5.60%	8.37%	14.12%	10.46%
сортино 10+	2.79%	5.01%	3.88%	14.57%	20.57%	17.44%
Portfolio components:
BTC-USD Bitcoin	10.21%	29.32%	34.11%	69.38%	64.34%	83.65%
HFSAX Hundredfold Select Alternative Fund Investor Class	1.15%	1.32%	0.31%	5.56%	5.60%	4.69%
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund	0.47%	0.50%	1.12%	4.32%	3.75%	2.55%
TITAN.NS Titan Company Limited	7.90%	12.51%	8.32%	4.37%	30.79%	22.34%
NVDA NVIDIA Corporation	-13.13%	8.44%	-20.97%	29.82%	70.80%	72.36%
SVARX Spectrum Low Volatility Fund	0.64%	0.55%	0.39%	3.43%	6.39%	6.50%
1YD.DE Broadcom Inc	-12.00%	20.88%	13.90%	57.43%	53.89%	34.87%
BEL.NS Bharat Electronics Limited	8.34%	14.70%	4.87%	36.72%	72.68%	24.46%
OSX2.DE Ossiam US Minimum Variance ESG UCITS ETF (EUR)	2.30%	5.10%	-0.29%	8.95%	8.37%	6.87%
QLEIX AQR Long-Short Equity Fund	11.11%	5.64%	14.36%	22.21%	22.53%	9.52%
SGLN.L iShares Physical Gold ETC	28.20%	5.49%	24.30%	41.06%	14.35%	10.43%

*Annualized

Monthly Returns

The table below presents the monthly returns of сортино 10+, 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	1.33%	-2.14%	0.84%	1.50%	1.28%								2.79%
2024	1.45%	5.15%	3.16%	-0.45%	3.96%	1.48%	0.99%	0.28%	1.37%	-0.21%	4.46%	-1.12%	22.31%
2023	4.75%	-0.57%	3.35%	0.94%	0.93%	3.96%	1.29%	0.04%	-0.34%	1.24%	4.66%	5.89%	29.16%
2022	-2.02%	0.20%	1.31%	-1.93%	-1.27%	-4.34%	4.40%	-1.20%	-2.58%	2.23%	1.69%	-1.90%	-5.58%
2021	1.78%	3.42%	3.64%	1.48%	0.50%	2.52%	1.74%	1.96%	-0.27%	3.99%	-0.24%	-0.10%	22.27%
2020	1.81%	-1.97%	-6.02%	4.92%	2.53%	3.77%	5.73%	3.89%	-2.11%	-0.28%	8.72%	7.43%	31.12%
2019	1.82%	2.21%	2.99%	2.35%	5.08%	6.20%	-0.97%	-0.42%	0.53%	2.18%	-2.28%	1.05%	22.46%
2018	-0.58%	-2.62%	-1.57%	1.40%	-2.62%	-1.79%	2.80%	-0.59%	-2.63%	-1.44%	-2.66%	-1.62%	-13.20%
2017	2.31%	3.13%	0.57%	3.65%	6.56%	1.08%	3.29%	5.78%	-1.41%	5.63%	5.85%	4.12%	48.54%
2016	-3.10%	0.10%	4.35%	1.65%	2.62%	2.85%	1.80%	0.53%	0.61%	1.17%	1.99%	3.66%	19.58%
2015	-0.14%	4.00%	-2.31%	-0.83%	1.54%	-0.86%	1.71%	-3.68%	-0.09%	4.88%	1.66%	2.24%	8.07%
2014	-0.94%	0.03%	2.10%	0.66%	6.73%	4.36%	-2.71%	1.21%	-1.65%	-0.14%	2.37%	0.96%	13.37%

Expense Ratio

сортино 10+ has a high expense ratio of 1.09%, indicating above-average management fees. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

HFSAX

Hundredfold Select Alternative Fund Investor Class

AGZD

WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund

SVARX

Spectrum Low Volatility Fund

QLEIX

AQR Long-Short Equity Fund

OSX2.DE

Ossiam US Minimum Variance ESG UCITS ETF (EUR)

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 77, сортино 10+ is among the top 23% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin 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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
BTC-USD Bitcoin	1.24	2.99	1.31	2.31	10.99
HFSAX Hundredfold Select Alternative Fund Investor Class	1.08	1.14	1.16	0.09	2.79
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund	1.01	1.15	1.14	0.30	6.47
TITAN.NS Titan Company Limited	0.24	-0.11	0.99	0.33	-0.30
NVDA NVIDIA Corporation	0.53	0.33	1.04	0.78	-0.21
SVARX Spectrum Low Volatility Fund	1.34	0.47	1.07	0.03	0.74
1YD.DE Broadcom Inc	1.05	1.51	1.20	0.44	3.14
BEL.NS Bharat Electronics Limited	0.88	0.52	1.06	0.04	0.61
OSX2.DE Ossiam US Minimum Variance ESG UCITS ETF (EUR)	0.68	0.42	1.06	0.04	1.09
QLEIX AQR Long-Short Equity Fund	2.32	3.58	1.59	1.34	20.13
SGLN.L iShares Physical Gold ETC	2.44	3.74	1.52	2.65	17.43

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

сортино 10+ Sharpe ratios as of May 11, 2025 (values are recalculated daily):

1-Year: 2.04
5-Year: 2.75
10-Year: 2.16
All Time: 2.11

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.41 to 0.94, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of сортино 10+ compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

сортино 10+ provided a 4.03% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	4.03%	4.48%	3.89%	2.83%	2.81%	1.35%	2.23%	1.64%	2.72%	3.07%	1.80%	1.82%
Portfolio components:
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%
HFSAX Hundredfold Select Alternative Fund Investor Class	5.81%	5.87%	5.17%	4.92%	5.79%	5.82%	3.98%	0.93%	4.81%	3.66%	1.40%	0.00%
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund	4.15%	3.96%	6.07%	8.61%	1.66%	2.28%	2.83%	2.62%	2.35%	1.81%	1.66%	1.69%
TITAN.NS Titan Company Limited	0.31%	0.34%	0.54%	0.29%	0.16%	0.26%	0.42%	0.40%	0.30%	0.67%	0.66%	0.55%
NVDA NVIDIA Corporation	0.03%	0.02%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%	1.70%
SVARX Spectrum Low Volatility Fund	7.11%	8.49%	3.35%	0.00%	5.70%	0.71%	3.38%	2.41%	4.79%	6.68%	3.02%	2.82%
1YD.DE Broadcom Inc	1.00%	0.79%	1.54%	2.77%	1.90%	2.96%	0.92%	0.00%	0.00%	0.00%	0.00%	0.00%
BEL.NS Bharat Electronics Limited	0.73%	0.75%	0.98%	1.50%	1.91%	2.33%	2.70%	2.27%	1.12%	1.24%	0.71%	0.79%
OSX2.DE Ossiam US Minimum Variance ESG UCITS ETF (EUR)	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
QLEIX AQR Long-Short Equity Fund	6.41%	7.12%	20.80%	10.30%	0.00%	0.00%	0.00%	0.37%	4.04%	1.86%	4.82%	8.00%
SGLN.L iShares Physical Gold ETC	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the сортино 10+. 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 сортино 10+ was 19.72%, occurring on Dec 27, 2018. Recovery took 181 trading sessions.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-19.72%	Dec 17, 2017	376	Dec 27, 2018	181	Jun 26, 2019	557
-14.87%	Feb 24, 2020	29	Mar 23, 2020	74	Jun 5, 2020	103
-10.83%	Nov 10, 2021	238	Jul 5, 2022	282	Apr 13, 2023	520
-6.2%	Mar 2, 2015	176	Aug 24, 2015	67	Oct 30, 2015	243
-5.91%	Dec 17, 2024	112	Apr 7, 2025	32	May 9, 2025	144

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 11 assets, with an effective number of assets of 5.35, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	^GSPC	SGLN.L	AGZD	BTC-USD	TITAN.NS	OSX2.DE	BEL.NS	1YD.DE	QLEIX	NVDA	SVARX	HFSAX	Portfolio
^GSPC	1.00	0.02	0.11	0.17	0.14	0.22	0.14	0.36	0.50	0.63	0.40	0.69	0.48
SGLN.L	0.02	1.00	-0.06	0.07	0.04	0.08	0.05	0.01	-0.02	0.01	0.14	0.13	0.11
AGZD	0.11	-0.06	1.00	0.01	0.07	0.07	0.05	0.07	0.10	0.06	0.08	0.07	0.17
BTC-USD	0.17	0.07	0.01	1.00	0.02	0.03	-0.00	0.05	0.03	0.12	0.06	0.13	0.64
TITAN.NS	0.14	0.04	0.07	0.02	1.00	0.09	0.30	0.09	0.08	0.08	0.13	0.14	0.31
OSX2.DE	0.22	0.08	0.07	0.03	0.09	1.00	0.08	0.17	0.17	0.07	0.17	0.19	0.27
BEL.NS	0.14	0.05	0.05	-0.00	0.30	0.08	1.00	0.11	0.09	0.07	0.14	0.15	0.48
1YD.DE	0.36	0.01	0.07	0.05	0.09	0.17	0.11	1.00	0.17	0.29	0.21	0.29	0.28
QLEIX	0.50	-0.02	0.10	0.03	0.08	0.17	0.09	0.17	1.00	0.25	0.17	0.34	0.25
NVDA	0.63	0.01	0.06	0.12	0.08	0.07	0.07	0.29	0.25	1.00	0.23	0.41	0.38
SVARX	0.40	0.14	0.08	0.06	0.13	0.17	0.14	0.21	0.17	0.23	1.00	0.60	0.35
HFSAX	0.69	0.13	0.07	0.13	0.14	0.19	0.15	0.29	0.34	0.41	0.60	1.00	0.43
Portfolio	0.48	0.11	0.17	0.64	0.31	0.27	0.48	0.28	0.25	0.38	0.35	0.43	1.00

The correlation results are calculated based on daily price changes starting from Dec 19, 2013

Performance Analysis

Risk Analysis

Optimization

Factor Model

сортино 10+

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

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