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сортино 10+
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

сортино 10+

Currency in USD · Last updated May 29, 2025

Asset Allocation

SVARX 33%AGZD 21%SGLN.L 1%BTC-USD 6%OSX2.DE 12%BEL.NS 8%HFSAX 7%QLEIX 5%TITAN.NS 3%NVDA 3%1YD.DE 1%BondBondCommodityCommodityCryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorTarget 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%

S&P 500

Performance

Performance Chart

Loading data...

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

Returns By Period

As of May 29, 2025, the сортино 10+ returned 6.56% Year-To-Date and 17.58% of annualized return in the last 10 years.

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		0.12%6.51%-1.84%10.98%14.10%10.82%
сортино 10+6.56%5.30%5.31%13.95%20.30%17.58%
Portfolio components:
BTC-USD
Bitcoin		16.66%14.76%13.58%59.59%63.12%85.15%
HFSAX
Hundredfold Select Alternative Fund Investor Class		2.67%1.72%1.25%6.75%7.87%7.55%
AGZD
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund		0.97%0.59%1.72%4.81%3.74%2.59%
TITAN.NS
Titan Company Limited		9.88%6.10%6.77%2.56%29.42%22.12%
NVDA
NVIDIA Corporation		0.40%23.99%-0.38%18.40%72.44%73.82%
SVARX
Spectrum Low Volatility Fund		1.31%0.55%0.08%3.41%4.59%5.40%
1YD.DE
Broadcom Inc		-0.74%23.97%48.56%68.83%56.51%33.84%
BEL.NS
Bharat Electronics Limited		33.93%28.00%25.59%32.77%75.13%25.50%
OSX2.DE
Ossiam US Minimum Variance ESG UCITS ETF (EUR)		2.59%2.14%-2.06%11.16%7.76%6.96%
QLEIX
AQR Long-Short Equity Fund		14.92%4.60%17.09%23.86%24.99%11.63%
SGLN.L
iShares Physical Gold ETC		26.16%-1.63%24.35%39.40%13.51%10.48%
*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.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.33%-2.14%0.84%1.50%4.99%6.56%
20241.44%5.17%3.17%-0.46%3.97%1.47%0.99%0.28%1.37%-0.21%4.46%-1.39%21.98%
20234.76%-0.57%3.35%0.93%0.94%3.95%1.30%0.03%-0.34%1.24%4.66%5.89%29.17%
2022-2.07%0.20%1.29%-1.98%-1.19%-4.35%4.41%-1.24%-2.55%2.23%1.71%-1.71%-5.43%
20211.78%3.42%3.63%1.48%0.40%2.71%1.66%1.96%-0.34%4.05%-0.02%0.02%22.68%
20201.75%-2.58%-5.41%4.84%2.57%3.90%5.75%3.84%-1.95%0.09%7.45%7.50%30.41%
20191.84%2.05%2.99%2.24%4.89%6.49%-0.92%-0.43%0.51%2.11%-2.77%1.20%21.76%
2018-0.78%-1.98%-2.13%1.55%-2.67%-1.82%2.84%-0.49%-2.78%-1.34%-2.46%-1.27%-12.68%
20172.15%3.25%0.57%3.68%6.67%0.97%3.19%5.83%-1.39%5.57%5.81%4.20%48.47%
2016-2.77%-0.18%4.35%1.44%2.78%2.97%1.57%0.54%0.69%1.18%2.05%3.05%18.98%
2015-0.08%3.96%-2.20%-1.05%1.55%-0.82%1.71%-3.62%0.16%4.68%1.63%2.22%8.09%
2014-0.89%0.04%2.07%0.59%6.86%4.24%-2.64%1.28%-1.64%-0.09%2.44%1.25%13.97%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

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 81, сортино 10+ is among the top 19% 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.

The Risk-Adjusted Performance Rank of сортино 10+ is 8181
Overall Rank
The Sharpe Ratio Rank of сортино 10+ is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of сортино 10+ is 9696
Sortino Ratio Rank
The Omega Ratio Rank of сортино 10+ is 9494
Omega Ratio Rank
The Calmar Ratio Rank of сортино 10+ is 3232
Calmar Ratio Rank
The Martin Ratio Rank of сортино 10+ is 8888
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 ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BTC-USD
Bitcoin		1.203.111.332.4211.47
HFSAX
Hundredfold Select Alternative Fund Investor Class		1.291.611.210.283.64
AGZD
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund		1.041.401.170.387.75
TITAN.NS
Titan Company Limited		0.11-0.400.950.27-0.59
NVDA
NVIDIA Corporation		0.311.041.140.241.82
SVARX
Spectrum Low Volatility Fund		1.30-0.490.931.34-0.63
1YD.DE
Broadcom Inc		1.191.981.270.764.76
BEL.NS
Bharat Electronics Limited		0.802.151.250.745.36
OSX2.DE
Ossiam US Minimum Variance ESG UCITS ETF (EUR)		0.800.361.050.030.86
QLEIX
AQR Long-Short Equity Fund		2.474.201.721.7124.10
SGLN.L
iShares Physical Gold ETC		2.162.871.392.0113.25

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 29, 2025 (values are recalculated daily):

  • 1-Year: 1.96
  • 5-Year: 2.70
  • 10-Year: 2.13
  • 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 0.52 to 1.05, 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.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

сортино 10+ provided a 4.27% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio4.27%4.76%3.89%3.02%3.22%3.21%2.91%2.07%4.17%4.05%1.84%2.44%
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		5.72%5.87%5.17%4.92%10.98%13.58%6.44%3.10%11.87%5.61%1.86%8.84%
AGZD
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund		4.19%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%0.03%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		7.91%9.35%3.35%0.00%5.85%4.46%4.91%2.41%6.90%9.07%3.02%2.82%
1YD.DE
Broadcom Inc		0.88%0.78%1.53%2.76%1.90%2.95%0.92%0.00%0.00%0.00%0.00%0.00%
BEL.NS
Bharat Electronics Limited		0.59%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		6.20%7.12%20.80%14.15%0.00%1.57%0.00%6.03%9.12%3.01%4.98%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 19.61%, occurring on Dec 10, 2018. Recovery took 198 trading sessions.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-19.61%Dec 17, 2017359Dec 10, 2018198Jun 26, 2019557
-14.84%Feb 24, 202029Mar 23, 202074Jun 5, 2020103
-10.79%Nov 15, 2021233Jul 5, 2022280Apr 11, 2023513
-6.46%Mar 2, 2015176Aug 24, 201567Oct 30, 2015243
-6.15%Dec 17, 2024112Apr 7, 202535May 12, 2025147
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading data...

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.
^GSPCSGLN.LAGZDBTC-USDTITAN.NSBEL.NSOSX2.DEQLEIX1YD.DENVDASVARXHFSAXPortfolio
^GSPC1.000.020.110.160.140.140.360.500.350.630.410.700.51
SGLN.L0.021.00-0.060.070.040.05-0.04-0.02-0.030.010.140.130.08
AGZD0.11-0.061.000.010.070.050.100.100.070.060.080.070.17
BTC-USD0.160.070.011.000.02-0.000.020.030.040.120.060.130.62
TITAN.NS0.140.040.070.021.000.300.130.080.100.080.130.140.31
BEL.NS0.140.050.05-0.000.301.000.090.090.120.070.140.150.48
OSX2.DE0.36-0.040.100.020.130.091.000.220.310.140.190.260.35
QLEIX0.50-0.020.100.030.080.090.221.000.160.250.170.340.27
1YD.DE0.35-0.030.070.040.100.120.310.161.000.300.210.270.31
NVDA0.630.010.060.120.080.070.140.250.301.000.230.410.38
SVARX0.410.140.080.060.130.140.190.170.210.231.000.610.35
HFSAX0.700.130.070.130.140.150.260.340.270.410.611.000.45
Portfolio0.510.080.170.620.310.480.350.270.310.380.350.451.00
The correlation results are calculated based on daily price changes starting from Dec 19, 2013
Go to the full Correlations tool for more customization options

Recent discussions

New Ticker Request please: AVLC

Could you please add in AVLC ? It is an Avantis USA large cap etf which came out in Nov. of 2023. Don't know why the data provider doesn't have it in the database. Thank you kindly! CUSIP. 025072158. ISIN. US0250721588. SEDOL. BLFHL32 if you need it Dimtry! Thank you for building such a great website by the way! It has been the best tool I've ever used for portfolio construction and contant testing!

Jeff Stephan

May 26, 25 Posted in general
17

dividends

new to the game so maybe dumb question....looking at qyld...are dividends included in performance numbers?

Dennis Nolen

May 24, 25 Posted in general
189

PortfoliosLab Trends Portfolio Rebalance (October 2023)

The PortfoliosLab Trends Portfolio has been rebalanced today. Every three months, we analyze all user portfolios on PortfoliosLab, select the top 10 symbols that make up those portfolios, and weigh them by popularity.

In this update, the Invesco QQQ ETF has been newly added with a weight of 7.33%. The Schwab US Dividend Equity ETF has been removed; it previously held a weight of 6.95%.

Other noteworthy changes include a drop in the Vanguard Total Stock Market ETF popularity from 11.35% to 10.62% and a rise in the iShares Core S&P Mid-Cap ETF from 11.87% to 12.42%. But overall, the portfolio remains stable, with other changes in it being relatively minor.

Previous allocation

New allocation

The portfolio remains heavily weighted in technology, with symbols like AAPL, MSFT, and NVDA, which suggests a generally bullish sentiment on the tech sector. The addition of QQQ, which tracks the NASDAQ-100 Index, further reinforces this focus. The removal of SCHD could signal a shift away from dividend-yielding stocks towards growth or sector-specific assets.

Stay tuned for our next rebalancing update in three months to see how market trends continue to influence this unique portfolio.

Dmitry Shevchenko

October 29, 23 Posted in announcements
3K