20240810
Asset Allocation
Performance
Performance Chart
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The earliest data available for this chart is Jan 11, 2024, corresponding to the inception date of IBIT
Returns By Period
YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
20240810 | -0.76% | 9.01% | -2.04% | 11.72% | N/A | N/A |
Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | -3.41% | 7.59% | -5.06% | 9.79% | 15.86% | 12.42% |
QQQ Invesco QQQ | -4.41% | 9.37% | -4.80% | 11.06% | 17.35% | 17.24% |
INDA iShares MSCI India ETF | -0.47% | 3.70% | -2.93% | 2.72% | 16.63% | 7.14% |
VNQI Vanguard Global ex-U.S. Real Estate ETF | 9.53% | 9.97% | 4.86% | 8.32% | 2.63% | 1.02% |
GLD SPDR Gold Trust | 26.73% | 4.96% | 23.75% | 40.30% | 14.04% | 10.19% |
SMH VanEck Vectors Semiconductor ETF | -7.75% | 13.86% | -13.48% | 0.49% | 27.69% | 24.45% |
IBIT iShares Bitcoin Trust | 10.57% | 29.86% | 34.26% | 69.64% | N/A | N/A |
PDBC Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF | -1.77% | 2.00% | -1.93% | -5.14% | 15.82% | 2.64% |
REET iShares Global REIT ETF | 2.70% | 9.14% | -3.33% | 10.24% | 7.53% | 3.49% |
Monthly Returns
The table below presents the monthly returns of 20240810, 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 | 1.80% | -2.76% | -2.97% | 1.06% | 2.25% | -0.76% | |||||||
2024 | 1.33% | 6.97% | 4.01% | -3.65% | 5.58% | 3.65% | 0.92% | 0.82% | 2.43% | -1.25% | 4.76% | -1.97% | 25.63% |
Expense Ratio
20240810 has an expense ratio of 0.27%, which is considered low. 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 20240810 is 53, 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 | |
---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 0.52 | 0.89 | 1.13 | 0.57 | 2.18 |
QQQ Invesco QQQ | 0.45 | 0.81 | 1.11 | 0.51 | 1.65 |
INDA iShares MSCI India ETF | 0.15 | 0.25 | 1.03 | 0.09 | 0.19 |
VNQI Vanguard Global ex-U.S. Real Estate ETF | 0.52 | 0.83 | 1.10 | 0.49 | 1.01 |
GLD SPDR Gold Trust | 2.39 | 3.30 | 1.42 | 5.33 | 14.20 |
SMH VanEck Vectors Semiconductor ETF | 0.05 | 0.35 | 1.05 | 0.05 | 0.11 |
IBIT iShares Bitcoin Trust | 1.21 | 1.83 | 1.22 | 2.24 | 4.90 |
PDBC Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF | -0.34 | -0.37 | 0.96 | -0.42 | -0.86 |
REET iShares Global REIT ETF | 0.58 | 0.96 | 1.13 | 0.58 | 1.73 |
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Dividends
Dividend yield
20240810 provided a 1.26% dividend yield over the last twelve months.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 1.26% | 1.22% | 1.18% | 1.70% | 4.34% | 0.95% | 1.65% | 1.80% | 1.61% | 1.88% | 1.63% | 1.25% |
Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.34% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
QQQ Invesco QQQ | 0.61% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
INDA iShares MSCI India ETF | 0.76% | 0.76% | 0.16% | 0.00% | 6.44% | 0.27% | 1.00% | 0.94% | 1.09% | 0.91% | 1.19% | 0.63% |
VNQI Vanguard Global ex-U.S. Real Estate ETF | 4.71% | 5.16% | 3.74% | 0.57% | 6.48% | 0.93% | 7.58% | 4.62% | 3.86% | 5.18% | 2.86% | 4.11% |
GLD SPDR 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 | 0.48% | 0.44% | 0.60% | 1.18% | 0.51% | 0.69% | 1.50% | 1.88% | 1.43% | 0.80% | 2.14% | 1.16% |
IBIT iShares Bitcoin 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% |
PDBC Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF | 4.51% | 4.43% | 4.21% | 13.04% | 50.83% | 0.01% | 1.40% | 1.00% | 3.83% | 6.50% | 0.00% | 0.00% |
REET iShares Global REIT ETF | 3.53% | 3.63% | 3.27% | 2.42% | 3.18% | 2.64% | 5.25% | 5.73% | 3.84% | 5.37% | 3.56% | 2.12% |
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 20240810. 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 20240810 was 17.14%, occurring on Apr 8, 2025. The portfolio has not yet recovered.
The current 20240810 drawdown is 4.73%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-17.14% | Dec 17, 2024 | 76 | Apr 8, 2025 | — | — | — |
-9.85% | Jul 17, 2024 | 14 | Aug 5, 2024 | 35 | Sep 24, 2024 | 49 |
-5.33% | Apr 12, 2024 | 6 | Apr 19, 2024 | 18 | May 15, 2024 | 24 |
-2.86% | Oct 15, 2024 | 15 | Nov 4, 2024 | 2 | Nov 6, 2024 | 17 |
-2.34% | Nov 12, 2024 | 4 | Nov 15, 2024 | 5 | Nov 22, 2024 | 9 |
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 9 assets, with an effective number of assets of 5.71, 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
^GSPC | PDBC | GLD | IBIT | INDA | REET | VNQI | SMH | QQQ | VOO | Portfolio | |
---|---|---|---|---|---|---|---|---|---|---|---|
^GSPC | 1.00 | 0.16 | 0.14 | 0.37 | 0.43 | 0.54 | 0.49 | 0.80 | 0.94 | 1.00 | 0.92 |
PDBC | 0.16 | 1.00 | 0.38 | 0.14 | 0.11 | 0.07 | 0.19 | 0.18 | 0.15 | 0.17 | 0.24 |
GLD | 0.14 | 0.38 | 1.00 | 0.11 | 0.27 | 0.22 | 0.37 | 0.12 | 0.12 | 0.15 | 0.25 |
IBIT | 0.37 | 0.14 | 0.11 | 1.00 | 0.23 | 0.27 | 0.27 | 0.31 | 0.36 | 0.37 | 0.53 |
INDA | 0.43 | 0.11 | 0.27 | 0.23 | 1.00 | 0.33 | 0.45 | 0.35 | 0.41 | 0.43 | 0.54 |
REET | 0.54 | 0.07 | 0.22 | 0.27 | 0.33 | 1.00 | 0.75 | 0.27 | 0.37 | 0.54 | 0.51 |
VNQI | 0.49 | 0.19 | 0.37 | 0.27 | 0.45 | 0.75 | 1.00 | 0.34 | 0.39 | 0.50 | 0.53 |
SMH | 0.80 | 0.18 | 0.12 | 0.31 | 0.35 | 0.27 | 0.34 | 1.00 | 0.88 | 0.79 | 0.88 |
QQQ | 0.94 | 0.15 | 0.12 | 0.36 | 0.41 | 0.37 | 0.39 | 0.88 | 1.00 | 0.94 | 0.92 |
VOO | 1.00 | 0.17 | 0.15 | 0.37 | 0.43 | 0.54 | 0.50 | 0.79 | 0.94 | 1.00 | 0.92 |
Portfolio | 0.92 | 0.24 | 0.25 | 0.53 | 0.54 | 0.51 | 0.53 | 0.88 | 0.92 | 0.92 | 1.00 |