20240810
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 20240810, 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
The earliest data available for this chart is Jan 11, 2024, corresponding to the inception date of IBIT
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 22.95% | 4.39% | 18.07% | 37.09% | 14.48% | 11.71% |
20240810 | N/A | 2.12% | 15.95% | N/A | N/A | N/A |
Portfolio components: | ||||||
Vanguard S&P 500 ETF | 24.24% | 2.89% | 17.84% | 39.06% | 16.30% | 13.75% |
Invesco QQQ | 21.27% | 2.64% | 18.42% | 38.31% | 21.70% | 18.70% |
iShares MSCI India ETF | 15.88% | -3.71% | 9.00% | 27.59% | 12.26% | 7.72% |
Vanguard Global ex-U.S. Real Estate ETF | 6.46% | -0.70% | 12.48% | 26.41% | -2.20% | 1.98% |
SPDR Gold Trust | 31.44% | 3.74% | 16.56% | 37.24% | 12.36% | 7.68% |
VanEck Vectors Semiconductor ETF | 43.83% | 5.72% | 23.88% | 75.27% | 35.87% | 29.71% |
iShares Bitcoin Trust | N/A | 9.13% | 3.01% | N/A | N/A | N/A |
Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF | 1.28% | 0.45% | -4.87% | -7.49% | 9.43% | N/A |
iShares Global REIT ETF | 11.48% | -0.41% | 20.95% | 33.14% | 1.81% | 4.58% |
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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 1.33% | 6.97% | 4.01% | -3.65% | 5.58% | 3.65% | 0.92% | 0.82% | 2.43% | 25.27% |
Expense Ratio
20240810 has an expense ratio of 0.27%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of 20240810 is 76, placing it in the top 24% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 | |
---|---|---|---|---|---|
Vanguard S&P 500 ETF | 3.06 | 4.07 | 1.56 | 3.26 | 20.25 |
Invesco QQQ | 2.12 | 2.77 | 1.37 | 2.68 | 9.95 |
iShares MSCI India ETF | 2.00 | 2.51 | 1.39 | 2.38 | 16.41 |
Vanguard Global ex-U.S. Real Estate ETF | 1.63 | 2.41 | 1.29 | 0.70 | 7.61 |
SPDR Gold Trust | 2.77 | 3.72 | 1.48 | 5.25 | 17.65 |
VanEck Vectors Semiconductor ETF | 2.15 | 2.64 | 1.36 | 2.99 | 8.61 |
iShares Bitcoin Trust | — | — | — | — | — |
Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF | -0.46 | -0.55 | 0.94 | -0.24 | -1.02 |
iShares Global REIT ETF | 1.91 | 2.79 | 1.34 | 0.95 | 7.67 |
Dividends
Dividend yield
20240810 granted a 1.00% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
20240810 | 1.00% | 1.18% | 1.88% | 4.42% | 1.06% | 2.32% | 2.08% | 1.83% | 2.00% | 1.96% | 1.42% | 1.23% |
Portfolio components: | ||||||||||||
Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Invesco QQQ | 0.61% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
iShares MSCI India ETF | 0.00% | 0.16% | 0.00% | 6.44% | 0.27% | 0.99% | 0.94% | 1.09% | 0.90% | 1.19% | 0.63% | 0.40% |
Vanguard Global ex-U.S. Real Estate ETF | 3.51% | 3.74% | 0.57% | 6.48% | 0.93% | 7.58% | 4.62% | 3.86% | 5.18% | 2.86% | 4.11% | 3.27% |
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% |
VanEck Vectors Semiconductor ETF | 0.41% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
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% |
Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF | 4.16% | 4.21% | 13.05% | 50.83% | 0.01% | 1.40% | 1.00% | 3.83% | 6.51% | 0.00% | 0.00% | 0.00% |
iShares Global REIT ETF | 2.64% | 3.27% | 2.43% | 3.18% | 2.65% | 5.25% | 5.73% | 3.84% | 5.37% | 3.56% | 2.11% | 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.
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 9.85%, occurring on Aug 5, 2024. Recovery took 35 trading sessions.
The current 20240810 drawdown is 0.99%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-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 |
-2.24% | Jun 20, 2024 | 3 | Jun 24, 2024 | 7 | Jul 3, 2024 | 10 |
-2.19% | Mar 8, 2024 | 6 | Mar 15, 2024 | 9 | Mar 28, 2024 | 15 |
-1.69% | Sep 27, 2024 | 3 | Oct 1, 2024 | 8 | Oct 11, 2024 | 11 |
Volatility
Volatility Chart
The current 20240810 volatility is 2.78%, 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
PDBC | IBIT | GLD | INDA | REET | SMH | VNQI | QQQ | VOO | |
---|---|---|---|---|---|---|---|---|---|
PDBC | 1.00 | 0.12 | 0.35 | 0.07 | -0.03 | 0.15 | 0.18 | 0.11 | 0.13 |
IBIT | 0.12 | 1.00 | 0.15 | 0.19 | 0.32 | 0.28 | 0.29 | 0.28 | 0.32 |
GLD | 0.35 | 0.15 | 1.00 | 0.31 | 0.31 | 0.16 | 0.43 | 0.22 | 0.26 |
INDA | 0.07 | 0.19 | 0.31 | 1.00 | 0.34 | 0.38 | 0.43 | 0.46 | 0.47 |
REET | -0.03 | 0.32 | 0.31 | 0.34 | 1.00 | 0.24 | 0.76 | 0.39 | 0.56 |
SMH | 0.15 | 0.28 | 0.16 | 0.38 | 0.24 | 1.00 | 0.34 | 0.87 | 0.77 |
VNQI | 0.18 | 0.29 | 0.43 | 0.43 | 0.76 | 0.34 | 1.00 | 0.44 | 0.56 |
QQQ | 0.11 | 0.28 | 0.22 | 0.46 | 0.39 | 0.87 | 0.44 | 1.00 | 0.93 |
VOO | 0.13 | 0.32 | 0.26 | 0.47 | 0.56 | 0.77 | 0.56 | 0.93 | 1.00 |