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PETER'S TREND ALLOCATION MODEL PORTFOLIO (PTAMP) -...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

PETER'S TREND ALLOCATION MODEL PORTFOLIO (PTAMP) - Last Updated 2July2024

Last updated Nov 13, 2024

Asset Allocation

IBIT 10%EETH 10%SPYG 10%XLK 10%MAGS 10%SMH 10%AIQ 10%BLOK 10%JEPQ 10%DXJ 10%CryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorWeight
AIQ
Global X Artificial Intelligence & Technology ETF		Large Cap Growth Equities
10%
BLOK
Amplify Transformational Data Sharing ETF		Technology Equities, Actively Managed, Blockchain
10%
DXJ
WisdomTree Japan Hedged Equity Fund		Japan Equities
10%
EETH
ProShares Ether Strategy ETF		Blockchain
10%
IBIT
iShares Bitcoin Trust		Blockchain
10%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF		Actively Managed, Dividend, Derivative Income
10%
MAGS
Roundhill Magnificent Seven ETF		Technology Equities
10%
SMH
VanEck Vectors Semiconductor ETF		Technology Equities
10%
SPYG
SPDR Portfolio S&P 500 Growth ETF		Large Cap Growth Equities
10%
XLK
Technology Select Sector SPDR Fund		Technology Equities
10%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in PETER'S TREND ALLOCATION MODEL PORTFOLIO (PTAMP) - Last Updated 2July2024, 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

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
16.95%
12.76%
PETER'S TREND ALLOCATION MODEL PORTFOLIO (PTAMP) - Last Updated 2July2024
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jan 11, 2024, corresponding to the inception date of IBIT

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		25.48%2.14%12.76%33.14%13.96%11.39%
PETER'S TREND ALLOCATION MODEL PORTFOLIO (PTAMP) - Last Updated 2July2024N/A8.73%16.94%N/AN/AN/A
Portfolio components:
SPYG
SPDR Portfolio S&P 500 Growth ETF		35.08%3.27%16.85%41.65%17.93%15.25%
XLK
Technology Select Sector SPDR Fund		22.90%0.65%10.86%30.23%23.18%20.50%
MAGS
Roundhill Magnificent Seven ETF		55.78%9.73%27.63%61.08%N/AN/A
SMH
VanEck Vectors Semiconductor ETF		41.61%-5.22%5.87%54.65%32.95%28.62%
AIQ
Global X Artificial Intelligence & Technology ETF		24.43%1.73%12.58%33.82%18.37%N/A
BLOK
Amplify Transformational Data Sharing ETF		59.06%19.39%43.53%118.82%24.99%N/A
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF		23.39%3.77%10.52%28.15%N/AN/A
DXJ
WisdomTree Japan Hedged Equity Fund		25.86%-0.36%1.09%23.73%18.44%11.45%
IBIT
iShares Bitcoin Trust		N/A35.85%35.49%N/AN/AN/A
EETH
ProShares Ether Strategy ETF		28.91%20.40%1.61%47.56%N/AN/A

Monthly Returns

The table below presents the monthly returns of PETER'S TREND ALLOCATION MODEL PORTFOLIO (PTAMP) - Last Updated 2July2024, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.63%16.68%4.94%-7.79%9.40%2.78%-0.87%-3.62%3.68%0.91%40.02%

Expense Ratio

PETER'S TREND ALLOCATION MODEL PORTFOLIO (PTAMP) - Last Updated 2July2024 features an expense ratio of 0.42%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

EETH
ProShares Ether Strategy ETF
Expense ratio chart for EETH: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
BLOK
Amplify Transformational Data Sharing ETF
Expense ratio chart for BLOK: current value at 0.71% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.71%
AIQ
Global X Artificial Intelligence & Technology ETF
Expense ratio chart for AIQ: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%
DXJ
WisdomTree Japan Hedged Equity Fund
Expense ratio chart for DXJ: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%
SMH
VanEck Vectors Semiconductor ETF
Expense ratio chart for SMH: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
Expense ratio chart for JEPQ: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
MAGS
Roundhill Magnificent Seven ETF
Expense ratio chart for MAGS: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%
IBIT
iShares Bitcoin Trust
Expense ratio chart for IBIT: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
XLK
Technology Select Sector SPDR Fund
Expense ratio chart for XLK: current value at 0.13% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.13%
SPYG
SPDR Portfolio S&P 500 Growth ETF
Expense ratio chart for SPYG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of PETER'S TREND ALLOCATION MODEL PORTFOLIO (PTAMP) - Last Updated 2July2024 is 97, placing it in the top 3% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of PETER'S TREND ALLOCATION MODEL PORTFOLIO (PTAMP) - Last Updated 2July2024 is 9797
Combined Rank
The Sharpe Ratio Rank of PETER'S TREND ALLOCATION MODEL PORTFOLIO (PTAMP) - Last Updated 2July2024 is 9898Sharpe Ratio Rank
The Sortino Ratio Rank of PETER'S TREND ALLOCATION MODEL PORTFOLIO (PTAMP) - Last Updated 2July2024 is 9898Sortino Ratio Rank
The Omega Ratio Rank of PETER'S TREND ALLOCATION MODEL PORTFOLIO (PTAMP) - Last Updated 2July2024 is 9797Omega Ratio Rank
The Calmar Ratio Rank of PETER'S TREND ALLOCATION MODEL PORTFOLIO (PTAMP) - Last Updated 2July2024 is 9393Calmar Ratio Rank
The Martin Ratio Rank of PETER'S TREND ALLOCATION MODEL PORTFOLIO (PTAMP) - Last Updated 2July2024 is 9898Martin 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.

PETER'S TREND ALLOCATION MODEL PORTFOLIO (PTAMP) - Last Updated 2July2024
Sharpe ratio
No data
Sortino ratio
No data
Omega ratio
No data
Calmar ratio
No data
Martin ratio
No data
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.91, compared to the broader market0.002.004.006.002.91
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.88, compared to the broader market-2.000.002.004.006.003.88
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.55, compared to the broader market0.801.001.201.401.601.802.001.55
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.20, compared to the broader market0.005.0010.0015.004.20
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.80, compared to the broader market0.0010.0020.0030.0040.0050.0060.0018.80
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SPYG
SPDR Portfolio S&P 500 Growth ETF		2.593.321.473.2113.70
XLK
Technology Select Sector SPDR Fund		1.522.031.281.936.69
MAGS
Roundhill Magnificent Seven ETF		2.613.261.443.5811.63
SMH
VanEck Vectors Semiconductor ETF		1.732.241.302.396.56
AIQ
Global X Artificial Intelligence & Technology ETF		1.982.601.352.6810.34
BLOK
Amplify Transformational Data Sharing ETF		3.053.671.432.0013.37
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF		2.383.111.492.7111.74
DXJ
WisdomTree Japan Hedged Equity Fund		1.221.591.241.144.06
IBIT
iShares Bitcoin Trust		—————
EETH
ProShares Ether Strategy ETF		0.601.251.150.831.60

Sharpe Ratio

There is not enough data available to calculate the Sharpe ratio for PETER'S TREND ALLOCATION MODEL PORTFOLIO (PTAMP) - Last Updated 2July2024. We calculate this metric based on the past 12 months of trading data. Please check back later for updated information.

Chart placeholderNot enough data

Dividends

Dividend yield

PETER'S TREND ALLOCATION MODEL PORTFOLIO (PTAMP) - Last Updated 2July2024 provided a 2.57% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
Portfolio2.57%1.82%1.75%1.94%0.81%1.36%1.16%0.79%0.69%1.36%1.70%0.87%
Portfolio components:
SPYG
SPDR Portfolio S&P 500 Growth ETF		0.65%1.15%1.03%0.62%0.90%1.36%1.51%1.41%1.55%1.57%1.37%1.42%
XLK
Technology Select Sector SPDR Fund		0.66%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%1.75%1.70%
MAGS
Roundhill Magnificent Seven ETF		0.28%0.44%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		0.42%0.60%2.37%1.02%1.38%6.00%3.75%2.85%1.61%4.28%2.31%3.11%
AIQ
Global X Artificial Intelligence & Technology ETF		0.16%0.16%0.56%0.15%0.50%0.51%0.51%0.00%0.00%0.00%0.00%0.00%
BLOK
Amplify Transformational Data Sharing ETF		0.72%1.15%0.00%14.31%1.88%2.05%1.30%0.00%0.00%0.00%0.00%0.00%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF		9.35%10.02%9.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DXJ
WisdomTree Japan Hedged Equity Fund		2.34%3.44%3.03%2.64%2.53%2.47%2.92%2.30%1.98%5.95%11.61%2.44%
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%
EETH
ProShares Ether Strategy ETF		11.17%0.53%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.

-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.21%
-0.27%
PETER'S TREND ALLOCATION MODEL PORTFOLIO (PTAMP) - Last Updated 2July2024
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the PETER'S TREND ALLOCATION MODEL PORTFOLIO (PTAMP) - Last Updated 2July2024. 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 PETER'S TREND ALLOCATION MODEL PORTFOLIO (PTAMP) - Last Updated 2July2024 was 18.10%, occurring on Aug 5, 2024. Recovery took 66 trading sessions.

The current PETER'S TREND ALLOCATION MODEL PORTFOLIO (PTAMP) - Last Updated 2July2024 drawdown is 0.18%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-18.1%Jul 17, 202414Aug 5, 202466Nov 6, 202480
-9.3%Mar 14, 202434May 1, 202413May 20, 202447
-3.88%Jun 18, 20244Jun 24, 20247Jul 3, 202411
-3.14%Mar 5, 20241Mar 5, 20241Mar 6, 20242
-2.15%Jan 30, 20242Jan 31, 20242Feb 2, 20244

Volatility

Volatility Chart

The current PETER'S TREND ALLOCATION MODEL PORTFOLIO (PTAMP) - Last Updated 2July2024 volatility is 8.08%, 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.

2.00%4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
8.08%
3.75%
PETER'S TREND ALLOCATION MODEL PORTFOLIO (PTAMP) - Last Updated 2July2024
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
IBITDXJEETHBLOKSMHMAGSXLKSPYGJEPQAIQ
IBIT1.000.090.830.760.280.270.260.270.280.34
DXJ0.091.000.190.360.450.420.460.480.510.52
EETH0.830.191.000.690.330.340.300.330.340.37
BLOK0.760.360.691.000.530.540.550.580.580.65
SMH0.280.450.330.531.000.760.910.850.850.85
MAGS0.270.420.340.540.761.000.840.920.890.84
XLK0.260.460.300.550.910.841.000.950.930.90
SPYG0.270.480.330.580.850.920.951.000.960.91
JEPQ0.280.510.340.580.850.890.930.961.000.91
AIQ0.340.520.370.650.850.840.900.910.911.00
The correlation results are calculated based on daily price changes starting from Jan 12, 2024