XBMO
BIT X MOMENTUM
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in XBMO, 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 Jul 30, 2018, corresponding to the inception date of VRT
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| XBMO | 166.90% | 13.68% | 56.91% | 205.92% | 57.96% | N/A |
| Portfolio components: | ||||||
FTAI Fortress Transportation and Infrastructure Investors LLC | 254.24% | 9.68% | 104.21% | 294.45% | 72.41% | N/A |
VST Vistra Corp. | 272.07% | 7.46% | 47.38% | 309.24% | 44.22% | N/A |
THC Tenet Healthcare Corporation | 115.60% | 4.92% | 22.53% | 178.70% | 39.91% | 13.39% |
MSTR MicroStrategy Incorporated | 419.90% | 62.83% | 118.41% | 584.12% | 84.19% | 34.80% |
KKR KKR & Co. Inc. | 84.77% | 11.56% | 41.69% | 130.32% | 40.19% | 24.42% |
NVDA NVIDIA Corporation | 195.43% | 5.94% | 54.60% | 194.66% | 96.24% | 77.64% |
BSX Boston Scientific Corporation | 53.55% | 1.39% | 19.23% | 64.33% | 16.03% | 20.90% |
HWM Howmet Aerospace Inc. | 114.57% | 12.86% | 40.13% | 125.44% | 37.84% | N/A |
EVR Evercore Inc. | 78.47% | 11.36% | 51.78% | 109.16% | 35.19% | 22.34% |
SPOT Spotify Technology S.A. | 148.72% | 25.47% | 54.23% | 167.97% | 26.03% | N/A |
COST Costco Wholesale Corporation | 42.28% | 5.08% | 18.96% | 62.58% | 27.42% | 23.65% |
TMUS T-Mobile US, Inc. | 51.91% | 11.57% | 49.12% | 66.40% | 25.80% | 24.04% |
FI Fiserv Inc. | 60.48% | 10.32% | 37.53% | 74.51% | 13.40% | 22.10% |
FICO Fair Isaac Corporation | 101.76% | 13.51% | 71.65% | 128.64% | 46.67% | 41.93% |
VRT Vertiv Holdings Co. | 159.51% | 10.78% | 19.12% | 186.10% | 65.05% | N/A |
Monthly Returns
The table below presents the monthly returns of XBMO, 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 | 7.09% | 18.22% | 17.72% | -1.28% | 17.72% | 2.52% | 6.55% | 5.49% | 9.56% | 6.20% | 166.90% | ||
| 2023 | 19.49% | 5.22% | 5.65% | 4.92% | 1.79% | 11.19% | 4.02% | 5.71% | -3.85% | -0.30% | 16.13% | 10.38% | 113.13% |
| 2022 | -7.08% | -0.58% | 3.16% | -12.18% | -0.67% | -12.45% | 21.42% | -8.57% | -11.12% | 12.35% | 4.71% | -4.95% | -19.69% |
| 2021 | 2.66% | 8.14% | 2.02% | 4.74% | 0.68% | 8.38% | -0.70% | 0.82% | -8.32% | 8.91% | -2.74% | 6.92% | 34.55% |
| 2020 | -0.27% | -6.78% | -23.84% | 20.00% | 6.70% | 3.08% | 10.27% | 7.59% | -0.73% | -2.63% | 26.17% | 10.76% | 49.76% |
| 2019 | 11.41% | 7.94% | 3.86% | -0.88% | -6.36% | 6.21% | 3.14% | 1.10% | 0.09% | 5.38% | 8.58% | 3.06% | 51.51% |
| 2018 | 1.18% | 3.54% | -0.28% | -10.19% | -0.27% | -11.16% | -16.87% |
Expense Ratio
XBMO has an expense ratio of 0.00%, indicating no management fees are charged. 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 XBMO is 100, placing it in the top 0% 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 | |
|---|---|---|---|---|---|
FTAI Fortress Transportation and Infrastructure Investors LLC | 7.43 | 6.11 | 1.86 | 21.98 | 85.68 |
VST Vistra Corp. | 5.98 | 4.86 | 1.67 | 9.15 | 24.65 |
THC Tenet Healthcare Corporation | 4.98 | 5.78 | 1.73 | 5.43 | 50.44 |
MSTR MicroStrategy Incorporated | 5.30 | 4.13 | 1.49 | 8.52 | 26.18 |
KKR KKR & Co. Inc. | 4.39 | 5.26 | 1.70 | 7.41 | 40.88 |
NVDA NVIDIA Corporation | 3.88 | 3.90 | 1.50 | 7.43 | 23.42 |
BSX Boston Scientific Corporation | 4.02 | 5.26 | 1.73 | 9.11 | 39.12 |
HWM Howmet Aerospace Inc. | 3.89 | 5.39 | 1.77 | 13.97 | 35.73 |
EVR Evercore Inc. | 3.79 | 4.76 | 1.61 | 10.65 | 34.86 |
SPOT Spotify Technology S.A. | 4.82 | 5.96 | 1.75 | 3.31 | 46.31 |
COST Costco Wholesale Corporation | 3.37 | 3.99 | 1.60 | 6.44 | 16.64 |
TMUS T-Mobile US, Inc. | 4.33 | 5.91 | 1.84 | 12.98 | 31.64 |
FI Fiserv Inc. | 4.55 | 5.81 | 1.78 | 8.98 | 23.67 |
FICO Fair Isaac Corporation | 4.40 | 4.51 | 1.66 | 7.86 | 26.35 |
VRT Vertiv Holdings Co. | 3.67 | 3.47 | 1.47 | 5.32 | 15.26 |
Dividends
Dividend yield
XBMO provided a 0.36% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.36% | 0.88% | 1.66% | 1.16% | 1.45% | 1.57% | 1.83% | 1.59% | 4.06% | 2.13% | 1.32% | 1.38% |
| Portfolio components: | ||||||||||||
FTAI Fortress Transportation and Infrastructure Investors LLC | 0.55% | 2.59% | 6.97% | 4.56% | 5.63% | 6.76% | 9.21% | 6.62% | 9.93% | 4.26% | 0.00% | 0.00% |
VST Vistra Corp. | 0.61% | 2.13% | 3.12% | 2.64% | 2.75% | 2.17% | 0.00% | 0.00% | 14.97% | 0.00% | 0.00% | 0.00% |
THC Tenet Healthcare Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MSTR MicroStrategy Incorporated | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
KKR KKR & Co. Inc. | 0.56% | 0.78% | 1.31% | 0.77% | 1.31% | 1.71% | 3.23% | 3.18% | 4.16% | 10.13% | 8.75% | 6.66% |
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% | 1.94% |
BSX Boston Scientific Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HWM Howmet Aerospace Inc. | 0.22% | 0.31% | 0.25% | 0.13% | 0.05% | 0.39% | 1.42% | 0.88% | 0.49% | 0.00% | 0.00% | 0.00% |
EVR Evercore Inc. | 1.03% | 1.75% | 2.60% | 1.95% | 2.14% | 3.00% | 2.66% | 1.58% | 1.85% | 2.13% | 1.97% | 1.52% |
SPOT Spotify Technology S.A. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
COST Costco Wholesale Corporation | 2.09% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% | 1.01% |
TMUS T-Mobile US, Inc. | 1.08% | 0.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 12.04% |
FI Fiserv Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 2.06% | 5.08% | 7.87% | 7.61% | 1.52% |
FICO Fair Isaac Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.07% | 0.08% | 0.11% | 0.13% |
VRT Vertiv Holdings Co. | 0.08% | 0.05% | 0.07% | 0.04% | 0.05% | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the XBMO. 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 XBMO was 47.33%, occurring on Mar 18, 2020. Recovery took 98 trading sessions.
The current XBMO drawdown is 0.34%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -47.33% | Feb 20, 2020 | 20 | Mar 18, 2020 | 98 | Aug 6, 2020 | 118 |
| -30.47% | Dec 28, 2021 | 119 | Jun 16, 2022 | 166 | Feb 14, 2023 | 285 |
| -25.91% | Sep 4, 2018 | 78 | Dec 24, 2018 | 59 | Mar 21, 2019 | 137 |
| -10.92% | Feb 10, 2021 | 30 | Mar 24, 2021 | 54 | Jun 10, 2021 | 84 |
| -9.87% | Oct 26, 2020 | 5 | Oct 30, 2020 | 6 | Nov 9, 2020 | 11 |
Volatility
Volatility Chart
The current XBMO volatility is 8.47%, 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
| VST | SPOT | TMUS | COST | FTAI | MSTR | VRT | THC | BSX | HWM | FICO | NVDA | FI | EVR | KKR | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| VST | 1.00 | 0.18 | 0.25 | 0.26 | 0.32 | 0.25 | 0.29 | 0.33 | 0.32 | 0.37 | 0.24 | 0.25 | 0.33 | 0.34 | 0.37 |
| SPOT | 0.18 | 1.00 | 0.26 | 0.28 | 0.25 | 0.36 | 0.31 | 0.23 | 0.25 | 0.25 | 0.37 | 0.47 | 0.30 | 0.29 | 0.40 |
| TMUS | 0.25 | 0.26 | 1.00 | 0.37 | 0.23 | 0.25 | 0.25 | 0.28 | 0.37 | 0.28 | 0.33 | 0.32 | 0.38 | 0.33 | 0.35 |
| COST | 0.26 | 0.28 | 0.37 | 1.00 | 0.20 | 0.28 | 0.28 | 0.26 | 0.35 | 0.30 | 0.41 | 0.44 | 0.37 | 0.29 | 0.39 |
| FTAI | 0.32 | 0.25 | 0.23 | 0.20 | 1.00 | 0.32 | 0.35 | 0.38 | 0.30 | 0.45 | 0.32 | 0.29 | 0.31 | 0.42 | 0.43 |
| MSTR | 0.25 | 0.36 | 0.25 | 0.28 | 0.32 | 1.00 | 0.33 | 0.28 | 0.27 | 0.33 | 0.35 | 0.43 | 0.31 | 0.40 | 0.43 |
| VRT | 0.29 | 0.31 | 0.25 | 0.28 | 0.35 | 0.33 | 1.00 | 0.31 | 0.28 | 0.36 | 0.38 | 0.44 | 0.33 | 0.37 | 0.46 |
| THC | 0.33 | 0.23 | 0.28 | 0.26 | 0.38 | 0.28 | 0.31 | 1.00 | 0.43 | 0.44 | 0.33 | 0.29 | 0.36 | 0.47 | 0.43 |
| BSX | 0.32 | 0.25 | 0.37 | 0.35 | 0.30 | 0.27 | 0.28 | 0.43 | 1.00 | 0.38 | 0.42 | 0.32 | 0.49 | 0.37 | 0.42 |
| HWM | 0.37 | 0.25 | 0.28 | 0.30 | 0.45 | 0.33 | 0.36 | 0.44 | 0.38 | 1.00 | 0.37 | 0.34 | 0.41 | 0.53 | 0.48 |
| FICO | 0.24 | 0.37 | 0.33 | 0.41 | 0.32 | 0.35 | 0.38 | 0.33 | 0.42 | 0.37 | 1.00 | 0.48 | 0.50 | 0.36 | 0.47 |
| NVDA | 0.25 | 0.47 | 0.32 | 0.44 | 0.29 | 0.43 | 0.44 | 0.29 | 0.32 | 0.34 | 0.48 | 1.00 | 0.36 | 0.40 | 0.51 |
| FI | 0.33 | 0.30 | 0.38 | 0.37 | 0.31 | 0.31 | 0.33 | 0.36 | 0.49 | 0.41 | 0.50 | 0.36 | 1.00 | 0.43 | 0.46 |
| EVR | 0.34 | 0.29 | 0.33 | 0.29 | 0.42 | 0.40 | 0.37 | 0.47 | 0.37 | 0.53 | 0.36 | 0.40 | 0.43 | 1.00 | 0.63 |
| KKR | 0.37 | 0.40 | 0.35 | 0.39 | 0.43 | 0.43 | 0.46 | 0.43 | 0.42 | 0.48 | 0.47 | 0.51 | 0.46 | 0.63 | 1.00 |