Папп
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Папп, 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 Dec 18, 2013, corresponding to the inception date of AGZD
Returns By Period
As of Sep 21, 2024, the Папп returned 18.04% Year-To-Date and 19.14% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
| Папп | 18.04% | 2.08% | 7.70% | 33.74% | 19.26% | 19.14% |
| Portfolio components: | ||||||
INCO Columbia India Consumer ETF | 31.64% | 5.11% | 23.12% | 51.32% | 18.53% | 11.85% |
BTC-USD Bitcoin | 49.52% | 3.30% | -0.92% | 137.86% | 44.39% | 64.49% |
XLKQ.L Invesco US Technology Sector UCITS ETF | 31.12% | -0.93% | 12.20% | 54.26% | 26.52% | 21.36% |
HFSAX Hundredfold Select Alternative Fund Investor Class | 4.29% | 1.96% | 3.51% | 14.65% | 10.06% | 7.48% |
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund | 5.03% | 1.17% | 3.24% | 7.10% | 3.12% | 2.32% |
TITAN.NS Titan Company Limited | 3.65% | 7.55% | 2.78% | 15.29% | 21.14% | 22.23% |
NVDA NVIDIA Corporation | 134.29% | -9.72% | 23.05% | 182.90% | 93.32% | 74.24% |
SVARX Spectrum Low Volatility Fund | 4.14% | 1.66% | 3.77% | 12.95% | 7.46% | 6.97% |
Monthly Returns
The table below presents the monthly returns of Папп, 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 | 1.29% | 5.76% | 3.62% | -2.09% | 1.84% | 2.69% | 1.23% | 0.12% | 18.04% | ||||
| 2023 | 6.31% | -0.91% | 4.13% | 1.28% | 2.33% | 3.86% | 0.90% | -0.46% | -0.56% | 2.16% | 5.80% | 4.99% | 33.82% |
| 2022 | -3.19% | -0.17% | 0.35% | -3.74% | -2.05% | -5.21% | 6.09% | -1.83% | -2.85% | 1.53% | 0.85% | -2.43% | -12.37% |
| 2021 | 1.22% | 4.06% | 4.61% | 0.13% | -0.28% | 1.87% | 1.40% | 3.52% | -0.42% | 5.32% | -0.14% | -1.09% | 21.87% |
| 2020 | 3.36% | -1.38% | -8.41% | 6.82% | 3.84% | 2.87% | 5.73% | 4.41% | -0.86% | 0.86% | 9.69% | 9.85% | 41.68% |
| 2019 | 0.85% | 2.51% | 3.01% | 3.41% | 4.55% | 7.46% | -2.17% | -0.85% | 1.54% | 2.85% | -2.38% | 1.59% | 24.30% |
| 2018 | -1.08% | -1.65% | -1.75% | 3.70% | -2.52% | -1.94% | 3.29% | -0.14% | -3.10% | -3.00% | -0.91% | -1.25% | -10.12% |
| 2017 | 2.64% | 4.48% | 1.36% | 3.26% | 9.32% | 2.15% | 3.54% | 6.81% | -1.41% | 7.06% | 9.04% | 6.50% | 69.94% |
| 2016 | -3.41% | -0.17% | 4.79% | 2.01% | 3.70% | 3.39% | 2.74% | 0.69% | 0.83% | 0.97% | -0.58% | 4.82% | 21.29% |
| 2015 | -0.23% | 3.22% | -2.15% | -1.10% | 0.68% | -0.25% | 1.11% | -3.68% | -0.54% | 5.12% | 2.56% | 1.26% | 5.83% |
| 2014 | -0.49% | -0.55% | 1.74% | -0.63% | 6.89% | 2.38% | -1.39% | 0.83% | -0.74% | -0.33% | 1.41% | -1.59% | 7.49% |
| 2013 | 4.04% | 4.04% |
Expense Ratio
Папп has a high expense ratio of 1.07%, indicating higher-than-average management fees. 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 Папп is 86, placing it in the top 14% 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 | |
|---|---|---|---|---|---|
INCO Columbia India Consumer ETF | 3.24 | 4.64 | 1.58 | 3.91 | 34.10 |
BTC-USD Bitcoin | 1.38 | 2.06 | 1.21 | 0.82 | 6.10 |
XLKQ.L Invesco US Technology Sector UCITS ETF | 1.99 | 2.63 | 1.33 | 1.20 | 8.90 |
HFSAX Hundredfold Select Alternative Fund Investor Class | 1.20 | 1.57 | 1.25 | 0.34 | 5.38 |
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund | 2.00 | 3.06 | 1.36 | 1.94 | 31.09 |
TITAN.NS Titan Company Limited | 0.08 | 0.29 | 1.04 | 0.01 | 0.21 |
NVDA NVIDIA Corporation | 3.39 | 3.54 | 1.44 | 4.36 | 20.58 |
SVARX Spectrum Low Volatility Fund | 1.52 | 2.19 | 1.41 | 0.42 | 5.24 |
Dividends
Dividend yield
Папп granted a 3.51% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Папп | 3.51% | 3.35% | 3.76% | 3.93% | 2.97% | 2.74% | 1.62% | 3.57% | 3.86% | 1.69% | 1.98% | 0.55% |
| Portfolio components: | ||||||||||||
INCO Columbia India Consumer ETF | 2.90% | 3.81% | 10.57% | 6.25% | 0.34% | 0.28% | 0.12% | 0.05% | 0.09% | 0.00% | 0.08% | 0.00% |
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% |
XLKQ.L Invesco US Technology Sector UCITS ETF | 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 | 5.03% | 5.17% | 4.92% | 10.08% | 13.58% | 6.44% | 3.11% | 11.06% | 5.60% | 1.79% | 8.53% | 5.26% |
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund | 6.19% | 6.07% | 8.61% | 1.66% | 2.28% | 2.83% | 2.62% | 2.31% | 1.95% | 2.37% | 1.69% | 0.05% |
TITAN.NS Titan Company Limited | 0.29% | 0.54% | 0.29% | 0.16% | 0.26% | 0.42% | 0.40% | 0.30% | 0.67% | 0.66% | 0.55% | 0.92% |
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
SVARX Spectrum Low Volatility Fund | 4.24% | 3.35% | 0.00% | 5.85% | 4.46% | 4.91% | 2.41% | 6.90% | 9.07% | 3.02% | 2.82% | 0.18% |
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 Папп. 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 Папп was 18.86%, occurring on Dec 10, 2018. Recovery took 194 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -18.86% | Dec 17, 2017 | 359 | Dec 10, 2018 | 194 | Jun 22, 2019 | 553 |
| -17.49% | Nov 9, 2021 | 222 | Jun 18, 2022 | 390 | Jul 13, 2023 | 612 |
| -17.08% | Feb 15, 2020 | 38 | Mar 23, 2020 | 74 | Jun 5, 2020 | 112 |
| -7.91% | Mar 4, 2015 | 174 | Aug 24, 2015 | 70 | Nov 2, 2015 | 244 |
| -6.38% | Dec 26, 2015 | 48 | Feb 11, 2016 | 40 | Mar 22, 2016 | 88 |
Volatility
Volatility Chart
The current Папп volatility is 2.29%, 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
| AGZD | BTC-USD | TITAN.NS | NVDA | INCO | SVARX | XLKQ.L | HFSAX | |
|---|---|---|---|---|---|---|---|---|
| AGZD | 1.00 | 0.01 | 0.07 | 0.06 | 0.05 | 0.08 | 0.09 | 0.07 |
| BTC-USD | 0.01 | 1.00 | 0.02 | 0.11 | 0.07 | 0.06 | 0.10 | 0.12 |
| TITAN.NS | 0.07 | 0.02 | 1.00 | 0.09 | 0.35 | 0.13 | 0.15 | 0.14 |
| NVDA | 0.06 | 0.11 | 0.09 | 1.00 | 0.28 | 0.24 | 0.42 | 0.41 |
| INCO | 0.05 | 0.07 | 0.35 | 0.28 | 1.00 | 0.25 | 0.27 | 0.36 |
| SVARX | 0.08 | 0.06 | 0.13 | 0.24 | 0.25 | 1.00 | 0.32 | 0.60 |
| XLKQ.L | 0.09 | 0.10 | 0.15 | 0.42 | 0.27 | 0.32 | 1.00 | 0.41 |
| HFSAX | 0.07 | 0.12 | 0.14 | 0.41 | 0.36 | 0.60 | 0.41 | 1.00 |