High Risk
high risk list
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
CELH Celsius Holdings, Inc. | Consumer Defensive | 16.67% |
IBIT iShares Bitcoin Trust | Blockchain | 16.67% |
NVDA NVIDIA Corporation | Technology | 16.67% |
PM Philip Morris International Inc. | Consumer Defensive | 16.67% |
REK ProShares Short Real Estate | REIT | 16.67% |
VOOG Vanguard S&P 500 Growth ETF | Large Cap Blend Equities | 16.67% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in High Risk, 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) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
High Risk | N/A | -0.79% | 11.87% | N/A | N/A | N/A |
Portfolio components: | ||||||
REK ProShares Short Real Estate | -4.93% | -5.59% | -9.97% | -14.03% | -7.31% | -8.31% |
NVDA NVIDIA Corporation | 155.39% | 11.85% | 60.70% | 174.89% | 99.84% | 75.44% |
IBIT iShares Bitcoin Trust | N/A | -6.96% | 10.74% | N/A | N/A | N/A |
VOOG Vanguard S&P 500 Growth ETF | 24.42% | 3.63% | 13.32% | 33.94% | 17.17% | 14.62% |
CELH Celsius Holdings, Inc. | -26.39% | -16.43% | -40.57% | -33.85% | 97.40% | 69.20% |
PM Philip Morris International Inc. | 32.37% | 6.96% | 38.09% | 34.67% | 16.66% | 9.02% |
Monthly Returns
The table below presents the monthly returns of High Risk, 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 | -1.87% | 22.39% | 6.25% | -4.42% | 10.03% | -2.60% | -1.41% | 28.16% |
Expense Ratio
High Risk has an expense ratio of 0.22%, 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 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 | |
---|---|---|---|---|---|
REK ProShares Short Real Estate | -0.76 | -0.98 | 0.88 | -0.17 | -0.95 |
NVDA NVIDIA Corporation | 3.38 | 3.69 | 1.46 | 6.22 | 19.49 |
IBIT iShares Bitcoin Trust | — | — | — | — | — |
VOOG Vanguard S&P 500 Growth ETF | 2.14 | 2.84 | 1.39 | 1.66 | 10.34 |
CELH Celsius Holdings, Inc. | -0.55 | -0.53 | 0.94 | -0.53 | -1.18 |
PM Philip Morris International Inc. | 2.19 | 3.04 | 1.39 | 2.54 | 9.85 |
Dividends
Dividend yield
High Risk granted a 1.85% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
High Risk | 1.85% | 1.85% | 1.08% | 0.96% | 1.13% | 1.37% | 1.49% | 0.94% | 1.07% | 1.22% | 1.29% | 1.25% |
Portfolio components: | ||||||||||||
REK ProShares Short Real Estate | 6.07% | 4.50% | 0.48% | 0.00% | 0.07% | 1.28% | 0.43% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
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% |
VOOG Vanguard S&P 500 Growth ETF | 0.71% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% | 1.28% | 1.46% |
CELH Celsius Holdings, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PM Philip Morris International Inc. | 4.29% | 5.46% | 4.98% | 5.16% | 5.73% | 5.43% | 6.73% | 3.99% | 4.50% | 4.60% | 4.76% | 4.11% |
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 High Risk. 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 High Risk was 14.79%, occurring on Aug 7, 2024. The portfolio has not yet recovered.
The current High Risk drawdown is 7.22%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-14.79% | May 28, 2024 | 50 | Aug 7, 2024 | — | — | — |
-9.6% | Mar 14, 2024 | 26 | Apr 19, 2024 | 18 | May 15, 2024 | 44 |
-2.75% | Feb 15, 2024 | 4 | Feb 21, 2024 | 1 | Feb 22, 2024 | 5 |
-2.64% | Jan 12, 2024 | 7 | Jan 23, 2024 | 8 | Feb 2, 2024 | 15 |
-1.56% | Mar 5, 2024 | 1 | Mar 5, 2024 | 1 | Mar 6, 2024 | 2 |
Volatility
Volatility Chart
The current High Risk volatility is 8.72%, 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
PM | CELH | IBIT | REK | NVDA | VOOG | |
---|---|---|---|---|---|---|
PM | 1.00 | 0.02 | 0.04 | -0.35 | -0.18 | -0.01 |
CELH | 0.02 | 1.00 | 0.20 | -0.18 | 0.29 | 0.32 |
IBIT | 0.04 | 0.20 | 1.00 | -0.28 | 0.26 | 0.25 |
REK | -0.35 | -0.18 | -0.28 | 1.00 | 0.01 | -0.29 |
NVDA | -0.18 | 0.29 | 0.26 | 0.01 | 1.00 | 0.74 |
VOOG | -0.01 | 0.32 | 0.25 | -0.29 | 0.74 | 1.00 |