1111
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund | Total Bond Market | 26% |
BTC-USD Bitcoin | 9% | |
COTZX Columbia Thermostat Fund | Tactical Allocation | 1% |
HFSAX Hundredfold Select Alternative Fund Investor Class | Tactical Allocation | 10% |
INCO Columbia India Consumer ETF | Asia Pacific Equities | 30% |
NVDA NVIDIA Corporation | Technology | 6% |
RTSI RTS Index | 2% | |
TITAN.NS Titan Company Limited | Consumer Cyclical | 9% |
XLKQ.L Invesco US Technology Sector UCITS ETF | Technology Equities | 7% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 1111, 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 Jul 25, 2024, the 1111 returned 21.47% Year-To-Date and 23.21% 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 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
1111 | 21.39% | 0.91% | 18.88% | 38.46% | 24.30% | 23.20% |
Portfolio components: | ||||||
INCO Columbia India Consumer ETF | 22.39% | 3.47% | 22.10% | 42.92% | 17.84% | 12.13% |
RTSI RTS Index | 4.14% | -0.10% | 1.66% | 8.59% | -3.50% | -0.67% |
BTC-USD Bitcoin | 55.63% | 8.17% | 57.30% | 125.18% | 47.12% | 60.37% |
XLKQ.L Invesco US Technology Sector UCITS ETF | 26.66% | -3.37% | 18.57% | 38.54% | 25.27% | 21.07% |
HFSAX Hundredfold Select Alternative Fund Investor Class | 1.44% | 1.27% | 2.25% | 9.98% | 9.19% | 7.10% |
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund | 3.17% | -0.18% | 2.91% | 6.32% | 2.83% | 2.09% |
COTZX Columbia Thermostat Fund | 3.69% | 0.57% | 4.58% | 8.72% | 7.66% | 6.10% |
TITAN.NS Titan Company Limited | -7.81% | 0.14% | -10.12% | 11.02% | 20.95% | 22.56% |
NVDA NVIDIA Corporation | 126.76% | -11.17% | 84.00% | 144.69% | 91.57% | 74.73% |
Monthly Returns
The table below presents the monthly returns of 1111, 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 | 2.42% | 7.99% | 4.61% | -2.12% | 2.55% | 4.14% | 21.39% | ||||||
2023 | 6.97% | -0.11% | 5.47% | 2.64% | 4.59% | 5.22% | 1.31% | -0.56% | -1.03% | 2.43% | 7.05% | 5.02% | 46.13% |
2022 | -4.04% | -0.93% | 0.45% | -4.41% | -2.14% | -6.63% | 8.34% | -1.26% | -4.28% | 2.41% | 1.29% | -4.03% | -14.97% |
2021 | 1.00% | 4.85% | 5.89% | -0.60% | 1.43% | 2.86% | 1.27% | 5.19% | -0.14% | 7.04% | 0.10% | -1.32% | 30.79% |
2020 | 3.16% | -2.58% | -12.81% | 9.13% | 4.24% | 3.15% | 6.02% | 6.02% | -0.42% | 0.10% | 11.84% | 11.64% | 43.84% |
2019 | -0.52% | 2.37% | 4.58% | 2.97% | 5.12% | 8.58% | -4.22% | -0.79% | 3.56% | 4.79% | -3.36% | 1.64% | 26.79% |
2018 | -0.71% | -2.50% | -1.78% | 4.67% | -3.33% | -2.55% | 4.27% | -0.26% | -5.54% | -4.27% | 0.73% | -1.51% | -12.53% |
2017 | 3.75% | 5.12% | 2.92% | 3.88% | 11.07% | 2.72% | 4.47% | 7.79% | -1.86% | 9.26% | 11.08% | 7.96% | 92.60% |
2016 | -5.42% | -0.96% | 6.63% | 1.45% | 4.77% | 4.66% | 3.73% | 0.24% | 1.60% | 0.83% | -1.33% | 5.41% | 23.09% |
2015 | 1.07% | 4.16% | -3.15% | -2.30% | 1.20% | -0.41% | 1.53% | -5.21% | -0.67% | 6.40% | 3.71% | 1.16% | 7.15% |
2014 | -1.33% | -0.05% | 3.83% | -1.46% | 9.72% | 3.39% | -1.94% | 2.46% | -0.08% | -0.16% | 1.74% | -2.43% | 13.88% |
2013 | 4.62% | 4.62% |
Expense Ratio
1111 features an expense ratio of 0.47%, falling within the medium range. 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 1111 is 98, placing it in the top 2% 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 | 3.77 | 5.22 | 1.69 | 4.72 | 41.44 |
RTSI RTS Index | 0.05 | 0.18 | 1.02 | 0.00 | 0.15 |
BTC-USD Bitcoin | 2.56 | 2.98 | 1.31 | 1.53 | 14.15 |
XLKQ.L Invesco US Technology Sector UCITS ETF | 2.50 | 3.22 | 1.42 | 1.98 | 17.22 |
HFSAX Hundredfold Select Alternative Fund Investor Class | 2.13 | 3.25 | 1.45 | 0.32 | 9.66 |
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund | 1.92 | 2.97 | 1.36 | 1.59 | 27.76 |
COTZX Columbia Thermostat Fund | 2.23 | 3.25 | 1.42 | 0.38 | 10.92 |
TITAN.NS Titan Company Limited | 0.09 | 0.29 | 1.04 | 0.01 | 0.26 |
NVDA NVIDIA Corporation | 4.65 | 4.58 | 1.59 | 7.21 | 38.32 |
Dividends
Dividend yield
1111 granted a 3.05% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
1111 | 3.05% | 3.32% | 5.97% | 3.48% | 2.15% | 1.57% | 1.15% | 1.82% | 1.21% | 0.97% | 1.50% | 0.81% |
Portfolio components: | ||||||||||||
INCO Columbia India Consumer ETF | 3.11% | 3.81% | 10.57% | 6.25% | 0.34% | 0.28% | 0.12% | 0.05% | 0.09% | 0.00% | 0.08% | 0.00% |
RTSI RTS Index | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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 | 5.17% | 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 | 5.93% | 6.07% | 8.61% | 1.66% | 2.28% | 2.83% | 2.62% | 2.31% | 1.95% | 2.37% | 1.69% | 0.05% |
COTZX Columbia Thermostat Fund | 2.89% | 2.74% | 3.28% | 14.82% | 6.92% | 5.57% | 5.81% | 5.25% | 2.66% | 4.26% | 3.62% | 7.24% |
TITAN.NS Titan Company Limited | 0.32% | 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% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the 1111. 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 1111 was 25.69%, occurring on Mar 23, 2020. Recovery took 126 trading sessions.
The current 1111 drawdown is 1.45%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-25.69% | Feb 20, 2020 | 33 | Mar 23, 2020 | 126 | Jul 27, 2020 | 159 |
-22.36% | Dec 17, 2017 | 359 | Dec 10, 2018 | 197 | Jun 25, 2019 | 556 |
-22.26% | Nov 9, 2021 | 222 | Jun 18, 2022 | 363 | Jun 16, 2023 | 585 |
-12.28% | Mar 13, 2015 | 165 | Aug 24, 2015 | 72 | Nov 4, 2015 | 237 |
-9.94% | Dec 26, 2015 | 48 | Feb 11, 2016 | 62 | Apr 13, 2016 | 110 |
Volatility
Volatility Chart
The current 1111 volatility is 2.17%, 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 | RTSI | NVDA | INCO | XLKQ.L | COTZX | HFSAX | |
---|---|---|---|---|---|---|---|---|---|
AGZD | 1.00 | 0.01 | 0.07 | 0.06 | 0.07 | 0.05 | 0.10 | -0.01 | 0.07 |
BTC-USD | 0.01 | 1.00 | 0.02 | 0.07 | 0.11 | 0.06 | 0.09 | 0.08 | 0.12 |
TITAN.NS | 0.07 | 0.02 | 1.00 | 0.15 | 0.09 | 0.35 | 0.14 | 0.12 | 0.14 |
RTSI | 0.06 | 0.07 | 0.15 | 1.00 | 0.14 | 0.22 | 0.28 | 0.21 | 0.26 |
NVDA | 0.07 | 0.11 | 0.09 | 0.14 | 1.00 | 0.28 | 0.42 | 0.40 | 0.41 |
INCO | 0.05 | 0.06 | 0.35 | 0.22 | 0.28 | 1.00 | 0.26 | 0.35 | 0.36 |
XLKQ.L | 0.10 | 0.09 | 0.14 | 0.28 | 0.42 | 0.26 | 1.00 | 0.40 | 0.41 |
COTZX | -0.01 | 0.08 | 0.12 | 0.21 | 0.40 | 0.35 | 0.40 | 1.00 | 0.58 |
HFSAX | 0.07 | 0.12 | 0.14 | 0.26 | 0.41 | 0.36 | 0.41 | 0.58 | 1.00 |