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1111
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


AGZD 26%BTC-USD 9%INCO 30%HFSAX 10%TITAN.NS 9%XLKQ.L 7%NVDA 6%RTSI 2%COTZX 1%BondBondCryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorWeight
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%

S&P 500

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


0.00%10.00%20.00%30.00%NovemberDecember2024FebruaryMarchApril
26.77%
17.59%
1111
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 18, 2013, corresponding to the inception date of AGZD

Returns By Period

As of Apr 20, 2024, the 1111 returned 11.84% Year-To-Date and 23.41% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
111111.84%-1.79%26.77%44.12%24.50%23.37%
INCO
Columbia India Consumer ETF
7.88%0.89%22.20%44.22%13.17%12.32%
RTSI
RTS Index
8.33%5.57%8.55%15.16%-1.69%0.24%
BTC-USD
Bitcoin
51.05%0.10%112.86%129.51%62.95%62.44%
XLKQ.L
Invesco US Technology Sector UCITS ETF
7.16%-8.30%26.88%44.19%22.43%20.24%
HFSAX
Hundredfold Select Alternative Fund Investor Class
-1.82%-2.10%8.47%9.72%8.56%6.89%
AGZD
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund
2.15%0.41%4.87%8.17%2.76%2.04%
COTZX
Columbia Thermostat Fund
-2.55%-2.68%8.17%4.44%7.23%5.61%
TITAN.NS
Titan Company Limited
-3.06%-3.88%9.09%37.37%22.03%26.82%
NVDA
NVIDIA Corporation
53.88%-19.18%84.14%181.07%74.42%66.88%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.38%7.99%4.61%
2023-1.03%2.43%7.05%5.06%

Expense Ratio

The 1111 has a high expense ratio of 0.47%, 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.


0.50%1.00%1.50%2.00%0.75%
0.50%1.00%1.50%2.00%0.24%
0.50%1.00%1.50%2.00%0.14%

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.


1111
Sharpe ratio
The chart of Sharpe ratio for 1111, currently valued at 4.85, compared to the broader market-1.000.001.002.003.004.004.85
Sortino ratio
The chart of Sortino ratio for 1111, currently valued at 7.27, compared to the broader market-2.000.002.004.006.007.27
Omega ratio
The chart of Omega ratio for 1111, currently valued at 1.84, compared to the broader market0.801.001.201.401.601.801.84
Calmar ratio
The chart of Calmar ratio for 1111, currently valued at 4.79, compared to the broader market0.002.004.006.008.004.79
Martin ratio
The chart of Martin ratio for 1111, currently valued at 57.74, compared to the broader market0.0010.0020.0030.0040.0057.74
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
INCO
Columbia India Consumer ETF
3.314.361.543.7231.45
RTSI
RTS Index
1.672.381.280.166.34
BTC-USD
Bitcoin
4.093.991.462.0029.69
XLKQ.L
Invesco US Technology Sector UCITS ETF
2.012.761.351.2111.14
HFSAX
Hundredfold Select Alternative Fund Investor Class
1.922.931.430.2110.84
AGZD
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund
2.223.471.421.5726.31
COTZX
Columbia Thermostat Fund
0.661.021.120.052.33
TITAN.NS
Titan Company Limited
1.351.921.240.887.82
NVDA
NVIDIA Corporation
3.313.881.494.1020.95

Sharpe Ratio

The current 1111 Sharpe ratio is 4.85. A Sharpe ratio of 3.0 or higher is considered excellent.

-1.000.001.002.003.004.004.85

The Sharpe ratio of 1111 is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.006.00NovemberDecember2024FebruaryMarchApril
4.85
1.66
1111
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

1111 granted a 3.25% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
11113.25%3.31%5.97%3.48%2.15%1.57%1.15%1.82%1.21%0.97%1.50%0.81%
INCO
Columbia India Consumer ETF
3.53%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
5.24%5.14%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
6.10%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
2.81%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
0.56%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%0.29%0.45%1.20%1.70%1.94%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.44%
-5.46%
1111
Benchmark (^GSPC)
Portfolio components

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 3.44%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-25.69%Feb 20, 202033Mar 23, 2020126Jul 27, 2020159
-22.36%Dec 17, 2017359Dec 10, 2018197Jun 25, 2019556
-22.26%Nov 9, 2021222Jun 18, 2022363Jun 16, 2023585
-12.28%Mar 13, 2015165Aug 24, 201572Nov 4, 2015237
-9.94%Dec 26, 201548Feb 11, 201662Apr 13, 2016110

Volatility

Volatility Chart

The current 1111 volatility is 2.57%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
2.57%
3.15%
1111
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.

AGZDBTC-USDTITAN.NSRTSINVDAINCOXLKQ.LCOTZXHFSAX
AGZD1.000.010.070.060.070.050.10-0.000.08
BTC-USD0.011.000.020.070.110.060.100.070.12
TITAN.NS0.070.021.000.150.090.350.150.130.14
RTSI0.060.070.151.000.140.220.280.220.27
NVDA0.070.110.090.141.000.280.420.400.41
INCO0.050.060.350.220.281.000.270.350.37
XLKQ.L0.100.100.150.280.420.271.000.400.41
COTZX-0.000.070.130.220.400.350.401.000.58
HFSAX0.080.120.140.270.410.370.410.581.00