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1111
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

1111

Currency in USD · Last updated May 19, 2025

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/SectorTarget 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

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The earliest data available for this chart is Jul 8, 2014, corresponding to the inception date of XLKQ.L

Returns By Period

As of May 19, 2025, the 1111 returned 3.84% Year-To-Date and 23.65% of annualized return in the last 10 years.

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		1.30%12.79%1.49%12.35%15.37%10.87%
11113.84%8.14%4.52%13.04%25.84%23.65%
Portfolio components:
INCO
Columbia India Consumer ETF		1.55%4.65%1.52%1.17%20.45%9.23%
RTSI
RTS Index		24.02%-0.68%28.38%-8.59%-1.21%0.56%
BTC-USD
Bitcoin		10.45%22.19%14.85%54.15%60.41%83.77%
XLKQ.L
Invesco US Technology Sector UCITS ETF		-1.45%21.82%2.35%18.53%23.51%21.07%
HFSAX
Hundredfold Select Alternative Fund Investor Class		2.37%2.20%2.32%6.05%5.75%4.76%
AGZD
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund		0.52%1.04%0.94%4.27%3.80%2.52%
COTZX
Columbia Thermostat Fund		5.39%6.87%5.48%12.34%2.73%3.47%
TITAN.NS
Titan Company Limited		11.70%9.20%13.17%5.75%31.79%22.40%
NVDA
NVIDIA Corporation		0.84%33.41%-4.62%46.46%72.91%74.92%
*Annualized

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.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-0.23%-5.20%0.03%4.54%4.97%3.84%
20242.42%7.99%4.61%-2.16%2.60%4.14%1.45%-0.19%3.34%-3.29%4.26%-1.10%26.22%
20236.97%-0.11%5.47%2.64%4.59%5.22%1.31%-0.56%-1.03%2.43%7.05%5.02%46.13%
2022-3.98%-0.94%0.45%-4.42%-2.14%-6.63%8.34%-1.26%-4.28%2.41%1.29%-4.03%-14.93%
20211.02%4.85%5.90%-0.63%1.44%2.83%1.26%5.19%-0.13%7.04%-0.27%-1.49%30.07%
20203.17%-2.57%-12.82%9.14%4.25%3.08%6.07%6.04%-0.43%-0.72%11.85%11.73%42.82%
2019-0.52%2.42%4.49%3.04%5.14%8.56%-4.21%-0.81%3.58%4.75%-3.35%1.36%26.46%
2018-0.78%-2.50%-1.90%4.79%-3.32%-2.66%4.36%-0.21%-5.58%-4.41%0.66%-1.56%-12.83%
20173.75%5.12%2.92%3.88%11.07%2.71%4.47%7.70%-1.83%9.31%10.61%7.96%91.81%
2016-5.53%-0.96%6.59%1.45%4.77%4.64%3.73%0.24%1.60%0.83%-1.33%5.21%22.66%
20151.07%4.16%-3.18%-2.25%1.15%-0.45%1.49%-5.24%-0.67%6.34%3.71%1.28%7.04%
2014-1.37%2.39%-0.05%-0.10%1.70%-3.17%-0.70%

Expense Ratio

1111 has an expense ratio of 0.47%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

INCO
Columbia India Consumer ETF
HFSAX
Hundredfold Select Alternative Fund Investor Class
COTZX
Columbia Thermostat Fund
AGZD
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund
XLKQ.L
Invesco US Technology Sector UCITS ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 1111 is 55, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of 1111 is 5555
Overall Rank
The Sharpe Ratio Rank of 1111 is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of 1111 is 7979
Sortino Ratio Rank
The Omega Ratio Rank of 1111 is 6363
Omega Ratio Rank
The Calmar Ratio Rank of 1111 is 99
Calmar Ratio Rank
The Martin Ratio Rank of 1111 is 4242
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
INCO
Columbia India Consumer ETF		0.07-0.870.900.09-0.72
RTSI
RTS Index		-0.271.541.170.162.71
BTC-USD
Bitcoin		1.073.501.373.0813.82
XLKQ.L
Invesco US Technology Sector UCITS ETF		0.691.271.170.252.61
HFSAX
Hundredfold Select Alternative Fund Investor Class		1.152.371.320.235.37
AGZD
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund		0.931.311.160.357.28
COTZX
Columbia Thermostat Fund		1.351.611.230.175.25
TITAN.NS
Titan Company Limited		0.24-0.130.980.55-0.31
NVDA
NVIDIA Corporation		0.781.421.190.513.16

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

1111 Sharpe ratios as of May 19, 2025 (values are recalculated daily):

  • 1-Year: 1.15
  • 5-Year: 2.02
  • 10-Year: 1.69
  • All Time: 1.57

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.56 to 1.05, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of 1111 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

1111 provided a 2.57% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio2.57%2.55%3.32%5.96%2.92%1.33%1.29%0.90%1.19%0.96%0.73%0.64%
Portfolio components:
INCO
Columbia India Consumer ETF		2.84%2.88%3.81%10.57%6.25%0.34%0.28%0.12%0.05%0.09%0.00%0.08%
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		5.74%5.87%5.17%4.92%5.79%5.82%3.98%0.93%4.81%3.66%1.40%0.00%
AGZD
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund		4.15%3.96%6.07%8.61%1.66%2.28%2.83%2.62%2.35%1.81%1.66%1.69%
COTZX
Columbia Thermostat Fund		3.37%3.55%2.74%2.32%1.85%1.74%1.98%2.26%3.74%0.78%2.27%2.19%
TITAN.NS
Titan Company Limited		0.30%0.34%0.54%0.29%0.16%0.26%0.42%0.40%0.30%0.67%0.66%0.55%
NVDA
NVIDIA Corporation		0.03%0.03%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%

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.

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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 25.75%, occurring on Mar 23, 2020. Recovery took 126 trading sessions.

The current 1111 drawdown is 0.03%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-25.75%Feb 20, 202033Mar 23, 2020126Jul 27, 2020159
-22.63%Dec 17, 2017359Dec 10, 2018198Jun 26, 2019557
-22.36%Nov 9, 2021222Jun 18, 2022364Jun 17, 2023586
-12.42%Mar 13, 2015165Aug 24, 2015103Dec 5, 2015268
-11.76%Dec 9, 2024120Apr 7, 202537May 14, 2025157

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 9 assets, with an effective number of assets of 5.19, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCAGZDBTC-USDTITAN.NSRTSIXLKQ.LNVDAINCOCOTZXHFSAXPortfolio
^GSPC1.000.120.170.140.270.530.630.460.700.690.58
AGZD0.121.000.010.080.080.090.060.040.010.070.12
BTC-USD0.170.011.000.030.070.110.120.070.100.140.61
TITAN.NS0.140.080.031.000.140.140.080.370.120.150.40
RTSI0.270.080.070.141.000.240.130.200.200.260.26
XLKQ.L0.530.090.110.140.241.000.410.240.370.400.41
NVDA0.630.060.120.080.130.411.000.260.410.410.47
INCO0.460.040.070.370.200.240.261.000.340.370.64
COTZX0.700.010.100.120.200.370.410.341.000.580.39
HFSAX0.690.070.140.150.260.400.410.370.581.000.45
Portfolio0.580.120.610.400.260.410.470.640.390.451.00
The correlation results are calculated based on daily price changes starting from Jul 9, 2014