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Alpha Digital Whale
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


LXU 69%TQQQ 15%VOO 15%BondBondEquityEquity
PositionCategory/SectorTarget Weight
BIL
SPDR Barclays 1-3 Month T-Bill ETF
Government Bonds
0.64%
IEF
iShares 7-10 Year Treasury Bond ETF
Government Bonds
0.18%
LXU
LSB Industries, Inc.
Basic Materials
69%
TQQQ
ProShares UltraPro QQQ
Leveraged Equities, Leveraged
15%
VGLT
Vanguard Long-Term Treasury ETF
Government Bonds
0.18%
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities
15%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Alpha Digital Whale , 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 every 3 months.


500.00%1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%NovemberDecember2025FebruaryMarchApril
1,991.52%
413.59%
Alpha Digital Whale
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO

Returns By Period

As of Apr 3, 2025, the Alpha Digital Whale returned -13.33% Year-To-Date and 3.59% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.58%-3.06%-0.68%8.94%17.98%10.64%
Alpha Digital Whale -23.08%-13.61%-13.01%0.61%40.77%20.45%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
1.04%0.34%2.19%4.89%2.48%1.72%
IEF
iShares 7-10 Year Treasury Bond ETF
4.05%0.24%-0.82%5.93%-2.74%0.77%
VGLT
Vanguard Long-Term Treasury ETF
5.52%-0.73%-3.64%4.39%-8.29%-0.56%
TQQQ
ProShares UltraPro QQQ
-24.04%-14.23%-13.45%0.75%42.70%30.97%
VOO
Vanguard S&P 500 ETF
-3.36%-3.02%-0.09%10.26%19.78%12.62%
LXU
LSB Industries, Inc.
-13.57%-5.34%-20.77%-24.86%43.13%-14.46%
*Annualized

Monthly Returns

The table below presents the monthly returns of Alpha Digital Whale , with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.56%-9.17%-22.36%4.32%-23.08%
20243.06%13.88%2.71%-13.44%17.56%17.02%-6.85%0.29%5.75%-3.96%14.51%-0.91%54.53%
202326.10%-2.53%21.96%-0.63%20.52%17.15%10.22%-6.20%-14.58%-7.75%30.64%15.25%157.92%
2022-24.76%-12.42%11.36%-34.12%-8.71%-26.57%33.60%-14.01%-27.41%9.92%9.08%-23.43%-75.18%
2021-0.52%-0.88%2.54%17.38%-4.36%18.34%8.59%11.98%-15.74%23.71%5.10%2.18%82.82%
20206.79%-17.36%-35.62%41.92%16.64%16.73%21.02%33.88%-18.24%-9.58%32.99%14.66%100.49%
201925.16%7.09%8.82%14.38%-23.27%21.16%6.39%-7.21%2.20%10.35%10.96%10.59%111.87%
201823.05%-6.32%-12.73%-0.87%14.28%2.15%7.89%17.20%-0.71%-24.87%-2.23%-25.15%-19.63%
201711.52%13.91%2.13%8.35%6.05%-4.54%5.90%3.00%1.36%10.88%6.26%0.86%87.00%
2016-18.84%-3.63%32.15%-5.07%7.77%-6.67%13.26%2.69%-1.86%-9.09%5.85%3.42%12.10%
2015-3.68%19.66%1.13%3.48%2.87%-5.35%1.04%-25.89%-18.05%22.48%-12.74%-4.16%-26.17%
2014-13.82%4.75%4.81%0.64%4.28%8.51%-3.42%8.04%-6.84%5.39%0.06%-5.61%4.24%

Expense Ratio

Alpha Digital Whale has an expense ratio of 0.15%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


Expense ratio chart for TQQQ: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TQQQ: 0.95%
Expense ratio chart for IEF: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IEF: 0.15%
Expense ratio chart for BIL: current value is 0.14%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BIL: 0.14%
Expense ratio chart for VGLT: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VGLT: 0.04%
Expense ratio chart for VOO: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOO: 0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Alpha Digital Whale is 2, meaning it’s performing worse than 98% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of Alpha Digital Whale is 22
Overall Rank
The Sharpe Ratio Rank of Alpha Digital Whale is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of Alpha Digital Whale is 22
Sortino Ratio Rank
The Omega Ratio Rank of Alpha Digital Whale is 22
Omega Ratio Rank
The Calmar Ratio Rank of Alpha Digital Whale is 33
Calmar Ratio Rank
The Martin Ratio Rank of Alpha Digital Whale is 11
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.


Sharpe ratio
The chart of Sharpe ratio for Portfolio, currently valued at -0.03, compared to the broader market-6.00-4.00-2.000.002.00
Portfolio: -0.03
^GSPC: 0.58
The chart of Sortino ratio for Portfolio, currently valued at 0.33, compared to the broader market-6.00-4.00-2.000.002.004.00
Portfolio: 0.33
^GSPC: 0.86
The chart of Omega ratio for Portfolio, currently valued at 1.04, compared to the broader market0.400.600.801.001.201.401.60
Portfolio: 1.04
^GSPC: 1.11
The chart of Calmar ratio for Portfolio, currently valued at -0.05, compared to the broader market0.002.004.006.00
Portfolio: -0.05
^GSPC: 0.80
The chart of Martin ratio for Portfolio, currently valued at -0.12, compared to the broader market0.005.0010.0015.0020.0025.00
Portfolio: -0.12
^GSPC: 2.64

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BIL
SPDR Barclays 1-3 Month T-Bill ETF
20.81253.38147.29448.794,119.60
IEF
iShares 7-10 Year Treasury Bond ETF
0.881.311.150.281.83
VGLT
Vanguard Long-Term Treasury ETF
0.310.521.060.090.62
TQQQ
ProShares UltraPro QQQ
-0.030.351.05-0.05-0.12
VOO
Vanguard S&P 500 ETF
0.690.991.130.953.15
LXU
LSB Industries, Inc.
-0.52-0.590.93-0.30-1.39

The current Alpha Digital Whale Sharpe ratio is -0.44. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 0.46 to 1.11, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Alpha Digital Whale with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.03
0.58
Alpha Digital Whale
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Alpha Digital Whale provided a 0.49% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio0.49%0.42%0.45%0.36%0.19%0.24%0.31%0.35%0.28%0.31%0.33%0.29%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
4.78%5.03%4.92%1.35%0.00%0.30%2.05%1.66%0.68%0.07%0.00%0.00%
IEF
iShares 7-10 Year Treasury Bond ETF
3.63%3.62%2.91%1.96%0.83%1.08%2.08%2.24%1.82%1.81%1.90%2.05%
VGLT
Vanguard Long-Term Treasury ETF
4.22%4.33%3.33%2.83%1.82%2.15%2.46%2.71%2.55%2.69%3.21%2.75%
TQQQ
ProShares UltraPro QQQ
1.65%1.27%1.26%0.57%0.00%0.00%0.06%0.11%0.00%0.00%0.01%0.03%
VOO
Vanguard S&P 500 ETF
1.34%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%
LXU
LSB Industries, 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%

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.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-34.20%
-7.70%
Alpha Digital Whale
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Alpha Digital Whale . 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 Alpha Digital Whale was 77.78%, occurring on Dec 28, 2022. Recovery took 486 trading sessions.

The current Alpha Digital Whale drawdown is 55.02%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-77.78%Nov 22, 2021277Dec 28, 2022486Dec 4, 2024763
-67.32%Feb 20, 202022Mar 20, 202083Jul 20, 2020105
-61.05%Apr 28, 2015199Feb 9, 2016331Jun 2, 2017530
-54.05%Sep 4, 201878Dec 24, 2018223Nov 12, 2019301
-41.96%May 31, 201188Oct 3, 2011254Oct 4, 2012342

Volatility

Volatility Chart

The current Alpha Digital Whale volatility is 22.22%, 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.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
22.22%
5.74%
Alpha Digital Whale
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.

BILLXUIEFTQQQVGLTVOO
BIL1.00-0.020.03-0.000.02-0.00
LXU-0.021.00-0.210.33-0.220.43
IEF0.03-0.211.00-0.180.92-0.24
TQQQ-0.000.33-0.181.00-0.190.90
VGLT0.02-0.220.92-0.191.00-0.26
VOO-0.000.43-0.240.90-0.261.00
The correlation results are calculated based on daily price changes starting from Sep 10, 2010
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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