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Market Dominator 2
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Market Dominator 2

Last updated Sep 21, 2024

Updated monthly.

Asset Allocation

QQQY 10%MOAT 10%QUAL 10%BITO 10%NVDA 5%DLO 5%PDD 5%GOOG 5%MA 5%ANET 5%PANW 5%MSFT 5%SOXL 5%META 5%USOI 10%AlternativesAlternativesEquityEquityMulti-AssetMulti-Asset
PositionCategory/SectorWeight
ANET
Arista Networks, Inc.		Technology
5%
BITO
ProShares Bitcoin Strategy ETF		Technology Equities, Actively Managed, Blockchain
10%
DLO
DLocal Limited		Technology
5%
GOOG
Alphabet Inc.		Communication Services
5%
MA
Mastercard Inc		Financial Services
5%
META
Meta Platforms, Inc.		Communication Services
5%
MOAT
VanEck Vectors Morningstar Wide Moat ETF		Large Cap Blend Equities
10%
MSFT
Microsoft Corporation		Technology
5%
NVDA
NVIDIA Corporation		Technology
5%
PANW
Palo Alto Networks, Inc.		Technology
5%
PDD
Pinduoduo Inc.		Consumer Cyclical
5%
QQQY
Defiance Nasdaq 100 Enhanced Options Income ETF		Options Trading, Dividend
10%
QUAL
iShares Edge MSCI USA Quality Factor ETF		Large Cap Growth Equities
10%
SOXL
Direxion Daily Semiconductor Bull 3x Shares		Leveraged Equities, Leveraged
5%
USOI
Credit Suisse X-Links Crude Oil Shares Covered Call ETN		Commodities
10%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Market Dominator 2, 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

-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
2.05%
8.95%
Market Dominator 2
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 14, 2023, corresponding to the inception date of QQQY

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		19.55%1.45%8.95%31.70%13.79%11.17%
Market Dominator 221.45%-0.82%2.05%45.97%N/AN/A
Portfolio components:
NVDA
NVIDIA Corporation		134.29%-6.25%23.05%178.86%93.52%74.43%
DLO
DLocal Limited		-53.87%-6.42%-46.67%-56.76%N/AN/A
PDD
Pinduoduo Inc.		-31.72%-32.13%-18.77%4.14%24.04%N/A
GOOG
Alphabet Inc.		17.11%-0.38%8.75%25.75%21.87%19.04%
MA
Mastercard Inc		16.04%5.10%2.59%23.23%13.34%21.42%
ANET
Arista Networks, Inc.		63.25%9.17%25.47%113.19%45.07%33.74%
PANW
Palo Alto Networks, Inc.		15.34%-2.68%18.60%48.84%37.48%26.53%
MSFT
Microsoft Corporation		16.38%4.75%1.89%38.34%26.77%27.08%
MOAT
VanEck Vectors Morningstar Wide Moat ETF		12.02%2.41%7.36%25.95%14.89%13.24%
QUAL
iShares Edge MSCI USA Quality Factor ETF		21.77%1.50%8.62%36.16%15.66%13.39%
USOI
Credit Suisse X-Links Crude Oil Shares Covered Call ETN		10.35%-0.73%-3.67%-3.81%-7.37%N/A
QQQY
Defiance Nasdaq 100 Enhanced Options Income ETF		9.12%1.55%5.31%20.93%N/AN/A
SOXL
Direxion Daily Semiconductor Bull 3x Shares		7.24%-10.56%-27.54%89.17%24.53%34.39%
BITO
ProShares Bitcoin Strategy ETF		41.69%4.31%-4.60%119.04%N/AN/A
META
Meta Platforms, Inc.		59.07%5.63%10.37%88.26%24.32%21.86%

Monthly Returns

The table below presents the monthly returns of Market Dominator 2, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20243.22%11.18%3.95%-5.38%5.72%3.15%-1.54%-0.31%21.45%
2023-3.70%0.37%11.77%6.05%14.57%

Expense Ratio

Market Dominator 2 features an expense ratio of 0.39%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

QQQY
Defiance Nasdaq 100 Enhanced Options Income ETF
Expense ratio chart for QQQY: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%
SOXL
Direxion Daily Semiconductor Bull 3x Shares
Expense ratio chart for SOXL: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%
BITO
ProShares Bitcoin Strategy ETF
Expense ratio chart for BITO: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
USOI
Credit Suisse X-Links Crude Oil Shares Covered Call ETN
Expense ratio chart for USOI: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%
MOAT
VanEck Vectors Morningstar Wide Moat ETF
Expense ratio chart for MOAT: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%
QUAL
iShares Edge MSCI USA Quality Factor ETF
Expense ratio chart for QUAL: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Market Dominator 2 is 56, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of Market Dominator 2 is 5656
Market Dominator 2
The Sharpe Ratio Rank of Market Dominator 2 is 5656Sharpe Ratio Rank
The Sortino Ratio Rank of Market Dominator 2 is 4444Sortino Ratio Rank
The Omega Ratio Rank of Market Dominator 2 is 4545Omega Ratio Rank
The Calmar Ratio Rank of Market Dominator 2 is 8484Calmar Ratio Rank
The Martin Ratio Rank of Market Dominator 2 is 5353Martin 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.

Market Dominator 2
Sharpe ratio
The chart of Sharpe ratio for Market Dominator 2, currently valued at 2.25, compared to the broader market-1.000.001.002.003.004.002.25
Sortino ratio
The chart of Sortino ratio for Market Dominator 2, currently valued at 2.90, compared to the broader market-2.000.002.004.006.002.90
Omega ratio
The chart of Omega ratio for Market Dominator 2, currently valued at 1.38, compared to the broader market0.801.001.201.401.601.801.38
Calmar ratio
The chart of Calmar ratio for Market Dominator 2, currently valued at 3.45, compared to the broader market0.002.004.006.008.0010.003.45
Martin ratio
The chart of Martin ratio for Market Dominator 2, currently valued at 13.09, compared to the broader market0.0010.0020.0030.0040.0013.09
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.32, compared to the broader market-1.000.001.002.003.004.002.32
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.11, compared to the broader market-2.000.002.004.006.003.11
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.801.001.201.401.601.801.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.09, compared to the broader market0.002.004.006.008.0010.002.09
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 14.29, compared to the broader market0.0010.0020.0030.0040.0014.29
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
NVDA
NVIDIA Corporation		3.373.571.466.4620.29
DLO
DLocal Limited		-1.21-1.830.73-0.86-1.58
PDD
Pinduoduo Inc.		0.110.511.080.130.36
GOOG
Alphabet Inc.		0.811.191.171.022.95
MA
Mastercard Inc		1.251.671.241.654.19
ANET
Arista Networks, Inc.		2.633.211.445.5517.04
PANW
Palo Alto Networks, Inc.		1.011.351.241.463.08
MSFT
Microsoft Corporation		1.862.421.312.377.24
MOAT
VanEck Vectors Morningstar Wide Moat ETF		1.772.481.322.119.15
QUAL
iShares Edge MSCI USA Quality Factor ETF		2.553.481.464.4215.84
USOI
Credit Suisse X-Links Crude Oil Shares Covered Call ETN		-0.15-0.060.99-0.19-0.42
QQQY
Defiance Nasdaq 100 Enhanced Options Income ETF		1.651.961.291.967.03
SOXL
Direxion Daily Semiconductor Bull 3x Shares		0.831.601.211.333.34
BITO
ProShares Bitcoin Strategy ETF		2.072.621.313.909.26
META
Meta Platforms, Inc.		2.393.281.444.7714.48

Sharpe Ratio

The current Market Dominator 2 Sharpe ratio is 2.25. 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 1.91 to 2.59, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of Market Dominator 2 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 Ratio2.002.102.202.3006 AM12 PM06 PMWed 1806 AM12 PM06 PMThu 1906 AM12 PM06 PMFri 20
2.25
2.32
Market Dominator 2
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Market Dominator 2 granted a 16.45% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
Market Dominator 216.45%6.55%4.70%2.34%7.16%2.12%1.89%1.06%0.73%0.58%0.50%0.38%
Portfolio components:
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%
DLO
DLocal Limited		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PDD
Pinduoduo 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%
GOOG
Alphabet Inc.		0.24%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MA
Mastercard Inc		0.52%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%0.51%0.25%
ANET
Arista Networks, 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%
PANW
Palo Alto Networks, 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%
MSFT
Microsoft Corporation		0.69%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
MOAT
VanEck Vectors Morningstar Wide Moat ETF		0.77%0.86%1.25%1.08%1.46%1.31%1.79%1.07%1.17%2.13%1.34%0.79%
QUAL
iShares Edge MSCI USA Quality Factor ETF		1.00%1.23%1.59%1.20%1.39%1.60%2.00%1.76%1.96%1.63%1.35%0.63%
USOI
Credit Suisse X-Links Crude Oil Shares Covered Call ETN		21.09%26.72%42.76%20.49%67.99%17.12%13.08%6.31%0.00%0.00%0.00%0.00%
QQQY
Defiance Nasdaq 100 Enhanced Options Income ETF		86.19%20.64%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SOXL
Direxion Daily Semiconductor Bull 3x Shares		0.74%0.51%1.07%0.04%0.05%0.38%1.30%0.09%4.84%0.00%0.00%0.00%
BITO
ProShares Bitcoin Strategy ETF		54.22%15.14%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
META
Meta Platforms, Inc.		0.27%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.

-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-4.24%
-0.19%
Market Dominator 2
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Market Dominator 2. 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 Market Dominator 2 was 12.74%, occurring on Aug 5, 2024. The portfolio has not yet recovered.

The current Market Dominator 2 drawdown is 4.24%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-12.74%Jul 17, 202414Aug 5, 2024———
-7.88%Apr 12, 202414May 1, 202413May 20, 202427
-5.63%Sep 15, 20238Sep 26, 202328Nov 3, 202336
-3.95%Feb 16, 20243Feb 21, 20243Feb 26, 20246
-2.99%Jun 18, 20244Jun 24, 20249Jul 8, 202413

Volatility

Volatility Chart

The current Market Dominator 2 volatility is 6.78%, 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.

2.00%4.00%6.00%8.00%10.00%AprilMayJuneJulyAugustSeptember
6.78%
4.31%
Market Dominator 2
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.
USOIBITOPDDMADLOPANWGOOGMOATNVDAMETAANETMSFTSOXLQQQYQUAL
USOI1.000.020.110.040.090.120.060.020.050.040.13-0.020.080.030.06
BITO0.021.000.100.100.240.190.140.260.220.170.210.180.220.250.25
PDD0.110.101.000.200.260.280.270.190.260.270.240.270.300.330.31
MA0.040.100.201.000.230.310.250.520.170.300.300.330.270.400.55
DLO0.090.240.260.231.000.250.300.420.220.290.290.270.370.390.39
PANW0.120.190.280.310.251.000.370.340.380.350.460.440.400.500.52
GOOG0.060.140.270.250.300.371.000.340.400.510.370.640.420.550.55
MOAT0.020.260.190.520.420.340.341.000.260.350.340.390.550.560.72
NVDA0.050.220.260.170.220.380.400.261.000.510.570.530.750.680.68
META0.040.170.270.300.290.350.510.350.511.000.540.640.490.650.65
ANET0.130.210.240.300.290.460.370.340.570.541.000.580.680.710.65
MSFT-0.020.180.270.330.270.440.640.390.530.640.581.000.580.730.70
SOXL0.080.220.300.270.370.400.420.550.750.490.680.581.000.790.81
QQQY0.030.250.330.400.390.500.550.560.680.650.710.730.791.000.86
QUAL0.060.250.310.550.390.520.550.720.680.650.650.700.810.861.00
The correlation results are calculated based on daily price changes starting from Sep 15, 2023