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scott 6
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

scott 6

Last updated Nov 15, 2024

3 year

Asset Allocation

SMH 14.3%KGC 14.3%NVDA 14.3%NVDL 14.27%DXJ 14.27%XLE 14.27%CDE 14.27%EquityEquity
PositionCategory/SectorWeight
CDE
Coeur Mining, Inc.		Basic Materials
14.27%
DXJ
WisdomTree Japan Hedged Equity Fund		Japan Equities
14.27%
KGC
Kinross Gold Corporation		Basic Materials
14.30%
NVDA
NVIDIA Corporation		Technology
14.30%
NVDL
GraniteShares 2x Long NVDA Daily ETF		Leveraged Equities
14.27%
SMH
VanEck Vectors Semiconductor ETF		Technology Equities
14.30%
XLE
Energy Select Sector SPDR Fund		Energy Equities
14.27%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in scott 6, 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%JuneJulyAugustSeptemberOctoberNovember
28.52%
12.31%
scott 6
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 13, 2022, corresponding to the inception date of NVDL

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		24.72%2.30%12.31%32.12%13.81%11.31%
scott 6114.61%5.11%28.52%134.35%N/AN/A
Portfolio components:
NVDL
GraniteShares 2x Long NVDA Daily ETF		449.84%21.77%91.76%453.07%N/AN/A
DXJ
WisdomTree Japan Hedged Equity Fund		26.88%2.69%2.99%25.44%18.61%11.70%
XLE
Energy Select Sector SPDR Fund		15.94%5.67%2.96%16.00%15.03%5.05%
SMH
VanEck Vectors Semiconductor ETF		41.92%0.41%6.88%54.88%32.98%28.72%
CDE
Coeur Mining, Inc.		91.10%-4.30%18.22%165.11%-0.19%3.64%
KGC
Kinross Gold Corporation		57.18%-5.44%20.61%79.66%19.68%14.33%
NVDA
NVIDIA Corporation		196.42%11.52%55.56%200.29%96.27%77.78%

Monthly Returns

The table below presents the monthly returns of scott 6, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20247.43%17.49%18.80%0.57%21.25%6.49%-0.18%-1.57%2.35%4.03%114.61%
202320.30%2.04%17.68%-1.18%12.27%7.61%7.81%-0.84%-7.49%0.00%13.13%4.78%102.20%
2022-9.06%-9.06%

Expense Ratio

scott 6 features an expense ratio of 0.30%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

NVDL
GraniteShares 2x Long NVDA Daily ETF
Expense ratio chart for NVDL: current value at 1.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.15%
DXJ
WisdomTree Japan Hedged Equity Fund
Expense ratio chart for DXJ: 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%
SMH
VanEck Vectors Semiconductor ETF
Expense ratio chart for SMH: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
XLE
Energy Select Sector SPDR Fund
Expense ratio chart for XLE: current value at 0.13% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.13%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of scott 6 is 89, placing it in the top 11% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of scott 6 is 8989
Combined Rank
The Sharpe Ratio Rank of scott 6 is 9595Sharpe Ratio Rank
The Sortino Ratio Rank of scott 6 is 8585Sortino Ratio Rank
The Omega Ratio Rank of scott 6 is 8282Omega Ratio Rank
The Calmar Ratio Rank of scott 6 is 9393Calmar Ratio Rank
The Martin Ratio Rank of scott 6 is 9191Martin 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.

scott 6
Sharpe ratio
The chart of Sharpe ratio for scott 6, currently valued at 3.69, compared to the broader market0.002.004.006.003.69
Sortino ratio
The chart of Sortino ratio for scott 6, currently valued at 4.03, compared to the broader market-2.000.002.004.006.004.03
Omega ratio
The chart of Omega ratio for scott 6, currently valued at 1.53, compared to the broader market0.801.001.201.401.601.802.001.53
Calmar ratio
The chart of Calmar ratio for scott 6, currently valued at 5.99, compared to the broader market0.005.0010.0015.005.99
Martin ratio
The chart of Martin ratio for scott 6, currently valued at 22.03, compared to the broader market0.0010.0020.0030.0040.0050.0022.03
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.66, compared to the broader market0.002.004.006.002.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.56, compared to the broader market-2.000.002.004.006.003.56
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.50, compared to the broader market0.801.001.201.401.601.802.001.50
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.81, compared to the broader market0.005.0010.0015.003.81
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 17.03, compared to the broader market0.0010.0020.0030.0040.0050.0017.03
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
NVDL
GraniteShares 2x Long NVDA Daily ETF		4.313.501.458.5422.48
DXJ
WisdomTree Japan Hedged Equity Fund		1.191.561.231.113.95
XLE
Energy Select Sector SPDR Fund		0.891.291.161.192.76
SMH
VanEck Vectors Semiconductor ETF		1.602.121.282.226.05
CDE
Coeur Mining, Inc.		2.382.921.333.5912.48
KGC
Kinross Gold Corporation		2.042.571.333.4710.52
NVDA
NVIDIA Corporation		3.783.851.507.2322.81

Sharpe Ratio

The current scott 6 Sharpe ratio is 3.69. 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 1.86 to 2.73, this portfolio's current Sharpe ratio 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.

Use the chart below to compare the Sharpe ratio of scott 6 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 Ratio1.002.003.004.005.00JuneJulyAugustSeptemberOctoberNovember
3.69
2.66
scott 6
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

scott 6 provided a 1.32% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
Portfolio1.32%2.98%1.73%1.43%1.50%2.07%1.52%1.21%0.90%2.12%2.57%1.58%
Portfolio components:
NVDL
GraniteShares 2x Long NVDA Daily ETF		2.05%11.29%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DXJ
WisdomTree Japan Hedged Equity Fund		2.32%3.44%3.03%2.64%2.53%2.47%2.92%2.30%1.98%5.95%11.61%2.44%
XLE
Energy Select Sector SPDR Fund		3.14%3.55%3.68%4.21%5.62%5.73%3.54%3.03%2.26%3.39%2.35%1.73%
SMH
VanEck Vectors Semiconductor ETF		0.42%0.60%2.37%1.02%1.38%6.00%3.75%2.85%1.61%4.28%2.31%3.11%
CDE
Coeur Mining, 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%
KGC
Kinross Gold Corporation		1.28%1.98%2.93%2.07%0.82%0.00%0.00%0.00%0.00%0.00%0.00%1.83%
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. Drawdowns are calculated considering price movements and all distributions paid, if any.

-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.64%
-0.87%
scott 6
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the scott 6. 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 scott 6 was 22.24%, occurring on Aug 7, 2024. Recovery took 47 trading sessions.

The current scott 6 drawdown is 3.64%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.24%Jul 11, 202420Aug 7, 202447Oct 14, 202467
-10.83%Jul 20, 202353Oct 3, 202332Nov 16, 202385
-10.02%Dec 14, 202210Dec 28, 202210Jan 12, 202320
-9.12%Apr 12, 20246Apr 19, 202411May 6, 202417
-8.91%Feb 15, 20235Feb 22, 202316Mar 16, 202321

Volatility

Volatility Chart

The current scott 6 volatility is 8.68%, 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%JuneJulyAugustSeptemberOctoberNovember
8.68%
3.81%
scott 6
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.
XLECDEKGCDXJNVDLNVDASMH
XLE1.000.230.200.29-0.000.010.11
CDE0.231.000.700.080.120.110.24
KGC0.200.701.000.140.130.130.22
DXJ0.290.080.141.000.310.310.42
NVDL-0.000.120.130.311.000.990.84
NVDA0.010.110.130.310.991.000.85
SMH0.110.240.220.420.840.851.00
The correlation results are calculated based on daily price changes starting from Dec 14, 2022