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Broke
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BUYZ 22%SMH 14%IXN 13%PXE 13%URA 10%BOAT 9%PLTR 6%PICK 5%PEJ 5%TSM 3%EquityEquity
PositionCategory/SectorWeight
BUYZ
Franklin Disruptive Commerce ETF
Large Cap Growth Equities, Actively Managed

22%

SMH
VanEck Vectors Semiconductor ETF
Technology Equities

14%

IXN
iShares Global Tech ETF
Technology Equities

13%

PXE
Invesco Dynamic Energy Exploration & Production ETF
Energy Equities

13%

URA
Global X Uranium ETF
Commodity Producers Equities

10%

BOAT
SonicShares Global Shipping ETF
Transportation Equities

9%

PLTR
Palantir Technologies Inc.
Technology

6%

PICK
iShares MSCI Global Select Metals & Mining Producers ETF
Materials

5%

PEJ
Invesco Dynamic Leisure & Entertainment ETF
Consumer Discretionary Equities

5%

TSM
Taiwan Semiconductor Manufacturing Company Limited
Technology

3%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Broke, 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


-10.00%0.00%10.00%20.00%30.00%NovemberDecember2024FebruaryMarchApril
24.76%
15.73%
Broke
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Aug 4, 2021, corresponding to the inception date of BOAT

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.12%-1.08%15.73%22.34%11.82%10.53%
Broke12.01%0.45%24.76%44.54%N/AN/A
SMH
VanEck Vectors Semiconductor ETF
24.30%-0.22%45.69%73.49%33.02%28.86%
IXN
iShares Global Tech ETF
6.28%-1.29%21.27%36.21%20.39%19.04%
URA
Global X Uranium ETF
6.36%5.59%25.58%57.26%22.63%2.12%
BUYZ
Franklin Disruptive Commerce ETF
6.94%-2.41%24.66%30.81%N/AN/A
BOAT
SonicShares Global Shipping ETF
2.47%-0.94%12.42%10.66%N/AN/A
PXE
Invesco Dynamic Energy Exploration & Production ETF
16.93%5.37%9.99%30.34%15.67%2.58%
PICK
iShares MSCI Global Select Metals & Mining Producers ETF
-0.05%6.38%12.83%3.88%11.26%5.53%
PEJ
Invesco Dynamic Leisure & Entertainment ETF
5.32%-1.21%19.12%8.72%0.28%3.63%
TSM
Taiwan Semiconductor Manufacturing Company Limited
35.28%2.71%54.96%63.67%29.36%24.39%
PLTR
Palantir Technologies Inc.
27.55%-6.77%26.15%148.58%N/AN/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.58%7.45%3.47%
2023-1.52%-2.70%11.05%4.13%

Expense Ratio

The Broke has a high expense ratio of 0.48%, 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%0.69%
0.50%1.00%1.50%2.00%0.69%
0.50%1.00%1.50%2.00%0.50%
0.50%1.00%1.50%2.00%0.46%
0.50%1.00%1.50%2.00%0.35%

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.


Broke
Sharpe ratio
The chart of Sharpe ratio for Broke, currently valued at 2.57, compared to the broader market-1.000.001.002.003.004.005.002.57
Sortino ratio
The chart of Sortino ratio for Broke, currently valued at 3.51, compared to the broader market-2.000.002.004.006.003.51
Omega ratio
The chart of Omega ratio for Broke, 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 Broke, currently valued at 1.91, compared to the broader market0.002.004.006.008.0010.001.91
Martin ratio
The chart of Martin ratio for Broke, currently valued at 14.25, compared to the broader market0.0010.0020.0030.0040.0050.0014.25
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market-1.000.001.002.003.004.005.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.65, compared to the broader market0.0010.0020.0030.0040.0050.007.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SMH
VanEck Vectors Semiconductor ETF
2.663.641.443.2314.50
IXN
iShares Global Tech ETF
2.012.831.341.758.06
URA
Global X Uranium ETF
1.752.461.281.649.33
BUYZ
Franklin Disruptive Commerce ETF
1.722.361.290.545.61
BOAT
SonicShares Global Shipping ETF
0.590.991.110.571.52
PXE
Invesco Dynamic Energy Exploration & Production ETF
1.281.831.220.994.70
PICK
iShares MSCI Global Select Metals & Mining Producers ETF
0.130.351.040.120.34
PEJ
Invesco Dynamic Leisure & Entertainment ETF
0.470.801.090.251.21
TSM
Taiwan Semiconductor Manufacturing Company Limited
1.973.021.361.607.02
PLTR
Palantir Technologies Inc.
2.203.251.392.0910.29

Sharpe Ratio

The current Broke Sharpe ratio is 2.57. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.005.002.57

The Sharpe ratio of Broke 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 Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
2.57
1.89
Broke
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Broke granted a 2.47% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Broke2.47%2.64%2.57%1.68%1.18%1.76%1.24%1.15%2.12%2.17%1.39%1.11%
SMH
VanEck Vectors Semiconductor ETF
0.48%0.60%2.37%1.02%1.38%6.00%3.75%2.85%1.61%4.28%2.31%3.11%
IXN
iShares Global Tech ETF
0.52%0.55%0.81%0.58%0.63%1.06%0.94%0.93%1.03%1.12%1.14%1.02%
URA
Global X Uranium ETF
5.71%6.07%0.76%5.84%1.69%1.66%0.44%2.03%7.28%1.96%4.28%0.54%
BUYZ
Franklin Disruptive Commerce ETF
0.00%0.00%0.00%0.72%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BOAT
SonicShares Global Shipping ETF
13.38%13.65%13.57%1.36%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PXE
Invesco Dynamic Energy Exploration & Production ETF
2.16%2.78%3.03%1.86%4.10%1.70%1.29%1.54%6.62%2.58%2.05%1.73%
PICK
iShares MSCI Global Select Metals & Mining Producers ETF
4.20%4.19%6.93%5.89%2.27%5.50%4.76%2.41%1.15%15.73%2.88%3.38%
PEJ
Invesco Dynamic Leisure & Entertainment ETF
0.51%0.46%0.43%0.34%0.92%0.39%0.78%0.68%0.68%0.52%0.51%0.42%
TSM
Taiwan Semiconductor Manufacturing Company Limited
1.40%1.78%2.48%1.56%1.58%3.49%3.55%2.32%2.61%2.54%1.79%2.30%
PLTR
Palantir Technologies 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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.44%
-3.66%
Broke
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Broke. 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 Broke was 33.51%, occurring on Sep 26, 2022. Recovery took 289 trading sessions.

The current Broke drawdown is 3.44%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.51%Nov 9, 2021221Sep 26, 2022289Nov 17, 2023510
-7.23%Sep 16, 202113Oct 4, 202111Oct 19, 202124
-4.86%Aug 13, 20215Aug 19, 20214Aug 25, 20219
-3.55%Dec 27, 20236Jan 4, 20249Jan 18, 202415
-3.44%Apr 12, 20242Apr 15, 2024

Volatility

Volatility Chart

The current Broke volatility is 4.39%, 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%3.00%4.00%5.00%6.00%NovemberDecember2024FebruaryMarchApril
4.39%
3.44%
Broke
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.

PXEBOATURAPLTRPICKTSMPEJSMHBUYZIXN
PXE1.000.490.500.220.560.280.430.300.300.29
BOAT0.491.000.480.290.580.370.460.410.410.43
URA0.500.481.000.400.590.410.490.470.510.48
PLTR0.220.290.401.000.360.470.610.610.760.65
PICK0.560.580.590.361.000.460.560.490.500.50
TSM0.280.370.410.470.461.000.550.820.600.74
PEJ0.430.460.490.610.560.551.000.670.790.69
SMH0.300.410.470.610.490.820.671.000.770.92
BUYZ0.300.410.510.760.500.600.790.771.000.83
IXN0.290.430.480.650.500.740.690.920.831.00