001
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BTC-USD Bitcoin | 13% | |
DJSC.AS iShares EURO STOXX Small UCITS ETF | Europe Equities | 10% |
INCO Columbia India Consumer ETF | Asia Pacific Equities | 48% |
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | Large Cap Growth Equities | 14% |
RTSI RTS Index | 1% | |
XLKQ.L Invesco US Technology Sector UCITS ETF | Technology Equities | 14% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 001, 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
The earliest data available for this chart is Jun 24, 2013, corresponding to the inception date of XLKQ.L
Returns By Period
As of Jul 25, 2024, the 001 returned 24.05% Year-To-Date and 25.12% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| 001 | 24.16% | 1.73% | 22.84% | 45.12% | 25.79% | 25.14% |
| Portfolio components: | ||||||
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | 12.17% | -4.66% | 8.36% | 22.29% | 19.26% | 17.35% |
INCO Columbia India Consumer ETF | 22.39% | 3.47% | 22.10% | 42.92% | 17.84% | 12.13% |
RTSI RTS Index | 4.14% | -0.10% | 1.66% | 8.59% | -3.50% | -0.67% |
BTC-USD Bitcoin | 55.63% | 8.17% | 57.30% | 125.18% | 47.12% | 60.37% |
XLKQ.L Invesco US Technology Sector UCITS ETF | 26.66% | -3.37% | 18.57% | 38.54% | 25.27% | 21.07% |
DJSC.AS iShares EURO STOXX Small UCITS ETF | -3.59% | 0.94% | 0.14% | -1.76% | 5.14% | 4.25% |
Monthly Returns
The table below presents the monthly returns of 001, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.38% | 9.60% | 4.73% | -2.79% | 4.11% | 4.44% | 24.16% | ||||||
| 2023 | 9.95% | -1.82% | 6.38% | 3.65% | 3.57% | 6.45% | 1.54% | -2.27% | -1.69% | 2.76% | 9.84% | 6.75% | 54.26% |
| 2022 | -5.32% | -2.38% | -0.09% | -5.23% | -1.89% | -9.60% | 10.41% | -3.20% | -6.75% | 3.70% | 1.27% | -4.91% | -22.75% |
| 2021 | 2.66% | 6.40% | 7.76% | -0.55% | 0.52% | 1.48% | 3.33% | 5.47% | -2.49% | 8.35% | -2.31% | -0.81% | 33.24% |
| 2020 | 4.55% | -7.28% | -17.39% | 14.29% | 6.52% | 3.89% | 7.08% | 7.45% | -2.60% | -0.19% | 16.90% | 15.19% | 52.55% |
| 2019 | -1.34% | 3.12% | 3.54% | 4.97% | 6.76% | 10.69% | -3.92% | -1.67% | 3.55% | 6.35% | -3.37% | 1.59% | 33.43% |
| 2018 | -2.09% | -2.97% | -4.88% | 7.03% | -4.17% | -2.65% | 5.81% | -0.05% | -7.65% | -6.11% | 0.54% | -2.49% | -18.88% |
| 2017 | 4.93% | 5.65% | 3.53% | 6.61% | 13.81% | 2.22% | 5.84% | 9.23% | -2.14% | 11.55% | 12.61% | 10.61% | 123.77% |
| 2016 | -8.74% | -0.70% | 8.52% | 0.33% | 5.01% | 4.40% | 4.69% | -0.42% | 2.33% | 1.02% | -3.83% | 5.88% | 18.69% |
| 2015 | 0.57% | 5.49% | -3.15% | -3.09% | 2.50% | 0.05% | 4.94% | -10.05% | -2.12% | 8.75% | 2.99% | 2.41% | 8.22% |
| 2014 | -1.72% | -1.07% | 4.17% | -2.18% | 11.62% | 3.52% | -1.91% | 2.61% | -1.01% | -0.04% | 4.19% | -3.51% | 14.61% |
| 2013 | 0.62% | 4.58% | -3.05% | 8.13% | 12.49% | 77.97% | -16.62% | 84.15% |
Expense Ratio
001 features an expense ratio of 0.51%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of 001 is 97, placing it in the top 3% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | 1.85 | 2.49 | 1.33 | 1.03 | 13.77 |
INCO Columbia India Consumer ETF | 3.77 | 5.22 | 1.69 | 4.72 | 41.44 |
RTSI RTS Index | 0.05 | 0.18 | 1.02 | 0.00 | 0.15 |
BTC-USD Bitcoin | 2.56 | 2.98 | 1.31 | 1.53 | 14.15 |
XLKQ.L Invesco US Technology Sector UCITS ETF | 2.50 | 3.22 | 1.42 | 1.98 | 17.22 |
DJSC.AS iShares EURO STOXX Small UCITS ETF | 0.33 | 0.57 | 1.07 | 0.04 | 1.17 |
Dividends
Dividend yield
001 granted a 2.68% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 001 | 2.68% | 3.11% | 5.82% | 3.49% | 0.46% | 1.33% | 0.65% | 0.44% | 0.36% | 0.33% | 0.46% | 0.30% |
| Portfolio components: | ||||||||||||
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | 6.76% | 7.53% | 3.75% | 2.40% | 1.28% | 7.09% | 2.47% | 1.65% | 0.75% | 0.85% | 1.02% | 0.72% |
INCO Columbia India Consumer ETF | 3.11% | 3.81% | 10.57% | 6.25% | 0.34% | 0.28% | 0.12% | 0.05% | 0.09% | 0.00% | 0.08% | 0.00% |
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% |
DJSC.AS iShares EURO STOXX Small UCITS ETF | 2.42% | 2.24% | 2.22% | 1.48% | 1.20% | 2.01% | 2.48% | 1.81% | 2.10% | 2.12% | 2.81% | 2.03% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the 001. 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 001 was 35.15%, occurring on Mar 23, 2020. Recovery took 133 trading sessions.
The current 001 drawdown is 2.50%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.15% | Feb 13, 2020 | 40 | Mar 23, 2020 | 133 | Aug 3, 2020 | 173 |
| -31.26% | Dec 17, 2017 | 359 | Dec 10, 2018 | 399 | Jan 13, 2020 | 758 |
| -30.52% | Nov 9, 2021 | 337 | Oct 11, 2022 | 399 | Nov 14, 2023 | 736 |
| -29.43% | Dec 5, 2013 | 14 | Dec 18, 2013 | 436 | Feb 27, 2015 | 450 |
| -16.44% | Aug 6, 2015 | 19 | Aug 24, 2015 | 113 | Dec 15, 2015 | 132 |
Volatility
Volatility Chart
The current 001 volatility is 2.90%, 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.
Diversification
Asset Correlations Table
| BTC-USD | RTSI | INCO | NASDX | DJSC.AS | XLKQ.L | |
|---|---|---|---|---|---|---|
| BTC-USD | 1.00 | 0.06 | 0.06 | 0.11 | 0.08 | 0.09 |
| RTSI | 0.06 | 1.00 | 0.22 | 0.22 | 0.33 | 0.28 |
| INCO | 0.06 | 0.22 | 1.00 | 0.39 | 0.33 | 0.26 |
| NASDX | 0.11 | 0.22 | 0.39 | 1.00 | 0.38 | 0.55 |
| DJSC.AS | 0.08 | 0.33 | 0.33 | 0.38 | 1.00 | 0.53 |
| XLKQ.L | 0.09 | 0.28 | 0.26 | 0.55 | 0.53 | 1.00 |