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001

Last updated Mar 2, 2024

Asset Allocation


BTC-USD 13%INCO 48%NASDX 14%XLKQ.L 14%DJSC.AS 10%RTSI 1%CryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorWeight
BTC-USD
Bitcoin

13%

INCO
Columbia India Consumer ETF
Asia Pacific Equities

48%

NASDX
Shelton Capital Management Nasdaq-100 Index Fund Direct Shares
Large Cap Growth Equities

14%

XLKQ.L
Invesco US Technology Sector UCITS ETF
Technology Equities

14%

DJSC.AS
iShares EURO STOXX Small UCITS ETF
Europe Equities

10%

RTSI
RTS Index

1%

S&P 500

Performance

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


0.00%500.00%1,000.00%1,500.00%OctoberNovemberDecember2024FebruaryMarch
1,698.93%
226.56%
001
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 24, 2013, corresponding to the inception date of XLKQ.L

Returns

As of Mar 2, 2024, the 001 returned 13.11% Year-To-Date and 17.13% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
00113.11%11.58%33.97%60.96%19.29%17.13%
NASDX
Shelton Capital Management Nasdaq-100 Index Fund Direct Shares
8.88%6.88%18.41%52.69%14.16%11.92%
INCO
Columbia India Consumer ETF
8.35%6.67%25.18%47.63%9.41%9.25%
RTSI
RTS Index
3.58%-0.29%6.34%19.07%-0.77%-0.37%
BTC-USD
Bitcoin
47.74%46.63%142.01%165.98%46.98%36.81%
XLKQ.L
Invesco US Technology Sector UCITS ETF
13.53%8.57%24.58%66.50%17.63%14.02%
DJSC.AS
iShares EURO STOXX Small UCITS ETF
-3.70%0.52%2.07%2.75%4.04%2.44%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.38%9.79%
2023-2.27%-1.69%2.76%9.84%6.75%

Sharpe Ratio

The current 001 Sharpe ratio is 3.75. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.003.75

The Sharpe ratio of 001 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 Ratio0.001.002.003.004.00OctoberNovemberDecember2024FebruaryMarch
3.75
2.44
001
Benchmark (^GSPC)
Portfolio components

Dividend yield

001 granted a 2.88% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
0012.88%3.11%5.82%3.49%0.46%1.33%0.65%0.44%0.36%0.33%0.46%0.30%
NASDX
Shelton Capital Management Nasdaq-100 Index Fund Direct Shares
6.92%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
3.52%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
2.27%2.24%2.22%1.48%1.20%2.01%2.48%1.81%2.10%2.12%2.81%2.03%

Expense Ratio

The 001 has a high expense ratio of 0.51%, 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.


0.75%
0.00%2.15%
0.63%
0.00%2.15%
0.40%
0.00%2.15%
0.14%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
001
3.75
NASDX
Shelton Capital Management Nasdaq-100 Index Fund Direct Shares
1.74
INCO
Columbia India Consumer ETF
2.87
RTSI
RTS Index
0.56
BTC-USD
Bitcoin
2.99
XLKQ.L
Invesco US Technology Sector UCITS ETF
2.05
DJSC.AS
iShares EURO STOXX Small UCITS ETF
0.38

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

BTC-USDRTSIINCONASDXDJSC.ASXLKQ.L
BTC-USD1.000.060.050.110.080.09
RTSI0.061.000.230.230.340.28
INCO0.050.231.000.390.340.27
NASDX0.110.230.391.000.380.55
DJSC.AS0.080.340.340.381.000.55
XLKQ.L0.090.280.270.550.551.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
001
Benchmark (^GSPC)
Portfolio components

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.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.15%Feb 13, 202040Mar 23, 2020133Aug 3, 2020173
-31.26%Dec 17, 2017359Dec 10, 2018399Jan 13, 2020758
-30.52%Nov 9, 2021337Oct 11, 2022400Nov 15, 2023737
-29.43%Dec 5, 201314Dec 18, 2013436Feb 27, 2015450
-16.44%Aug 6, 201519Aug 24, 2015113Dec 15, 2015132

Volatility Chart

The current 001 volatility is 3.30%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%OctoberNovemberDecember2024FebruaryMarch
3.30%
3.47%
001
Benchmark (^GSPC)
Portfolio components
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