Brokerage
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Brokerage, 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 Aug 4, 2021, corresponding to the inception date of BOAT
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| Brokerage | 25.54% | 0.75% | 9.65% | 34.03% | N/A | N/A |
| Portfolio components: | ||||||
SMH VanEck Vectors Semiconductor ETF | 41.61% | -5.22% | 5.87% | 54.65% | 32.95% | 28.62% |
IXN iShares Global Tech ETF | 23.06% | -0.92% | 9.61% | 31.05% | 21.08% | 19.25% |
PXE Invesco Dynamic Energy Exploration & Production ETF | 2.93% | 0.16% | -7.66% | 1.93% | 18.56% | 3.06% |
BOAT SonicShares Global Shipping ETF | 12.08% | -5.24% | -9.77% | 22.59% | N/A | N/A |
PICK iShares MSCI Global Select Metals & Mining Producers ETF | -9.51% | -8.31% | -12.87% | 0.18% | 11.51% | 5.89% |
URA Global X Uranium ETF | 9.01% | -0.03% | -4.05% | 14.01% | 25.79% | 4.05% |
PLTR Palantir Technologies Inc. | 253.52% | 39.86% | 180.11% | 204.41% | N/A | N/A |
BUYZ Franklin Disruptive Commerce ETF | 32.18% | 7.06% | 22.62% | 43.18% | N/A | N/A |
TSM Taiwan Semiconductor Manufacturing Company Limited | 81.44% | -2.89% | 20.80% | 91.66% | 31.22% | 26.87% |
AVUV Avantis U.S. Small Cap Value ETF | 15.62% | 5.42% | 10.35% | 30.84% | 16.16% | N/A |
AVDV Avantis International Small Cap Value ETF | 7.25% | -5.06% | -1.00% | 15.88% | 7.21% | N/A |
VEA Vanguard FTSE Developed Markets ETF | 4.41% | -5.70% | -2.90% | 12.40% | 5.70% | 5.31% |
DGS WisdomTree Emerging Markets SmallCap Divdend Fund | 1.98% | -6.06% | -3.42% | 9.19% | 6.26% | 5.02% |
ITB iShares U.S. Home Construction ETF | 16.44% | -6.53% | 5.50% | 36.84% | 22.14% | 17.39% |
AVEM Avantis Emerging Markets Equity ETF | 8.49% | -6.42% | -1.25% | 13.98% | 5.64% | N/A |
Monthly Returns
The table below presents the monthly returns of Brokerage, 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 | 1.06% | 6.14% | 3.77% | -3.11% | 5.97% | 1.69% | 0.87% | 0.31% | 3.06% | -1.11% | 25.54% | ||
| 2023 | 11.58% | -2.69% | 2.42% | -1.53% | 3.90% | 7.22% | 6.69% | -3.50% | -2.39% | -3.00% | 10.44% | 5.60% | 38.69% |
| 2022 | -5.66% | -0.01% | 3.26% | -9.84% | 1.87% | -12.84% | 10.87% | -3.75% | -11.41% | 6.43% | 9.54% | -6.40% | -19.57% |
| 2021 | 3.52% | -1.44% | 4.53% | -2.66% | 1.28% | 5.14% |
Expense Ratio
Brokerage features an expense ratio of 0.41%, 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 rank of Brokerage is 36, 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.
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 | |
|---|---|---|---|---|---|
SMH VanEck Vectors Semiconductor ETF | 1.73 | 2.24 | 1.30 | 2.39 | 6.56 |
IXN iShares Global Tech ETF | 1.58 | 2.11 | 1.29 | 2.00 | 6.41 |
PXE Invesco Dynamic Energy Exploration & Production ETF | 0.16 | 0.37 | 1.05 | 0.16 | 0.33 |
BOAT SonicShares Global Shipping ETF | 1.05 | 1.50 | 1.19 | 1.38 | 3.14 |
PICK iShares MSCI Global Select Metals & Mining Producers ETF | 0.20 | 0.43 | 1.05 | 0.20 | 0.49 |
URA Global X Uranium ETF | 0.44 | 0.86 | 1.10 | 0.52 | 1.29 |
PLTR Palantir Technologies Inc. | 3.31 | 4.13 | 1.54 | 4.68 | 17.25 |
BUYZ Franklin Disruptive Commerce ETF | 2.87 | 3.87 | 1.50 | 0.94 | 13.87 |
TSM Taiwan Semiconductor Manufacturing Company Limited | 2.46 | 3.13 | 1.39 | 3.36 | 13.78 |
AVUV Avantis U.S. Small Cap Value ETF | 1.72 | 2.55 | 1.31 | 3.41 | 9.00 |
AVDV Avantis International Small Cap Value ETF | 1.34 | 1.88 | 1.23 | 2.34 | 7.55 |
VEA Vanguard FTSE Developed Markets ETF | 1.18 | 1.70 | 1.21 | 1.56 | 6.25 |
DGS WisdomTree Emerging Markets SmallCap Divdend Fund | 0.92 | 1.35 | 1.17 | 1.35 | 4.56 |
ITB iShares U.S. Home Construction ETF | 1.70 | 2.41 | 1.30 | 2.89 | 7.50 |
AVEM Avantis Emerging Markets Equity ETF | 1.08 | 1.57 | 1.19 | 1.12 | 5.70 |
Dividends
Dividend yield
Brokerage provided a 2.01% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.01% | 2.56% | 2.59% | 1.86% | 1.40% | 1.69% | 1.28% | 1.08% | 1.70% | 1.69% | 1.28% | 1.09% |
| Portfolio components: | ||||||||||||
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% |
IXN iShares Global Tech ETF | 0.44% | 0.55% | 0.81% | 0.58% | 0.63% | 1.06% | 0.94% | 0.93% | 1.03% | 1.12% | 1.14% | 1.02% |
PXE Invesco Dynamic Energy Exploration & Production ETF | 2.58% | 2.79% | 3.04% | 1.86% | 4.10% | 1.70% | 1.28% | 1.55% | 6.62% | 2.58% | 2.05% | 1.73% |
BOAT SonicShares Global Shipping ETF | 6.88% | 13.65% | 13.57% | 1.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PICK iShares MSCI Global Select Metals & Mining Producers ETF | 3.96% | 4.19% | 6.93% | 5.89% | 2.27% | 5.51% | 4.77% | 2.41% | 1.15% | 15.77% | 2.88% | 3.39% |
URA Global X Uranium ETF | 5.66% | 6.07% | 0.76% | 5.85% | 1.69% | 1.66% | 0.45% | 2.03% | 7.28% | 1.96% | 4.28% | 0.54% |
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% |
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% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 1.18% | 1.78% | 2.48% | 1.56% | 1.58% | 3.49% | 3.55% | 2.32% | 2.61% | 2.54% | 1.79% | 2.30% |
AVUV Avantis U.S. Small Cap Value ETF | 1.52% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AVDV Avantis International Small Cap Value ETF | 3.15% | 3.29% | 3.17% | 2.39% | 1.67% | 0.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VEA Vanguard FTSE Developed Markets ETF | 3.06% | 3.16% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% | 2.60% |
DGS WisdomTree Emerging Markets SmallCap Divdend Fund | 3.61% | 4.55% | 5.34% | 3.98% | 3.69% | 3.95% | 4.24% | 2.81% | 3.42% | 3.28% | 3.20% | 3.45% |
ITB iShares U.S. Home Construction ETF | 0.39% | 0.48% | 0.86% | 0.37% | 0.46% | 0.50% | 0.63% | 0.28% | 0.43% | 0.34% | 0.34% | 0.12% |
AVEM Avantis Emerging Markets Equity ETF | 2.82% | 3.06% | 2.77% | 2.61% | 1.60% | 0.35% | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Brokerage. 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 Brokerage was 30.61%, occurring on Oct 14, 2022. Recovery took 276 trading sessions.
The current Brokerage drawdown is 1.07%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.61% | Nov 9, 2021 | 235 | Oct 14, 2022 | 276 | Nov 20, 2023 | 511 |
| -12.39% | Jul 17, 2024 | 14 | Aug 5, 2024 | 37 | Sep 26, 2024 | 51 |
| -6.06% | Apr 4, 2024 | 12 | Apr 19, 2024 | 11 | May 6, 2024 | 23 |
| -5.77% | Sep 16, 2021 | 13 | Oct 4, 2021 | 11 | Oct 19, 2021 | 24 |
| -4.39% | Aug 13, 2021 | 5 | Aug 19, 2021 | 4 | Aug 25, 2021 | 9 |
Volatility
Volatility Chart
The current Brokerage volatility is 4.46%, 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
| PXE | PLTR | BOAT | URA | ITB | TSM | PICK | SMH | BUYZ | AVUV | IXN | DGS | AVEM | AVDV | VEA | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| PXE | 1.00 | 0.22 | 0.46 | 0.47 | 0.30 | 0.24 | 0.54 | 0.27 | 0.29 | 0.68 | 0.26 | 0.39 | 0.39 | 0.51 | 0.43 |
| PLTR | 0.22 | 1.00 | 0.26 | 0.38 | 0.47 | 0.45 | 0.34 | 0.58 | 0.73 | 0.48 | 0.63 | 0.40 | 0.46 | 0.45 | 0.49 |
| BOAT | 0.46 | 0.26 | 1.00 | 0.47 | 0.32 | 0.36 | 0.58 | 0.41 | 0.39 | 0.51 | 0.42 | 0.56 | 0.56 | 0.63 | 0.57 |
| URA | 0.47 | 0.38 | 0.47 | 1.00 | 0.36 | 0.39 | 0.60 | 0.46 | 0.51 | 0.52 | 0.48 | 0.56 | 0.57 | 0.62 | 0.60 |
| ITB | 0.30 | 0.47 | 0.32 | 0.36 | 1.00 | 0.45 | 0.43 | 0.56 | 0.65 | 0.71 | 0.59 | 0.49 | 0.49 | 0.60 | 0.64 |
| TSM | 0.24 | 0.45 | 0.36 | 0.39 | 0.45 | 1.00 | 0.45 | 0.83 | 0.57 | 0.46 | 0.74 | 0.57 | 0.64 | 0.53 | 0.59 |
| PICK | 0.54 | 0.34 | 0.58 | 0.60 | 0.43 | 0.45 | 1.00 | 0.49 | 0.50 | 0.65 | 0.49 | 0.75 | 0.75 | 0.78 | 0.74 |
| SMH | 0.27 | 0.58 | 0.41 | 0.46 | 0.56 | 0.83 | 0.49 | 1.00 | 0.73 | 0.57 | 0.92 | 0.58 | 0.64 | 0.59 | 0.67 |
| BUYZ | 0.29 | 0.73 | 0.39 | 0.51 | 0.65 | 0.57 | 0.50 | 0.73 | 1.00 | 0.64 | 0.80 | 0.59 | 0.65 | 0.63 | 0.71 |
| AVUV | 0.68 | 0.48 | 0.51 | 0.52 | 0.71 | 0.46 | 0.65 | 0.57 | 0.64 | 1.00 | 0.58 | 0.60 | 0.60 | 0.75 | 0.74 |
| IXN | 0.26 | 0.63 | 0.42 | 0.48 | 0.59 | 0.74 | 0.49 | 0.92 | 0.80 | 0.58 | 1.00 | 0.60 | 0.65 | 0.63 | 0.72 |
| DGS | 0.39 | 0.40 | 0.56 | 0.56 | 0.49 | 0.57 | 0.75 | 0.58 | 0.59 | 0.60 | 0.60 | 1.00 | 0.92 | 0.80 | 0.81 |
| AVEM | 0.39 | 0.46 | 0.56 | 0.57 | 0.49 | 0.64 | 0.75 | 0.64 | 0.65 | 0.60 | 0.65 | 0.92 | 1.00 | 0.79 | 0.82 |
| AVDV | 0.51 | 0.45 | 0.63 | 0.62 | 0.60 | 0.53 | 0.78 | 0.59 | 0.63 | 0.75 | 0.63 | 0.80 | 0.79 | 1.00 | 0.94 |
| VEA | 0.43 | 0.49 | 0.57 | 0.60 | 0.64 | 0.59 | 0.74 | 0.67 | 0.71 | 0.74 | 0.72 | 0.81 | 0.82 | 0.94 | 1.00 |