Blndx/qqq
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BLNDX Standpoint Multi-Asset Fund Institutional | Diversified Portfolio | 47.50% |
BTAL AGFiQ US Market Neutral Anti-Beta Fund | Long-Short | 5% |
QQQ Invesco QQQ | Large Cap Blend Equities | 47.50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Blndx/qqq, 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 Dec 30, 2019, corresponding to the inception date of BLNDX
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% |
| Blndx/qqq | 19.34% | 1.25% | 5.83% | 23.24% | N/A | N/A |
| Portfolio components: | ||||||
BLNDX Standpoint Multi-Asset Fund Institutional | 13.46% | -0.26% | -1.43% | 15.03% | N/A | N/A |
QQQ Invesco QQQ | 25.63% | 2.96% | 13.44% | 33.85% | 21.21% | 18.37% |
BTAL AGFiQ US Market Neutral Anti-Beta Fund | 13.98% | -1.38% | 4.09% | -0.37% | -2.04% | 0.55% |
Monthly Returns
The table below presents the monthly returns of Blndx/qqq, 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 | 2.42% | 5.62% | 2.92% | -2.95% | 4.04% | 3.44% | -0.52% | 0.60% | 1.43% | -2.36% | 19.34% | ||
| 2023 | 5.90% | -0.48% | 4.72% | 0.91% | 3.42% | 3.84% | 1.70% | -1.05% | -1.40% | -1.15% | 4.95% | 2.76% | 26.54% |
| 2022 | -5.24% | -1.10% | 5.37% | -5.44% | -0.04% | -4.67% | 5.59% | -3.03% | -5.73% | 3.26% | 2.41% | -5.06% | -13.76% |
| 2021 | 0.32% | 2.02% | 2.20% | 4.54% | -0.06% | 3.42% | 1.84% | 2.44% | -2.89% | 6.03% | -1.44% | 2.25% | 22.33% |
| 2020 | 1.21% | -4.79% | -1.84% | 9.43% | 3.16% | 3.06% | 4.80% | 6.26% | -4.03% | -2.47% | 8.58% | 4.53% | 30.19% |
| 2019 | 0.09% | 0.09% |
Expense Ratio
Blndx/qqq features an expense ratio of 0.80%, 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 Blndx/qqq is 23, indicating that it is in the bottom 23% 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 | |
|---|---|---|---|---|---|
BLNDX Standpoint Multi-Asset Fund Institutional | 1.20 | 1.68 | 1.22 | 1.46 | 5.00 |
QQQ Invesco QQQ | 2.12 | 2.79 | 1.38 | 2.71 | 9.88 |
BTAL AGFiQ US Market Neutral Anti-Beta Fund | -0.14 | -0.08 | 0.99 | -0.07 | -0.43 |
Dividends
Dividend yield
Blndx/qqq provided a 0.92% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.92% | 1.02% | 0.68% | 2.43% | 0.84% | 0.40% | 0.45% | 0.40% | 0.50% | 0.47% | 0.67% | 0.48% |
| Portfolio components: | ||||||||||||
BLNDX Standpoint Multi-Asset Fund Institutional | 0.77% | 0.88% | 0.53% | 4.70% | 1.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QQQ Invesco QQQ | 0.59% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
BTAL AGFiQ US Market Neutral Anti-Beta Fund | 5.39% | 6.14% | 1.00% | 0.00% | 0.00% | 0.88% | 0.39% | 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 Blndx/qqq. 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 Blndx/qqq was 17.10%, occurring on Mar 20, 2020. Recovery took 49 trading sessions.
The current Blndx/qqq drawdown is 0.98%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -17.1% | Feb 20, 2020 | 22 | Mar 20, 2020 | 49 | Jun 1, 2020 | 71 |
| -15.92% | Nov 19, 2021 | 278 | Dec 28, 2022 | 113 | Jun 12, 2023 | 391 |
| -10.5% | Jul 11, 2024 | 18 | Aug 5, 2024 | — | — | — |
| -8.89% | Sep 3, 2020 | 14 | Sep 23, 2020 | 46 | Nov 27, 2020 | 60 |
| -5.46% | Feb 17, 2021 | 14 | Mar 8, 2021 | 19 | Apr 5, 2021 | 33 |
Volatility
Volatility Chart
The current Blndx/qqq volatility is 3.69%, 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
| BTAL | BLNDX | QQQ | |
|---|---|---|---|
| BTAL | 1.00 | -0.41 | -0.47 |
| BLNDX | -0.41 | 1.00 | 0.60 |
| QQQ | -0.47 | 0.60 | 1.00 |