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New Trad
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New Trad

Last updated Dec 4, 2024

Asset Allocation

IAU 5%SLV 5%IVVW 25%BALI 25%GARP 25%AOA 15%CommodityCommodityEquityEquityMulti-AssetMulti-Asset
PositionCategory/SectorWeight
AOA
iShares Core Aggressive Allocation ETF		Diversified Portfolio
15%
BALI
Blackrock Advantage Large Cap Income ETF		Derivative Income
25%
GARP
iShares MSCI USA Quality GARP ETF		Large Cap Growth Equities
25%
IAU
iShares Gold Trust		Precious Metals, Gold
5%
IVVW
iShares S&P 500 BuyWrite ETF		Large Cap Blend Equities
25%
SLV
iShares Silver Trust		Precious Metals
5%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in New Trad, 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%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
11.46%
13.00%
New Trad
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 15, 2024, corresponding to the inception date of IVVW

Returns By Period

YTD1M6M1Y5Y (annualized)10Y (annualized)
^GSPC
S&P 500		26.84%5.60%14.34%32.39%14.23%11.32%
New TradN/A4.66%11.45%N/AN/AN/A
Portfolio components:
IVVW
iShares S&P 500 BuyWrite ETF		N/A4.29%10.36%N/AN/AN/A
BALI
Blackrock Advantage Large Cap Income ETF		26.05%5.53%12.85%29.98%N/AN/A
IAU
iShares Gold Trust		27.82%-3.50%12.14%30.02%12.20%8.08%
SLV
iShares Silver Trust		29.84%-4.56%3.21%25.91%12.32%6.14%
GARP
iShares MSCI USA Quality GARP ETF		38.78%8.65%14.75%44.81%N/AN/A
AOA
iShares Core Aggressive Allocation ETF		16.68%3.22%7.92%21.89%9.24%7.98%

Monthly Returns

The table below presents the monthly returns of New Trad, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.21%-2.79%4.97%3.05%0.78%1.87%2.37%-0.70%4.40%17.52%

Expense Ratio

New Trad has an expense ratio of 0.26%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

SLV
iShares Silver Trust
Expense ratio chart for SLV: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
BALI
Blackrock Advantage Large Cap Income ETF
Expense ratio chart for BALI: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
IVVW
iShares S&P 500 BuyWrite ETF
Expense ratio chart for IVVW: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
IAU
iShares Gold Trust
Expense ratio chart for IAU: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
AOA
iShares Core Aggressive Allocation ETF
Expense ratio chart for AOA: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
GARP
iShares MSCI USA Quality GARP ETF
Expense ratio chart for GARP: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of New Trad is 39, 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.

The Risk-Adjusted Performance Rank of New Trad is 3939
Overall Rank
The Sharpe Ratio Rank of New Trad is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of New Trad is 3131
Sortino Ratio Rank
The Omega Ratio Rank of New Trad is 3434
Omega Ratio Rank
The Calmar Ratio Rank of New Trad is 6464
Calmar Ratio Rank
The Martin Ratio Rank of New Trad is 3232
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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
No data
No data
No data
No data
No data
New Trad
^GSPC
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
IVVW
iShares S&P 500 BuyWrite ETF		—————
BALI
Blackrock Advantage Large Cap Income ETF		2.923.871.553.8217.46
IAU
iShares Gold Trust		1.812.421.323.3510.49
SLV
iShares Silver Trust		0.681.161.140.372.98
GARP
iShares MSCI USA Quality GARP ETF		2.433.141.433.2712.44
AOA
iShares Core Aggressive Allocation ETF		2.203.061.403.3913.94

There is not enough data available to calculate the Sharpe ratio for New Trad. We calculate this metric based on the past 12 months of trading data. Please check back later for updated information.

Chart placeholderNot enough data

Dividends

Dividend yield

New Trad provided a 4.74% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
Portfolio4.74%1.05%0.78%0.42%0.44%0.38%0.36%0.76%0.30%0.32%0.33%0.28%
Portfolio components:
IVVW
iShares S&P 500 BuyWrite ETF		10.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BALI
Blackrock Advantage Large Cap Income ETF		6.90%2.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IAU
iShares Gold Trust		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SLV
iShares Silver Trust		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GARP
iShares MSCI USA Quality GARP ETF		0.36%0.75%1.85%0.67%0.75%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AOA
iShares Core Aggressive Allocation ETF		2.07%2.22%2.10%1.67%1.71%2.50%2.37%5.09%2.02%2.15%2.18%1.84%

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.

-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember00
New Trad
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the New Trad. 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 New Trad was 8.36%, occurring on Aug 5, 2024. Recovery took 32 trading sessions.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-8.36%Jul 17, 202414Aug 5, 202432Sep 19, 202446
-3.84%Apr 12, 20246Apr 19, 202415May 10, 202421
-2.19%Oct 30, 20242Oct 31, 20244Nov 6, 20246
-2.17%Nov 11, 20245Nov 15, 20247Nov 26, 202412
-1.27%May 22, 20246May 30, 20244Jun 5, 202410

Volatility

Volatility Chart

The current New Trad volatility is 2.80%, 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%JulyAugustSeptemberOctoberNovemberDecember
2.80%
3.39%
New Trad
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.
IAUSLVIVVWGARPBALIAOA
IAU1.000.820.160.230.200.37
SLV0.821.000.230.280.220.39
IVVW0.160.231.000.790.850.78
GARP0.230.280.791.000.880.82
BALI0.200.220.850.881.000.88
AOA0.370.390.780.820.881.00
The correlation results are calculated based on daily price changes starting from Mar 18, 2024
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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