New Trad
Asset Allocation
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
The earliest data available for this chart is Mar 15, 2024, corresponding to the inception date of IVVW
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 15.73% | 6.43% | 8.14% | 22.75% | 13.18% | 10.67% |
New Trad | N/A | 6.16% | N/A | N/A | N/A | N/A |
Portfolio components: | ||||||
IVVW iShares S&P 500 BuyWrite ETF | N/A | 7.30% | N/A | N/A | N/A | N/A |
BALI Blackrock Advantage Large Cap Income ETF | 15.64% | 6.10% | 8.70% | N/A | N/A | N/A |
IAU iShares Gold Trust | 20.70% | 3.58% | 16.01% | 29.14% | 10.45% | 6.78% |
SLV iShares Silver Trust | 17.91% | 3.30% | 16.20% | 18.94% | 8.80% | 3.39% |
GARP iShares MSCI USA Quality GARP ETF | 22.59% | 6.59% | 8.00% | 35.39% | N/A | N/A |
AOA iShares Core Aggressive Allocation ETF | 11.38% | 5.57% | 6.82% | 18.41% | 9.06% | 7.45% |
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.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 2.21% | -2.79% | 4.97% | 3.05% | 0.78% | 1.87% | 8.27% |
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.
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.
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 | |
---|---|---|---|---|---|
IVVW iShares S&P 500 BuyWrite ETF | — | — | — | — | — |
BALI Blackrock Advantage Large Cap Income ETF | — | — | — | — | — |
IAU iShares Gold Trust | 1.97 | 2.79 | 1.35 | 2.28 | 11.70 |
SLV iShares Silver Trust | 0.55 | 0.97 | 1.12 | 0.27 | 2.16 |
GARP iShares MSCI USA Quality GARP ETF | 2.00 | 2.64 | 1.35 | 2.62 | 10.31 |
AOA iShares Core Aggressive Allocation ETF | 1.74 | 2.48 | 1.31 | 1.30 | 8.03 |
Dividends
Dividend yield
New Trad granted a 3.94% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
New Trad | 3.94% | 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 | 7.41% | 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 | 6.70% | 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 | 0.38% | 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 | 2.11% | 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.
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. The portfolio has not yet recovered.
The current New Trad drawdown is 2.71%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-8.36% | Jul 17, 2024 | 14 | Aug 5, 2024 | — | — | — |
-3.84% | Apr 12, 2024 | 6 | Apr 19, 2024 | 15 | May 10, 2024 | 21 |
-1.27% | May 22, 2024 | 6 | May 30, 2024 | 4 | Jun 5, 2024 | 10 |
-0.98% | Apr 4, 2024 | 1 | Apr 4, 2024 | 1 | Apr 5, 2024 | 2 |
-0.77% | Apr 10, 2024 | 1 | Apr 10, 2024 | 1 | Apr 11, 2024 | 2 |
Volatility
Volatility Chart
The current New Trad volatility is 4.23%, 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
IAU | SLV | IVVW | BALI | GARP | AOA | |
---|---|---|---|---|---|---|
IAU | 1.00 | 0.83 | 0.18 | 0.22 | 0.24 | 0.39 |
SLV | 0.83 | 1.00 | 0.26 | 0.22 | 0.30 | 0.40 |
IVVW | 0.18 | 0.26 | 1.00 | 0.85 | 0.81 | 0.79 |
BALI | 0.22 | 0.22 | 0.85 | 1.00 | 0.90 | 0.89 |
GARP | 0.24 | 0.30 | 0.81 | 0.90 | 1.00 | 0.83 |
AOA | 0.39 | 0.40 | 0.79 | 0.89 | 0.83 | 1.00 |