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gira
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Risk-Adjusted Performance
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gira

Last updated Jul 22, 2024

FICO, GXC, IPAC, ITOT, IWY, MA, NOBL, NVDA, PDI, PFOaX, PRWAX, QQQ, SHOP, SNPS, SPHQ, TMFC

Asset Allocation

FICO 7.69%GXC 7.69%QQQ 7.69%ITOT 7.69%IPAC 7.69%MA 7.69%NOBL 7.69%NVDA 7.69%PDI 7.69%SHOP 7.69%SNPS 7.69%SPHQ 7.69%TMFC 7.69%EquityEquity
PositionCategory/SectorWeight
FICO
Fair Isaac Corporation		Technology

7.69%

GXC
SPDR S&P China ETF		China Equities

7.69%

IPAC
iShares Core MSCI Pacific ETF		Asia Pacific Equities

7.69%

ITOT
iShares Core S&P Total U.S. Stock Market ETF		Large Cap Growth Equities

7.69%

MA
Mastercard Inc		Financial Services

7.69%

NOBL
ProShares S&P 500 Dividend Aristocrats ETF		Large Cap Growth Equities, Dividend

7.69%

NVDA
NVIDIA Corporation		Technology

7.69%

PDI
PIMCO Dynamic Income Fund		Financial Services

7.69%

QQQ
Invesco QQQ		Large Cap Blend Equities

7.69%

SHOP
Shopify Inc.		Technology

7.69%

SNPS
Synopsys, Inc.		Technology

7.69%

SPHQ
Invesco S&P 500® Quality ETF		Large Cap Blend Equities

7.69%

TMFC
Motley Fool 100 Index ETF		Large Cap Growth Equities

7.69%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in gira, 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

100.00%150.00%200.00%250.00%FebruaryMarchAprilMayJuneJuly
246.81%
96.84%
gira
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jan 30, 2018, corresponding to the inception date of TMFC

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		16.48%1.67%14.21%21.98%13.13%10.91%
gira19.88%1.38%14.89%29.85%22.17%N/A
Portfolio components:
FICO
Fair Isaac Corporation		39.87%12.95%27.64%90.98%35.95%39.60%
GXC
SPDR S&P China ETF		0.32%-3.41%7.19%-9.19%-4.85%0.30%
QQQ
Invesco QQQ		17.70%1.41%13.20%27.76%20.62%18.40%
ITOT
iShares Core S&P Total U.S. Stock Market ETF		16.14%2.57%14.40%22.48%13.97%12.44%
IPAC
iShares Core MSCI Pacific ETF		7.01%4.18%6.63%10.60%5.45%4.85%
MA
Mastercard Inc		4.03%-3.19%0.98%10.73%10.04%20.07%
NOBL
ProShares S&P 500 Dividend Aristocrats ETF		5.08%1.12%7.01%4.55%9.29%10.28%
NVDA
NVIDIA Corporation		147.58%3.79%99.81%168.45%95.49%76.50%
PDI
PIMCO Dynamic Income Fund		14.61%2.41%7.68%15.46%2.01%7.18%
SHOP
Shopify Inc.		-19.56%-2.57%-22.38%-3.59%13.29%N/A
SNPS
Synopsys, Inc.		9.36%-5.45%4.19%23.37%32.80%30.64%
SPHQ
Invesco S&P 500® Quality ETF		19.60%0.33%15.83%25.09%15.51%13.61%
TMFC
Motley Fool 100 Index ETF		22.26%2.67%17.37%31.14%19.12%N/A

Monthly Returns

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

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20243.42%6.44%3.12%-4.40%4.96%4.40%19.88%
202313.28%-1.89%6.31%0.77%6.18%5.98%4.40%-0.48%-5.55%-3.66%14.06%3.85%50.02%
2022-6.06%-4.52%1.70%-12.56%0.86%-7.59%9.92%-5.30%-11.13%7.11%13.08%-6.02%-21.72%
2021-1.87%3.57%0.51%4.85%1.05%5.65%1.00%1.97%-5.96%6.00%0.53%2.85%21.39%
20202.46%-4.54%-11.38%15.07%9.68%6.02%5.59%8.25%-2.12%-4.19%11.24%4.35%44.31%
201911.03%5.15%5.73%4.34%-4.25%7.47%2.47%1.50%-2.11%3.17%5.28%4.19%52.71%
20180.59%-1.84%-2.35%0.77%4.75%-0.35%2.27%5.73%1.19%-10.62%1.07%-8.13%-7.91%

Expense Ratio

gira has an expense ratio of 0.15%, 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.

GXC
SPDR S&P China ETF
Expense ratio chart for GXC: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%
TMFC
Motley Fool 100 Index ETF
Expense ratio chart for TMFC: 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%
NOBL
ProShares S&P 500 Dividend Aristocrats ETF
Expense ratio chart for NOBL: 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%
QQQ
Invesco QQQ
Expense ratio chart for QQQ: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
SPHQ
Invesco S&P 500® Quality ETF
Expense ratio chart for SPHQ: 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%
IPAC
iShares Core MSCI Pacific ETF
Expense ratio chart for IPAC: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%
ITOT
iShares Core S&P Total U.S. Stock Market ETF
Expense ratio chart for ITOT: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of gira is 74, 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 gira is 7474
gira
The Sharpe Ratio Rank of gira is 7373Sharpe Ratio Rank
The Sortino Ratio Rank of gira is 7474Sortino Ratio Rank
The Omega Ratio Rank of gira is 7272Omega Ratio Rank
The Calmar Ratio Rank of gira is 7979Calmar Ratio Rank
The Martin Ratio Rank of gira is 7474Martin 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.

gira
Sharpe ratio
The chart of Sharpe ratio for gira, currently valued at 2.09, compared to the broader market-1.000.001.002.003.004.002.09
Sortino ratio
The chart of Sortino ratio for gira, currently valued at 2.94, compared to the broader market-2.000.002.004.006.002.94
Omega ratio
The chart of Omega ratio for gira, currently valued at 1.36, compared to the broader market0.801.001.201.401.601.801.36
Calmar ratio
The chart of Calmar ratio for gira, currently valued at 2.78, compared to the broader market0.002.004.006.008.0010.002.78
Martin ratio
The chart of Martin ratio for gira, currently valued at 9.49, compared to the broader market0.0010.0020.0030.0040.009.49
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.99, compared to the broader market-1.000.001.002.003.004.001.99
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.81, compared to the broader market-2.000.002.004.006.002.81
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.35, compared to the broader market0.801.001.201.401.601.801.35
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.59, compared to the broader market0.002.004.006.008.0010.001.59
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.44, compared to the broader market0.0010.0020.0030.0040.007.44
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
FICO
Fair Isaac Corporation		3.103.391.495.5317.98
GXC
SPDR S&P China ETF		-0.27-0.250.97-0.10-0.42
QQQ
Invesco QQQ		1.832.501.312.099.17
ITOT
iShares Core S&P Total U.S. Stock Market ETF		1.982.801.351.667.20
IPAC
iShares Core MSCI Pacific ETF		0.851.271.140.582.84
MA
Mastercard Inc		0.771.071.150.942.34
NOBL
ProShares S&P 500 Dividend Aristocrats ETF		0.460.731.090.391.03
NVDA
NVIDIA Corporation		3.844.131.528.9324.93
PDI
PIMCO Dynamic Income Fund		1.171.621.250.572.86
SHOP
Shopify Inc.		-0.090.241.03-0.06-0.23
SNPS
Synopsys, Inc.		0.841.331.161.584.24
SPHQ
Invesco S&P 500® Quality ETF		2.303.241.403.1211.74
TMFC
Motley Fool 100 Index ETF		2.203.021.382.1911.13

Sharpe Ratio

The current gira Sharpe ratio is 1.91. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.33 to 2.10, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of gira with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.502.002.503.003.50FebruaryMarchAprilMayJuneJuly
2.09
1.99
gira
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

gira granted a 2.03% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
gira2.03%2.16%2.34%1.62%1.49%1.67%1.90%1.57%2.11%2.29%1.97%1.66%
Portfolio components:
FICO
Fair Isaac Corporation		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.01%0.07%0.08%0.11%0.13%
GXC
SPDR S&P China ETF		3.42%3.70%2.67%1.35%1.04%1.60%2.03%1.84%2.05%2.85%2.11%2.29%
QQQ
Invesco QQQ		0.60%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%
ITOT
iShares Core S&P Total U.S. Stock Market ETF		1.28%1.47%1.66%1.18%1.41%1.88%2.14%1.69%1.83%2.01%2.20%2.06%
IPAC
iShares Core MSCI Pacific ETF		3.04%3.16%2.76%4.03%1.68%3.37%2.95%2.98%2.66%2.60%0.96%0.00%
MA
Mastercard Inc		0.58%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%0.51%0.25%
NOBL
ProShares S&P 500 Dividend Aristocrats ETF		2.13%2.09%1.94%1.89%2.14%1.89%2.37%1.74%2.13%2.02%1.59%0.30%
NVDA
NVIDIA Corporation		0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.30%0.46%1.19%1.68%1.95%
PDI
PIMCO Dynamic Income Fund		13.94%14.74%17.84%10.21%10.01%9.45%10.78%8.81%14.79%15.08%13.43%11.59%
SHOP
Shopify 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%
SNPS
Synopsys, 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%
SPHQ
Invesco S&P 500® Quality ETF		1.20%1.42%1.85%1.19%1.55%1.51%1.85%1.57%1.67%2.29%1.66%1.99%
TMFC
Motley Fool 100 Index ETF		0.21%0.26%0.27%0.23%0.42%0.50%0.61%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.

-8.00%-6.00%-4.00%-2.00%0.00%FebruaryMarchAprilMayJuneJuly
-2.73%
-1.97%
gira
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the gira. 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 gira was 33.80%, occurring on Oct 14, 2022. Recovery took 160 trading sessions.

The current gira drawdown is 3.43%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.8%Nov 17, 2021229Oct 14, 2022160Jun 6, 2023389
-33.59%Feb 20, 202023Mar 23, 202050Jun 3, 202073
-22.67%Oct 2, 201858Dec 24, 201855Mar 15, 2019113
-11.19%Aug 1, 202362Oct 26, 202313Nov 14, 202375
-9.55%Feb 17, 202114Mar 8, 202125Apr 13, 202139

Volatility

Volatility Chart

The current gira volatility is 3.61%, 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%FebruaryMarchAprilMayJuneJuly
3.61%
2.94%
gira
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.
PDIGXCSHOPFICONOBLNVDAMAIPACSNPSSPHQTMFCQQQITOT
PDI1.000.250.260.300.400.300.330.370.310.400.390.380.44
GXC0.251.000.430.360.410.430.440.600.420.530.530.560.54
SHOP0.260.431.000.470.310.550.450.410.570.510.620.630.55
FICO0.300.360.471.000.470.500.530.470.610.600.630.620.61
NOBL0.400.410.310.471.000.390.620.690.480.810.630.620.84
NVDA0.300.430.550.500.391.000.480.500.680.670.750.790.67
MA0.330.440.450.530.620.481.000.570.570.750.690.660.71
IPAC0.370.600.410.470.690.500.571.000.510.740.680.670.77
SNPS0.310.420.570.610.480.680.570.511.000.720.780.800.72
SPHQ0.400.530.510.600.810.670.750.740.721.000.880.880.95
TMFC0.390.530.620.630.630.750.690.680.780.881.000.970.91
QQQ0.380.560.630.620.620.790.660.670.800.880.971.000.90
ITOT0.440.540.550.610.840.670.710.770.720.950.910.901.00
The correlation results are calculated based on daily price changes starting from Jan 31, 2018