Nontraditional Bond + Semiconductor
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
GC=F Gold | 15% | |
OEF iShares S&P 100 ETF | Large Cap Growth Equities | 15% |
QQQ Invesco QQQ | Large Cap Blend Equities | 15% |
SVARX Spectrum Low Volatility Fund | Nontraditional Bonds | 15% |
UUP Invesco DB US Dollar Index Bullish Fund | Currency | 40% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Nontraditional Bond + Semiconductor, 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 every 3 months.
The earliest data available for this chart is Dec 16, 2013, corresponding to the inception date of SVARX
Returns By Period
As of Apr 20, 2025, the Nontraditional Bond + Semiconductor returned -3.01% Year-To-Date and 7.26% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.71% | -9.92% | 6.35% | 13.40% | 9.65% |
| Nontraditional Bond + Semiconductor | -3.01% | -2.48% | -0.34% | 8.19% | 8.52% | 7.26% |
| Portfolio components: | ||||||
SVARX Spectrum Low Volatility Fund | 0.21% | -0.80% | -0.49% | 3.45% | 5.35% | 5.68% |
UUP Invesco DB US Dollar Index Bullish Fund | -7.21% | -3.91% | -1.72% | -1.27% | 2.20% | 1.81% |
QQQ Invesco QQQ | -13.00% | -7.20% | -9.91% | 7.76% | 14.68% | 14.08% |
GC=F Gold | 25.84% | 8.84% | 21.93% | 37.95% | 12.88% | 9.46% |
OEF iShares S&P 100 ETF | -11.87% | -7.14% | -9.52% | 9.35% | 14.03% | 11.01% |
Monthly Returns
The table below presents the monthly returns of Nontraditional Bond + Semiconductor, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.88% | -0.51% | -1.71% | -2.65% | -3.01% | ||||||||
| 2024 | 1.58% | 1.93% | 2.39% | 0.05% | 1.51% | 2.52% | 0.12% | 0.39% | 1.76% | 1.55% | 2.17% | 1.05% | 18.36% |
| 2023 | 3.55% | -0.34% | 2.85% | 0.12% | 2.64% | 1.32% | 1.09% | 0.57% | -0.91% | 0.79% | 2.93% | 1.77% | 17.56% |
| 2022 | -2.02% | -0.42% | 1.95% | -1.78% | -1.36% | -1.52% | 3.66% | -1.24% | -1.95% | 1.20% | 0.95% | -2.61% | -5.22% |
| 2021 | 0.04% | -0.53% | 1.87% | 1.39% | 0.54% | 1.46% | 1.09% | 1.37% | -1.42% | 2.51% | 0.76% | 1.17% | 10.66% |
| 2020 | 1.86% | -1.77% | -2.08% | 5.39% | 2.43% | 1.83% | 2.83% | 2.72% | -1.72% | -1.15% | 2.10% | 1.75% | 14.81% |
| 2019 | 3.31% | 1.51% | 1.37% | 1.88% | -1.93% | 2.69% | 2.25% | 0.71% | 0.24% | 0.56% | 1.25% | 1.36% | 16.19% |
| 2018 | 1.35% | -0.48% | -1.16% | 0.74% | 2.22% | 0.09% | 0.76% | 1.76% | 0.00% | -0.92% | 0.00% | -2.03% | 2.26% |
| 2017 | 0.85% | 2.75% | 0.07% | 0.13% | 0.38% | -1.10% | 0.41% | 1.10% | 0.06% | 1.68% | 0.08% | 0.44% | 7.01% |
| 2016 | -0.57% | 0.76% | 0.77% | 0.21% | 1.32% | 1.16% | 1.88% | 0.33% | 0.13% | 0.46% | 0.54% | 1.00% | 8.26% |
| 2015 | 2.45% | 1.40% | 0.31% | -1.28% | 1.62% | -1.70% | 0.81% | -2.17% | -0.97% | 3.88% | 0.30% | -1.19% | 3.31% |
| 2014 | 0.10% | 1.69% | -0.58% | -0.10% | 1.07% | 1.42% | 0.54% | 1.75% | 0.37% | 0.61% | 1.78% | 0.52% | 9.53% |
Expense Ratio
Nontraditional Bond + Semiconductor has an expense ratio of 0.71%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 79, Nontraditional Bond + Semiconductor is among the top 21% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
SVARX Spectrum Low Volatility Fund | 1.19 | 1.72 | 1.24 | 1.19 | 3.19 |
UUP Invesco DB US Dollar Index Bullish Fund | -0.10 | -0.08 | 0.99 | -0.08 | -0.27 |
QQQ Invesco QQQ | 0.03 | 0.22 | 1.03 | 0.04 | 0.13 |
GC=F Gold | 2.58 | 3.30 | 1.46 | 5.21 | 13.28 |
OEF iShares S&P 100 ETF | 0.17 | 0.38 | 1.06 | 0.17 | 0.73 |
Dividends
Dividend yield
Nontraditional Bond + Semiconductor provided a 3.40% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.40% | 3.43% | 3.35% | 0.71% | 1.10% | 0.97% | 1.94% | 1.24% | 1.47% | 1.83% | 0.92% | 0.91% |
| Portfolio components: | ||||||||||||
SVARX Spectrum Low Volatility Fund | 8.00% | 9.35% | 3.35% | 0.00% | 5.85% | 4.46% | 4.91% | 2.41% | 6.90% | 9.07% | 3.02% | 2.82% |
UUP Invesco DB US Dollar Index Bullish Fund | 4.82% | 4.48% | 6.45% | 0.89% | 0.00% | 0.00% | 2.03% | 1.08% | 0.10% | 0.00% | 0.00% | 0.00% |
QQQ Invesco QQQ | 0.67% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
GC=F Gold | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
OEF iShares S&P 100 ETF | 1.10% | 1.03% | 1.19% | 1.55% | 1.06% | 1.43% | 1.87% | 2.09% | 1.81% | 2.07% | 2.11% | 1.85% |
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 Nontraditional Bond + Semiconductor. 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 Nontraditional Bond + Semiconductor was 10.30%, occurring on Mar 16, 2020. Recovery took 60 trading sessions.
The current Nontraditional Bond + Semiconductor drawdown is 5.78%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -10.3% | Feb 21, 2020 | 19 | Mar 16, 2020 | 60 | May 27, 2020 | 79 |
| -7.7% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -6.43% | Apr 12, 2015 | 115 | Aug 25, 2015 | 179 | Apr 18, 2016 | 294 |
| -6.33% | Nov 22, 2021 | 157 | Jun 16, 2022 | 221 | Mar 31, 2023 | 378 |
| -5.12% | Oct 4, 2018 | 60 | Dec 24, 2018 | 27 | Feb 4, 2019 | 87 |
Volatility
Volatility Chart
The current Nontraditional Bond + Semiconductor volatility is 5.26%, 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
| GC=F | UUP | SVARX | QQQ | OEF | |
|---|---|---|---|---|---|
| GC=F | 1.00 | -0.15 | 0.08 | -0.00 | -0.00 |
| UUP | -0.15 | 1.00 | -0.20 | -0.10 | -0.11 |
| SVARX | 0.08 | -0.20 | 1.00 | 0.37 | 0.38 |
| QQQ | -0.00 | -0.10 | 0.37 | 1.00 | 0.91 |
| OEF | -0.00 | -0.11 | 0.38 | 0.91 | 1.00 |