Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
GLD SPDR Gold Shares | Gold, Precious Metals | 25% |
SLV iShares Silver Trust | Silver, Precious Metals | 25% |
BTC-USD Bitcoin | 25% | |
MSTR Strategy Inc | Technology | 25% |
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in Hight Ranking Assets , 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.
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Returns By Period
As of Jun 13, 2026, the Hight Ranking Assets returned -12.46% Year-To-Date and 40.25% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.50% | 0.31% | 8.56% | 8.85% | 24.33% | 19.37% | 11.84% | 13.61% |
Portfolio Hight Ranking Assets | 0.60% | -17.69% | -12.46% | -9.09% | -7.11% | 56.75% | 26.64% | 40.25% |
| Portfolio components: | ||||||||
BTC-USD Bitcoin | 2.42% | -17.06% | -25.06% | -25.64% | -37.83% | 36.87% | 10.30% | 55.97% |
GLD SPDR Gold Shares | 0.06% | -7.37% | -2.47% | -2.25% | 22.21% | 28.89% | 17.08% | 12.15% |
MSTR Strategy Inc | 3.18% | -30.13% | -18.41% | -29.74% | -67.62% | 63.46% | 19.14% | 20.92% |
SLV iShares Silver Trust | 0.77% | -11.23% | -4.86% | 9.25% | 85.90% | 41.27% | 18.83% | 13.99% |
Monthly Returns
Based on dividend-adjusted daily data since Sep 29, 2012, Hight Ranking Assets 's average daily return is +0.12%, while the average monthly return is +4.09%. At this rate, an investment would double in approximately 1.4 years.
Historically, 58% of months were positive and 42% were negative. The best month was Nov 2013 with a return of +147.4%, while the worst month was Dec 2013 at -29.3%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.
On a daily basis, Hight Ranking Assets closed higher 53% of trading days. The best single day was Nov 18, 2013 with a return of +25.7%, while the worst single day was Dec 6, 2013 at -17.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.29% | -0.65% | -9.88% | 10.01% | -1.81% | -13.21% | -12.46% | ||||||
| 2025 | 10.03% | -10.21% | 7.46% | 11.69% | 2.26% | 5.32% | 2.03% | -2.58% | 8.23% | -3.17% | -5.83% | 7.14% | 34.21% |
| 2024 | -6.36% | 33.72% | 29.86% | -10.97% | 15.29% | -4.99% | 6.22% | -6.61% | 11.72% | 16.08% | 24.62% | -11.57% | 124.85% |
| 2023 | 30.65% | -1.91% | 14.00% | 5.05% | -5.73% | 5.15% | 8.70% | -8.51% | -4.98% | 17.01% | 10.15% | 10.13% | 104.05% |
| 2022 | -13.32% | 11.03% | 3.90% | -13.52% | -11.38% | -17.79% | 21.16% | -12.88% | -2.87% | 7.60% | -5.86% | -4.37% | -37.42% |
| 2021 | 17.89% | 14.56% | 3.73% | 1.10% | -11.40% | 2.57% | 3.07% | 4.75% | -8.63% | 18.36% | -3.12% | -10.92% | 29.68% |
Benchmark Metrics
Hight Ranking Assets has an annualized alpha of 35.01%, beta of 0.66, and R2 of 0.10 versus S&P 500 Index. Calculated based on daily prices since September 29, 2012.
- This portfolio captured 178.53% of S&P 500 Index gains but only 66.36% of its losses - a favorable profile for investors.
- Beta of 0.66 may look defensive, but with R2 of 0.10 this portfolio is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
- R2 of 0.10 means this portfolio moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 35.01%
- Beta
- 0.66
- R²
- 0.10
- Upside Capture
- 178.53%
- Downside Capture
- 66.36%
Expense Ratio
Hight Ranking Assets has an expense ratio of 0.23%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
Hight Ranking Assets ranks 4 for risk / return — in the bottom 4% of Portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for Hight Ranking Assets and compares them with S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.19 | 1.86 | -2.05 |
| Sortino ratioReturn per unit of downside risk | -0.01 | 2.53 | -2.54 |
| Omega ratioGain probability vs. loss probability | 1.00 | 1.34 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | -0.22 | 2.53 | -2.75 |
| Martin ratioReturn relative to average drawdown | -0.52 | 11.37 | -11.89 |
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
BTC-USD Bitcoin | 36 | -0.88 | -1.20 | 0.88 | -0.74 | -1.28 |
GLD SPDR Gold Shares | 25 | 0.87 | 1.24 | 1.18 | 0.98 | 2.81 |
MSTR Strategy Inc | 8 | -0.95 | -1.71 | 0.82 | -0.88 | -1.27 |
SLV iShares Silver Trust | 41 | 1.44 | 1.76 | 1.29 | 1.89 | 4.10 |
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Dividends
Dividend yield
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Hight Ranking Assets . 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 Hight Ranking Assets was 54.92%, occurring on Nov 21, 2022. Recovery took 448 trading sessions.
The current Hight Ranking Assets drawdown is 29.49%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -54.92%Nov 2022 | 1y 9mo | 1y 2mo | 3y 2dFeb 2021 - Feb 2024 |
2015 bear market2015 | -45.72%Jan 2015 | 1y 1mo | 2y 1mo | 3y 2moDec 2013 - Feb 2017 |
2013 bear market2013 | -43.27%Jul 2013 | 2mo 26d | 4mo 6d | 7mo 2dApr 2013 - Nov 2013 |
Rate-hike selloffLate 2018 | -42.72%Dec 2018 | 12mo 3d | 8mo 22d | 1y 8moDec 2017 - Sep 2019 |
2026 bear market2026 | -32.93%Jun 2026 | 4mo 12d | — | 4mo 17dJan 2026 - now |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 4 assets, with an effective number of assets of 4.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
1Y | 3Y | 5Y | 10Y | All Time | |
|---|---|---|---|---|---|
Diversification Ratio | 1.35 | 1.35 | 1.33 | 1.42 | 1.48 |
The portfolio has a diversification ratio of 1.48, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
Hight Ranking Assets correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Sep 29, 2012 | 0.32 |
Benchmark Correlations
Correlation vs. S&P 500 Index. MSTR has the highest benchmark correlation at 0.49, while GLD has the lowest at 0.02.
Asset Correlations Table
Find what Hight Ranking Assets is missing
See which holdings overlap, where Hight Ranking Assets is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification