4-NVSek-Hdg-ETFs
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
GBTC Grayscale Bitcoin Trust (BTC) | Financial Services | 2% |
GLD SPDR Gold Trust | Precious Metals, Gold | 32% |
QQQ Invesco QQQ | Large Cap Blend Equities | 33% |
SPY SPDR S&P 500 ETF | Large Cap Growth Equities | 33% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 4-NVSek-Hdg-ETFs, 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 May 4, 2015, corresponding to the inception date of GBTC
Returns By Period
As of May 5, 2025, the 4-NVSek-Hdg-ETFs returned 5.08% Year-To-Date and 16.23% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.31% | 12.07% | -0.74% | 10.90% | 14.73% | 10.57% |
| 4-NVSek-Hdg-ETFs | 5.08% | 11.44% | 7.21% | 22.37% | 18.04% | 16.23% |
| Portfolio components: | ||||||
GLD SPDR Gold Trust | 23.07% | 6.53% | 18.03% | 39.92% | 13.16% | 10.17% |
GBTC Grayscale Bitcoin Trust (BTC) | 3.42% | 15.43% | 39.16% | 38.38% | 50.39% | 67.77% |
SPY SPDR S&P 500 ETF | -3.01% | 12.17% | -0.12% | 12.26% | 16.40% | 12.46% |
QQQ Invesco QQQ | -4.24% | 15.65% | 0.60% | 12.94% | 18.38% | 17.33% |
Monthly Returns
The table below presents the monthly returns of 4-NVSek-Hdg-ETFs, 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 | 3.96% | -1.04% | -1.10% | 2.19% | 1.05% | 5.08% | |||||||
| 2024 | 0.86% | 4.63% | 4.53% | -2.14% | 4.40% | 2.98% | 1.53% | 1.62% | 3.38% | 0.98% | 3.47% | -1.17% | 27.83% |
| 2023 | 8.39% | -2.75% | 7.97% | 0.98% | 2.03% | 4.28% | 3.08% | -1.48% | -4.73% | 1.74% | 7.56% | 4.15% | 34.84% |
| 2022 | -5.61% | -0.15% | 3.11% | -8.29% | -1.95% | -6.75% | 6.76% | -4.35% | -7.77% | 3.51% | 5.83% | -4.12% | -19.39% |
| 2021 | -1.12% | -0.56% | 2.27% | 4.71% | 1.64% | 0.32% | 2.88% | 2.53% | -4.67% | 6.33% | -0.02% | 2.23% | 17.34% |
| 2020 | 3.07% | -4.98% | -6.90% | 12.27% | 4.88% | 3.22% | 8.48% | 5.88% | -4.91% | -1.20% | 6.91% | 6.52% | 36.18% |
| 2019 | 6.57% | 2.12% | 1.60% | 3.76% | -2.46% | 8.57% | 1.05% | 1.04% | -0.31% | 3.10% | 1.25% | 3.13% | 33.14% |
| 2018 | 5.15% | -2.10% | -2.82% | 0.98% | 1.69% | -1.17% | 1.85% | 2.14% | -0.41% | -4.72% | 0.18% | -4.17% | -3.80% |
| 2017 | 3.80% | 3.87% | 0.61% | 2.16% | 7.76% | -2.60% | 2.91% | 4.97% | -1.91% | 2.42% | 3.68% | 2.42% | 34.05% |
| 2016 | -2.80% | 3.73% | 3.74% | 1.36% | 0.12% | 3.66% | 3.79% | -0.83% | 1.09% | -1.60% | -1.47% | 1.05% | 12.15% |
| 2015 | -0.21% | -2.10% | 0.15% | -3.60% | -1.98% | 7.75% | -0.98% | -0.10% | -1.46% |
Expense Ratio
4-NVSek-Hdg-ETFs has an expense ratio of 0.22%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 88, 4-NVSek-Hdg-ETFs is among the top 12% 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 | |
|---|---|---|---|---|---|
GLD SPDR Gold Trust | 2.41 | 3.21 | 1.41 | 5.01 | 13.43 |
GBTC Grayscale Bitcoin Trust (BTC) | 0.83 | 1.44 | 1.17 | 1.31 | 2.90 |
SPY SPDR S&P 500 ETF | 0.72 | 1.13 | 1.17 | 0.76 | 3.04 |
QQQ Invesco QQQ | 0.63 | 1.03 | 1.14 | 0.70 | 2.32 |
Dividends
Dividend yield
4-NVSek-Hdg-ETFs provided a 0.62% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.62% | 0.58% | 0.66% | 0.81% | 0.54% | 0.68% | 0.82% | 0.97% | 0.87% | 1.02% | 1.01% | 1.08% |
| Portfolio components: | ||||||||||||
GLD SPDR 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% |
GBTC Grayscale Bitcoin Trust (BTC) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.23% | 0.00% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.26% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
QQQ Invesco QQQ | 0.61% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
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 4-NVSek-Hdg-ETFs. 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 4-NVSek-Hdg-ETFs was 24.91%, occurring on Oct 14, 2022. Recovery took 188 trading sessions.
The current 4-NVSek-Hdg-ETFs drawdown is 1.99%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -24.91% | Nov 19, 2021 | 227 | Oct 14, 2022 | 188 | Jul 18, 2023 | 415 |
| -23.44% | Feb 20, 2020 | 22 | Mar 20, 2020 | 53 | Jun 5, 2020 | 75 |
| -13.63% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -13.37% | Jan 29, 2018 | 229 | Dec 24, 2018 | 56 | Mar 18, 2019 | 285 |
| -10.35% | May 15, 2015 | 71 | Aug 25, 2015 | 131 | Mar 3, 2016 | 202 |
Volatility
Volatility Chart
The current 4-NVSek-Hdg-ETFs volatility is 11.34%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 4 assets, with an effective number of assets of 3.12, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | GLD | GBTC | QQQ | SPY | Portfolio | |
|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.02 | 0.23 | 0.91 | 1.00 | 0.86 |
| GLD | 0.02 | 1.00 | 0.09 | 0.02 | 0.02 | 0.36 |
| GBTC | 0.23 | 0.09 | 1.00 | 0.24 | 0.23 | 0.41 |
| QQQ | 0.91 | 0.02 | 0.24 | 1.00 | 0.91 | 0.88 |
| SPY | 1.00 | 0.02 | 0.23 | 0.91 | 1.00 | 0.86 |
| Portfolio | 0.86 | 0.36 | 0.41 | 0.88 | 0.86 | 1.00 |