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
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 2.24% | -1.20% | 6.72% | 18.21% | 12.53% | 11.04% |
| 4-NVSek-Hdg-ETFs | 3.00% | -4.40% | 25.56% | 39.95% | 24.67% | N/A |
| Portfolio components: | ||||||
GLD SPDR Gold Trust | 11.82% | 6.41% | 16.69% | 44.35% | 11.87% | 8.94% |
GBTC Grayscale Bitcoin Trust (BTC) | 1.41% | -9.24% | 47.78% | 61.63% | 43.16% | N/A |
SPY SPDR S&P 500 ETF | 2.36% | -1.07% | 7.41% | 19.73% | 14.21% | 12.96% |
QQQ Invesco QQQ | 2.90% | -1.02% | 9.93% | 20.80% | 18.77% | 18.06% |
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 | 5.85% | 3.00% | |||||||||||
| 2024 | 4.17% | 19.78% | 8.21% | -9.56% | 9.08% | -3.00% | -0.59% | -3.25% | 4.90% | 4.12% | 18.37% | -2.38% | 56.85% |
| 2023 | 13.83% | -2.78% | 13.77% | 0.80% | -1.03% | 11.30% | 2.44% | -1.66% | -3.10% | 9.93% | 9.98% | 7.75% | 77.79% |
| 2022 | -12.53% | 2.52% | 3.75% | -11.05% | -8.40% | -16.94% | 10.96% | -6.79% | -8.59% | 4.29% | -0.15% | -5.79% | -41.60% |
| 2021 | 2.72% | 9.77% | 8.49% | -0.59% | -16.11% | 0.82% | 7.58% | 5.19% | -7.07% | 21.85% | -2.91% | -9.98% | 15.21% |
| 2020 | 7.86% | -6.27% | -11.50% | 16.71% | 6.06% | 0.57% | 12.65% | 6.48% | -7.86% | 6.04% | 18.18% | 15.86% | 78.76% |
| 2019 | 6.22% | 3.24% | 2.45% | 8.02% | 6.88% | 15.13% | -2.05% | -3.55% | -2.38% | 3.60% | -1.78% | -0.25% | 39.80% |
| 2018 | -9.23% | 3.25% | -16.70% | 13.41% | -6.06% | -8.96% | 6.28% | 0.00% | -3.81% | -7.46% | -4.24% | -7.50% | -36.55% |
| 2017 | 3.26% | 3.96% | 0.66% | 2.62% | 15.38% | -4.27% | 3.54% | 21.88% | -8.85% | 5.73% | 21.71% | 12.68% | 104.29% |
| 2016 | -3.45% | 3.57% | 3.93% | 1.55% | 0.14% | 4.10% | 2.89% | -1.25% | 1.29% | -1.19% | -1.72% | 1.52% | 11.63% |
| 2015 | -0.21% | -2.12% | 0.13% | -3.51% | -2.06% | 7.63% | -1.22% | -0.40% | -2.14% |
Expense Ratio
4-NVSek-Hdg-ETFs has an expense ratio of 0.22%, 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
With an overall rank of 90, 4-NVSek-Hdg-ETFs is among the top 10% 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 | 2.90 | 3.67 | 1.49 | 5.47 | 14.93 |
GBTC Grayscale Bitcoin Trust (BTC) | 1.08 | 1.74 | 1.20 | 1.76 | 3.94 |
SPY SPDR S&P 500 ETF | 1.75 | 2.36 | 1.32 | 2.66 | 11.01 |
QQQ Invesco QQQ | 1.30 | 1.78 | 1.24 | 1.76 | 6.08 |
Dividends
Dividend yield
4-NVSek-Hdg-ETFs provided a 0.57% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.57% | 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 | 1.18% | 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 | 0.54% | 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 52.53%, occurring on Dec 21, 2018. Recovery took 480 trading sessions.
The current 4-NVSek-Hdg-ETFs drawdown is 1.52%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -52.53% | Dec 19, 2017 | 254 | Dec 21, 2018 | 480 | Nov 17, 2020 | 734 |
| -52.42% | Nov 10, 2021 | 285 | Dec 28, 2022 | 288 | Feb 22, 2024 | 573 |
| -26.65% | Feb 22, 2021 | 104 | Jul 20, 2021 | 65 | Oct 20, 2021 | 169 |
| -17.17% | Jun 6, 2024 | 41 | Aug 5, 2024 | 60 | Oct 29, 2024 | 101 |
| -14.66% | Jan 8, 2021 | 13 | Jan 27, 2021 | 8 | Feb 8, 2021 | 21 |
Volatility
Volatility Chart
The current 4-NVSek-Hdg-ETFs volatility is 5.65%, 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
| GLD | GBTC | SPY | QQQ | |
|---|---|---|---|---|
| GLD | 1.00 | 0.09 | 0.03 | 0.03 |
| GBTC | 0.09 | 1.00 | 0.23 | 0.24 |
| SPY | 0.03 | 0.23 | 1.00 | 0.90 |
| QQQ | 0.03 | 0.24 | 0.90 | 1.00 |