AKkI-Model
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in AKkI-Model, 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
The earliest data available for this chart is Jan 23, 2018, corresponding to the inception date of FNGU
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| AKkI-Model | 32.60% | -13.97% | 21.07% | 56.58% | 39.28% | N/A |
| Portfolio components: | ||||||
TECL Direxion Daily Technology Bull 3X Shares | 19.62% | -18.38% | 5.86% | 45.51% | 34.42% | 38.71% |
VOO Vanguard S&P 500 ETF | 14.04% | -1.30% | 11.13% | 20.75% | 14.14% | 12.62% |
VGT Vanguard Information Technology ETF | 15.09% | -3.59% | 10.66% | 25.31% | 21.09% | 20.16% |
SOXL Direxion Daily Semiconductor Bull 3x Shares | 27.15% | -27.38% | 17.39% | 51.48% | 26.32% | 38.28% |
UPRO ProShares UltraPro S&P 500 | 34.76% | -5.30% | 26.40% | 48.33% | 20.64% | 22.79% |
FNGU MicroSectors FANG+™ Index 3X Leveraged ETN | 62.44% | -15.19% | 40.35% | 102.73% | 56.25% | N/A |
Monthly Returns
The table below presents the monthly returns of AKkI-Model, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 4.37% | 18.75% | 4.29% | -13.04% | 17.15% | 17.12% | 32.60% | ||||||
| 2023 | 33.32% | 0.25% | 24.83% | -5.24% | 26.84% | 16.71% | 8.44% | -8.53% | -15.94% | -7.89% | 35.16% | 16.97% | 184.15% |
| 2022 | -20.73% | -12.13% | 4.13% | -32.04% | -2.07% | -25.72% | 33.30% | -16.95% | -28.20% | 5.77% | 22.36% | -21.81% | -71.16% |
| 2021 | 0.37% | 8.82% | -0.77% | 9.46% | -1.78% | 16.17% | 2.95% | 7.34% | -13.07% | 21.39% | 9.07% | 3.25% | 77.77% |
| 2020 | 5.41% | -14.62% | -39.17% | 37.78% | 16.20% | 15.83% | 20.92% | 34.80% | -13.18% | -7.91% | 34.06% | 16.34% | 106.35% |
| 2019 | 23.53% | 11.39% | 8.43% | 17.69% | -28.32% | 23.77% | 8.73% | -7.92% | 3.52% | 10.93% | 13.52% | 15.26% | 134.38% |
| 2018 | -0.33% | -3.16% | -11.67% | -2.65% | 18.32% | 0.65% | 3.16% | 11.96% | -3.99% | -22.79% | -2.86% | -21.67% | -35.61% |
Expense Ratio
AKkI-Model features an expense ratio of 0.81%, falling within the medium range. 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
The current rank of AKkI-Model is 35, 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.
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 | |
|---|---|---|---|---|---|
TECL Direxion Daily Technology Bull 3X Shares | 0.69 | 1.21 | 1.15 | 0.68 | 3.06 |
VOO Vanguard S&P 500 ETF | 1.73 | 2.43 | 1.30 | 1.72 | 6.83 |
VGT Vanguard Information Technology ETF | 1.24 | 1.72 | 1.22 | 1.79 | 5.44 |
SOXL Direxion Daily Semiconductor Bull 3x Shares | 0.63 | 1.34 | 1.16 | 0.67 | 2.40 |
UPRO ProShares UltraPro S&P 500 | 1.31 | 1.83 | 1.23 | 0.85 | 4.66 |
FNGU MicroSectors FANG+™ Index 3X Leveraged ETN | 1.41 | 1.96 | 1.25 | 1.32 | 7.35 |
Dividends
Dividend yield
AKkI-Model granted a 0.49% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AKkI-Model | 0.49% | 0.43% | 0.55% | 0.21% | 0.30% | 0.46% | 0.74% | 0.23% | 1.25% | 0.32% | 0.27% | 0.23% |
| Portfolio components: | ||||||||||||
TECL Direxion Daily Technology Bull 3X Shares | 0.35% | 0.28% | 0.22% | 0.32% | 0.52% | 0.25% | 0.47% | 0.10% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.34% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
VGT Vanguard Information Technology ETF | 0.67% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
SOXL Direxion Daily Semiconductor Bull 3x Shares | 0.71% | 0.51% | 1.07% | 0.04% | 0.05% | 0.38% | 1.30% | 0.09% | 4.84% | 0.00% | 0.00% | 0.00% |
UPRO ProShares UltraPro S&P 500 | 0.71% | 0.74% | 0.52% | 0.06% | 0.11% | 0.53% | 0.63% | 0.00% | 0.12% | 0.34% | 0.22% | 0.07% |
FNGU MicroSectors FANG+™ Index 3X Leveraged ETN | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the AKkI-Model. 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 AKkI-Model was 75.61%, occurring on Oct 14, 2022. Recovery took 345 trading sessions.
The current AKkI-Model drawdown is 23.61%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -75.61% | Dec 28, 2021 | 202 | Oct 14, 2022 | 345 | Mar 1, 2024 | 547 |
| -68.58% | Feb 20, 2020 | 22 | Mar 20, 2020 | 96 | Aug 6, 2020 | 118 |
| -52.52% | Aug 30, 2018 | 80 | Dec 24, 2018 | 81 | Apr 23, 2019 | 161 |
| -32.22% | Apr 25, 2019 | 27 | Jun 3, 2019 | 36 | Jul 24, 2019 | 63 |
| -29.33% | Sep 3, 2020 | 14 | Sep 23, 2020 | 48 | Dec 1, 2020 | 62 |
Volatility
Volatility Chart
The current AKkI-Model volatility is 20.37%, 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
| FNGU | SOXL | VOO | UPRO | TECL | VGT | |
|---|---|---|---|---|---|---|
| FNGU | 1.00 | 0.77 | 0.78 | 0.78 | 0.85 | 0.86 |
| SOXL | 0.77 | 1.00 | 0.79 | 0.79 | 0.87 | 0.88 |
| VOO | 0.78 | 0.79 | 1.00 | 1.00 | 0.90 | 0.91 |
| UPRO | 0.78 | 0.79 | 1.00 | 1.00 | 0.91 | 0.91 |
| TECL | 0.85 | 0.87 | 0.90 | 0.91 | 1.00 | 0.99 |
| VGT | 0.86 | 0.88 | 0.91 | 0.91 | 0.99 | 1.00 |