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Moochi v4
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Moochi v4

Last updated Nov 15, 2024

Asset Allocation

IAUM 8%BTC-USD 8%USD=X 8%TSLA 15%GOOG 15%MSFT 8%AMZN 8%NVDA 8%CVX 8%JEPI 8%TSM 6%CommodityCommodityCryptocurrencyCryptocurrencyCurrencyCurrencyEquityEquity
PositionCategory/SectorWeight
AMZN
Amazon.com, Inc.		Consumer Cyclical
8%
BTC-USD
Bitcoin
8%
CVX
Chevron Corporation		Energy
8%
GOOG
Alphabet Inc.		Communication Services
15%
IAUM
iShares Gold Trust Micro ETF of Benef Interest		Precious Metals, Gold
8%
JEPI
JPMorgan Equity Premium Income ETF		Actively Managed, Dividend, Derivative Income
8%
MSFT
Microsoft Corporation		Technology
8%
NVDA
NVIDIA Corporation		Technology
8%
TSLA
Tesla, Inc.		Consumer Cyclical
15%
TSM
Taiwan Semiconductor Manufacturing Company Limited		Technology
6%
USD=X
USD Cash
8%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Moochi v4, 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

0.00%5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
22.50%
12.31%
Moochi v4
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 30, 2021, corresponding to the inception date of IAUM

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		24.72%2.30%12.31%32.12%13.81%11.31%
Moochi v445.70%11.58%22.50%51.55%N/AN/A
Portfolio components:
TSLA
Tesla, Inc.		25.23%41.72%77.98%28.14%67.88%33.87%
GOOG
Alphabet Inc.		26.15%6.26%1.34%30.36%21.70%20.90%
MSFT
Microsoft Corporation		14.14%1.95%1.58%16.11%24.47%26.07%
AMZN
Amazon.com, Inc.		39.19%12.68%15.17%47.68%19.50%29.40%
NVDA
NVIDIA Corporation		196.42%11.52%55.56%200.29%96.27%77.78%
TSM
Taiwan Semiconductor Manufacturing Company Limited		83.23%0.73%24.67%93.77%31.45%27.28%
CVX
Chevron Corporation		12.00%9.52%1.56%15.98%10.67%7.82%
IAUM
iShares Gold Trust Micro ETF of Benef Interest		24.32%-3.58%7.88%30.86%N/AN/A
BTC-USD
Bitcoin		106.44%30.14%33.75%130.33%59.13%71.89%
JEPI
JPMorgan Equity Premium Income ETF		15.42%1.00%8.34%18.87%N/AN/A
USD=X
USD Cash		0.00%0.00%0.00%0.00%0.00%0.00%

Monthly Returns

The table below presents the monthly returns of Moochi v4, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.52%10.05%4.90%-0.29%4.94%5.22%1.33%-2.86%5.82%1.91%45.70%
202317.77%1.67%9.11%-1.78%9.31%7.22%2.98%-0.73%-3.49%-1.60%8.67%4.20%65.35%
2022-6.06%0.27%7.26%-13.53%-2.49%-10.17%13.45%-6.76%-8.30%0.13%3.68%-9.67%-30.38%
20212.81%5.40%-3.40%16.64%1.86%-3.12%20.49%

Expense Ratio

Moochi v4 has an expense ratio of 0.04%, 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.

IAUM
iShares Gold Trust Micro ETF of Benef Interest
Expense ratio chart for IAUM: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
JEPI
JPMorgan Equity Premium Income ETF
Expense ratio chart for JEPI: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Moochi v4 is 30, 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.

The Risk-Adjusted Performance Rank of Moochi v4 is 3030
Combined Rank
The Sharpe Ratio Rank of Moochi v4 is 4343Sharpe Ratio Rank
The Sortino Ratio Rank of Moochi v4 is 3434Sortino Ratio Rank
The Omega Ratio Rank of Moochi v4 is 3232Omega Ratio Rank
The Calmar Ratio Rank of Moochi v4 is 1515Calmar Ratio Rank
The Martin Ratio Rank of Moochi v4 is 2626Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Moochi v4
Sharpe ratio
The chart of Sharpe ratio for Moochi v4, currently valued at 2.23, compared to the broader market0.002.004.006.002.23
Sortino ratio
The chart of Sortino ratio for Moochi v4, currently valued at 2.82, compared to the broader market-2.000.002.004.006.002.82
Omega ratio
The chart of Omega ratio for Moochi v4, currently valued at 1.36, compared to the broader market0.801.001.201.401.601.802.001.36
Calmar ratio
The chart of Calmar ratio for Moochi v4, currently valued at 1.20, compared to the broader market0.005.0010.0015.001.20
Martin ratio
The chart of Martin ratio for Moochi v4, currently valued at 9.62, compared to the broader market0.0010.0020.0030.0040.0050.009.62
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.66, compared to the broader market0.002.004.006.002.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.56, compared to the broader market-2.000.002.004.006.003.56
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.50, compared to the broader market0.801.001.201.401.601.802.001.50
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.81, compared to the broader market0.005.0010.0015.003.81
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 17.03, compared to the broader market0.0010.0020.0030.0040.0050.0017.03
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
TSLA
Tesla, Inc.		1.832.681.310.9910.77
GOOG
Alphabet Inc.		1.842.501.330.845.07
MSFT
Microsoft Corporation		0.340.571.070.080.93
AMZN
Amazon.com, Inc.		1.071.541.200.484.29
NVDA
NVIDIA Corporation		1.732.251.281.709.50
TSM
Taiwan Semiconductor Manufacturing Company Limited		1.031.611.190.695.32
CVX
Chevron Corporation		0.831.201.160.182.26
IAUM
iShares Gold Trust Micro ETF of Benef Interest		1.802.411.311.1311.72
BTC-USD
Bitcoin		0.861.551.150.683.55
JEPI
JPMorgan Equity Premium Income ETF		1.882.631.360.9112.70
USD=X
USD Cash		—————

Sharpe Ratio

The current Moochi v4 Sharpe ratio is 2.23. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.86 to 2.74, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of Moochi v4 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.002.003.004.005.006.00JuneJulyAugustSeptemberOctoberNovember
2.23
2.66
Moochi v4
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Moochi v4 provided a 1.03% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
Portfolio1.03%1.16%1.43%1.04%1.13%0.64%0.71%0.59%0.67%0.82%0.74%0.75%
Portfolio components:
TSLA
Tesla, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GOOG
Alphabet Inc.		0.23%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MSFT
Microsoft Corporation		0.53%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
AMZN
Amazon.com, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NVDA
NVIDIA Corporation		0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%
TSM
Taiwan Semiconductor Manufacturing Company Limited		1.16%1.78%2.48%1.56%1.58%3.49%3.55%2.32%2.61%2.54%1.79%2.30%
CVX
Chevron Corporation		3.96%4.05%3.16%4.52%6.11%3.95%4.12%3.45%3.64%4.76%3.75%3.12%
IAUM
iShares Gold Trust Micro ETF of Benef Interest		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BTC-USD
Bitcoin		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JEPI
JPMorgan Equity Premium Income ETF		7.09%8.40%11.67%6.59%5.79%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
USD=X
USD Cash		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. Drawdowns are calculated considering price movements and all distributions paid, if any.

-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.19%
-0.87%
Moochi v4
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Moochi v4. 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 Moochi v4 was 36.09%, occurring on Jan 5, 2023. Recovery took 179 trading sessions.

The current Moochi v4 drawdown is 2.19%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.09%Nov 9, 2021423Jan 5, 2023179Jul 3, 2023602
-14.36%Jul 11, 202428Aug 7, 202479Oct 25, 2024107
-7.36%Jul 19, 2023100Oct 26, 202319Nov 14, 2023119
-6.95%Apr 12, 20248Apr 19, 202410Apr 29, 202418
-4.98%Sep 7, 202115Sep 21, 202123Oct 14, 202138

Volatility

Volatility Chart

The current Moochi v4 volatility is 6.81%, 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.

2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
6.81%
3.81%
Moochi v4
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
USD=XIAUMCVXBTC-USDTSLAJEPITSMNVDAAMZNGOOGMSFT
USD=X0.000.000.000.000.000.000.000.000.000.000.00
IAUM0.001.000.140.110.050.120.100.090.110.120.07
CVX0.000.141.000.090.080.310.170.100.090.140.10
BTC-USD0.000.110.091.000.250.220.230.280.260.260.24
TSLA0.000.050.080.251.000.300.400.450.420.400.40
JEPI0.000.120.310.220.301.000.340.350.430.450.51
TSM0.000.100.170.230.400.341.000.640.440.430.50
NVDA0.000.090.100.280.450.350.641.000.540.500.60
AMZN0.000.110.090.260.420.430.440.541.000.630.63
GOOG0.000.120.140.260.400.450.430.500.631.000.68
MSFT0.000.070.100.240.400.510.500.600.630.681.00
The correlation results are calculated based on daily price changes starting from Jul 1, 2021