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Moochi v4
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Moochi v4

Currency in USD · Last updated May 31, 2025

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/SectorTarget Weight
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%

S&P 500

Performance

Performance Chart

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

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		0.51%6.15%-2.00%12.92%14.19%10.85%
Moochi v41.44%11.11%5.17%29.86%N/AN/A
Portfolio components:
TSLA
Tesla, Inc.		-14.21%22.79%0.38%93.78%44.15%35.54%
GOOG
Alphabet Inc		-9.13%7.43%1.61%0.06%19.44%20.48%
MSFT
Microsoft Corporation		9.64%16.68%9.13%11.87%21.26%27.46%
AMZN
Amazon.com, Inc.		-6.55%11.16%-1.39%14.33%10.92%25.27%
NVDA
NVIDIA Corporation		0.63%24.06%-2.24%22.32%72.51%74.01%
TSM
Taiwan Semiconductor Manufacturing Company Limited		-1.73%15.98%5.42%28.14%33.29%26.64%
CVX
Chevron Corporation		-3.41%1.69%-13.60%-9.70%13.17%7.44%
IAUM
iShares Gold Trust Micro ETF of Benef Interest		25.49%-0.06%23.69%40.52%N/AN/A
BTC-USD
Bitcoin		13.07%12.14%8.39%54.53%61.22%85.17%
JEPI
JPMorgan Equity Premium Income ETF		0.17%1.79%-3.98%7.73%10.94%N/A
USD=X
USD Cash		0.00%0.00%0.00%0.00%0.00%0.00%
*Annualized

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
20253.07%-8.90%-4.59%1.91%11.11%1.44%
2024-0.52%10.05%4.90%-0.29%4.94%5.22%1.33%-2.86%5.82%1.91%10.61%3.79%54.08%
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%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

Moochi v4 has an expense ratio of 0.04%, 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.

IAUM
iShares Gold Trust Micro ETF of Benef Interest
JEPI
JPMorgan Equity Premium Income ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Moochi v4 is 65, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of Moochi v4 is 6565
Overall Rank
The Sharpe Ratio Rank of Moochi v4 is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of Moochi v4 is 8484
Sortino Ratio Rank
The Omega Ratio Rank of Moochi v4 is 8080
Omega Ratio Rank
The Calmar Ratio Rank of Moochi v4 is 2121
Calmar Ratio Rank
The Martin Ratio Rank of Moochi v4 is 6262
Martin 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.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
TSLA
Tesla, Inc.		1.301.831.210.592.55
GOOG
Alphabet Inc		0.000.551.070.050.56
MSFT
Microsoft Corporation		0.470.711.090.081.04
AMZN
Amazon.com, Inc.		0.410.681.080.070.79
NVDA
NVIDIA Corporation		0.380.961.130.201.58
TSM
Taiwan Semiconductor Manufacturing Company Limited		0.610.841.110.121.15
CVX
Chevron Corporation		-0.39-0.040.99-0.46-0.46
IAUM
iShares Gold Trust Micro ETF of Benef Interest		2.282.861.361.7111.38
BTC-USD
Bitcoin		1.092.831.302.009.87
JEPI
JPMorgan Equity Premium Income ETF		0.560.121.020.000.02
USD=X
USD Cash		—————

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Moochi v4 Sharpe ratios as of May 31, 2025 (values are recalculated daily):

  • 1-Year: 1.16
  • All Time: 0.93

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.60 to 1.13, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Moochi v4 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

Moochi v4 provided a 1.24% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio1.24%1.12%1.16%1.43%1.04%1.13%0.64%0.71%0.59%0.67%0.82%0.74%
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		0.46%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MSFT
Microsoft Corporation		0.70%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%
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%0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%
TSM
Taiwan Semiconductor Manufacturing Company Limited		1.28%1.18%1.78%2.48%1.56%1.58%3.49%3.55%2.32%2.61%2.54%1.79%
CVX
Chevron Corporation		4.89%4.50%4.05%3.16%4.52%6.11%3.95%4.12%3.45%3.64%4.76%3.75%
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		8.01%7.33%8.40%11.67%6.59%5.79%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.

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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 4.85%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.09%Nov 9, 2021423Jan 5, 2023179Jul 3, 2023602
-23.81%Dec 18, 2024112Apr 8, 2025———
-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
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

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 11 assets, with an effective number of assets of 10.02, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCUSD=XIAUMCVXBTC-USDTSLAJEPITSMAMZNNVDAGOOGMSFTPortfolio
^GSPC1.000.000.090.330.360.580.820.630.720.710.720.780.84
USD=X0.000.000.000.000.000.000.000.000.000.000.000.000.00
IAUM0.090.001.000.140.100.030.100.090.070.070.100.060.13
CVX0.330.000.141.000.090.080.310.160.090.100.130.100.19
BTC-USD0.360.000.100.091.000.260.210.230.250.270.260.230.53
TSLA0.580.000.030.080.261.000.300.400.440.450.420.430.71
JEPI0.820.000.100.310.210.301.000.340.420.350.430.500.46
TSM0.630.000.090.160.230.400.341.000.460.650.440.500.62
AMZN0.720.000.070.090.250.440.420.461.000.560.640.640.67
NVDA0.710.000.070.100.270.450.350.650.561.000.510.600.72
GOOG0.720.000.100.130.260.420.430.440.640.511.000.670.70
MSFT0.780.000.060.100.230.430.500.500.640.600.671.000.69
Portfolio0.840.000.130.190.530.710.460.620.670.720.700.691.00
The correlation results are calculated based on daily price changes starting from Jul 1, 2021
Go to the full Correlations tool for more customization options