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Prefer 30 30 40
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Prefer 30 30 40

Last updated Nov 13, 2024

30% Base ETF 30% Growth x2 long 10% Others consumer (like CELH) 10% Small Cap 10% Mag7 5% VOO 5% BTC

Asset Allocation

BTC-USD 5%SMH 30%NVDL 30%CELH 10%MAGS 10%VST 5%PRCT 5%VOO 5%CryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorWeight
BTC-USD
Bitcoin
5%
CELH
Celsius Holdings, Inc.		Consumer Defensive
10%
MAGS
Roundhill Magnificent Seven ETF		Technology Equities
10%
NVDL
GraniteShares 2x Long NVDA Daily ETF		Leveraged Equities
30%
PRCT
PROCEPT BioRobotics Corporation		Healthcare
5%
SMH
VanEck Vectors Semiconductor ETF		Technology Equities
30%
VOO
Vanguard S&P 500 ETF		Large Cap Growth Equities
5%
VST
Vistra Corp.		Utilities
5%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Prefer 30 30 40, 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

-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
33.26%
14.05%
Prefer 30 30 40
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 11, 2023, corresponding to the inception date of MAGS

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		25.45%2.91%14.05%35.64%14.13%11.39%
Prefer 30 30 40144.61%9.02%33.25%164.41%N/AN/A
Portfolio components:
SMH
VanEck Vectors Semiconductor ETF		44.03%-1.88%10.91%62.09%33.67%28.85%
NVDL
GraniteShares 2x Long NVDA Daily ETF		461.90%18.28%108.32%469.33%N/AN/A
CELH
Celsius Holdings, Inc.		-50.55%-17.80%-70.55%-50.20%84.40%69.04%
VST
Vistra Corp.		272.17%13.46%56.19%319.11%44.12%N/A
PRCT
PROCEPT BioRobotics Corporation		127.99%33.26%46.30%197.66%N/AN/A
MAGS
Roundhill Magnificent Seven ETF		55.90%10.96%29.05%64.91%N/AN/A
VOO
Vanguard S&P 500 ETF		26.88%3.01%14.84%37.59%15.93%13.41%
BTC-USD
Bitcoin		108.10%39.94%42.89%140.96%58.81%72.54%

Monthly Returns

The table below presents the monthly returns of Prefer 30 30 40, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
202413.86%35.67%15.11%-6.91%25.54%7.34%-7.80%-1.22%2.21%5.45%144.61%
20230.54%26.50%11.13%6.62%4.49%-9.90%-5.51%15.06%8.67%67.60%

Expense Ratio

Prefer 30 30 40 features an expense ratio of 0.48%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

NVDL
GraniteShares 2x Long NVDA Daily ETF
Expense ratio chart for NVDL: current value at 1.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.15%
SMH
VanEck Vectors Semiconductor ETF
Expense ratio chart for SMH: 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%
MAGS
Roundhill Magnificent Seven ETF
Expense ratio chart for MAGS: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%
VOO
Vanguard S&P 500 ETF
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Prefer 30 30 40 is 10, indicating that it is in the bottom 10% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of Prefer 30 30 40 is 1010
Combined Rank
The Sharpe Ratio Rank of Prefer 30 30 40 is 1111Sharpe Ratio Rank
The Sortino Ratio Rank of Prefer 30 30 40 is 1010Sortino Ratio Rank
The Omega Ratio Rank of Prefer 30 30 40 is 1010Omega Ratio Rank
The Calmar Ratio Rank of Prefer 30 30 40 is 1111Calmar Ratio Rank
The Martin Ratio Rank of Prefer 30 30 40 is 1010Martin 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.

Prefer 30 30 40
Sharpe ratio
The chart of Sharpe ratio for Prefer 30 30 40, currently valued at 1.39, compared to the broader market0.002.004.006.001.39
Sortino ratio
The chart of Sortino ratio for Prefer 30 30 40, currently valued at 1.90, compared to the broader market-2.000.002.004.006.001.90
Omega ratio
The chart of Omega ratio for Prefer 30 30 40, currently valued at 1.23, compared to the broader market0.801.001.201.401.601.802.001.23
Calmar ratio
The chart of Calmar ratio for Prefer 30 30 40, currently valued at 1.00, compared to the broader market0.005.0010.0015.001.00
Martin ratio
The chart of Martin ratio for Prefer 30 30 40, currently valued at 5.31, compared to the broader market0.0010.0020.0030.0040.0050.0060.005.31
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.90, compared to the broader market0.002.004.006.002.90
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.87, compared to the broader market-2.000.002.004.006.003.87
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.54, compared to the broader market0.801.001.201.401.601.802.001.54
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.19, compared to the broader market0.005.0010.0015.004.19
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.72, compared to the broader market0.0010.0020.0030.0040.0050.0060.0018.72
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SMH
VanEck Vectors Semiconductor ETF		0.570.971.120.241.98
NVDL
GraniteShares 2x Long NVDA Daily ETF		1.882.381.292.448.97
CELH
Celsius Holdings, Inc.		-1.39-3.290.65-0.74-1.75
VST
Vistra Corp.		4.253.871.484.8416.98
PRCT
PROCEPT BioRobotics Corporation		2.674.321.495.0921.54
MAGS
Roundhill Magnificent Seven ETF		2.302.801.381.389.16
VOO
Vanguard S&P 500 ETF		2.212.951.411.0613.25
BTC-USD
Bitcoin		1.101.801.180.944.49

Sharpe Ratio

The current Prefer 30 30 40 Sharpe ratio is 1.39. 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 2.07 to 2.98, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Prefer 30 30 40 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 Ratio2.004.006.008.00JuneJulyAugustSeptemberOctoberNovember
1.39
2.90
Prefer 30 30 40
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Prefer 30 30 40 provided a 0.85% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
Portfolio0.85%3.79%0.95%0.50%0.63%2.00%1.23%0.95%1.33%1.39%0.79%1.02%
Portfolio components:
SMH
VanEck Vectors Semiconductor ETF		0.41%0.60%2.37%1.02%1.38%6.00%3.75%2.85%1.61%4.28%2.31%3.11%
NVDL
GraniteShares 2x Long NVDA Daily ETF		2.01%11.29%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CELH
Celsius Holdings, 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%
VST
Vistra Corp.		0.61%2.13%3.12%2.64%2.75%2.17%0.00%0.00%14.97%0.00%0.00%0.00%
PRCT
PROCEPT BioRobotics Corporation		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MAGS
Roundhill Magnificent Seven ETF		0.28%0.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF		1.23%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
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%

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.

-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.72%
-0.29%
Prefer 30 30 40
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Prefer 30 30 40. 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 Prefer 30 30 40 was 31.40%, occurring on Aug 7, 2024. The portfolio has not yet recovered.

The current Prefer 30 30 40 drawdown is 1.72%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.4%Jun 19, 202450Aug 7, 2024———
-21.02%Mar 26, 202425Apr 19, 202426May 15, 202451
-15.59%Sep 1, 202356Oct 26, 202319Nov 14, 202375
-8.94%Mar 8, 20244Mar 11, 202411Mar 22, 202415
-8.49%Feb 15, 20247Feb 21, 20241Feb 22, 20248

Volatility

Volatility Chart

The current Prefer 30 30 40 volatility is 12.11%, 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.

0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
12.11%
3.86%
Prefer 30 30 40
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.
BTC-USDPRCTVSTCELHNVDLMAGSSMHVOO
BTC-USD1.000.120.090.150.130.150.150.20
PRCT0.121.000.170.190.160.220.230.30
VST0.090.171.000.230.210.250.240.35
CELH0.150.190.231.000.240.310.280.36
NVDL0.130.160.210.241.000.650.800.54
MAGS0.150.220.250.310.651.000.680.73
SMH0.150.230.240.280.800.681.000.70
VOO0.200.300.350.360.540.730.701.00
The correlation results are calculated based on daily price changes starting from Apr 12, 2023