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Discreet start
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


VGIT 10%ITA 30%INDA 20%URA 10%SOXX 10%SPG 10%VWO 10%BondBondEquityEquity
PositionCategory/SectorWeight
INDA
iShares MSCI India ETF
Asia Pacific Equities

20%

ITA
iShares U.S. Aerospace & Defense ETF
Industrials Equities, Aerospace & Defense

30%

SOXX
iShares PHLX Semiconductor ETF
Technology Equities

10%

SPG
Simon Property Group, Inc.
Real Estate

10%

URA
Global X Uranium ETF
Commodity Producers Equities

10%

VGIT
Vanguard Intermediate-Term Treasury ETF
Government Bonds

10%

VGLT
Vanguard Long-Term Treasury ETF
Government Bonds

0%

VWO
Vanguard FTSE Emerging Markets ETF
Emerging Markets Equities

10%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Discreet start , 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


150.00%200.00%250.00%300.00%NovemberDecember2024FebruaryMarchApril
195.09%
269.34%
Discreet start
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Feb 3, 2012, corresponding to the inception date of INDA

Returns By Period

As of Apr 20, 2024, the Discreet start returned 2.00% Year-To-Date and 9.40% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
Discreet start 2.00%-2.47%19.64%23.92%10.18%9.44%
URA
Global X Uranium ETF
4.12%-0.07%19.02%59.41%22.11%2.04%
ITA
iShares U.S. Aerospace & Defense ETF
1.31%-1.61%20.42%11.83%5.33%10.20%
SOXX
iShares PHLX Semiconductor ETF
3.42%-12.00%31.06%45.92%26.72%26.59%
VGLT
Vanguard Long-Term Treasury ETF
-8.10%-4.53%9.02%-9.95%-3.37%0.48%
SPG
Simon Property Group, Inc.
-0.27%-7.52%35.98%34.83%1.18%3.49%
VGIT
Vanguard Intermediate-Term Treasury ETF
-2.62%-1.84%3.23%-1.19%-0.04%0.96%
INDA
iShares MSCI India ETF
5.16%1.66%16.71%28.96%9.65%8.23%
VWO
Vanguard FTSE Emerging Markets ETF
-0.42%-1.73%10.31%6.09%1.74%2.92%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.03%2.70%3.03%
2023-2.27%-0.32%8.79%6.76%

Expense Ratio

The Discreet start has a high expense ratio of 0.39%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.69%
0.50%1.00%1.50%2.00%0.69%
0.50%1.00%1.50%2.00%0.46%
0.50%1.00%1.50%2.00%0.42%
0.50%1.00%1.50%2.00%0.04%
0.50%1.00%1.50%2.00%0.08%
0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

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.


Discreet start
Sharpe ratio
The chart of Sharpe ratio for Discreet start , currently valued at 2.07, compared to the broader market-1.000.001.002.003.004.002.07
Sortino ratio
The chart of Sortino ratio for Discreet start , currently valued at 3.00, compared to the broader market-2.000.002.004.006.003.00
Omega ratio
The chart of Omega ratio for Discreet start , currently valued at 1.35, compared to the broader market0.801.001.201.401.601.801.35
Calmar ratio
The chart of Calmar ratio for Discreet start , currently valued at 1.91, compared to the broader market0.002.004.006.008.001.91
Martin ratio
The chart of Martin ratio for Discreet start , currently valued at 10.25, compared to the broader market0.0010.0020.0030.0040.0010.25
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
URA
Global X Uranium ETF
1.802.511.290.949.42
ITA
iShares U.S. Aerospace & Defense ETF
0.761.191.140.842.54
SOXX
iShares PHLX Semiconductor ETF
1.582.291.271.827.03
VGLT
Vanguard Long-Term Treasury ETF
-0.62-0.780.91-0.21-1.02
SPG
Simon Property Group, Inc.
1.452.181.260.895.21
VGIT
Vanguard Intermediate-Term Treasury ETF
-0.15-0.180.98-0.06-0.29
INDA
iShares MSCI India ETF
2.673.571.471.6416.84
VWO
Vanguard FTSE Emerging Markets ETF
0.360.611.070.181.02

Sharpe Ratio

The current Discreet start Sharpe ratio is 2.07. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.002.07

The Sharpe ratio of Discreet start is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
2.07
1.66
Discreet start
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Discreet start granted a 2.27% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Discreet start 2.27%2.30%1.91%3.11%1.90%2.30%1.95%1.78%2.34%1.94%2.10%1.57%
URA
Global X Uranium ETF
5.83%6.07%0.76%5.84%1.69%1.66%0.44%2.03%7.28%1.96%4.28%0.54%
ITA
iShares U.S. Aerospace & Defense ETF
0.91%0.93%0.95%0.82%1.07%1.53%1.13%0.91%1.07%1.03%1.20%1.13%
SOXX
iShares PHLX Semiconductor ETF
1.85%2.35%3.76%1.91%2.43%3.70%4.11%2.70%3.23%3.86%4.69%3.55%
VGLT
Vanguard Long-Term Treasury ETF
3.81%3.33%2.84%1.82%2.15%2.46%2.71%2.55%2.69%3.21%2.75%3.19%
SPG
Simon Property Group, Inc.
5.41%5.22%5.87%3.66%7.04%5.57%4.70%4.16%3.66%3.11%2.74%3.06%
VGIT
Vanguard Intermediate-Term Treasury ETF
3.05%2.73%1.74%1.69%2.23%2.24%2.05%1.67%1.69%1.69%1.54%1.63%
INDA
iShares MSCI India ETF
0.16%0.16%0.00%6.44%0.27%0.99%0.94%1.09%0.90%1.19%0.63%0.40%
VWO
Vanguard FTSE Emerging Markets ETF
3.56%3.52%4.11%2.63%1.91%3.23%2.88%2.30%2.52%3.26%2.86%2.73%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.77%
-5.46%
Discreet start
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Discreet start . 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 Discreet start was 39.36%, occurring on Mar 23, 2020. Recovery took 178 trading sessions.

The current Discreet start drawdown is 3.77%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-39.36%Feb 13, 202027Mar 23, 2020178Dec 3, 2020205
-22.89%Nov 9, 2021235Oct 14, 2022276Nov 20, 2023511
-20.26%Apr 16, 2015209Feb 11, 2016128Aug 15, 2016337
-14.43%Feb 22, 201272Jun 4, 2012145Jan 2, 2013217
-14.36%Jan 29, 2018229Dec 24, 201866Apr 1, 2019295

Volatility

Volatility Chart

The current Discreet start volatility is 2.75%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
2.75%
3.15%
Discreet start
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.

VGITVGLTSPGURAINDASOXXITAVWO
VGIT1.000.85-0.02-0.13-0.10-0.18-0.20-0.14
VGLT0.851.00-0.05-0.19-0.13-0.20-0.24-0.18
SPG-0.02-0.051.000.310.350.330.450.39
URA-0.13-0.190.311.000.410.430.450.54
INDA-0.10-0.130.350.411.000.450.430.71
SOXX-0.18-0.200.330.430.451.000.550.62
ITA-0.20-0.240.450.450.430.551.000.53
VWO-0.14-0.180.390.540.710.620.531.00