Discreet start
Умеренный 50т
Asset Allocation
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
The earliest data available for this chart is Feb 3, 2012, corresponding to the inception date of INDA
Returns By Period
As of Jul 25, 2024, the Discreet start returned 8.51% Year-To-Date and 9.65% of annualized return in the last 10 years.
| 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% |
| Discreet start | 9.04% | 0.33% | 9.27% | 23.03% | 11.84% | 9.73% |
| Portfolio components: | ||||||
URA Global X Uranium ETF | -2.59% | -7.31% | -8.84% | 32.74% | 23.27% | 1.82% |
ITA iShares U.S. Aerospace & Defense ETF | 10.67% | 5.27% | 14.81% | 21.63% | 6.31% | 11.55% |
SOXX iShares PHLX Semiconductor ETF | 17.20% | -8.50% | 12.95% | 31.59% | 29.26% | 27.58% |
VGLT Vanguard Long-Term Treasury ETF | -3.81% | -0.33% | 0.74% | -1.97% | -3.95% | 0.47% |
SPG Simon Property Group, Inc. | 7.43% | 1.17% | 7.95% | 28.52% | 4.73% | 3.60% |
VGIT Vanguard Intermediate-Term Treasury ETF | 0.82% | 1.15% | 1.55% | 4.21% | 0.01% | 1.20% |
INDA iShares MSCI India ETF | 14.26% | 1.00% | 13.38% | 26.09% | 12.02% | 7.57% |
VWO Vanguard FTSE Emerging Markets ETF | 5.71% | -0.98% | 8.19% | 6.53% | 3.41% | 2.52% |
Monthly Returns
The table below presents the monthly returns of Discreet start , 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 | 0.03% | 2.70% | 3.03% | -1.86% | 4.89% | 0.13% | 9.04% | ||||||
| 2023 | 5.49% | -3.24% | 0.91% | 0.07% | -0.84% | 6.33% | 3.14% | -2.18% | -2.27% | -0.32% | 8.79% | 6.76% | 24.08% |
| 2022 | -3.48% | 2.73% | 0.07% | -7.08% | -1.38% | -6.98% | 7.86% | -1.50% | -9.27% | 8.18% | 7.32% | -2.91% | -8.10% |
| 2021 | -1.35% | 8.12% | 4.15% | 1.54% | 4.85% | 0.35% | -1.40% | 2.72% | -0.13% | 3.41% | -1.65% | 2.59% | 25.28% |
| 2020 | -2.23% | -6.56% | -21.95% | 11.79% | 1.96% | 4.26% | 2.12% | 5.38% | -2.82% | -1.84% | 15.13% | 7.39% | 7.55% |
| 2019 | 7.19% | 2.71% | 0.91% | 2.28% | -4.09% | 4.15% | -1.55% | -0.92% | 2.59% | 0.64% | 1.97% | 1.20% | 17.95% |
| 2018 | 3.50% | -3.56% | -1.39% | -0.19% | 1.40% | -1.56% | 4.86% | 0.33% | -0.69% | -7.39% | 3.70% | -4.93% | -6.46% |
| 2017 | 6.46% | 2.95% | -0.11% | -0.24% | 1.42% | -0.04% | 4.70% | 1.21% | 0.94% | 1.64% | 2.75% | 2.95% | 27.34% |
| 2016 | -5.75% | -0.42% | 8.50% | 0.95% | 0.41% | 2.52% | 4.10% | 0.16% | -0.34% | -1.89% | 1.69% | 0.73% | 10.49% |
| 2015 | 0.90% | 4.85% | -1.39% | -1.23% | 0.89% | -3.99% | -1.08% | -5.22% | -1.74% | 5.55% | -1.73% | 0.15% | -4.48% |
| 2014 | -1.52% | 5.00% | 2.12% | -0.73% | 2.92% | 1.27% | -1.39% | 4.11% | -3.38% | 2.22% | 2.73% | -1.89% | 11.65% |
| 2013 | 2.80% | -1.32% | 1.80% | 1.91% | 0.75% | -2.63% | 3.29% | -5.24% | 4.93% | 4.31% | 1.53% | 2.47% | 15.05% |
Expense Ratio
Discreet start features an expense ratio of 0.39%, 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 risk-adjusted rank of Discreet start is 79, placing it in the top 21% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
URA Global X Uranium ETF | 0.85 | 1.39 | 1.16 | 0.50 | 3.77 |
ITA iShares U.S. Aerospace & Defense ETF | 1.67 | 2.50 | 1.31 | 1.84 | 6.00 |
SOXX iShares PHLX Semiconductor ETF | 1.11 | 1.60 | 1.20 | 1.86 | 4.56 |
VGLT Vanguard Long-Term Treasury ETF | -0.23 | -0.22 | 0.97 | -0.08 | -0.49 |
SPG Simon Property Group, Inc. | 1.24 | 1.85 | 1.23 | 0.83 | 4.25 |
VGIT Vanguard Intermediate-Term Treasury ETF | 0.70 | 1.06 | 1.12 | 0.24 | 2.21 |
INDA iShares MSCI India ETF | 1.86 | 2.38 | 1.36 | 2.16 | 13.54 |
VWO Vanguard FTSE Emerging Markets ETF | 0.45 | 0.74 | 1.09 | 0.22 | 1.22 |
Dividends
Dividend yield
Discreet start granted a 2.13% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Discreet start | 2.13% | 2.14% | 1.66% | 2.98% | 1.74% | 2.05% | 1.67% | 1.60% | 2.12% | 1.68% | 1.79% | 1.33% |
| Portfolio components: | ||||||||||||
URA Global X Uranium ETF | 6.33% | 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 | 0.88% | 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 | 0.65% | 0.78% | 1.25% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% | 1.56% | 1.18% |
VGLT Vanguard Long-Term Treasury ETF | 3.84% | 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. | 5.19% | 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 | 3.23% | 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 | 0.00% | 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 | 3.24% | 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.
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 3.81%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -39.36% | Feb 13, 2020 | 27 | Mar 23, 2020 | 178 | Dec 3, 2020 | 205 |
| -22.89% | Nov 9, 2021 | 235 | Oct 14, 2022 | 276 | Nov 20, 2023 | 511 |
| -20.26% | Apr 16, 2015 | 209 | Feb 11, 2016 | 128 | Aug 15, 2016 | 337 |
| -14.43% | Feb 22, 2012 | 72 | Jun 4, 2012 | 145 | Jan 2, 2013 | 217 |
| -14.36% | Jan 29, 2018 | 229 | Dec 24, 2018 | 66 | Apr 1, 2019 | 295 |
Volatility
Volatility Chart
The current Discreet start volatility is 3.90%, 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
| VGIT | VGLT | SPG | URA | INDA | SOXX | ITA | VWO | |
|---|---|---|---|---|---|---|---|---|
| VGIT | 1.00 | 0.86 | -0.01 | -0.12 | -0.09 | -0.17 | -0.19 | -0.13 |
| VGLT | 0.86 | 1.00 | -0.04 | -0.18 | -0.13 | -0.19 | -0.23 | -0.17 |
| SPG | -0.01 | -0.04 | 1.00 | 0.31 | 0.34 | 0.33 | 0.45 | 0.39 |
| URA | -0.12 | -0.18 | 0.31 | 1.00 | 0.40 | 0.43 | 0.45 | 0.54 |
| INDA | -0.09 | -0.13 | 0.34 | 0.40 | 1.00 | 0.45 | 0.42 | 0.71 |
| SOXX | -0.17 | -0.19 | 0.33 | 0.43 | 0.45 | 1.00 | 0.54 | 0.61 |
| ITA | -0.19 | -0.23 | 0.45 | 0.45 | 0.42 | 0.54 | 1.00 | 0.52 |
| VWO | -0.13 | -0.17 | 0.39 | 0.54 | 0.71 | 0.61 | 0.52 | 1.00 |