$$$$
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund | Total Bond Market | 27% |
BTC-USD Bitcoin | 9% | |
COTZX Columbia Thermostat Fund | Tactical Allocation | 2% |
HFSAX Hundredfold Select Alternative Fund Investor Class | Tactical Allocation | 11% |
INCO Columbia India Consumer ETF | Asia Pacific Equities | 26% |
RTSI RTS Index | 2% | |
TITAN.NS Titan Company Limited | Consumer Cyclical | 16% |
XLKQ.L Invesco US Technology Sector UCITS ETF | Technology Equities | 7% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in $$, 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 Dec 18, 2013, corresponding to the inception date of AGZD
Returns By Period
As of Sep 21, 2024, the $$ returned 17.89% Year-To-Date and 19.84% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
| $$$$ | 17.89% | 3.36% | 8.84% | 34.47% | 19.82% | 19.84% |
| Portfolio components: | ||||||
INCO Columbia India Consumer ETF | 31.64% | 5.11% | 23.12% | 51.32% | 18.53% | 11.85% |
RTSI RTS Index | -12.62% | -0.62% | -14.85% | -4.19% | -7.22% | -2.07% |
BTC-USD Bitcoin | 49.52% | 3.30% | -0.92% | 137.86% | 44.39% | 64.49% |
XLKQ.L Invesco US Technology Sector UCITS ETF | 31.12% | -0.93% | 12.20% | 54.26% | 26.52% | 21.36% |
HFSAX Hundredfold Select Alternative Fund Investor Class | 4.29% | 1.96% | 3.51% | 14.65% | 10.06% | 7.48% |
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund | 5.03% | 1.17% | 3.24% | 7.10% | 3.12% | 2.32% |
COTZX Columbia Thermostat Fund | 9.14% | 0.91% | 9.00% | 17.81% | 8.56% | 6.63% |
TITAN.NS Titan Company Limited | 3.65% | 7.55% | 2.78% | 15.29% | 21.14% | 22.23% |
Monthly Returns
The table below presents the monthly returns of $$, 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 | 0.94% | 5.74% | 3.68% | -2.34% | 0.33% | 3.37% | 1.71% | -0.16% | 17.89% | ||||
| 2023 | 4.41% | -1.52% | 4.36% | 2.74% | 2.67% | 4.93% | 0.58% | -0.77% | -0.20% | 2.86% | 6.64% | 4.91% | 36.14% |
| 2022 | -3.50% | -0.32% | -0.05% | -2.92% | -2.95% | -6.45% | 8.31% | 0.56% | -3.25% | 1.98% | -0.52% | -3.07% | -12.19% |
| 2021 | 0.33% | 4.38% | 6.72% | -1.52% | 1.13% | 1.56% | 1.35% | 5.10% | 1.07% | 6.20% | -1.74% | -0.09% | 26.88% |
| 2020 | 3.19% | -2.86% | -14.00% | 8.47% | 2.20% | 2.93% | 6.09% | 4.77% | 0.04% | 0.39% | 12.29% | 12.73% | 39.00% |
| 2019 | -0.27% | 2.13% | 4.32% | 3.20% | 7.04% | 8.19% | -5.49% | -0.72% | 4.01% | 3.84% | -4.67% | 1.24% | 24.23% |
| 2018 | -2.12% | -2.85% | -0.40% | 4.78% | -4.51% | -2.37% | 4.22% | -1.48% | -5.83% | -2.58% | 2.69% | -0.88% | -11.32% |
| 2017 | 4.15% | 7.07% | 2.92% | 4.18% | 8.86% | 3.37% | 3.94% | 8.54% | -2.66% | 8.70% | 13.27% | 8.39% | 97.16% |
| 2016 | -4.28% | -2.10% | 6.09% | 1.84% | 2.78% | 5.36% | 2.59% | -0.38% | 0.33% | 0.25% | -3.86% | 4.39% | 13.09% |
| 2015 | 1.85% | 3.34% | -3.50% | -2.65% | 0.91% | -0.03% | 0.55% | -5.52% | -1.54% | 6.18% | 3.45% | 0.14% | 2.61% |
| 2014 | -1.36% | -0.46% | 4.37% | -1.74% | 10.78% | 4.30% | -1.85% | 1.92% | 0.80% | -0.82% | 0.68% | -2.03% | 14.77% |
| 2013 | 4.19% | 4.19% |
Expense Ratio
$$ features an expense ratio of 0.46%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of $$ is 70, 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.
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 | |
|---|---|---|---|---|---|
INCO Columbia India Consumer ETF | 3.24 | 4.64 | 1.58 | 3.91 | 34.10 |
RTSI RTS Index | -1.22 | -1.71 | 0.80 | -0.08 | -2.22 |
BTC-USD Bitcoin | 1.38 | 2.06 | 1.21 | 0.82 | 6.10 |
XLKQ.L Invesco US Technology Sector UCITS ETF | 1.99 | 2.63 | 1.33 | 1.20 | 8.90 |
HFSAX Hundredfold Select Alternative Fund Investor Class | 1.20 | 1.57 | 1.25 | 0.34 | 5.38 |
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund | 2.00 | 3.06 | 1.36 | 1.94 | 31.09 |
COTZX Columbia Thermostat Fund | 2.10 | 2.95 | 1.38 | 0.52 | 10.90 |
TITAN.NS Titan Company Limited | 0.08 | 0.29 | 1.04 | 0.01 | 0.21 |
Dividends
Dividend yield
$$ granted a 3.08% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| $$$$ | 3.08% | 3.34% | 5.73% | 3.50% | 2.38% | 1.72% | 1.26% | 2.01% | 1.33% | 1.03% | 1.57% | 0.88% |
| Portfolio components: | ||||||||||||
INCO Columbia India Consumer ETF | 2.90% | 3.81% | 10.57% | 6.25% | 0.34% | 0.28% | 0.12% | 0.05% | 0.09% | 0.00% | 0.08% | 0.00% |
RTSI RTS Index | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BTC-USD Bitcoin | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XLKQ.L Invesco US Technology Sector UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HFSAX Hundredfold Select Alternative Fund Investor Class | 5.03% | 5.17% | 4.92% | 10.08% | 13.58% | 6.44% | 3.11% | 11.06% | 5.60% | 1.79% | 8.53% | 5.26% |
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund | 6.19% | 6.07% | 8.61% | 1.66% | 2.28% | 2.83% | 2.62% | 2.31% | 1.95% | 2.37% | 1.69% | 0.05% |
COTZX Columbia Thermostat Fund | 2.75% | 2.74% | 3.28% | 14.82% | 6.92% | 5.57% | 5.81% | 5.25% | 2.66% | 4.26% | 3.62% | 7.24% |
TITAN.NS Titan Company Limited | 0.29% | 0.54% | 0.29% | 0.16% | 0.26% | 0.42% | 0.40% | 0.30% | 0.67% | 0.66% | 0.55% | 0.92% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the $$. 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 $$ was 25.94%, occurring on Mar 23, 2020. Recovery took 135 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.94% | Feb 14, 2020 | 39 | Mar 23, 2020 | 135 | Aug 5, 2020 | 174 |
| -21.33% | Dec 17, 2017 | 359 | Dec 10, 2018 | 193 | Jun 21, 2019 | 552 |
| -20.85% | Nov 9, 2021 | 222 | Jun 18, 2022 | 485 | Oct 16, 2023 | 707 |
| -13.17% | Mar 2, 2015 | 176 | Aug 24, 2015 | 240 | Apr 20, 2016 | 416 |
| -9.19% | Jun 27, 2019 | 57 | Aug 22, 2019 | 166 | Feb 4, 2020 | 223 |
Volatility
Volatility Chart
The current $$ volatility is 2.60%, 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
| AGZD | BTC-USD | TITAN.NS | RTSI | INCO | XLKQ.L | COTZX | HFSAX | |
|---|---|---|---|---|---|---|---|---|
| AGZD | 1.00 | 0.01 | 0.07 | 0.06 | 0.05 | 0.09 | -0.01 | 0.07 |
| BTC-USD | 0.01 | 1.00 | 0.02 | 0.06 | 0.07 | 0.10 | 0.08 | 0.12 |
| TITAN.NS | 0.07 | 0.02 | 1.00 | 0.14 | 0.35 | 0.15 | 0.12 | 0.14 |
| RTSI | 0.06 | 0.06 | 0.14 | 1.00 | 0.21 | 0.27 | 0.21 | 0.26 |
| INCO | 0.05 | 0.07 | 0.35 | 0.21 | 1.00 | 0.27 | 0.35 | 0.36 |
| XLKQ.L | 0.09 | 0.10 | 0.15 | 0.27 | 0.27 | 1.00 | 0.40 | 0.41 |
| COTZX | -0.01 | 0.08 | 0.12 | 0.21 | 0.35 | 0.40 | 1.00 | 0.58 |
| HFSAX | 0.07 | 0.12 | 0.14 | 0.26 | 0.36 | 0.41 | 0.58 | 1.00 |