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$$$$
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


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 every 3 months.


0.00%500.00%1,000.00%1,500.00%2,000.00%NovemberDecember2025FebruaryMarchApril
1,895.71%
205.15%
$$$$
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 18, 2013, corresponding to the inception date of AGZD

Returns By Period

As of Apr 26, 2025, the $$ returned 0.26% Year-To-Date and 32.56% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-6.06%-3.27%-4.87%9.44%14.30%10.11%
$$$$0.26%7.59%29.95%33.62%47.37%32.56%
INCO
Columbia India Consumer ETF
-1.71%6.35%-6.36%0.78%19.42%9.13%
RTSI
RTS Index
28.27%-2.66%32.15%-2.80%1.16%1.07%
BTC-USD
Bitcoin
0.55%8.10%40.97%45.69%65.01%82.77%
XLKQ.L
Invesco US Technology Sector UCITS ETF
-13.71%-3.72%-11.68%13.43%22.77%19.52%
HFSAX
Hundredfold Select Alternative Fund Investor Class
0.72%-0.17%0.67%5.78%5.49%4.55%
AGZD
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund
0.34%-0.04%1.84%4.46%3.79%2.52%
COTZX
Columbia Thermostat Fund
1.44%0.62%1.78%12.56%2.32%3.09%
TITAN.NS
Titan Company Limited
3.44%10.06%1.29%-7.82%27.60%20.98%
*Annualized

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20258.07%-16.06%-1.58%12.30%0.26%
20240.90%29.23%12.95%-12.10%7.30%-3.92%2.71%-6.07%6.69%5.11%28.30%-2.69%80.28%
202319.17%-0.61%15.50%3.16%-2.44%9.90%-2.42%-6.43%2.10%16.96%8.74%9.55%96.54%
2022-13.45%8.88%3.75%-13.33%-12.70%-28.20%15.81%-6.36%-3.24%4.33%-9.03%-3.67%-49.05%
20218.65%26.15%25.03%-2.11%-27.60%-3.47%13.23%11.77%-4.28%30.57%-5.65%-13.46%51.42%
202012.24%-4.42%-21.20%17.99%4.13%0.67%14.59%4.79%-2.87%11.58%28.71%33.30%133.49%
2019-1.74%4.31%6.55%9.03%21.37%14.15%-8.60%-2.30%-2.07%6.85%-11.51%-0.83%35.27%
2018-16.04%-1.47%-14.75%14.79%-11.33%-7.28%10.44%-4.90%-7.28%-3.15%-9.96%-2.23%-44.73%
20174.45%8.10%2.84%5.29%11.53%3.92%6.35%18.94%-4.26%20.59%29.89%21.64%226.99%
2016-4.36%-3.36%7.16%1.58%2.48%5.21%3.09%-0.50%0.17%-0.15%-5.16%3.82%9.59%
20154.95%2.75%-4.16%-3.58%1.48%-1.05%0.03%-5.28%-2.03%4.75%2.43%-1.06%-1.39%
2014-0.93%-1.92%3.88%-1.81%10.71%4.58%-2.00%2.40%1.41%-0.42%-0.01%-2.09%13.85%

Expense Ratio

$$ has an expense ratio of 0.46%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


Expense ratio chart for INCO: current value is 0.75%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
INCO: 0.75%
Expense ratio chart for HFSAX: current value is 1.75%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
HFSAX: 1.75%
Expense ratio chart for COTZX: current value is 0.24%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
COTZX: 0.24%
Expense ratio chart for AGZD: current value is 0.23%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AGZD: 0.23%
Expense ratio chart for XLKQ.L: current value is 0.14%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XLKQ.L: 0.14%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 88, $$ is among the top 12% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of $$ is 8888
Overall Rank
The Sharpe Ratio Rank of $$ is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of $$ is 9292
Sortino Ratio Rank
The Omega Ratio Rank of $$ is 8686
Omega Ratio Rank
The Calmar Ratio Rank of $$ is 8080
Calmar Ratio Rank
The Martin Ratio Rank of $$ is 8989
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.


The chart of Sharpe ratio for Portfolio, currently valued at 1.60, compared to the broader market-4.00-2.000.002.00
Portfolio: 1.60
^GSPC: 0.46
The chart of Sortino ratio for Portfolio, currently valued at 2.27, compared to the broader market-6.00-4.00-2.000.002.004.00
Portfolio: 2.27
^GSPC: 0.77
The chart of Omega ratio for Portfolio, currently valued at 1.23, compared to the broader market0.400.600.801.001.201.401.60
Portfolio: 1.23
^GSPC: 1.11
The chart of Calmar ratio for Portfolio, currently valued at 1.10, compared to the broader market0.002.004.006.00
Portfolio: 1.10
^GSPC: 0.47
The chart of Martin ratio for Portfolio, currently valued at 6.43, compared to the broader market0.005.0010.0015.0020.00
Portfolio: 6.43
^GSPC: 1.94

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
INCO
Columbia India Consumer ETF
-0.98-1.390.850.04-1.05
RTSI
RTS Index
0.621.211.130.101.73
BTC-USD
Bitcoin
1.902.521.261.688.51
XLKQ.L
Invesco US Technology Sector UCITS ETF
-0.33-0.280.960.11-1.07
HFSAX
Hundredfold Select Alternative Fund Investor Class
0.941.301.180.123.41
AGZD
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund
0.831.251.150.337.46
COTZX
Columbia Thermostat Fund
0.330.601.080.041.77
TITAN.NS
Titan Company Limited
-0.24-0.180.98-0.27-0.38

The current $$ Sharpe ratio is 1.60. 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 0.39 to 0.88, this portfolio's current Sharpe ratio 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.

Use the chart below to compare the Sharpe ratio of $$ 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
1.60
0.46
$$$$
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

$$ provided a 2.65% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio2.65%2.59%3.34%5.71%2.77%1.42%1.38%0.95%1.30%1.04%0.76%0.61%
INCO
Columbia India Consumer ETF
2.93%2.88%3.81%10.57%6.25%0.34%0.28%0.12%0.05%0.09%0.00%0.08%
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
5.83%5.87%5.17%4.92%5.79%5.82%3.98%0.93%4.81%3.66%1.40%0.00%
AGZD
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund
4.16%3.96%6.07%8.61%1.66%2.28%2.83%2.62%2.35%1.81%1.66%1.69%
COTZX
Columbia Thermostat Fund
3.50%3.55%2.74%2.32%1.85%1.74%1.98%2.26%3.74%0.78%2.27%2.19%
TITAN.NS
Titan Company Limited
0.33%0.34%0.54%0.29%0.16%0.26%0.42%0.40%0.30%0.67%0.66%0.55%

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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.19%
-10.07%
$$$$
Benchmark (^GSPC)
Portfolio components

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 62.62%, occurring on Nov 21, 2022. Recovery took 468 trading sessions.

The current $$ drawdown is 10.19%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-62.62%Nov 9, 2021378Nov 21, 2022468Mar 3, 2024846
-56.85%Dec 17, 2017359Dec 10, 2018708Nov 17, 20201067
-42.61%Apr 14, 202198Jul 20, 202187Oct 15, 2021185
-25.12%Dec 17, 2024113Apr 8, 2025
-20%Mar 14, 2024145Aug 5, 202493Nov 6, 2024238

Volatility

Volatility Chart

The current $$ volatility is 12.96%, 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%NovemberDecember2025FebruaryMarchApril
12.96%
14.23%
$$$$
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics


Number of Effective Assets
2.004.006.008.00
Effective Assets: 5.21

The portfolio contains 8 assets, with an effective number of assets of 5.21, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

^GSPCAGZDTITAN.NSBTC-USDRTSIINCOXLKQ.LCOTZXHFSAXPortfolio
^GSPC1.000.110.140.170.270.460.550.690.690.32
AGZD0.111.000.070.010.070.040.100.000.070.06
TITAN.NS0.140.071.000.020.140.350.140.120.150.28
BTC-USD0.170.010.021.000.070.070.100.090.130.83
RTSI0.270.070.140.071.000.200.260.200.250.15
INCO0.460.040.350.070.201.000.260.340.360.32
XLKQ.L0.550.100.140.100.260.261.000.390.410.22
COTZX0.690.000.120.090.200.340.391.000.580.21
HFSAX0.690.070.150.130.250.360.410.581.000.25
Portfolio0.320.060.280.830.150.320.220.210.251.00
The correlation results are calculated based on daily price changes starting from Dec 19, 2013