$$$$
Asset Allocation
Position | Category/Sector | Target Weight |
---|---|---|
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund | Total Bond Market | 27% |
BTC-USD Bitcoin | 9% | |
COTZX Columbia Thermostat Fund | Tactical Allocation | 2% |
HFSAX Hundredfold Select Alternative Fund Investor Class | Tactical Allocation | 11% |
INCO Columbia India Consumer ETF | Asia Pacific Equities | 26% |
RTSI RTS Index | 2% | |
TITAN.NS Titan Company Limited | Consumer Cyclical | 16% |
XLKQ.L Invesco US Technology Sector UCITS ETF | Technology Equities | 7% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in $$, 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 every 3 months.
The earliest data available for this chart is Dec 18, 2013, corresponding to the inception date of AGZD
Returns By Period
As of Apr 3, 2025, the $$ returned -3.47% Year-To-Date and 18.84% of annualized return in the last 10 years.
YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.58% | -3.06% | -0.68% | 8.94% | 17.98% | 10.64% |
$$$$ | -10.50% | -2.98% | 21.55% | 17.06% | 46.91% | 30.64% |
Portfolio components: | ||||||
INCO Columbia India Consumer ETF | -5.60% | 8.88% | -17.78% | -2.09% | 21.88% | 7.84% |
RTSI RTS Index | 22.07% | -1.80% | 18.22% | -5.15% | 0.76% | 1.60% |
BTC-USD Bitcoin | -11.71% | -4.16% | 36.04% | 26.03% | 65.06% | 77.84% |
XLKQ.L Invesco US Technology Sector UCITS ETF | -12.33% | -6.33% | -5.36% | 9.00% | 26.15% | 20.28% |
HFSAX Hundredfold Select Alternative Fund Investor Class | 0.72% | -0.54% | -0.47% | 3.99% | 5.97% | 4.62% |
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund | 0.24% | -0.69% | 2.11% | 4.55% | 3.87% | 2.49% |
COTZX Columbia Thermostat Fund | 1.00% | -0.92% | 0.05% | 9.79% | 4.32% | 3.08% |
TITAN.NS Titan Company Limited | -4.76% | 2.28% | -19.32% | -19.30% | 26.75% | 19.71% |
Monthly Returns
The table below presents the monthly returns of $$, 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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2025 | 8.07% | -16.06% | -1.58% | 0.25% | -10.50% | ||||||||
2024 | 0.90% | 29.23% | 12.95% | -12.10% | 7.30% | -3.92% | 2.71% | -6.07% | 6.69% | 5.11% | 28.30% | -2.69% | 80.28% |
2023 | 19.17% | -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% |
2021 | 8.65% | 26.15% | 25.03% | -2.11% | -27.60% | -3.47% | 13.23% | 11.77% | -4.28% | 30.57% | -5.65% | -13.46% | 51.42% |
2020 | 12.24% | -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% |
2017 | 4.45% | 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% |
2015 | 4.95% | 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
$$ has an expense ratio of 0.46%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of $$ is 7, meaning it’s performing worse than 93% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | -1.15 | -1.61 | 0.83 | -0.06 | -1.19 |
RTSI RTS Index | -0.08 | 0.14 | 1.01 | -0.08 | -0.14 |
BTC-USD Bitcoin | 0.76 | 1.41 | 1.14 | 0.55 | 3.60 |
XLKQ.L Invesco US Technology Sector UCITS ETF | -0.20 | -0.12 | 0.98 | 0.30 | -0.85 |
HFSAX Hundredfold Select Alternative Fund Investor Class | 0.82 | 1.09 | 1.16 | 0.08 | 3.42 |
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund | 1.04 | 1.56 | 1.19 | 0.83 | 12.87 |
COTZX Columbia Thermostat Fund | 1.23 | 1.79 | 1.22 | 0.12 | 5.43 |
TITAN.NS Titan Company Limited | -0.74 | -0.96 | 0.89 | -0.81 | -1.25 |
Dividends
Dividend yield
$$ provided a 2.67% dividend yield over the last twelve months.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 2.67% | 2.59% | 3.34% | 5.71% | 2.77% | 1.42% | 1.38% | 0.95% | 1.30% | 1.04% | 0.76% | 0.61% |
Portfolio components: | ||||||||||||
INCO Columbia India Consumer ETF | 3.05% | 2.88% | 3.81% | 10.57% | 6.25% | 0.34% | 0.28% | 0.12% | 0.05% | 0.09% | 0.00% | 0.08% |
RTSI RTS Index | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BTC-USD Bitcoin | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XLKQ.L Invesco US Technology Sector UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HFSAX Hundredfold Select Alternative Fund Investor Class | 5.83% | 5.87% | 5.17% | 4.92% | 5.79% | 5.82% | 3.98% | 0.93% | 4.81% | 3.66% | 1.40% | 0.00% |
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund | 4.10% | 3.96% | 6.07% | 8.61% | 1.66% | 2.28% | 2.83% | 2.62% | 2.35% | 1.81% | 1.66% | 1.69% |
COTZX Columbia Thermostat Fund | 3.52% | 3.55% | 2.74% | 2.32% | 1.85% | 1.74% | 1.98% | 2.26% | 3.74% | 0.78% | 2.27% | 2.19% |
TITAN.NS Titan Company Limited | 0.36% | 0.34% | 0.54% | 0.29% | 0.16% | 0.26% | 0.42% | 0.40% | 0.30% | 0.67% | 0.66% | 0.55% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the $$. 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 6.59%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-62.62% | Nov 9, 2021 | 378 | Nov 21, 2022 | 468 | Mar 3, 2024 | 846 |
-56.85% | Dec 17, 2017 | 359 | Dec 10, 2018 | 708 | Nov 17, 2020 | 1067 |
-42.61% | Apr 14, 2021 | 98 | Jul 20, 2021 | 87 | Oct 15, 2021 | 185 |
-23.48% | Dec 17, 2024 | 84 | Mar 10, 2025 | — | — | — |
-20% | Mar 14, 2024 | 145 | Aug 5, 2024 | 93 | Nov 6, 2024 | 238 |
Volatility
Volatility Chart
The current $$ volatility is 12.30%, 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 | 0.07 | 0.04 | 0.10 | 0.00 | 0.07 |
BTC-USD | 0.01 | 1.00 | 0.02 | 0.07 | 0.07 | 0.10 | 0.09 | 0.13 |
TITAN.NS | 0.07 | 0.02 | 1.00 | 0.14 | 0.35 | 0.14 | 0.12 | 0.15 |
RTSI | 0.07 | 0.07 | 0.14 | 1.00 | 0.20 | 0.26 | 0.20 | 0.25 |
INCO | 0.04 | 0.07 | 0.35 | 0.20 | 1.00 | 0.26 | 0.33 | 0.36 |
XLKQ.L | 0.10 | 0.10 | 0.14 | 0.26 | 0.26 | 1.00 | 0.39 | 0.41 |
COTZX | 0.00 | 0.09 | 0.12 | 0.20 | 0.33 | 0.39 | 1.00 | 0.58 |
HFSAX | 0.07 | 0.13 | 0.15 | 0.25 | 0.36 | 0.41 | 0.58 | 1.00 |