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

$$$$

Last updated Nov 15, 2024

Asset Allocation

AGZD 27%BTC-USD 9%INCO 26%TITAN.NS 16%HFSAX 11%XLKQ.L 7%RTSI 2%COTZX 2%BondBondCryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorWeight
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

0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.24%
12.31%
$$$$
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 Nov 15, 2024, the $$ returned 14.81% Year-To-Date and 19.09% of annualized return in the last 10 years.

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		24.72%2.30%12.31%32.12%13.81%11.31%
$$$$14.81%-0.96%5.24%23.25%18.85%19.09%
Portfolio components:
INCO
Columbia India Consumer ETF		13.37%-10.37%1.23%24.89%14.11%9.76%
RTSI
RTS Index		-20.26%-5.18%-28.44%-23.83%-9.83%-1.49%
BTC-USD
Bitcoin		106.44%30.14%33.75%130.33%59.09%71.87%
XLKQ.L
Invesco US Technology Sector UCITS ETF		39.45%2.57%17.37%47.43%26.21%21.76%
HFSAX
Hundredfold Select Alternative Fund Investor Class		4.40%0.29%4.23%12.24%6.96%3.95%
AGZD
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund		5.95%0.83%3.02%7.60%3.12%2.44%
COTZX
Columbia Thermostat Fund		8.42%-0.24%6.95%14.90%3.61%3.10%
TITAN.NS
Titan Company Limited		-14.54%-10.02%-5.79%-4.70%18.75%20.45%

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
20240.94%5.74%3.69%-2.38%0.37%3.36%1.71%-0.13%3.63%-4.52%14.81%
20234.41%-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%-0.33%-0.05%-2.92%-2.95%-6.47%8.31%0.56%-3.25%1.98%-0.52%-3.07%-12.21%
20210.33%4.38%6.72%-1.52%1.13%1.54%1.35%5.10%1.07%6.20%-2.16%-0.29%26.05%
20203.19%-2.86%-14.00%8.47%2.20%2.91%6.09%4.77%0.04%-0.49%12.35%12.72%37.81%
2019-0.27%2.13%4.32%3.20%7.04%8.17%-5.49%-0.72%4.01%3.84%-4.67%0.91%23.80%
2018-2.12%-2.85%-0.40%4.78%-4.51%-2.40%4.22%-1.48%-5.83%-2.58%2.46%-0.92%-11.57%
20174.15%7.07%2.92%4.18%8.86%3.36%3.94%8.54%-2.66%8.70%12.77%8.32%96.14%
2016-4.28%-2.10%6.09%1.84%2.78%5.32%2.59%-0.39%0.33%0.25%-3.86%4.17%12.81%
20151.85%3.34%-3.50%-2.65%0.91%-0.06%0.55%-5.52%-1.54%6.14%3.45%0.14%2.53%
2014-1.36%-0.46%4.37%-1.74%10.78%4.29%-1.85%1.92%0.80%-0.82%0.68%-2.91%13.73%
20133.70%3.70%

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.

INCO
Columbia India Consumer ETF
Expense ratio chart for INCO: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
HFSAX
Hundredfold Select Alternative Fund Investor Class
Expense ratio chart for HFSAX: current value at 1.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.75%
COTZX
Columbia Thermostat Fund
Expense ratio chart for COTZX: current value at 0.24% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.24%
AGZD
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund
Expense ratio chart for AGZD: current value at 0.23% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.23%
XLKQ.L
Invesco US Technology Sector UCITS ETF
Expense ratio chart for XLKQ.L: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of $$ is 5, indicating that it is in the bottom 5% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of $$ is 55
Combined Rank
The Sharpe Ratio Rank of $$ is 55Sharpe Ratio Rank
The Sortino Ratio Rank of $$ is 55Sortino Ratio Rank
The Omega Ratio Rank of $$ is 44Omega Ratio Rank
The Calmar Ratio Rank of $$ is 33Calmar Ratio Rank
The Martin Ratio Rank of $$ is 66Martin 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.

$$$$
Sharpe ratio
The chart of Sharpe ratio for $$, currently valued at 0.64, compared to the broader market0.002.004.006.000.64
Sortino ratio
The chart of Sortino ratio for $$, currently valued at 0.96, compared to the broader market-2.000.002.004.006.000.96
Omega ratio
The chart of Omega ratio for $$, currently valued at 1.10, compared to the broader market0.801.001.201.401.601.802.001.10
Calmar ratio
The chart of Calmar ratio for $$, currently valued at 0.18, compared to the broader market0.005.0010.0015.000.18
Martin ratio
The chart of Martin ratio for $$, currently valued at 2.79, compared to the broader market0.0010.0020.0030.0040.0050.002.79
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.66, compared to the broader market0.002.004.006.002.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.56, compared to the broader market-2.000.002.004.006.003.56
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.50, compared to the broader market0.801.001.201.401.601.802.001.50
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.81, compared to the broader market0.005.0010.0015.003.81
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 17.03, compared to the broader market0.0010.0020.0030.0040.0050.0017.03
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
INCO
Columbia India Consumer ETF		0.400.681.080.051.24
RTSI
RTS Index		-1.64-2.390.73-0.37-2.12
BTC-USD
Bitcoin		0.791.461.140.603.23
XLKQ.L
Invesco US Technology Sector UCITS ETF		1.462.031.260.706.19
HFSAX
Hundredfold Select Alternative Fund Investor Class		0.901.211.180.103.49
AGZD
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund		1.662.611.301.5925.34
COTZX
Columbia Thermostat Fund		1.872.731.340.1510.33
TITAN.NS
Titan Company Limited		-1.03-1.410.83-0.19-2.43

Sharpe Ratio

The current $$ Sharpe ratio is 0.64. 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 1.86 to 2.73, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

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 Ratio1.002.003.004.005.00JuneJulyAugustSeptemberOctoberNovember
0.64
2.66
$$$$
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

$$ provided a 3.31% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
Portfolio3.31%3.34%5.71%2.77%1.42%1.38%0.95%1.30%1.08%0.95%0.61%0.38%
Portfolio components:
INCO
Columbia India Consumer ETF		3.36%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		5.79%5.17%4.92%5.79%5.82%3.98%0.93%4.81%3.66%1.40%0.00%1.63%
AGZD
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund		6.25%6.07%8.61%1.66%2.29%2.83%2.62%2.35%1.95%2.37%1.69%0.05%
COTZX
Columbia Thermostat Fund		2.77%2.74%2.32%1.85%1.74%1.98%2.26%3.74%0.78%2.27%2.19%2.03%
TITAN.NS
Titan Company Limited		0.35%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.

-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.17%
-0.87%
$$$$
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 25.94%, occurring on Mar 23, 2020. Recovery took 135 trading sessions.

The current $$ drawdown is 3.17%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-25.94%Feb 14, 202039Mar 23, 2020135Aug 5, 2020174
-21.64%Dec 17, 2017359Dec 10, 2018193Jun 21, 2019552
-21.04%Nov 9, 2021222Jun 18, 2022485Oct 16, 2023707
-13.2%Mar 2, 2015176Aug 24, 2015240Apr 20, 2016416
-9.19%Jun 27, 201957Aug 22, 2019166Feb 4, 2020223

Volatility

Volatility Chart

The current $$ volatility is 2.80%, 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.

2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
2.80%
3.81%
$$$$
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.
AGZDBTC-USDTITAN.NSRTSIINCOXLKQ.LCOTZXHFSAX
AGZD1.000.010.070.070.050.10-0.010.07
BTC-USD0.011.000.020.070.070.100.090.13
TITAN.NS0.070.021.000.140.350.140.120.15
RTSI0.070.070.141.000.210.270.210.26
INCO0.050.070.350.211.000.260.340.37
XLKQ.L0.100.100.140.270.261.000.390.41
COTZX-0.010.090.120.210.340.391.000.58
HFSAX0.070.130.150.260.370.410.581.00
The correlation results are calculated based on daily price changes starting from Dec 19, 2013