Bfuqns
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Bfuqns, 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 Jun 30, 2021, corresponding to the inception date of IAUM
Returns By Period
| 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% |
| Bfuqns | 22.27% | 1.73% | 9.87% | 36.01% | N/A | N/A |
| Portfolio components: | ||||||
SMH VanEck Vectors Semiconductor ETF | 36.04% | -1.86% | 4.51% | 68.59% | 35.07% | 28.40% |
SFY SoFi Select 500 ETF | 22.01% | 2.29% | 11.78% | 35.52% | 16.13% | N/A |
MBND SPDR Nuveen Municipal Bond ETF | 3.49% | 0.95% | 2.80% | 9.07% | N/A | N/A |
IAUM iShares Gold Trust Micro ETF of Benef Interest | 26.99% | 5.70% | 21.11% | 36.07% | N/A | N/A |
XLG Invesco S&P 500® Top 50 ETF | 25.50% | 2.10% | 11.70% | 38.75% | 17.31% | 13.11% |
Monthly Returns
The table below presents the monthly returns of Bfuqns, 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 | 2.00% | 5.63% | 3.33% | -2.71% | 5.51% | 4.65% | -0.26% | 1.39% | 22.27% | ||||
| 2023 | 7.45% | -1.69% | 5.79% | 0.11% | 3.87% | 4.19% | 2.99% | -1.33% | -4.58% | -1.21% | 8.75% | 4.24% | 31.47% |
| 2022 | -5.59% | -1.95% | 1.99% | -8.69% | 0.36% | -7.30% | 8.17% | -4.84% | -8.34% | 3.70% | 7.09% | -5.03% | -20.19% |
| 2021 | 2.00% | 2.36% | -4.10% | 5.49% | 1.92% | 2.24% | 10.08% |
Expense Ratio
Bfuqns has an expense ratio of 0.22%, which is considered low compared to other funds. 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 Bfuqns is 77, placing it in the top 23% 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 | |
|---|---|---|---|---|---|
SMH VanEck Vectors Semiconductor ETF | 1.96 | 2.48 | 1.33 | 2.69 | 8.25 |
SFY SoFi Select 500 ETF | 2.17 | 2.85 | 1.39 | 2.14 | 12.60 |
MBND SPDR Nuveen Municipal Bond ETF | 2.32 | 3.65 | 1.51 | 0.73 | 10.72 |
IAUM iShares Gold Trust Micro ETF of Benef Interest | 2.46 | 3.41 | 1.43 | 3.13 | 15.06 |
XLG Invesco S&P 500® Top 50 ETF | 2.42 | 3.19 | 1.43 | 3.08 | 12.90 |
Dividends
Dividend yield
Bfuqns granted a 0.98% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bfuqns | 0.98% | 1.21% | 1.47% | 0.98% | 0.88% | 1.66% | 1.26% | 1.08% | 0.94% | 1.37% | 1.04% | 1.16% |
| Portfolio components: | ||||||||||||
SMH VanEck Vectors Semiconductor ETF | 0.44% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
SFY SoFi Select 500 ETF | 1.09% | 1.40% | 1.61% | 0.90% | 1.18% | 1.03% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MBND SPDR Nuveen Municipal Bond ETF | 2.49% | 2.53% | 1.61% | 1.62% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IAUM iShares Gold Trust Micro ETF of Benef Interest | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XLG Invesco S&P 500® Top 50 ETF | 0.58% | 0.97% | 1.34% | 0.94% | 1.25% | 1.58% | 2.00% | 1.85% | 2.00% | 2.09% | 1.97% | 1.97% |
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 Bfuqns. 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 Bfuqns was 25.89%, occurring on Oct 14, 2022. Recovery took 284 trading sessions.
The current Bfuqns drawdown is 1.63%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.89% | Dec 28, 2021 | 202 | Oct 14, 2022 | 284 | Dec 1, 2023 | 486 |
| -9.73% | Jul 11, 2024 | 20 | Aug 7, 2024 | — | — | — |
| -5.02% | Sep 7, 2021 | 20 | Oct 4, 2021 | 18 | Oct 28, 2021 | 38 |
| -4.59% | Apr 12, 2024 | 6 | Apr 19, 2024 | 15 | May 10, 2024 | 21 |
| -3.16% | Nov 22, 2021 | 20 | Dec 20, 2021 | 4 | Dec 27, 2021 | 24 |
Volatility
Volatility Chart
The current Bfuqns volatility is 4.95%, 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
| IAUM | MBND | SMH | XLG | SFY | |
|---|---|---|---|---|---|
| IAUM | 1.00 | 0.24 | 0.11 | 0.10 | 0.13 |
| MBND | 0.24 | 1.00 | 0.10 | 0.13 | 0.13 |
| SMH | 0.11 | 0.10 | 1.00 | 0.83 | 0.84 |
| XLG | 0.10 | 0.13 | 0.83 | 1.00 | 0.96 |
| SFY | 0.13 | 0.13 | 0.84 | 0.96 | 1.00 |