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Naturally Aspirated
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Naturally Aspirated

Last updated Nov 13, 2024

Asset Allocation

GLD 10%IBIT 10%XLG 10%IAK 10%CGDV 10%QUAL 10%XMMO 10%SMH 10%ITB 10%VGT 10%CommodityCommodityCryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorWeight
CGDV
Capital Group Dividend Value ETF		Large Cap Value Equities, Dividend
10%
GLD
SPDR Gold Trust		Precious Metals, Gold
10%
IAK
iShares U.S. Insurance ETF		Financials Equities
10%
IBIT
iShares Bitcoin Trust		Blockchain
10%
ITB
iShares U.S. Home Construction ETF		Building & Construction
10%
QUAL
iShares Edge MSCI USA Quality Factor ETF		Large Cap Growth Equities
10%
SMH
VanEck Vectors Semiconductor ETF		Technology Equities
10%
VGT
Vanguard Information Technology ETF		Technology Equities
10%
XLG
Invesco S&P 500® Top 50 ETF		Large Cap Growth Equities
10%
XMMO
Invesco S&P MidCap Momentum ETF		Mid Cap Growth Equities
10%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Naturally Aspirated, 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%15.00%JuneJulyAugustSeptemberOctoberNovember
14.80%
12.73%
Naturally Aspirated
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jan 11, 2024, corresponding to the inception date of IBIT

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		25.45%2.91%14.05%35.64%14.13%11.39%
Naturally AspiratedN/A3.44%14.80%N/AN/AN/A
Portfolio components:
XLG
Invesco S&P 500® Top 50 ETF		32.51%2.62%15.48%40.53%18.78%15.14%
IAK
iShares U.S. Insurance ETF		33.73%1.39%15.85%40.19%15.64%12.66%
CGDV
Capital Group Dividend Value ETF		24.19%-1.27%10.71%37.36%N/AN/A
QUAL
iShares Edge MSCI USA Quality Factor ETF		26.02%0.48%11.31%35.29%15.42%13.39%
XMMO
Invesco S&P MidCap Momentum ETF		45.98%5.41%11.44%63.75%18.22%16.12%
SMH
VanEck Vectors Semiconductor ETF		44.03%-3.61%7.68%62.09%33.67%28.85%
ITB
iShares U.S. Home Construction ETF		16.46%-6.51%5.52%45.33%21.92%17.40%
VGT
Vanguard Information Technology ETF		29.40%2.49%16.54%41.46%23.00%20.95%
IBIT
iShares Bitcoin Trust		N/A35.88%35.52%N/AN/AN/A
GLD
SPDR Gold Trust		25.57%-2.05%8.67%32.98%11.66%7.71%

Monthly Returns

The table below presents the monthly returns of Naturally Aspirated, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.14%10.54%6.23%-5.60%6.38%0.74%4.49%0.48%3.00%-0.10%37.71%

Expense Ratio

Naturally Aspirated features an expense ratio of 0.30%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

IAK
iShares U.S. Insurance ETF
Expense ratio chart for IAK: current value at 0.43% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.43%
ITB
iShares U.S. Home Construction ETF
Expense ratio chart for ITB: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%
GLD
SPDR Gold Trust
Expense ratio chart for GLD: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
SMH
VanEck Vectors Semiconductor ETF
Expense ratio chart for SMH: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
CGDV
Capital Group Dividend Value ETF
Expense ratio chart for CGDV: current value at 0.33% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.33%
XMMO
Invesco S&P MidCap Momentum ETF
Expense ratio chart for XMMO: current value at 0.33% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.33%
IBIT
iShares Bitcoin Trust
Expense ratio chart for IBIT: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
XLG
Invesco S&P 500® Top 50 ETF
Expense ratio chart for XLG: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
QUAL
iShares Edge MSCI USA Quality Factor ETF
Expense ratio chart for QUAL: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
VGT
Vanguard Information Technology ETF
Expense ratio chart for VGT: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Naturally Aspirated is 50, 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.

The Risk-Adjusted Performance Rank of Naturally Aspirated is 5050
Combined Rank
The Sharpe Ratio Rank of Naturally Aspirated is 5050Sharpe Ratio Rank
The Sortino Ratio Rank of Naturally Aspirated is 4141Sortino Ratio Rank
The Omega Ratio Rank of Naturally Aspirated is 5353Omega Ratio Rank
The Calmar Ratio Rank of Naturally Aspirated is 7070Calmar Ratio Rank
The Martin Ratio Rank of Naturally Aspirated is 3535Martin 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.

Naturally Aspirated
Sharpe ratio
No data
Sortino ratio
No data
Omega ratio
No data
Calmar ratio
No data
Martin ratio
No data
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.90, compared to the broader market0.002.004.006.002.90
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.87, compared to the broader market-2.000.002.004.006.003.87
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.54, compared to the broader market0.801.001.201.401.601.802.001.54
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.19, compared to the broader market0.005.0010.0015.004.19
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.72, compared to the broader market0.0010.0020.0030.0040.0050.0060.0018.72
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
XLG
Invesco S&P 500® Top 50 ETF		2.753.581.513.5714.85
IAK
iShares U.S. Insurance ETF		2.793.641.506.0417.63
CGDV
Capital Group Dividend Value ETF		3.244.471.597.1528.07
QUAL
iShares Edge MSCI USA Quality Factor ETF		2.793.841.524.5917.58
XMMO
Invesco S&P MidCap Momentum ETF		3.244.361.544.3422.33
SMH
VanEck Vectors Semiconductor ETF		1.782.291.302.466.77
ITB
iShares U.S. Home Construction ETF		1.672.381.292.857.42
VGT
Vanguard Information Technology ETF		1.942.511.352.689.65
IBIT
iShares Bitcoin Trust		—————
GLD
SPDR Gold Trust		2.293.031.404.8914.85

Sharpe Ratio

There is not enough data available to calculate the Sharpe ratio for Naturally Aspirated. We calculate this metric based on the past 12 months of trading data. Please check back later for updated information.

Chart placeholderNot enough data

Dividends

Dividend yield

Naturally Aspirated provided a 0.61% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
Portfolio0.61%0.78%1.15%0.68%0.80%1.32%1.22%0.96%0.92%1.19%0.99%0.93%
Portfolio components:
XLG
Invesco S&P 500® Top 50 ETF		0.72%0.97%1.34%0.94%1.25%1.58%2.00%1.85%2.00%2.09%1.97%1.97%
IAK
iShares U.S. Insurance ETF		1.20%1.44%1.69%2.26%2.07%1.84%2.33%1.62%1.68%1.62%1.57%1.14%
CGDV
Capital Group Dividend Value ETF		1.49%1.66%1.36%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QUAL
iShares Edge MSCI USA Quality Factor ETF		0.98%1.23%1.59%1.20%1.39%1.60%2.00%1.76%1.96%1.63%1.35%0.63%
XMMO
Invesco S&P MidCap Momentum ETF		0.30%0.80%1.43%0.41%0.61%0.60%0.19%0.21%0.22%0.64%1.24%1.31%
SMH
VanEck Vectors Semiconductor ETF		0.41%0.60%2.37%1.02%1.38%6.00%3.75%2.85%1.61%4.28%2.31%3.11%
ITB
iShares U.S. Home Construction ETF		0.39%0.48%0.86%0.37%0.46%0.50%0.63%0.28%0.43%0.34%0.34%0.12%
VGT
Vanguard Information Technology ETF		0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%
IBIT
iShares Bitcoin Trust		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GLD
SPDR Gold Trust		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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.

-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.16%
-0.29%
Naturally Aspirated
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Naturally Aspirated. 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 Naturally Aspirated was 9.33%, occurring on Aug 7, 2024. Recovery took 12 trading sessions.

The current Naturally Aspirated drawdown is 0.16%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-9.33%Jul 17, 202416Aug 7, 202412Aug 23, 202428
-6.16%Apr 1, 202423May 1, 202410May 15, 202433
-5.95%Aug 26, 20249Sep 6, 20249Sep 19, 202418
-3.27%Oct 21, 202411Nov 4, 20242Nov 6, 202413
-2.19%Mar 14, 20244Mar 19, 20244Mar 25, 20248

Volatility

Volatility Chart

The current Naturally Aspirated volatility is 4.53%, 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%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
4.53%
3.86%
Naturally Aspirated
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.
GLDIAKIBITITBSMHXLGVGTXMMOCGDVQUAL
GLD1.000.040.120.220.180.230.200.210.290.25
IAK0.041.000.210.340.030.170.090.450.460.28
IBIT0.120.211.000.290.280.270.300.390.300.32
ITB0.220.340.291.000.360.410.400.750.710.56
SMH0.180.030.280.361.000.810.920.600.610.80
XLG0.230.170.270.410.811.000.940.610.720.92
VGT0.200.090.300.400.920.941.000.640.690.90
XMMO0.210.450.390.750.600.610.641.000.830.76
CGDV0.290.460.300.710.610.720.690.831.000.84
QUAL0.250.280.320.560.800.920.900.760.841.00
The correlation results are calculated based on daily price changes starting from Jan 12, 2024