Naturally Aspirated

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Naturally Aspirated

Last updated Sep 21, 2024

Asset Allocation

Position	Category/Sector	Weight
ANET Arista Networks, Inc.	Technology	4.44%
DLO DLocal Limited	Technology	4.44%
DXJ WisdomTree Japan Hedged Equity Fund	Japan Equities	10%
GOOG Alphabet Inc.	Communication Services	4.44%
HEWJ iShares Currency Hedged MSCI Japan ETF	Japan Equities	10%
IAK iShares U.S. Insurance ETF	Financials Equities	10%
IWY iShares Russell Top 200 Growth ETF	Large Cap Growth Equities	10%
MA Mastercard Inc	Financial Services	4.44%
META Meta Platforms, Inc.	Communication Services	4.44%
MSFT Microsoft Corporation	Technology	4.44%
NVDA NVIDIA Corporation	Technology	4.44%
PANW Palo Alto Networks, Inc.	Technology	4.44%
PDD Pinduoduo Inc.	Consumer Cyclical	4.44%
SCHG Schwab U.S. Large-Cap Growth ETF	Large Cap Growth Equities	10%
XLG Invesco S&P 500® Top 50 ETF	Large Cap Growth Equities	10%

Benchmark

Rebalance portfolio

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

Naturally Aspirated

Benchmark (^GSPC)

Portfolio components

The earliest data available for this chart is Jun 3, 2021, corresponding to the inception date of DLO

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%
Naturally Aspirated	23.70%	-0.67%	5.54%	39.93%	N/A	N/A
Portfolio components:
IWY iShares Russell Top 200 Growth ETF	25.02%	0.87%	11.16%	42.04%	20.95%	17.49%
SCHG Schwab U.S. Large-Cap Growth ETF	24.83%	0.76%	10.85%	42.54%	20.16%	16.40%
XLG Invesco S&P 500® Top 50 ETF	25.50%	0.90%	11.70%	38.59%	17.31%	13.11%
DXJ WisdomTree Japan Hedged Equity Fund	20.54%	0.04%	-2.80%	20.63%	19.22%	11.47%
IAK iShares U.S. Insurance ETF	30.22%	5.71%	13.18%	40.04%	14.76%	12.65%
HEWJ iShares Currency Hedged MSCI Japan ETF	18.18%	0.39%	-2.45%	21.33%	15.49%	10.56%
META Meta Platforms, Inc.	59.07%	4.99%	10.37%	90.39%	24.32%	21.86%
NVDA NVIDIA Corporation	134.29%	-9.72%	23.05%	182.90%	93.52%	74.43%
DLO DLocal Limited	-53.87%	-4.67%	-46.67%	-56.80%	N/A	N/A
PDD Pinduoduo Inc.	-31.72%	-31.54%	-18.77%	8.39%	24.04%	N/A
GOOG Alphabet Inc.	17.11%	-1.65%	8.75%	25.64%	21.87%	19.04%
MA Mastercard Inc	16.04%	5.29%	2.59%	22.88%	13.34%	21.42%
ANET Arista Networks, Inc.	63.25%	8.03%	25.47%	116.16%	45.07%	33.74%
PANW Palo Alto Networks, Inc.	15.34%	-5.46%	18.60%	49.54%	37.48%	26.53%
MSFT Microsoft Corporation	16.38%	2.62%	1.89%	37.24%	26.77%	27.08%

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.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2024	5.38%	6.92%	2.72%	-2.93%	5.06%	4.23%	-1.62%	1.71%					23.70%
2023	9.86%	1.38%	6.73%	1.14%	4.56%	7.21%	5.27%	3.70%	-3.32%	-0.39%	10.54%	2.35%	60.28%
2022	-5.28%	-3.07%	3.24%	-9.68%	0.63%	-5.17%	6.81%	-1.57%	-9.56%	4.15%	6.93%	-6.66%	-19.25%
2021						6.14%	0.19%	5.68%	-3.89%	5.77%	-0.86%	3.31%	17.00%

Expense Ratio

Naturally Aspirated has an expense ratio of 0.18%, 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.

HEWJ

iShares Currency Hedged MSCI Japan ETF

DXJ

WisdomTree Japan Hedged Equity Fund

IAK

iShares U.S. Insurance ETF

IWY

iShares Russell Top 200 Growth ETF

XLG

Invesco S&P 500® Top 50 ETF

SCHG

Schwab U.S. Large-Cap Growth ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Naturally Aspirated is 56, 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.

Naturally Aspirated

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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.

Naturally Aspirated

^GSPC

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
IWY iShares Russell Top 200 Growth ETF	2.24	2.90	1.39	2.81	10.71
SCHG Schwab U.S. Large-Cap Growth ETF	2.30	2.98	1.41	2.64	12.32
XLG Invesco S&P 500® Top 50 ETF	2.42	3.19	1.43	3.08	12.90
DXJ WisdomTree Japan Hedged Equity Fund	0.93	1.26	1.18	0.85	3.39
IAK iShares U.S. Insurance ETF	2.78	3.63	1.48	5.79	17.08
HEWJ iShares Currency Hedged MSCI Japan ETF	0.99	1.35	1.19	0.91	3.46
META Meta Platforms, Inc.	2.39	3.28	1.44	3.58	14.48
NVDA NVIDIA Corporation	3.37	3.57	1.46	6.46	20.29
DLO DLocal Limited	-1.21	-1.83	0.73	-0.64	-1.58
PDD Pinduoduo Inc.	0.11	0.51	1.08	0.13	0.36
GOOG Alphabet Inc.	0.81	1.19	1.17	1.02	2.95
MA Mastercard Inc	1.25	1.67	1.24	1.65	4.19
ANET Arista Networks, Inc.	2.63	3.21	1.44	5.55	17.04
PANW Palo Alto Networks, Inc.	1.01	1.35	1.24	1.46	3.08
MSFT Microsoft Corporation	1.86	2.42	1.31	2.37	7.24

Sharpe Ratio

The current Naturally Aspirated Sharpe ratio is 2.29. 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 1.91 to 2.59, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of Naturally Aspirated 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.

Naturally Aspirated

Benchmark (^GSPC)

Portfolio components

Dividends

Dividend yield

Naturally Aspirated granted a 0.77% dividend yield in the last twelve months.

	TTM	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014	2013
Naturally Aspirated	0.77%	0.96%	5.59%	0.93%	0.90%	1.14%	1.24%	1.05%	1.19%	1.76%	2.19%	1.03%
Portfolio components:
IWY iShares Russell Top 200 Growth ETF	0.52%	0.68%	0.88%	0.50%	0.71%	1.06%	1.32%	1.26%	1.51%	1.58%	1.44%	1.56%
SCHG Schwab U.S. Large-Cap Growth ETF	0.32%	0.46%	0.55%	0.42%	0.52%	0.82%	1.27%	1.01%	1.27%	1.22%	1.09%	1.07%
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%
DXJ WisdomTree Japan Hedged Equity Fund	2.32%	3.44%	3.02%	2.64%	2.53%	2.47%	2.92%	2.30%	1.98%	5.95%	11.61%	2.44%
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%	1.13%
HEWJ iShares Currency Hedged MSCI Japan ETF	1.97%	2.02%	47.68%	2.03%	1.20%	2.77%	1.37%	1.21%	1.88%	3.25%	2.15%	0.00%
META Meta Platforms, Inc.	0.27%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
NVDA NVIDIA Corporation	0.02%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.30%	0.46%	1.19%	1.68%	1.95%
DLO DLocal Limited	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
PDD Pinduoduo Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
GOOG Alphabet Inc.	0.24%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
MA Mastercard Inc	0.52%	0.53%	0.56%	0.49%	0.45%	0.44%	0.53%	0.58%	0.74%	0.66%	0.51%	0.25%
ANET Arista Networks, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
PANW Palo Alto Networks, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
MSFT Microsoft Corporation	0.69%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%	2.48%	2.59%

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.

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 25.34%, occurring on Oct 14, 2022. Recovery took 154 trading sessions.

The current Naturally Aspirated drawdown is 3.13%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-25.34%	Nov 17, 2021	229	Oct 14, 2022	154	May 26, 2023	383
-13.18%	Jul 11, 2024	18	Aug 5, 2024	—	—	—
-6.95%	Sep 7, 2021	20	Oct 4, 2021	19	Oct 29, 2021	39
-6.87%	Sep 15, 2023	30	Oct 26, 2023	11	Nov 10, 2023	41
-6.09%	Mar 25, 2024	19	Apr 19, 2024	17	May 14, 2024	36

Volatility

Volatility Chart

The current Naturally Aspirated volatility is 5.74%, 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.

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.

	PDD	IAK	DLO	PANW	DXJ	MA	HEWJ	ANET	META	NVDA	GOOG	MSFT	XLG	IWY	SCHG
PDD	1.00	0.16	0.31	0.29	0.24	0.29	0.28	0.25	0.35	0.32	0.30	0.30	0.35	0.36	0.38
IAK	0.16	1.00	0.25	0.20	0.49	0.48	0.47	0.26	0.29	0.23	0.29	0.29	0.45	0.39	0.39
DLO	0.31	0.25	1.00	0.35	0.30	0.33	0.34	0.39	0.40	0.41	0.39	0.41	0.47	0.49	0.51
PANW	0.29	0.20	0.35	1.00	0.32	0.36	0.36	0.53	0.42	0.49	0.48	0.54	0.57	0.60	0.62
DXJ	0.24	0.49	0.30	0.32	1.00	0.45	0.97	0.41	0.41	0.41	0.38	0.40	0.54	0.52	0.52
MA	0.29	0.48	0.33	0.36	0.45	1.00	0.49	0.45	0.45	0.40	0.50	0.52	0.63	0.61	0.61
HEWJ	0.28	0.47	0.34	0.36	0.97	0.49	1.00	0.46	0.45	0.48	0.44	0.46	0.61	0.59	0.59
ANET	0.25	0.26	0.39	0.53	0.41	0.45	0.46	1.00	0.51	0.64	0.54	0.64	0.69	0.71	0.71
META	0.35	0.29	0.40	0.42	0.41	0.45	0.45	0.51	1.00	0.59	0.63	0.63	0.72	0.72	0.73
NVDA	0.32	0.23	0.41	0.49	0.41	0.40	0.48	0.64	0.59	1.00	0.58	0.66	0.77	0.79	0.80
GOOG	0.30	0.29	0.39	0.48	0.38	0.50	0.44	0.54	0.63	0.58	1.00	0.74	0.80	0.80	0.79
MSFT	0.30	0.29	0.41	0.54	0.40	0.52	0.46	0.64	0.63	0.66	0.74	1.00	0.86	0.87	0.86
XLG	0.35	0.45	0.47	0.57	0.54	0.63	0.61	0.69	0.72	0.77	0.80	0.86	1.00	0.99	0.98
IWY	0.36	0.39	0.49	0.60	0.52	0.61	0.59	0.71	0.72	0.79	0.80	0.87	0.99	1.00	0.99
SCHG	0.38	0.39	0.51	0.62	0.52	0.61	0.59	0.71	0.73	0.80	0.79	0.86	0.98	0.99	1.00

The correlation results are calculated based on daily price changes starting from Jun 4, 2021

Performance Analysis

Risk Analysis

Optimization

Factor Model

Naturally Aspirated

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

Community