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Oxford with AAPD INDL YANG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Oxford with AAPD INDL YANG

Last updated Sep 21, 2024

ACGL 0.055213 AMAT 0.033224 CCJ 0.026316 HLT 0.104569 IBM 0.125582 LYFT 0.029961 NVO 0.070590 PR 0.053903 YPF 0.035017 CRSP 0.004695 GKOS 0.083134 INDL 0.152125 TMV 0.073625 AAPD 0.065891 YANG 0.086156

Asset Allocation

TMV 7.3%YANG 16.3%INDL 15.2%IBM 12.5%HLT 10.4%GKOS 8%NVO 7%ACGL 5.5%PR 5.4%YPF 3.5%AMAT 3.3%LYFT 3%CCJ 2.6%BondBondEquityEquity
PositionCategory/SectorWeight
ACGL
Arch Capital Group Ltd.		Financial Services
5.50%
AMAT
Applied Materials, Inc.		Technology
3.30%
CCJ
Cameco Corporation		Energy
2.60%
GKOS
Glaukos Corporation		Healthcare
8%
HLT
Hilton Worldwide Holdings Inc.		Consumer Cyclical
10.40%
IBM
International Business Machines Corporation		Technology
12.50%
INDL
Direxion Daily India Bull 3x Shares		Leveraged Equities, Leveraged
15.20%
LYFT
Lyft, Inc.		Technology
3%
NVO
Novo Nordisk A/S		Healthcare
7%
PR
Permian Resources Corporation		Energy
5.40%
TMV
Direxion Daily 20-Year Treasury Bear 3X		Leveraged Bonds, Leveraged
7.30%
YANG
Direxion Daily China 3x Bear Shares		Leveraged Equities, Leveraged, China Equities
16.30%
YPF
YPF Sociedad Anónima		Energy
3.50%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Oxford with AAPD INDL YANG, 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

-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
2.30%
8.95%
Oxford with AAPD INDL YANG
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 29, 2019, corresponding to the inception date of LYFT

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		19.55%1.45%8.95%31.70%13.79%11.17%
Oxford with AAPD INDL YANG15.77%1.41%2.30%32.43%21.69%N/A
Portfolio components:
ACGL
Arch Capital Group Ltd.		52.47%6.32%24.88%39.87%22.52%20.20%
AMAT
Applied Materials, Inc.		19.21%-4.02%-8.26%42.19%31.33%26.09%
CCJ
Cameco Corporation		3.02%10.01%2.80%11.27%36.71%10.67%
HLT
Hilton Worldwide Holdings Inc.		23.64%4.15%6.47%52.68%19.32%16.71%
IBM
International Business Machines Corporation		36.84%11.09%16.21%54.07%15.25%6.22%
LYFT
Lyft, Inc.		-16.81%8.72%-38.14%25.45%-22.79%N/A
NVO
Novo Nordisk A/S		24.36%-6.85%-0.60%40.91%37.28%18.40%
PR
Permian Resources Corporation		5.94%-1.91%-16.77%10.67%24.69%N/A
YPF
YPF Sociedad Anónima		37.58%14.36%16.73%83.76%21.40%-4.03%
GKOS
Glaukos Corporation		60.75%-1.75%45.07%69.74%12.01%N/A
INDL
Direxion Daily India Bull 3x Shares		35.01%6.07%28.92%59.13%4.77%-1.37%
TMV
Direxion Daily 20-Year Treasury Bear 3X		-1.58%-3.43%-15.67%-27.01%2.77%-11.80%
YANG
Direxion Daily China 3x Bear Shares		-39.35%-11.54%-36.68%-22.95%-31.26%-32.17%

Monthly Returns

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

JanFebMarAprMayJunJulAugSepOctNovDecTotal
202410.06%0.10%3.16%-3.25%1.44%3.18%-0.31%1.49%15.77%
2023-1.10%2.84%-3.05%3.81%5.82%4.28%0.57%5.57%2.14%1.87%5.17%5.09%37.90%
2022-0.24%3.96%-0.06%-0.79%-5.76%-10.32%12.34%2.49%7.97%22.92%-12.43%-4.37%11.23%
2021-2.24%14.85%4.43%1.52%3.55%1.89%1.83%2.63%3.29%-1.57%-2.73%6.74%38.52%
20201.03%-12.14%-25.45%26.75%-0.30%-0.15%2.00%4.02%-1.62%-2.96%15.59%10.86%8.38%
20190.39%0.23%1.02%-1.33%-6.42%1.68%-1.01%1.73%0.31%-3.59%

Expense Ratio

Oxford with AAPD INDL YANG features an expense ratio of 0.45%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

INDL
Direxion Daily India Bull 3x Shares
Expense ratio chart for INDL: current value at 1.33% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.33%
YANG
Direxion Daily China 3x Bear Shares
Expense ratio chart for YANG: current value at 1.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.07%
TMV
Direxion Daily 20-Year Treasury Bear 3X
Expense ratio chart for TMV: current value at 1.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.04%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Oxford with AAPD INDL YANG 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.

The Risk-Adjusted Performance Rank of Oxford with AAPD INDL YANG is 5656
Oxford with AAPD INDL YANG
The Sharpe Ratio Rank of Oxford with AAPD INDL YANG is 5050Sharpe Ratio Rank
The Sortino Ratio Rank of Oxford with AAPD INDL YANG is 4545Sortino Ratio Rank
The Omega Ratio Rank of Oxford with AAPD INDL YANG is 4848Omega Ratio Rank
The Calmar Ratio Rank of Oxford with AAPD INDL YANG is 9191Calmar Ratio Rank
The Martin Ratio Rank of Oxford with AAPD INDL YANG is 4444Martin 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.

Oxford with AAPD INDL YANG
Sharpe ratio
The chart of Sharpe ratio for Oxford with AAPD INDL YANG, currently valued at 2.20, compared to the broader market-1.000.001.002.003.004.002.20
Sortino ratio
The chart of Sortino ratio for Oxford with AAPD INDL YANG, currently valued at 2.91, compared to the broader market-2.000.002.004.006.002.91
Omega ratio
The chart of Omega ratio for Oxford with AAPD INDL YANG, currently valued at 1.38, compared to the broader market0.801.001.201.401.601.801.38
Calmar ratio
The chart of Calmar ratio for Oxford with AAPD INDL YANG, currently valued at 4.33, compared to the broader market0.002.004.006.008.0010.004.33
Martin ratio
The chart of Martin ratio for Oxford with AAPD INDL YANG, currently valued at 12.17, compared to the broader market0.0010.0020.0030.0040.0012.17
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.32, compared to the broader market-1.000.001.002.003.004.002.32
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.11, compared to the broader market-2.000.002.004.006.003.11
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.801.001.201.401.601.801.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.09, compared to the broader market0.002.004.006.008.0010.002.09
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 14.29, compared to the broader market0.0010.0020.0030.0040.0014.29
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
ACGL
Arch Capital Group Ltd.		1.772.411.302.135.92
AMAT
Applied Materials, Inc.		1.041.551.201.323.84
CCJ
Cameco Corporation		0.290.711.090.380.91
HLT
Hilton Worldwide Holdings Inc.		2.423.191.394.1112.12
IBM
International Business Machines Corporation		2.373.291.473.037.51
LYFT
Lyft, Inc.		0.240.981.110.190.69
NVO
Novo Nordisk A/S		1.141.761.221.906.45
PR
Permian Resources Corporation		0.330.661.080.390.86
YPF
YPF Sociedad Anónima		1.402.591.301.847.35
GKOS
Glaukos Corporation		1.582.621.321.767.93
INDL
Direxion Daily India Bull 3x Shares		2.012.371.371.3116.94
TMV
Direxion Daily 20-Year Treasury Bear 3X		-0.47-0.400.96-0.48-0.72
YANG
Direxion Daily China 3x Bear Shares		-0.36-0.060.99-0.29-0.69

Sharpe Ratio

The current Oxford with AAPD INDL YANG Sharpe ratio is 2.20. 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 Oxford with AAPD INDL YANG 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 Ratio1.002.003.004.005.00AprilMayJuneJulyAugustSeptember
2.20
2.32
Oxford with AAPD INDL YANG
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Oxford with AAPD INDL YANG granted a 1.95% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
Oxford with AAPD INDL YANG1.95%1.89%0.77%0.98%0.85%1.28%1.06%0.74%0.67%0.69%0.46%0.38%
Portfolio components:
ACGL
Arch Capital Group Ltd.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AMAT
Applied Materials, Inc.		0.75%0.75%1.05%0.60%1.01%1.36%2.14%0.78%1.24%2.14%1.61%2.21%
CCJ
Cameco Corporation		0.20%0.20%0.39%0.29%0.46%0.68%0.53%3.37%2.88%2.49%2.19%1.85%
HLT
Hilton Worldwide Holdings Inc.		0.27%0.33%0.36%0.00%0.13%0.54%0.84%0.75%1.03%0.65%0.00%0.00%
IBM
International Business Machines Corporation		3.06%4.05%4.68%4.74%5.17%4.79%5.46%3.84%3.31%3.63%2.65%1.97%
LYFT
Lyft, 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%
NVO
Novo Nordisk A/S		0.80%0.71%0.84%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.02%
PR
Permian Resources Corporation		4.89%2.69%0.52%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
YPF
YPF Sociedad Anónima		0.00%0.00%0.00%0.00%0.00%1.21%0.59%0.49%0.93%0.89%0.55%0.45%
GKOS
Glaukos Corporation		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
INDL
Direxion Daily India Bull 3x Shares		0.89%1.65%0.09%2.35%0.00%0.68%0.18%0.31%0.00%0.00%0.00%0.00%
TMV
Direxion Daily 20-Year Treasury Bear 3X		4.09%3.87%0.00%0.00%0.52%2.25%0.89%0.00%0.00%0.00%0.00%0.00%
YANG
Direxion Daily China 3x Bear Shares		4.64%3.66%0.00%0.00%0.68%1.54%0.56%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.

-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-0.72%
-0.19%
Oxford with AAPD INDL YANG
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Oxford with AAPD INDL YANG. 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 Oxford with AAPD INDL YANG was 42.01%, occurring on Apr 3, 2020. Recovery took 174 trading sessions.

The current Oxford with AAPD INDL YANG drawdown is 0.72%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-42.01%May 21, 2019221Apr 3, 2020174Dec 10, 2020395
-28.47%Mar 16, 202276Jul 5, 202277Oct 21, 2022153
-20.95%Nov 1, 202245Jan 5, 2023153Aug 16, 2023198
-9.43%Nov 9, 202116Dec 1, 202122Jan 3, 202238
-8.14%Jun 16, 202123Jul 19, 20216Jul 27, 202129

Volatility

Volatility Chart

The current Oxford with AAPD INDL YANG volatility is 2.38%, 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%AprilMayJuneJulyAugustSeptember
2.38%
4.31%
Oxford with AAPD INDL YANG
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.
TMVNVOYPFGKOSPRACGLLYFTCCJYANGIBMINDLAMATHLT
TMV1.00-0.020.090.090.190.180.060.12-0.090.170.060.090.15
NVO-0.021.000.120.140.030.200.120.19-0.210.170.220.240.14
YPF0.090.121.000.170.400.230.230.34-0.240.260.260.260.28
GKOS0.090.140.171.000.180.210.320.26-0.290.260.300.360.33
PR0.190.030.400.181.000.210.250.38-0.220.290.220.240.31
ACGL0.180.200.230.210.211.000.220.20-0.180.390.290.250.42
LYFT0.060.120.230.320.250.221.000.28-0.340.280.320.390.45
CCJ0.120.190.340.260.380.200.281.00-0.290.260.320.330.29
YANG-0.09-0.21-0.24-0.29-0.22-0.18-0.34-0.291.00-0.25-0.43-0.43-0.33
IBM0.170.170.260.260.290.390.280.26-0.251.000.360.400.38
INDL0.060.220.260.300.220.290.320.32-0.430.361.000.400.37
AMAT0.090.240.260.360.240.250.390.33-0.430.400.401.000.45
HLT0.150.140.280.330.310.420.450.29-0.330.380.370.451.00
The correlation results are calculated based on daily price changes starting from Apr 1, 2019