Dmitry's
Initial portfolio opened for Dmitry as of 16th y.o
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
TLT iShares 20+ Year Treasury Bond ETF | Government Bonds | 67.84% |
XLG Invesco S&P 500® Top 50 ETF | Large Cap Growth Equities | 32.16% |
Transactions
Date | Type | Symbol | Quantity | Price |
---|---|---|---|---|
Jan 24, 2024 | Buy | Invesco S&P 500® Top 50 ETF | 3 | $39.49 |
Dec 14, 2023 | Buy | iShares 20+ Year Treasury Bond ETF | 3 | $97.74 |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Dmitry's, 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
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
Dmitry's | 2.99% | 4.82% | 7.87% | N/A | N/A | N/A |
Portfolio components: | ||||||
TLT iShares 20+ Year Treasury Bond ETF | 1.58% | 5.89% | 7.73% | 7.18% | -5.66% | 0.53% |
XLG Invesco S&P 500® Top 50 ETF | 23.85% | 3.33% | 13.48% | 34.74% | 17.80% | 12.96% |
Monthly Returns
The table below presents the monthly returns of Dmitry's, 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 | -3.55% | -0.01% | 0.95% | -5.83% | 3.84% | 2.85% | 2.07% | 2.99% | |||||
2023 | 1.17% | 1.17% |
Expense Ratio
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 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 | |
---|---|---|---|---|---|
TLT iShares 20+ Year Treasury Bond ETF | 0.45 | 0.74 | 1.09 | 0.16 | 1.11 |
XLG Invesco S&P 500® Top 50 ETF | 2.44 | 3.22 | 1.43 | 3.02 | 11.98 |
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 Dmitry's. 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 Dmitry's was 10.13%, occurring on Apr 25, 2024. Recovery took 76 trading sessions.
The current Dmitry's drawdown is 0.54%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-10.13% | Dec 28, 2023 | 82 | Apr 25, 2024 | 76 | Aug 14, 2024 | 158 |
-1.09% | Dec 21, 2023 | 2 | Dec 22, 2023 | 2 | Dec 27, 2023 | 4 |
-1.05% | Aug 22, 2024 | 1 | Aug 22, 2024 | — | — | — |
-0.8% | Dec 18, 2023 | 1 | Dec 18, 2023 | 2 | Dec 20, 2023 | 3 |
Volatility
Volatility Chart
The current Dmitry's volatility is 3.47%, 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
TLT | XLG | |
---|---|---|
TLT | 1.00 | 0.12 |
XLG | 0.12 | 1.00 |