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 | 67.42% |
XLG Invesco S&P 500® Top 50 ETF | Large Cap Growth Equities | 32.58% |
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 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| Dmitry's | -2.57% | -1.65% | 2.76% | N/A | N/A | N/A |
| Portfolio components: | ||||||
TLT iShares 20+ Year Treasury Bond ETF | -4.82% | -0.63% | 0.36% | -5.31% | -4.63% | 0.21% |
XLG Invesco S&P 500® Top 50 ETF | 18.69% | -3.07% | 13.66% | 25.87% | 15.71% | 12.63% |
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% | -2.57% | ||||||
| 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 | -0.31 | -0.32 | 0.96 | -0.11 | -0.63 |
XLG Invesco S&P 500® Top 50 ETF | 1.87 | 2.58 | 1.33 | 2.17 | 9.98 |
Not enough dataDrawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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. The portfolio has not yet recovered.
The current Dmitry's drawdown is 4.38%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -10.13% | Dec 28, 2023 | 82 | Apr 25, 2024 | — | — | — |
| -1.09% | Dec 21, 2023 | 2 | Dec 22, 2023 | 2 | Dec 27, 2023 | 4 |
| -0.8% | Dec 18, 2023 | 1 | Dec 18, 2023 | 2 | Dec 20, 2023 | 3 |
Volatility
Volatility Chart
The current Dmitry's volatility is 3.65%, 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 | 0.15 |
| XLG | 0.15 | 1.00 |