6's.4 portfolio
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
^NDX NASDAQ 100 | 10% | |
BTC-USD Bitcoin | 10% | |
INDA iShares MSCI India ETF | Asia Pacific Equities | 35% |
LLY Eli Lilly and Company | Healthcare | 10% |
NVO Novo Nordisk A/S | Healthcare | 10% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 6's.4 portfolio, 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
The earliest data available for this chart is Feb 3, 2012, corresponding to the inception date of INDA
Returns By Period
As of Sep 21, 2024, the 6's.4 portfolio returned 28.43% Year-To-Date and 24.15% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.55% | 2.37% | 8.95% | 32.00% | 13.81% | 11.08% |
| 6's.4 portfolio | 28.48% | 0.31% | 10.48% | 48.08% | 28.53% | 24.33% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 20.75% | 1.40% | 9.72% | 33.92% | 15.80% | 13.27% |
^NDX NASDAQ 100 | 17.62% | 0.36% | 7.92% | 34.63% | 20.76% | 17.32% |
LLY Eli Lilly and Company | 58.85% | -3.28% | 19.95% | 68.50% | 54.23% | 32.83% |
NVO Novo Nordisk A/S | 24.36% | -6.91% | -0.60% | 40.91% | 37.22% | 18.34% |
BTC-USD Bitcoin | 49.99% | -1.09% | -5.71% | 138.51% | 49.07% | 65.51% |
INDA iShares MSCI India ETF | 20.34% | 2.91% | 16.34% | 32.06% | 13.38% | 8.23% |
Monthly Returns
The table below presents the monthly returns of 6's.4 portfolio, 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 | 3.60% | 9.22% | 4.34% | -2.43% | 4.40% | 4.35% | -0.35% | 2.20% | 28.48% | ||||
| 2023 | 5.64% | -3.09% | 7.71% | 4.31% | 1.22% | 6.27% | 1.29% | 1.38% | -1.74% | 2.27% | 7.73% | 5.20% | 44.71% |
| 2022 | -6.00% | -1.35% | 4.76% | -5.48% | -2.80% | -7.08% | 8.84% | -4.41% | -5.52% | 6.29% | 3.75% | -3.80% | -13.52% |
| 2021 | 2.55% | 6.41% | 5.02% | 1.50% | 0.97% | 3.03% | 4.75% | 7.06% | -3.97% | 9.35% | -2.36% | 1.33% | 40.97% |
| 2020 | 3.73% | -7.14% | -13.68% | 14.09% | 3.74% | 3.32% | 7.22% | 4.85% | -1.47% | -0.47% | 13.71% | 14.14% | 45.50% |
| 2019 | 2.18% | 3.07% | 5.08% | 3.23% | 5.23% | 8.76% | -3.10% | -0.60% | 0.74% | 4.08% | -0.31% | 2.95% | 35.53% |
| 2018 | 0.35% | -4.98% | -4.37% | 4.26% | -1.92% | -1.78% | 8.18% | 0.95% | -3.80% | -6.23% | 2.21% | -3.69% | -11.19% |
| 2017 | 3.62% | 5.73% | 1.30% | 4.92% | 10.69% | 1.93% | 4.89% | 7.91% | -1.67% | 8.58% | 9.46% | 8.51% | 88.59% |
| 2016 | -6.29% | -2.83% | 6.81% | 1.24% | 3.58% | 3.60% | 4.02% | -3.00% | -0.09% | -1.78% | -2.15% | 5.69% | 8.21% |
| 2015 | -0.74% | 5.41% | -0.97% | -2.34% | 2.71% | 0.74% | 3.63% | -8.41% | -0.04% | 5.88% | 1.83% | 2.45% | 9.73% |
| 2014 | -0.73% | 2.49% | 1.06% | -0.14% | 7.11% | 3.85% | -1.29% | 1.65% | -2.13% | 1.16% | 2.70% | -4.36% | 11.43% |
| 2013 | 9.55% | 5.00% | 39.26% | 8.55% | -3.17% | -7.12% | 3.61% | -1.70% | 3.92% | 9.80% | 63.05% | -13.49% | 156.30% |
Expense Ratio
6's.4 portfolio has an expense ratio of 0.25%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of 6's.4 portfolio is 69, 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.
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 | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 2.39 | 3.18 | 1.44 | 1.19 | 14.57 |
^NDX NASDAQ 100 | 1.40 | 1.93 | 1.25 | 0.59 | 6.19 |
LLY Eli Lilly and Company | 2.28 | 3.10 | 1.41 | 1.62 | 13.63 |
NVO Novo Nordisk A/S | 0.93 | 1.51 | 1.19 | 0.52 | 4.97 |
BTC-USD Bitcoin | 1.40 | 2.07 | 1.21 | 0.83 | 6.16 |
INDA iShares MSCI India ETF | 1.79 | 2.25 | 1.36 | 1.32 | 16.62 |
Dividends
Dividend yield
6's.4 portfolio granted a 0.45% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 6's.4 portfolio | 0.45% | 0.53% | 0.57% | 2.69% | 0.65% | 1.01% | 1.04% | 1.07% | 1.10% | 1.18% | 0.97% | 0.98% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
^NDX NASDAQ 100 | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LLY Eli Lilly and Company | 0.55% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
NVO Novo Nordisk A/S | 0.80% | 0.36% | 0.42% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BTC-USD Bitcoin | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
INDA iShares MSCI India ETF | 0.00% | 0.16% | 0.00% | 6.44% | 0.27% | 0.99% | 0.94% | 1.09% | 0.90% | 1.19% | 0.63% | 0.40% |
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 6's.4 portfolio. 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 6's.4 portfolio was 33.44%, occurring on Mar 23, 2020. Recovery took 126 trading sessions.
The current 6's.4 portfolio drawdown is 0.60%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.44% | Feb 13, 2020 | 40 | Mar 23, 2020 | 126 | Jul 27, 2020 | 166 |
| -25.03% | Dec 5, 2013 | 14 | Dec 18, 2013 | 349 | Dec 2, 2014 | 363 |
| -23.94% | Nov 9, 2021 | 222 | Jun 18, 2022 | 369 | Jun 22, 2023 | 591 |
| -23.28% | Dec 17, 2017 | 374 | Dec 25, 2018 | 176 | Jun 19, 2019 | 550 |
| -17.83% | Apr 11, 2013 | 86 | Jul 5, 2013 | 122 | Nov 4, 2013 | 208 |
Volatility
Volatility Chart
The current 6's.4 portfolio volatility is 4.06%, 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
| BTC-USD | NVO | LLY | INDA | ^NDX | VOO | |
|---|---|---|---|---|---|---|
| BTC-USD | 1.00 | 0.05 | 0.03 | 0.06 | 0.11 | 0.11 |
| NVO | 0.05 | 1.00 | 0.36 | 0.22 | 0.35 | 0.36 |
| LLY | 0.03 | 0.36 | 1.00 | 0.23 | 0.36 | 0.39 |
| INDA | 0.06 | 0.22 | 0.23 | 1.00 | 0.45 | 0.52 |
| ^NDX | 0.11 | 0.35 | 0.36 | 0.45 | 1.00 | 0.85 |
| VOO | 0.11 | 0.36 | 0.39 | 0.52 | 0.85 | 1.00 |