D5fdT68s_$_36.78%
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
TLT iShares 20+ Year Treasury Bond ETF | Government Bonds | 15% |
BTC-USD Bitcoin | 15% | |
ETH-USD Ethereum | 10% | |
^NDX NASDAQ 100 | 35% | |
GOOGL Alphabet Inc. | Communication Services | 5% |
MSFT Microsoft Corporation | Technology | 5% |
JPM JPMorgan Chase & Co. | Financial Services | 5% |
MCD McDonald's Corporation | Consumer Cyclical | 5% |
VNQ Vanguard Real Estate ETF | REIT | 5% |
Performance
The chart shows the growth of an initial investment of $10,000 in D5fdT68s_$_36.78%, 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 Aug 7, 2015, corresponding to the inception date of ETH-USD
Returns
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
D5fdT68s_$_36.78% | 52.16% | 9.25% | 15.43% | 45.81% | 23.94% | N/A |
Portfolio components: | ||||||
GOOGL Alphabet Inc. | 47.36% | -0.18% | 6.14% | 34.07% | 20.02% | 17.15% |
MSFT Microsoft Corporation | 55.15% | 3.65% | 14.52% | 51.79% | 30.03% | 27.62% |
JPM JPMorgan Chase & Co. | 20.04% | 8.49% | 12.69% | 22.33% | 12.02% | 13.96% |
MCD McDonald's Corporation | 11.32% | 7.31% | 2.92% | 7.94% | 12.00% | 14.49% |
^NDX NASDAQ 100 | 44.32% | 4.18% | 10.38% | 36.70% | 19.06% | 16.27% |
VNQ Vanguard Real Estate ETF | 4.46% | 9.25% | 1.94% | 2.53% | 4.12% | 6.60% |
BTC-USD Bitcoin | 164.37% | 24.86% | 66.05% | 155.98% | 42.22% | 31.87% |
ETH-USD Ethereum | 86.47% | 17.47% | 21.79% | 75.49% | 55.15% | N/A |
TLT iShares 20+ Year Treasury Bond ETF | -0.68% | 10.82% | -3.22% | -7.32% | -2.01% | 1.72% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2023 | 1.74% | 5.30% | 0.89% | -4.45% | -3.52% | 3.33% | 10.37% |
Dividend yield
D5fdT68s_$_36.78% granted a 1.01% dividend yield in the last twelve months.
TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
D5fdT68s_$_36.78% | 1.01% | 0.91% | 0.60% | 0.73% | 0.81% | 0.96% | 0.88% | 1.00% | 0.98% | 1.00% | 1.11% | 1.03% |
Portfolio components: | ||||||||||||
GOOGL Alphabet Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MSFT Microsoft Corporation | 0.76% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% | 3.11% |
JPM JPMorgan Chase & Co. | 2.59% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% | 2.33% | 2.62% |
MCD McDonald's Corporation | 2.17% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% | 3.50% | 3.22% | 3.25% |
^NDX NASDAQ 100 | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VNQ Vanguard Real Estate ETF | 4.29% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% | 3.56% |
BTC-USD Bitcoin | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ETH-USD Ethereum | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TLT iShares 20+ Year Treasury Bond ETF | 3.43% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% | 3.26% | 2.68% |
Expense Ratio
The D5fdT68s_$_36.78% has an expense ratio of 0.03% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
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 | Ulcer Index | |
---|---|---|---|---|---|
GOOGL Alphabet Inc. | 1.00 | ||||
MSFT Microsoft Corporation | 1.89 | ||||
JPM JPMorgan Chase & Co. | 1.08 | ||||
MCD McDonald's Corporation | 0.57 | ||||
^NDX NASDAQ 100 | 1.79 | ||||
VNQ Vanguard Real Estate ETF | 0.08 | ||||
BTC-USD Bitcoin | 1.69 | ||||
ETH-USD Ethereum | 0.70 | ||||
TLT iShares 20+ Year Treasury Bond ETF | -0.33 |
Asset Correlations Table
TLT | ETH-USD | BTC-USD | MCD | VNQ | JPM | GOOGL | MSFT | ^NDX | |
---|---|---|---|---|---|---|---|---|---|
TLT | 1.00 | 0.00 | -0.00 | -0.05 | 0.05 | -0.32 | -0.10 | -0.07 | -0.10 |
ETH-USD | 0.00 | 1.00 | 0.62 | 0.06 | 0.06 | 0.08 | 0.13 | 0.12 | 0.15 |
BTC-USD | -0.00 | 0.62 | 1.00 | 0.07 | 0.09 | 0.08 | 0.12 | 0.12 | 0.15 |
MCD | -0.05 | 0.06 | 0.07 | 1.00 | 0.41 | 0.30 | 0.30 | 0.36 | 0.37 |
VNQ | 0.05 | 0.06 | 0.09 | 0.41 | 1.00 | 0.33 | 0.35 | 0.39 | 0.44 |
JPM | -0.32 | 0.08 | 0.08 | 0.30 | 0.33 | 1.00 | 0.35 | 0.35 | 0.43 |
GOOGL | -0.10 | 0.13 | 0.12 | 0.30 | 0.35 | 0.35 | 1.00 | 0.67 | 0.76 |
MSFT | -0.07 | 0.12 | 0.12 | 0.36 | 0.39 | 0.35 | 0.67 | 1.00 | 0.80 |
^NDX | -0.10 | 0.15 | 0.15 | 0.37 | 0.44 | 0.43 | 0.76 | 0.80 | 1.00 |
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 D5fdT68s_$_36.78%. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the D5fdT68s_$_36.78% was 44.89%, occurring on Nov 9, 2022. The portfolio has not yet recovered.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-44.89% | Nov 9, 2021 | 366 | Nov 9, 2022 | — | — | — |
-37.9% | Dec 19, 2017 | 372 | Dec 25, 2018 | 179 | Jun 22, 2019 | 551 |
-33.77% | Feb 15, 2020 | 33 | Mar 18, 2020 | 114 | Jul 10, 2020 | 147 |
-18.11% | Mar 14, 2016 | 7 | Mar 20, 2016 | 84 | Jun 12, 2016 | 91 |
-16.95% | Jun 14, 2017 | 33 | Jul 16, 2017 | 29 | Aug 14, 2017 | 62 |
Volatility Chart
The current D5fdT68s_$_36.78% volatility is 3.40%, 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.