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D5fdT68s_$_36.78%
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


TLT 15%BTC-USD 15%ETH-USD 10%^NDX 35%GOOGL 5%MSFT 5%JPM 5%MCD 5%VNQ 5%BondBondCryptocurrencyCryptocurrencyEquityEquityReal EstateReal Estate

Performance

Performance Chart

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 Every 3 months.


0.00%2,000.00%4,000.00%6,000.00%8,000.00%December2025FebruaryMarchAprilMay
6,287.92%
172.62%
D5fdT68s_$_36.78%
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Aug 7, 2015, corresponding to the inception date of ETH-USD

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.70%13.67%-5.18%9.18%14.14%10.43%
D5fdT68s_$_36.78%-5.23%15.11%-0.76%12.63%28.89%N/A
GOOGL
Alphabet Inc Class A
-18.41%6.62%-14.45%-8.48%17.50%19.02%
MSFT
Microsoft Corporation
4.16%23.58%3.41%7.55%19.91%26.84%
JPM
JPMorgan Chase & Co.
6.94%16.88%8.45%32.56%25.73%17.73%
MCD
McDonald's Corporation
8.77%4.56%7.65%19.61%14.19%15.29%
^NDX
NASDAQ 100
-4.51%17.40%-4.92%10.94%16.82%16.32%
VNQ
Vanguard Real Estate ETF
0.45%11.00%-4.37%13.24%7.41%5.28%
BTC-USD
Bitcoin
3.86%27.22%27.83%58.58%58.85%82.12%
ETH-USD
Ethereum
-45.64%23.02%-37.44%-39.08%53.64%N/A
TLT
iShares 20+ Year Treasury Bond ETF
0.93%-1.26%-2.78%0.41%-9.50%-0.61%
*Annualized

Monthly Returns

The table below presents the monthly returns of D5fdT68s_$_36.78%, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.18%-6.63%-5.71%2.68%1.60%-5.23%
20240.57%13.35%5.33%-7.31%7.48%1.30%0.14%-1.99%2.95%-0.06%13.74%-2.70%35.39%
202315.70%-1.29%10.77%2.09%1.74%5.30%0.89%-4.45%-3.52%3.33%10.39%7.76%58.19%
2022-10.34%-0.44%3.02%-12.47%-5.59%-13.41%14.83%-6.76%-9.70%5.25%0.10%-6.42%-37.28%
20219.72%7.46%12.19%8.52%-5.17%0.30%6.64%8.36%-6.16%15.89%0.06%-5.01%63.09%
202011.47%-1.47%-14.54%19.28%5.51%1.72%12.91%8.58%-6.66%3.41%20.11%15.28%96.87%
20191.80%5.12%4.22%9.22%14.68%13.01%-1.25%-1.04%-0.82%3.52%-2.64%-0.30%53.73%
20184.30%-5.25%-11.88%12.05%-2.98%-4.42%4.94%-2.18%-2.65%-6.50%-8.23%-4.64%-26.01%
20175.77%11.55%36.71%11.78%40.15%10.18%1.21%18.15%-4.47%10.75%17.75%17.29%386.48%
201610.85%41.08%40.90%-2.81%9.96%3.10%2.65%-0.96%2.49%-0.56%-0.89%6.26%164.94%
2015-11.20%-1.80%14.32%3.51%3.29%6.60%

Expense Ratio

D5fdT68s_$_36.78% has an expense ratio of 0.03%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of D5fdT68s_$_36.78% is 29, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of D5fdT68s_$_36.78% is 2929
Overall Rank
The Sharpe Ratio Rank of D5fdT68s_$_36.78% is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of D5fdT68s_$_36.78% is 4444
Sortino Ratio Rank
The Omega Ratio Rank of D5fdT68s_$_36.78% is 2626
Omega Ratio Rank
The Calmar Ratio Rank of D5fdT68s_$_36.78% is 1010
Calmar Ratio Rank
The Martin Ratio Rank of D5fdT68s_$_36.78% is 2323
Martin 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.



Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
GOOGL
Alphabet Inc Class A
-0.28-0.031.00-0.26-0.48
MSFT
Microsoft Corporation
0.300.711.090.081.04
JPM
JPMorgan Chase & Co.
1.141.281.180.292.87
MCD
McDonald's Corporation
0.971.191.170.362.97
^NDX
NASDAQ 100
0.430.491.070.040.76
VNQ
Vanguard Real Estate ETF
0.74-0.210.970.55-0.71
BTC-USD
Bitcoin
1.162.681.281.849.23
ETH-USD
Ethereum
-0.55-0.450.950.03-1.22
TLT
iShares 20+ Year Treasury Bond ETF
0.03-1.040.880.01-1.22

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

D5fdT68s_$_36.78% Sharpe ratios as of May 9, 2025 (values are recalculated daily):

  • 1-Year: 0.57
  • 5-Year: 1.16
  • All Time: 1.78

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.44 to 0.95, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of D5fdT68s_$_36.78% compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.57
0.48
D5fdT68s_$_36.78%
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

D5fdT68s_$_36.78% provided a 1.13% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio1.13%1.10%0.97%0.91%0.60%0.73%0.81%0.96%0.88%1.00%0.98%1.00%
GOOGL
Alphabet Inc Class A
0.52%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MSFT
Microsoft Corporation
0.72%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%
JPM
JPMorgan Chase & Co.
1.99%1.92%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%
MCD
McDonald's Corporation
2.19%2.34%2.10%2.15%1.96%2.35%2.39%2.36%2.23%2.97%2.91%3.50%
^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
4.10%3.85%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%
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
4.36%4.30%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%2.67%

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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-12.11%
-7.82%
D5fdT68s_$_36.78%
Benchmark (^GSPC)
Portfolio components

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 44.87%, occurring on Nov 9, 2022. Recovery took 475 trading sessions.

The current D5fdT68s_$_36.78% drawdown is 12.11%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-44.87%Nov 9, 2021366Nov 9, 2022475Feb 27, 2024841
-37.92%Dec 19, 2017372Dec 25, 2018179Jun 22, 2019551
-33.68%Feb 15, 202033Mar 18, 2020114Jul 10, 2020147
-23.65%Dec 17, 2024113Apr 8, 2025
-18.11%Mar 14, 20167Mar 20, 201684Jun 12, 201691

Volatility

Volatility Chart

The current D5fdT68s_$_36.78% volatility is 10.46%, 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%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
10.46%
11.21%
D5fdT68s_$_36.78%
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 9 assets, with an effective number of assets of 5.26, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

^GSPCTLTBTC-USDETH-USDMCDVNQJPMGOOGLMSFT^NDXPortfolio
^GSPC1.00-0.140.190.210.460.610.640.710.760.910.58
TLT-0.141.00-0.000.01-0.010.10-0.28-0.08-0.06-0.070.04
BTC-USD0.19-0.001.000.640.080.100.080.130.120.160.75
ETH-USD0.210.010.641.000.070.080.080.140.120.160.79
MCD0.46-0.010.080.071.000.400.280.270.320.340.24
VNQ0.610.100.100.080.401.000.340.320.360.420.31
JPM0.64-0.280.080.080.280.341.000.320.330.410.27
GOOGL0.71-0.080.130.140.270.320.321.000.650.730.44
MSFT0.76-0.060.120.120.320.360.330.651.000.790.44
^NDX0.91-0.070.160.160.340.420.410.730.791.000.51
Portfolio0.580.040.750.790.240.310.270.440.440.511.00
The correlation results are calculated based on daily price changes starting from Aug 8, 2015