D5fdT68s_$_36.78%
Asset Allocation
Position | Category/Sector | Target Weight |
---|---|---|
^NDX NASDAQ 100 | 35% | |
BTC-USD Bitcoin | 15% | |
ETH-USD Ethereum | 10% | |
GOOGL Alphabet Inc Class A | Communication Services | 5% |
JPM JPMorgan Chase & Co. | Financial Services | 5% |
MCD McDonald's Corporation | Consumer Cyclical | 5% |
MSFT Microsoft Corporation | Technology | 5% |
TLT iShares 20+ Year Treasury Bond ETF | Government Bonds | 15% |
VNQ Vanguard Real Estate ETF | REIT | 5% |
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.
The earliest data available for this chart is Aug 7, 2015, corresponding to the inception date of ETH-USD
Returns By Period
YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.70% | 13.67% | -5.18% | 9.18% | 14.14% | 10.43% |
D5fdT68s_$_36.78% | -5.23% | 15.11% | -0.76% | 12.63% | 28.89% | N/A |
Portfolio components: | ||||||
GOOGL Alphabet Inc Class A | -18.41% | 6.62% | -14.45% | -8.48% | 17.50% | 19.02% |
MSFT Microsoft Corporation | 4.16% | 23.58% | 3.41% | 7.55% | 19.91% | 26.84% |
JPM JPMorgan Chase & Co. | 6.94% | 16.88% | 8.45% | 32.56% | 25.73% | 17.73% |
MCD McDonald's Corporation | 8.77% | 4.56% | 7.65% | 19.61% | 14.19% | 15.29% |
^NDX NASDAQ 100 | -4.51% | 17.40% | -4.92% | 10.94% | 16.82% | 16.32% |
VNQ Vanguard Real Estate ETF | 0.45% | 11.00% | -4.37% | 13.24% | 7.41% | 5.28% |
BTC-USD Bitcoin | 3.86% | 27.22% | 27.83% | 58.58% | 58.85% | 82.12% |
ETH-USD Ethereum | -45.64% | 23.02% | -37.44% | -39.08% | 53.64% | N/A |
TLT iShares 20+ Year Treasury Bond ETF | 0.93% | -1.26% | -2.78% | 0.41% | -9.50% | -0.61% |
Monthly Returns
The table below presents the monthly returns of D5fdT68s_$_36.78%, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2025 | 3.18% | -6.63% | -5.71% | 2.68% | 1.60% | -5.23% | |||||||
2024 | 0.57% | 13.35% | 5.33% | -7.31% | 7.48% | 1.30% | 0.14% | -1.99% | 2.95% | -0.06% | 13.74% | -2.70% | 35.39% |
2023 | 15.70% | -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% |
2021 | 9.72% | 7.46% | 12.19% | 8.52% | -5.17% | 0.30% | 6.64% | 8.36% | -6.16% | 15.89% | 0.06% | -5.01% | 63.09% |
2020 | 11.47% | -1.47% | -14.54% | 19.28% | 5.51% | 1.72% | 12.91% | 8.58% | -6.66% | 3.41% | 20.11% | 15.28% | 96.87% |
2019 | 1.80% | 5.12% | 4.22% | 9.22% | 14.68% | 13.01% | -1.25% | -1.04% | -0.82% | 3.52% | -2.64% | -0.30% | 53.73% |
2018 | 4.30% | -5.25% | -11.88% | 12.05% | -2.98% | -4.42% | 4.94% | -2.18% | -2.65% | -6.50% | -8.23% | -4.64% | -26.01% |
2017 | 5.77% | 11.55% | 36.71% | 11.78% | 40.15% | 10.18% | 1.21% | 18.15% | -4.47% | 10.75% | 17.75% | 17.29% | 386.48% |
2016 | 10.85% | 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.
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 | |
---|---|---|---|---|---|
GOOGL Alphabet Inc Class A | -0.28 | -0.03 | 1.00 | -0.26 | -0.48 |
MSFT Microsoft Corporation | 0.30 | 0.71 | 1.09 | 0.08 | 1.04 |
JPM JPMorgan Chase & Co. | 1.14 | 1.28 | 1.18 | 0.29 | 2.87 |
MCD McDonald's Corporation | 0.97 | 1.19 | 1.17 | 0.36 | 2.97 |
^NDX NASDAQ 100 | 0.43 | 0.49 | 1.07 | 0.04 | 0.76 |
VNQ Vanguard Real Estate ETF | 0.74 | -0.21 | 0.97 | 0.55 | -0.71 |
BTC-USD Bitcoin | 1.16 | 2.68 | 1.28 | 1.84 | 9.23 |
ETH-USD Ethereum | -0.55 | -0.45 | 0.95 | 0.03 | -1.22 |
TLT iShares 20+ Year Treasury Bond ETF | 0.03 | -1.04 | 0.88 | 0.01 | -1.22 |
Dividends
Dividend yield
D5fdT68s_$_36.78% provided a 1.13% dividend yield over the last twelve months.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 1.13% | 1.10% | 0.97% | 0.91% | 0.60% | 0.73% | 0.81% | 0.96% | 0.88% | 1.00% | 0.98% | 1.00% |
Portfolio components: | ||||||||||||
GOOGL Alphabet Inc Class A | 0.52% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MSFT Microsoft Corporation | 0.72% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% |
JPM JPMorgan Chase & Co. | 1.99% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% |
MCD McDonald's Corporation | 2.19% | 2.34% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% | 3.50% |
^NDX NASDAQ 100 | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VNQ Vanguard Real Estate ETF | 4.10% | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% |
BTC-USD Bitcoin | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ETH-USD Ethereum | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TLT iShares 20+ Year Treasury Bond ETF | 4.36% | 4.30% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the D5fdT68s_$_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, 2021 | 366 | Nov 9, 2022 | 475 | Feb 27, 2024 | 841 |
-37.92% | Dec 19, 2017 | 372 | Dec 25, 2018 | 179 | Jun 22, 2019 | 551 |
-33.68% | Feb 15, 2020 | 33 | Mar 18, 2020 | 114 | Jul 10, 2020 | 147 |
-23.65% | Dec 17, 2024 | 113 | Apr 8, 2025 | — | — | — |
-18.11% | Mar 14, 2016 | 7 | Mar 20, 2016 | 84 | Jun 12, 2016 | 91 |
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.
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
^GSPC | TLT | BTC-USD | ETH-USD | MCD | VNQ | JPM | GOOGL | MSFT | ^NDX | Portfolio | |
---|---|---|---|---|---|---|---|---|---|---|---|
^GSPC | 1.00 | -0.14 | 0.19 | 0.21 | 0.46 | 0.61 | 0.64 | 0.71 | 0.76 | 0.91 | 0.58 |
TLT | -0.14 | 1.00 | -0.00 | 0.01 | -0.01 | 0.10 | -0.28 | -0.08 | -0.06 | -0.07 | 0.04 |
BTC-USD | 0.19 | -0.00 | 1.00 | 0.64 | 0.08 | 0.10 | 0.08 | 0.13 | 0.12 | 0.16 | 0.75 |
ETH-USD | 0.21 | 0.01 | 0.64 | 1.00 | 0.07 | 0.08 | 0.08 | 0.14 | 0.12 | 0.16 | 0.79 |
MCD | 0.46 | -0.01 | 0.08 | 0.07 | 1.00 | 0.40 | 0.28 | 0.27 | 0.32 | 0.34 | 0.24 |
VNQ | 0.61 | 0.10 | 0.10 | 0.08 | 0.40 | 1.00 | 0.34 | 0.32 | 0.36 | 0.42 | 0.31 |
JPM | 0.64 | -0.28 | 0.08 | 0.08 | 0.28 | 0.34 | 1.00 | 0.32 | 0.33 | 0.41 | 0.27 |
GOOGL | 0.71 | -0.08 | 0.13 | 0.14 | 0.27 | 0.32 | 0.32 | 1.00 | 0.65 | 0.73 | 0.44 |
MSFT | 0.76 | -0.06 | 0.12 | 0.12 | 0.32 | 0.36 | 0.33 | 0.65 | 1.00 | 0.79 | 0.44 |
^NDX | 0.91 | -0.07 | 0.16 | 0.16 | 0.34 | 0.42 | 0.41 | 0.73 | 0.79 | 1.00 | 0.51 |
Portfolio | 0.58 | 0.04 | 0.75 | 0.79 | 0.24 | 0.31 | 0.27 | 0.44 | 0.44 | 0.51 | 1.00 |