Volatil6
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
MSTR MicroStrategy Incorporated | Technology | 70% |
XRP-USD Ripple | 30% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Volatil6, 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 month.
The earliest data available for this chart is Nov 9, 2017, corresponding to the inception date of XRP-USD
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.79% | -9.92% | 6.35% | 14.12% | 9.63% |
| Volatil6 | 8.39% | -0.59% | 120.12% | 246.58% | 109.30% | N/A |
| Portfolio components: | ||||||
MSTR MicroStrategy Incorporated | 9.52% | 4.34% | 46.95% | 170.16% | 91.71% | 33.61% |
XRP-USD Ripple | 0.35% | -12.27% | 281.14% | 294.36% | 62.52% | N/A |
Monthly Returns
The table below presents the monthly returns of Volatil6, 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 | 25.18% | -25.38% | 8.41% | 7.03% | 8.39% | ||||||||
| 2024 | -19.91% | 76.73% | 49.54% | -32.59% | 29.90% | -9.20% | 21.47% | -15.38% | 21.51% | 26.36% | 121.48% | -15.45% | 397.35% |
| 2023 | 60.58% | 0.72% | 21.00% | 5.07% | -2.83% | 6.99% | 33.76% | -20.87% | -5.42% | 25.36% | 12.63% | 19.03% | 259.72% |
| 2022 | -30.16% | 22.09% | 8.08% | -27.39% | -25.83% | -33.52% | 54.91% | -17.51% | 8.70% | 17.92% | -21.37% | -25.14% | -68.19% |
| 2021 | 77.74% | 9.25% | 4.51% | 46.02% | -30.15% | 17.10% | -2.25% | 24.57% | -17.68% | 21.64% | -2.56% | -22.27% | 123.85% |
| 2020 | 11.83% | -8.76% | -16.24% | 11.45% | -2.40% | -7.47% | 17.09% | 14.18% | -1.38% | 7.46% | 129.99% | -7.61% | 158.98% |
| 2019 | -4.06% | 8.62% | 0.80% | 2.76% | 4.70% | 2.34% | -8.95% | -1.85% | 2.18% | 7.17% | -8.48% | -8.03% | -4.71% |
| 2018 | -11.87% | -11.67% | -12.48% | 19.01% | -6.40% | -8.17% | -0.75% | 3.47% | 17.60% | -14.23% | -3.89% | -1.83% | -31.88% |
| 2017 | 6.31% | 236.79% | 258.05% |
Expense Ratio
Volatil6 has an expense ratio of 0.00%, meaning no management fees are charged. 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
With an overall rank of 99, Volatil6 is among the top 1% of portfolios on our website when it comes to balancing risk and reward. Below is 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 | |
|---|---|---|---|---|---|
MSTR MicroStrategy Incorporated | 2.29 | 2.85 | 1.33 | 3.08 | 9.83 |
XRP-USD Ripple | 4.90 | 4.15 | 1.46 | 4.59 | 27.31 |
Dividends
Dividend yield
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 Volatil6. 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 Volatil6 was 81.25%, occurring on Jun 13, 2022. Recovery took 627 trading sessions.
The current Volatil6 drawdown is 24.55%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -81.25% | Apr 14, 2021 | 426 | Jun 13, 2022 | 627 | Mar 1, 2024 | 1053 |
| -62.32% | Jan 8, 2018 | 801 | Mar 18, 2020 | 248 | Nov 21, 2020 | 1049 |
| -41.89% | Feb 10, 2021 | 24 | Mar 5, 2021 | 38 | Apr 12, 2021 | 62 |
| -41.12% | Jan 18, 2025 | 81 | Apr 8, 2025 | — | — | — |
| -39.02% | Mar 28, 2024 | 35 | May 1, 2024 | 163 | Oct 11, 2024 | 198 |
Volatility
Volatility Chart
The current Volatil6 volatility is 30.95%, 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
| MSTR | XRP-USD | |
|---|---|---|
| MSTR | 1.00 | 0.29 |
| XRP-USD | 0.29 | 1.00 |