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scott 5
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

scott 5

Last updated Nov 15, 2024

3 year

Asset Allocation

NVDL 33.33%DXJ 33.33%XLE 33.33%EquityEquity
PositionCategory/SectorWeight
DXJ
WisdomTree Japan Hedged Equity Fund		Japan Equities
33.33%
KGC
Kinross Gold Corporation		Basic Materials
0%
NVDA
NVIDIA Corporation		Technology
0%
NVDL
GraniteShares 2x Long NVDA Daily ETF		Leveraged Equities
33.33%
SMH
VanEck Vectors Semiconductor ETF		Technology Equities
0%
XLE
Energy Select Sector SPDR Fund		Energy Equities
33.33%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in scott 5, 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

0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
32.11%
12.31%
scott 5
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 13, 2022, corresponding to the inception date of NVDL

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		24.72%2.30%12.31%32.12%13.81%11.31%
scott 5128.69%10.50%32.11%128.38%N/AN/A
Portfolio components:
NVDL
GraniteShares 2x Long NVDA Daily ETF		449.84%21.77%91.76%453.07%N/AN/A
DXJ
WisdomTree Japan Hedged Equity Fund		26.88%2.69%2.99%25.44%18.61%11.70%
XLE
Energy Select Sector SPDR Fund		15.94%5.67%2.96%16.00%15.03%5.05%
SMH
VanEck Vectors Semiconductor ETF		41.92%0.41%6.88%54.88%32.98%28.72%
KGC
Kinross Gold Corporation		57.18%-5.44%20.61%79.66%19.68%14.33%
NVDA
NVIDIA Corporation		196.42%11.52%55.56%200.29%96.27%77.78%

Monthly Returns

The table below presents the monthly returns of scott 5, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
202415.79%27.00%16.95%-4.37%17.69%9.51%-5.04%-1.88%-1.65%6.24%128.69%
202320.70%10.11%14.53%1.78%15.89%11.72%8.58%3.28%-5.24%-5.67%8.19%2.31%122.51%
2022-10.18%-10.18%

Expense Ratio

scott 5 features an expense ratio of 0.59%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

NVDL
GraniteShares 2x Long NVDA Daily ETF
Expense ratio chart for NVDL: current value at 1.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.15%
DXJ
WisdomTree Japan Hedged Equity Fund
Expense ratio chart for DXJ: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%
SMH
VanEck Vectors Semiconductor ETF
Expense ratio chart for SMH: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
XLE
Energy Select Sector SPDR Fund
Expense ratio chart for XLE: current value at 0.13% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.13%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of scott 5 is 73, 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.

The Risk-Adjusted Performance Rank of scott 5 is 7373
Combined Rank
The Sharpe Ratio Rank of scott 5 is 9090Sharpe Ratio Rank
The Sortino Ratio Rank of scott 5 is 6969Sortino Ratio Rank
The Omega Ratio Rank of scott 5 is 6868Omega Ratio Rank
The Calmar Ratio Rank of scott 5 is 8686Calmar Ratio Rank
The Martin Ratio Rank of scott 5 is 5050Martin 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.

scott 5
Sharpe ratio
The chart of Sharpe ratio for scott 5, currently valued at 3.09, compared to the broader market0.002.004.006.003.09
Sortino ratio
The chart of Sortino ratio for scott 5, currently valued at 3.55, compared to the broader market-2.000.002.004.006.003.55
Omega ratio
The chart of Omega ratio for scott 5, currently valued at 1.47, compared to the broader market0.801.001.201.401.601.802.001.47
Calmar ratio
The chart of Calmar ratio for scott 5, currently valued at 4.77, compared to the broader market0.005.0010.0015.004.77
Martin ratio
The chart of Martin ratio for scott 5, currently valued at 13.88, compared to the broader market0.0010.0020.0030.0040.0050.0013.88
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.66, compared to the broader market0.002.004.006.002.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.56, compared to the broader market-2.000.002.004.006.003.56
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.50, compared to the broader market0.801.001.201.401.601.802.001.50
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.81, compared to the broader market0.005.0010.0015.003.81
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 17.03, compared to the broader market0.0010.0020.0030.0040.0050.0017.03
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
NVDL
GraniteShares 2x Long NVDA Daily ETF		4.313.501.458.5422.48
DXJ
WisdomTree Japan Hedged Equity Fund		1.191.561.231.113.95
XLE
Energy Select Sector SPDR Fund		0.891.291.161.192.76
SMH
VanEck Vectors Semiconductor ETF		1.602.121.282.226.05
KGC
Kinross Gold Corporation		2.042.571.333.4710.52
NVDA
NVIDIA Corporation		3.783.851.507.2322.81

Sharpe Ratio

The current scott 5 Sharpe ratio is 3.09. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.86 to 2.73, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of scott 5 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.002.003.004.005.00JuneJulyAugustSeptemberOctoberNovember
3.09
2.66
scott 5
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

scott 5 provided a 2.50% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
Portfolio2.50%6.09%2.24%2.28%2.72%2.73%2.15%1.78%1.41%3.11%4.65%1.39%
Portfolio components:
NVDL
GraniteShares 2x Long NVDA Daily ETF		2.05%11.29%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DXJ
WisdomTree Japan Hedged Equity Fund		2.32%3.44%3.03%2.64%2.53%2.47%2.92%2.30%1.98%5.95%11.61%2.44%
XLE
Energy Select Sector SPDR Fund		3.14%3.55%3.68%4.21%5.62%5.73%3.54%3.03%2.26%3.39%2.35%1.73%
SMH
VanEck Vectors Semiconductor ETF		0.42%0.60%2.37%1.02%1.38%6.00%3.75%2.85%1.61%4.28%2.31%3.11%
KGC
Kinross Gold Corporation		1.28%1.98%2.93%2.07%0.82%0.00%0.00%0.00%0.00%0.00%0.00%1.83%
NVDA
NVIDIA Corporation		0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%

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.

-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.87%
-0.87%
scott 5
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the scott 5. 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 scott 5 was 26.31%, occurring on Aug 5, 2024. Recovery took 67 trading sessions.

The current scott 5 drawdown is 0.87%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-26.31%Jun 20, 202432Aug 5, 202467Nov 7, 202499
-15.62%Mar 26, 202418Apr 19, 202424May 23, 202442
-12.6%Sep 6, 202338Oct 27, 202316Nov 20, 202354
-11.88%Dec 14, 202215Jan 5, 20237Jan 17, 202322
-8.82%Mar 8, 20242Mar 11, 20249Mar 22, 202411

Volatility

Volatility Chart

The current scott 5 volatility is 8.50%, 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.

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
8.50%
3.81%
scott 5
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
XLEKGCDXJNVDLNVDASMH
XLE1.000.200.29-0.000.010.11
KGC0.201.000.140.130.130.22
DXJ0.290.141.000.310.310.42
NVDL-0.000.130.311.000.990.84
NVDA0.010.130.310.991.000.85
SMH0.110.220.420.840.851.00
The correlation results are calculated based on daily price changes starting from Dec 14, 2022