Optimized
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Optimized, 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 Nov 23, 2021, corresponding to the inception date of AT.L
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
Optimized | 18.30% | -3.83% | 7.02% | 30.68% | N/A | N/A |
Portfolio components: | ||||||
Booz Allen Hamilton Holding Corporation | 45.50% | 13.66% | 25.58% | 58.49% | 23.33% | 23.65% |
Literacy Capital plc | -2.87% | -11.69% | -8.18% | 2.90% | N/A | N/A |
Murphy USA Inc. | 34.23% | -4.48% | 15.53% | 32.70% | 32.96% | 23.95% |
Constellation Software Inc. | 26.56% | -2.33% | 21.97% | 57.67% | 30.29% | 32.45% |
Ashtead Technology Holdings plc | -7.96% | -8.95% | -29.50% | 22.66% | N/A | N/A |
argenx SE | 45.33% | 3.13% | 47.24% | 19.12% | 35.31% | N/A |
Direxion Daily Healthcare Bull 3x Shares | 16.65% | -9.82% | 11.73% | 54.01% | 16.11% | 15.42% |
Direxion Daily Technology Bull 3X Shares | 42.96% | 9.63% | 45.19% | 130.22% | 39.53% | 40.61% |
ProShares UltraPro QQQ | 53.26% | 6.88% | 46.81% | 141.55% | 35.75% | 35.51% |
Monthly Returns
The table below presents the monthly returns of Optimized, 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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 4.04% | 4.82% | 0.94% | 0.41% | 4.25% | 2.54% | 3.43% | 3.32% | -2.85% | 18.30% | |||
2023 | 2.86% | -3.09% | 4.36% | 7.99% | 4.87% | 4.79% | 5.85% | -3.11% | 1.48% | -0.97% | 8.75% | 1.60% | 40.61% |
2022 | -1.90% | -1.29% | 3.91% | 4.90% | 2.47% | 0.60% | 7.49% | -3.48% | -6.47% | 8.67% | 4.29% | -2.85% | 16.25% |
2021 | -2.92% | 7.38% | 4.24% |
Expense Ratio
Optimized has an expense ratio of 0.07%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Optimized is 34, 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.
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 | |
---|---|---|---|---|---|
Booz Allen Hamilton Holding Corporation | 1.97 | 2.97 | 1.44 | 3.86 | 14.73 |
Literacy Capital plc | 0.53 | 0.87 | 1.12 | 0.47 | 2.14 |
Murphy USA Inc. | 1.24 | 1.96 | 1.23 | 2.44 | 6.91 |
Constellation Software Inc. | 2.17 | 2.82 | 1.37 | 4.60 | 13.01 |
Ashtead Technology Holdings plc | 0.54 | 1.13 | 1.14 | 0.67 | 1.75 |
argenx SE | 0.26 | 0.62 | 1.11 | 0.29 | 0.65 |
Direxion Daily Healthcare Bull 3x Shares | 1.25 | 1.73 | 1.23 | 0.88 | 5.31 |
Direxion Daily Technology Bull 3X Shares | 1.39 | 1.88 | 1.26 | 1.92 | 5.44 |
ProShares UltraPro QQQ | 1.98 | 2.37 | 1.33 | 1.81 | 8.13 |
Dividends
Dividend yield
Optimized provided a 0.34% dividend yield over the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Optimized | 0.34% | 0.45% | 0.40% | 0.40% | 0.31% | 0.57% | 0.39% | 0.39% | 0.38% | 0.39% | 1.64% | 1.47% |
Portfolio components: | ||||||||||||
Booz Allen Hamilton Holding Corporation | 1.09% | 1.47% | 1.65% | 1.75% | 1.42% | 1.35% | 1.69% | 1.78% | 1.66% | 1.69% | 9.14% | 7.26% |
Literacy Capital plc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Murphy USA Inc. | 0.36% | 0.43% | 0.45% | 0.52% | 0.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Constellation Software Inc. | 0.12% | 0.16% | 0.25% | 0.22% | 0.33% | 2.78% | 0.66% | 0.74% | 0.94% | 0.99% | 1.42% | 2.01% |
Ashtead Technology Holdings plc | 0.20% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
argenx SE | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Direxion Daily Healthcare Bull 3x Shares | 1.30% | 2.02% | 0.38% | 0.02% | 0.17% | 0.40% | 0.70% | 0.18% | 0.00% | 0.00% | 0.00% | 1.24% |
Direxion Daily Technology Bull 3X Shares | 0.30% | 0.28% | 0.22% | 0.32% | 0.52% | 0.25% | 0.47% | 0.10% | 0.00% | 0.00% | 0.00% | 0.00% |
ProShares UltraPro QQQ | 1.24% | 1.26% | 0.57% | 0.00% | 0.00% | 0.06% | 0.11% | 0.00% | 0.00% | 0.01% | 0.03% | 0.00% |
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 Optimized. 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 Optimized was 12.60%, occurring on Sep 27, 2022. Recovery took 46 trading sessions.
The current Optimized drawdown is 6.32%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-12.6% | Aug 17, 2022 | 30 | Sep 27, 2022 | 46 | Nov 30, 2022 | 76 |
-7.73% | Sep 2, 2024 | 38 | Oct 23, 2024 | — | — | — |
-7.72% | Jan 5, 2022 | 45 | Mar 8, 2022 | 10 | Mar 22, 2022 | 55 |
-7.22% | Apr 21, 2022 | 15 | May 11, 2022 | 49 | Jul 19, 2022 | 64 |
-5.91% | Dec 2, 2022 | 72 | Mar 15, 2023 | 12 | Mar 31, 2023 | 84 |
Volatility
Volatility Chart
The current Optimized volatility is 3.50%, 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.
Diversification
Asset Correlations Table
AT.L | BOOK.L | MUSA | ARGX | BAH | CSU.TO | CURE | TECL | TQQQ | |
---|---|---|---|---|---|---|---|---|---|
AT.L | 1.00 | 0.24 | 0.06 | 0.04 | 0.08 | 0.16 | 0.12 | 0.17 | 0.19 |
BOOK.L | 0.24 | 1.00 | 0.11 | 0.10 | 0.10 | 0.28 | 0.25 | 0.23 | 0.25 |
MUSA | 0.06 | 0.11 | 1.00 | 0.14 | 0.25 | 0.20 | 0.35 | 0.22 | 0.22 |
ARGX | 0.04 | 0.10 | 0.14 | 1.00 | 0.21 | 0.27 | 0.38 | 0.31 | 0.35 |
BAH | 0.08 | 0.10 | 0.25 | 0.21 | 1.00 | 0.25 | 0.42 | 0.33 | 0.34 |
CSU.TO | 0.16 | 0.28 | 0.20 | 0.27 | 0.25 | 1.00 | 0.40 | 0.57 | 0.58 |
CURE | 0.12 | 0.25 | 0.35 | 0.38 | 0.42 | 0.40 | 1.00 | 0.50 | 0.53 |
TECL | 0.17 | 0.23 | 0.22 | 0.31 | 0.33 | 0.57 | 0.50 | 1.00 | 0.97 |
TQQQ | 0.19 | 0.25 | 0.22 | 0.35 | 0.34 | 0.58 | 0.53 | 0.97 | 1.00 |