Portfelio valdymo projektas

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Portfelio valdymo projektas

Currency in USD · Last updated Jun 1, 2025

Asset Allocation

Position	Category/Sector	Target Weight
AME AMETEK, Inc.	Industrials	13.34%
ARKK ARK Innovation ETF	Actively Managed, Innovation, Technology Equities	4%
CMCSA Comcast Corporation	Communication Services	13.33%
DBC Invesco DB Commodity Index Tracking Fund	Commodities	4%
GLD SPDR Gold Trust	Precious Metals, Gold	4%
IMO Imperial Oil Limited	Energy	13.33%
JPM JPMorgan Chase & Co.	Financial Services	13.33%
LUV Southwest Airlines Co.	Industrials	13.34%
MSTR MicroStrategy Incorporated	Technology	13.33%
SOXX iShares PHLX Semiconductor ETF	Technology Equities	4%
VNQI Vanguard Global ex-U.S. Real Estate ETF	REIT	4%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

Loading data...

The earliest data available for this chart is Oct 31, 2014, corresponding to the inception date of ARKK

Returns By Period

As of Jun 1, 2025, the Portfelio valdymo projektas returned 7.84% Year-To-Date and 17.18% of annualized return in the last 10 years.

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	0.51%	5.49%	-2.00%	12.02%	14.19%	10.85%
Portfelio valdymo projektas	7.84%	2.83%	-3.03%	27.24%	31.58%	17.18%
Portfolio components:
DBC Invesco DB Commodity Index Tracking Fund	-2.34%	0.58%	-0.66%	-5.48%	14.53%	2.94%
VNQI Vanguard Global ex-U.S. Real Estate ETF	11.65%	1.59%	7.11%	11.51%	2.71%	1.34%
AME AMETEK, Inc.	-0.67%	5.10%	-7.75%	6.09%	15.03%	13.47%
LUV Southwest Airlines Co.	-0.13%	11.83%	4.31%	27.33%	1.93%	-0.20%
IMO Imperial Oil Limited	16.72%	3.74%	-2.17%	3.85%	39.38%	8.49%
MSTR MicroStrategy Incorporated	27.43%	-6.42%	-4.75%	142.09%	96.97%	35.58%
JPM JPMorgan Chase & Co.	11.38%	4.55%	6.92%	33.31%	25.54%	18.06%
SOXX iShares PHLX Semiconductor ETF	-4.77%	7.85%	-4.58%	-11.85%	20.59%	21.21%
CMCSA Comcast Corporation	-6.27%	0.32%	-18.55%	-10.74%	-0.10%	3.94%
ARKK ARK Innovation ETF	-0.70%	8.61%	-2.78%	32.79%	-1.73%	11.10%
GLD SPDR Gold Trust	25.39%	1.89%	23.62%	41.01%	13.26%	10.25%

*Annualized

Monthly Returns

The table below presents the monthly returns of Portfelio valdymo projektas, 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	3.51%	-2.59%	1.19%	0.33%	5.34%								7.84%
2024	-1.58%	16.03%	15.69%	-9.40%	5.92%	-0.98%	4.41%	-0.79%	3.33%	8.99%	13.58%	-10.07%	49.58%
2023	18.45%	-2.31%	2.36%	1.79%	-2.68%	10.38%	7.40%	-4.43%	-4.18%	-2.09%	10.02%	11.33%	52.76%
2022	-4.56%	1.14%	3.22%	-8.82%	1.00%	-15.59%	12.99%	-5.83%	-10.81%	15.50%	4.15%	-9.40%	-19.90%
2021	6.21%	13.44%	1.42%	4.60%	-0.27%	0.51%	-2.10%	1.76%	-2.04%	4.63%	-2.27%	-1.77%	25.58%
2020	-1.94%	-9.28%	-19.95%	11.74%	2.91%	0.99%	2.94%	9.04%	-3.47%	2.50%	31.88%	7.59%	30.33%
2019	9.24%	3.29%	0.42%	6.55%	-8.52%	6.83%	0.35%	-1.76%	3.88%	1.98%	2.45%	1.25%	27.82%
2018	3.82%	-6.01%	-1.57%	-1.19%	1.82%	-0.14%	6.30%	2.28%	-0.76%	-7.24%	2.95%	-9.31%	-9.83%
2017	2.83%	2.33%	-1.57%	1.73%	2.15%	1.67%	-4.10%	0.68%	2.68%	1.08%	3.92%	2.12%	16.38%
2016	-7.11%	1.38%	6.86%	0.67%	0.56%	-1.99%	0.77%	0.27%	1.60%	1.04%	7.56%	3.12%	14.86%
2015	-4.85%	6.47%	-1.48%	2.71%	-1.80%	-1.20%	2.71%	-3.36%	-2.14%	5.75%	-0.11%	-2.61%	-0.60%
2014											2.50%	0.06%	2.56%

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

Portfelio valdymo projektas has an expense ratio of 0.10%, 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.

DBC

Invesco DB Commodity Index Tracking Fund

VNQI

Vanguard Global ex-U.S. Real Estate ETF

SOXX

iShares PHLX Semiconductor ETF

ARKK

ARK Innovation ETF

GLD

SPDR Gold Trust

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Portfelio valdymo projektas is 67, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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 ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
DBC Invesco DB Commodity Index Tracking Fund	-0.37	-0.62	0.93	-0.30	-1.39
VNQI Vanguard Global ex-U.S. Real Estate ETF	0.81	1.18	1.15	0.43	1.51
AME AMETEK, Inc.	0.29	0.55	1.08	0.30	0.85
LUV Southwest Airlines Co.	0.76	1.20	1.17	0.47	2.88
IMO Imperial Oil Limited	0.18	0.36	1.05	0.15	0.33
MSTR MicroStrategy Incorporated	1.44	2.14	1.25	2.42	4.99
JPM JPMorgan Chase & Co.	1.26	1.82	1.26	1.45	4.83
SOXX iShares PHLX Semiconductor ETF	-0.29	-0.22	0.97	-0.36	-0.79
CMCSA Comcast Corporation	-0.29	-0.16	0.98	-0.18	-0.52
ARKK ARK Innovation ETF	0.71	1.15	1.14	0.38	2.00
GLD SPDR Gold Trust	2.26	2.95	1.37	4.82	13.13

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.

Portfelio valdymo projektas Sharpe ratios as of Jun 1, 2025 (values are recalculated daily):

1-Year: 1.03
5-Year: 1.21
10-Year: 0.74
All Time: 0.73

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 0.60 to 1.13, 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 Portfelio valdymo projektas compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

Portfelio valdymo projektas provided a 1.88% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	1.88%	1.88%	1.87%	1.29%	1.26%	1.33%	1.50%	1.72%	1.03%	1.18%	1.18%	1.09%
Portfolio components:
DBC Invesco DB Commodity Index Tracking Fund	5.34%	5.22%	4.94%	0.59%	0.00%	0.00%	1.59%	1.30%	0.00%	0.00%	0.00%	0.00%
VNQI Vanguard Global ex-U.S. Real Estate ETF	4.62%	5.16%	3.74%	0.57%	6.48%	0.93%	7.57%	4.62%	3.86%	5.18%	2.86%	4.11%
AME AMETEK, Inc.	0.64%	0.62%	0.61%	0.63%	0.54%	0.60%	0.56%	0.83%	0.50%	0.74%	0.67%	0.63%
LUV Southwest Airlines Co.	2.16%	2.14%	3.12%	0.00%	0.00%	0.39%	1.30%	1.30%	0.73%	0.75%	0.66%	0.52%
IMO Imperial Oil Limited	2.54%	2.84%	2.50%	2.30%	2.28%	3.50%	2.41%	2.39%	1.55%	1.39%	1.29%	1.70%
MSTR MicroStrategy Incorporated	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
JPM JPMorgan Chase & Co.	1.91%	1.92%	2.38%	2.98%	2.34%	2.83%	2.37%	2.54%	1.91%	2.13%	2.54%	2.49%
SOXX iShares PHLX Semiconductor ETF	0.72%	0.67%	0.78%	1.26%	0.64%	0.81%	1.23%	1.37%	0.90%	1.08%	1.29%	1.56%
CMCSA Comcast Corporation	3.64%	3.25%	2.60%	3.03%	1.95%	1.72%	1.40%	2.70%	1.18%	1.96%	1.73%	1.16%
ARKK ARK Innovation ETF	0.00%	0.00%	0.00%	0.00%	0.83%	1.31%	0.38%	3.14%	1.32%	0.00%	2.27%	0.00%
GLD SPDR Gold Trust	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	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.

Loading data...

Worst Drawdowns

The table below displays the maximum drawdowns of the Portfelio valdymo projektas. 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 Portfelio valdymo projektas was 38.30%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.

The current Portfelio valdymo projektas drawdown is 7.24%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-38.3%	Jan 21, 2020	44	Mar 23, 2020	161	Nov 9, 2020	205
-34%	Nov 9, 2021	221	Sep 26, 2022	206	Jul 24, 2023	427
-25.1%	Nov 21, 2024	93	Apr 8, 2025	—	—	—
-19.84%	Sep 24, 2018	64	Dec 24, 2018	77	Apr 16, 2019	141
-17.37%	Aug 18, 2015	123	Feb 11, 2016	189	Nov 9, 2016	312

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading data...

Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 11 assets, with an effective number of assets of 8.72, 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.

	^GSPC	GLD	DBC	IMO	LUV	CMCSA	MSTR	ARKK	JPM	AME	VNQI	SOXX	Portfolio
^GSPC	1.00	0.01	0.30	0.40	0.47	0.56	0.50	0.67	0.65	0.70	0.65	0.78	0.77
GLD	0.01	1.00	0.24	0.10	-0.05	-0.01	0.02	0.03	-0.11	-0.02	0.20	0.01	0.03
DBC	0.30	0.24	1.00	0.57	0.10	0.15	0.16	0.19	0.25	0.27	0.32	0.22	0.37
IMO	0.40	0.10	0.57	1.00	0.24	0.23	0.21	0.21	0.40	0.37	0.38	0.28	0.55
LUV	0.47	-0.05	0.10	0.24	1.00	0.35	0.31	0.38	0.45	0.40	0.37	0.38	0.60
CMCSA	0.56	-0.01	0.15	0.23	0.35	1.00	0.28	0.36	0.44	0.40	0.40	0.39	0.57
MSTR	0.50	0.02	0.16	0.21	0.31	0.28	1.00	0.55	0.33	0.36	0.38	0.46	0.74
ARKK	0.67	0.03	0.19	0.21	0.38	0.36	0.55	1.00	0.36	0.43	0.48	0.66	0.63
JPM	0.65	-0.11	0.25	0.40	0.45	0.44	0.33	0.36	1.00	0.57	0.44	0.46	0.67
AME	0.70	-0.02	0.27	0.37	0.40	0.40	0.36	0.43	0.57	1.00	0.48	0.55	0.66
VNQI	0.65	0.20	0.32	0.38	0.37	0.40	0.38	0.48	0.44	0.48	1.00	0.52	0.59
SOXX	0.78	0.01	0.22	0.28	0.38	0.39	0.46	0.66	0.46	0.55	0.52	1.00	0.63
Portfolio	0.77	0.03	0.37	0.55	0.60	0.57	0.74	0.63	0.67	0.66	0.59	0.63	1.00

The correlation results are calculated based on daily price changes starting from Nov 3, 2014

Go to the full Correlations tool for more customization options

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfelio valdymo projektas

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

Community