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Moochi v1
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Moochi v1

Last updated Nov 15, 2024

Asset Allocation

TLT 16.67%IAU 16.67%TSLA 16.67%GOOG 16.67%QQQ 8.33%SCHD 8.33%SOXX 8.33%BOTZ 8.33%BondBondCommodityCommodityEquityEquity
PositionCategory/SectorWeight
BOTZ
Global X Robotics & Artificial Intelligence Thematic ETF		Robotics, Technology Equities
8.33%
GOOG
Alphabet Inc.		Communication Services
16.67%
IAU
iShares Gold Trust		Precious Metals, Gold
16.67%
QQQ
Invesco QQQ		Large Cap Blend Equities
8.33%
SCHD
Schwab US Dividend Equity ETF		Large Cap Growth Equities, Dividend
8.33%
SOXX
iShares PHLX Semiconductor ETF		Technology Equities
8.33%
TLT
iShares 20+ Year Treasury Bond ETF		Government Bonds
16.67%
TSLA
Tesla, Inc.		Consumer Cyclical
16.67%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Moochi v1, 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%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
15.05%
12.31%
Moochi v1
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 13, 2016, corresponding to the inception date of BOTZ

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%
Moochi v120.02%6.10%15.05%28.54%25.05%N/A
Portfolio components:
TSLA
Tesla, Inc.		25.23%41.72%77.98%28.14%67.88%33.87%
GOOG
Alphabet Inc.		26.15%6.26%1.34%30.36%21.70%20.90%
QQQ
Invesco QQQ		24.75%3.63%12.88%32.82%21.02%18.32%
SCHD
Schwab US Dividend Equity ETF		16.94%1.09%10.43%26.08%12.63%11.59%
SOXX
iShares PHLX Semiconductor ETF		14.19%-4.01%-4.57%28.79%23.79%23.77%
BOTZ
Global X Robotics & Artificial Intelligence Thematic ETF		14.51%3.17%2.76%27.30%8.98%N/A
TLT
iShares 20+ Year Treasury Bond ETF		-5.60%-4.51%0.12%6.12%-5.81%-0.28%
IAU
iShares Gold Trust		24.16%-3.62%7.76%30.69%11.67%7.82%

Monthly Returns

The table below presents the monthly returns of Moochi v1, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-4.23%2.87%2.30%-0.19%2.90%4.14%3.46%-1.11%5.85%-0.99%20.02%
202314.87%0.49%6.11%-3.54%7.59%5.93%3.22%-2.03%-5.18%-5.55%10.20%5.80%42.18%
2022-7.21%-1.07%3.93%-12.26%-2.38%-6.98%10.08%-5.80%-8.01%-1.73%5.26%-8.77%-31.57%
20212.15%-1.81%0.19%5.75%-0.47%2.59%2.66%3.74%-2.73%11.58%0.87%-0.36%26.07%
202012.24%-1.35%-9.09%17.09%5.11%7.64%11.19%18.51%-6.91%-0.81%12.94%7.01%96.10%
20193.51%2.06%0.59%-0.39%-7.08%7.06%3.86%0.66%1.71%7.22%2.11%7.29%31.51%
20187.05%-3.46%-5.41%0.09%2.18%3.10%-0.18%1.27%-3.14%-1.22%1.85%-2.81%-1.31%
20176.02%2.17%2.96%4.70%4.41%-0.70%0.34%3.62%-0.06%2.54%-0.20%1.20%30.27%
20162.87%-2.10%-3.02%2.64%0.24%

Expense Ratio

Moochi v1 has an expense ratio of 0.18%, 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.

BOTZ
Global X Robotics & Artificial Intelligence Thematic ETF
Expense ratio chart for BOTZ: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%
SOXX
iShares PHLX Semiconductor ETF
Expense ratio chart for SOXX: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%
IAU
iShares Gold Trust
Expense ratio chart for IAU: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
QQQ
Invesco QQQ
Expense ratio chart for QQQ: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
TLT
iShares 20+ Year Treasury Bond ETF
Expense ratio chart for TLT: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
SCHD
Schwab US Dividend Equity ETF
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Moochi v1 is 24, indicating that it is in the bottom 24% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of Moochi v1 is 2424
Combined Rank
The Sharpe Ratio Rank of Moochi v1 is 2222Sharpe Ratio Rank
The Sortino Ratio Rank of Moochi v1 is 2121Sortino Ratio Rank
The Omega Ratio Rank of Moochi v1 is 2121Omega Ratio Rank
The Calmar Ratio Rank of Moochi v1 is 3434Calmar Ratio Rank
The Martin Ratio Rank of Moochi v1 is 2121Martin 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.

Moochi v1
Sharpe ratio
The chart of Sharpe ratio for Moochi v1, currently valued at 1.71, compared to the broader market0.002.004.006.001.71
Sortino ratio
The chart of Sortino ratio for Moochi v1, currently valued at 2.36, compared to the broader market-2.000.002.004.006.002.36
Omega ratio
The chart of Omega ratio for Moochi v1, currently valued at 1.30, compared to the broader market0.801.001.201.401.601.802.001.30
Calmar ratio
The chart of Calmar ratio for Moochi v1, currently valued at 2.35, compared to the broader market0.005.0010.0015.002.35
Martin ratio
The chart of Martin ratio for Moochi v1, currently valued at 8.16, compared to the broader market0.0010.0020.0030.0040.0050.008.16
^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
TSLA
Tesla, Inc.		0.511.211.140.481.36
GOOG
Alphabet Inc.		1.191.691.231.403.57
QQQ
Invesco QQQ		1.912.551.352.438.85
SCHD
Schwab US Dividend Equity ETF		2.443.511.433.3013.27
SOXX
iShares PHLX Semiconductor ETF		0.871.321.171.193.02
BOTZ
Global X Robotics & Artificial Intelligence Thematic ETF		1.311.831.230.795.27
TLT
iShares 20+ Year Treasury Bond ETF		0.310.541.060.100.76
IAU
iShares Gold Trust		2.062.761.363.8112.77

Sharpe Ratio

The current Moochi v1 Sharpe ratio is 1.71. 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 2.74, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Moochi v1 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.71
2.66
Moochi v1
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Moochi v1 provided a 1.12% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
Portfolio1.12%0.99%0.92%0.58%0.64%0.86%1.00%0.77%0.86%0.87%0.91%0.93%
Portfolio components:
TSLA
Tesla, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GOOG
Alphabet Inc.		0.23%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QQQ
Invesco QQQ		0.60%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.02%
SCHD
Schwab US Dividend Equity ETF		3.38%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
SOXX
iShares PHLX Semiconductor ETF		0.67%0.78%1.25%0.64%0.81%1.23%1.37%0.90%1.08%1.29%1.56%1.18%
BOTZ
Global X Robotics & Artificial Intelligence Thematic ETF		0.14%0.20%0.23%0.16%0.19%0.83%1.44%0.01%0.06%0.00%0.00%0.00%
TLT
iShares 20+ Year Treasury Bond ETF		4.07%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%2.67%3.26%
IAU
iShares 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.

-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.05%
-0.87%
Moochi v1
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Moochi v1. 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 Moochi v1 was 35.46%, occurring on Dec 28, 2022. Recovery took 368 trading sessions.

The current Moochi v1 drawdown is 4.05%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.46%Nov 8, 2021287Dec 28, 2022368Jun 17, 2024655
-31.11%Feb 20, 202020Mar 18, 202056Jun 8, 202076
-12.99%Jan 24, 2018232Dec 24, 2018138Jul 15, 2019370
-12.8%Sep 1, 20205Sep 8, 202051Nov 18, 202056
-11.64%Feb 9, 202119Mar 8, 202176Jun 24, 202195

Volatility

Volatility Chart

The current Moochi v1 volatility is 6.47%, 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.

2.00%3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
6.47%
3.81%
Moochi v1
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.
IAUTLTTSLASCHDGOOGBOTZSOXXQQQ
IAU1.000.330.030.040.070.110.040.06
TLT0.331.00-0.03-0.15-0.08-0.08-0.11-0.06
TSLA0.03-0.031.000.290.380.450.460.54
SCHD0.04-0.150.291.000.470.620.600.61
GOOG0.07-0.080.380.471.000.600.590.78
BOTZ0.11-0.080.450.620.601.000.750.78
SOXX0.04-0.110.460.600.590.751.000.84
QQQ0.06-0.060.540.610.780.780.841.00
The correlation results are calculated based on daily price changes starting from Sep 14, 2016