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Moochi v1
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

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

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%

S&P 500

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


100.00%150.00%200.00%250.00%300.00%NovemberDecember2024FebruaryMarchApril
296.94%
133.53%
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
4.14%-4.93%17.59%20.28%11.33%10.22%
Moochi v1-4.00%-3.94%8.91%16.37%23.11%N/A
TSLA
Tesla, Inc.
-40.82%-13.92%-30.63%-10.92%53.06%26.05%
GOOG
Alphabet Inc.
10.49%2.60%13.88%47.03%19.80%19.33%
QQQ
Invesco QQQ
1.39%-7.11%17.38%31.84%17.69%17.83%
SCHD
Schwab US Dividend Equity ETF
1.47%-3.44%12.63%8.62%10.79%10.92%
SOXX
iShares PHLX Semiconductor ETF
3.42%-12.00%31.06%45.92%26.72%26.63%
BOTZ
Global X Robotics & Artificial Intelligence Thematic ETF
0.53%-10.86%24.31%13.92%6.09%N/A
TLT
iShares 20+ Year Treasury Bond ETF
-8.96%-4.82%9.21%-11.45%-4.02%0.30%
IAU
iShares Gold Trust
15.65%10.29%20.47%20.09%13.26%6.18%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-4.23%2.87%2.30%
2023-5.13%-5.55%10.20%5.84%

Expense Ratio

The Moochi v1 features an expense ratio of 0.18%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.68%
0.50%1.00%1.50%2.00%0.46%
0.50%1.00%1.50%2.00%0.25%
0.50%1.00%1.50%2.00%0.20%
0.50%1.00%1.50%2.00%0.15%
0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

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 0.96, compared to the broader market-1.000.001.002.003.004.000.96
Sortino ratio
The chart of Sortino ratio for Moochi v1, currently valued at 1.41, compared to the broader market-2.000.002.004.006.001.41
Omega ratio
The chart of Omega ratio for Moochi v1, currently valued at 1.17, compared to the broader market0.801.001.201.401.601.801.17
Calmar ratio
The chart of Calmar ratio for Moochi v1, currently valued at 0.62, compared to the broader market0.002.004.006.008.000.62
Martin ratio
The chart of Martin ratio for Moochi v1, currently valued at 3.19, compared to the broader market0.0010.0020.0030.0040.003.19
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
TSLA
Tesla, Inc.
-0.39-0.260.97-0.29-0.80
GOOG
Alphabet Inc.
1.792.271.321.5710.21
QQQ
Invesco QQQ
1.902.671.321.389.67
SCHD
Schwab US Dividend Equity ETF
0.661.011.120.582.18
SOXX
iShares PHLX Semiconductor ETF
1.582.291.271.827.03
BOTZ
Global X Robotics & Artificial Intelligence Thematic ETF
0.681.071.120.331.35
TLT
iShares 20+ Year Treasury Bond ETF
-0.65-0.830.91-0.23-1.07
IAU
iShares Gold Trust
1.612.471.291.574.31

Sharpe Ratio

The current Moochi v1 Sharpe ratio is 0.96. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.96

The Sharpe ratio of Moochi v1 is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.96
1.66
Moochi v1
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Moochi v1 granted a 1.16% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Moochi v11.16%1.12%1.13%0.69%0.78%1.07%1.23%0.92%1.04%1.09%1.17%1.13%
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.
0.00%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
0.64%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%
SCHD
Schwab US Dividend Equity ETF
3.49%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
1.85%2.35%3.76%1.91%2.43%3.70%4.11%2.70%3.23%3.86%4.69%3.55%
BOTZ
Global X Robotics & Artificial Intelligence Thematic ETF
0.20%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
3.89%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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-9.52%
-5.46%
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 35.31%, occurring on Dec 28, 2022. The portfolio has not yet recovered.

The current Moochi v1 drawdown is 9.52%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.31%Nov 8, 2021287Dec 28, 2022
-31.11%Feb 20, 202020Mar 18, 202056Jun 8, 202076
-12.82%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 3.93%, 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%NovemberDecember2024FebruaryMarchApril
3.93%
3.15%
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
IAU1.000.340.020.040.040.100.020.05
TLT0.341.00-0.04-0.17-0.09-0.09-0.12-0.07
TSLA0.02-0.041.000.300.380.450.470.54
SCHD0.04-0.170.301.000.490.630.620.63
GOOG0.04-0.090.380.491.000.610.610.80
BOTZ0.10-0.090.450.630.611.000.750.78
SOXX0.02-0.120.470.620.610.751.000.84
QQQ0.05-0.070.540.630.800.780.841.00