scott 6
3 year
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
CDE Coeur Mining, Inc. | Basic Materials | 23.80% |
DXJ WisdomTree Japan Hedged Equity Fund | Japan Equities | 23.80% |
KGC Kinross Gold Corporation | Basic Materials | 14.30% |
SMH VanEck Vectors Semiconductor ETF | Technology Equities | 14.30% |
XLE Energy Select Sector SPDR Fund | Energy Equities | 23.80% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in scott 6, 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 Jun 16, 2006, corresponding to the inception date of DXJ
Returns By Period
As of Nov 15, 2024, the scott 6 returned 48.43% Year-To-Date and 16.34% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 24.72% | 2.30% | 12.31% | 32.12% | 13.81% | 11.31% |
| scott 6 | 48.43% | 0.36% | 11.11% | 67.82% | 21.17% | 16.34% |
| Portfolio components: | ||||||
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% |
CDE Coeur Mining, Inc. | 91.10% | -4.30% | 18.22% | 165.11% | -0.19% | 3.64% |
KGC Kinross Gold Corporation | 57.18% | -5.44% | 20.61% | 79.66% | 19.66% | 14.32% |
Monthly Returns
The table below presents the monthly returns of scott 6, 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 | -2.46% | 2.82% | 16.81% | 4.76% | 13.58% | 0.88% | 4.06% | -2.51% | 2.99% | -0.02% | 48.43% | ||
| 2023 | 10.36% | -8.91% | 11.95% | -1.81% | -2.78% | 4.67% | 5.88% | -4.72% | -2.73% | 3.11% | 10.68% | 3.58% | 30.44% |
| 2022 | 0.17% | -1.33% | 6.76% | -9.12% | 5.42% | -14.83% | 6.26% | -4.41% | 0.99% | 9.37% | 4.65% | -4.44% | -3.39% |
| 2021 | -1.86% | 6.11% | 3.89% | -2.34% | 11.30% | -5.56% | -5.59% | -2.34% | -1.62% | 5.65% | -3.37% | -0.05% | 2.79% |
| 2020 | -9.05% | -12.63% | -19.86% | 27.61% | 11.07% | -1.16% | 17.09% | 3.45% | -6.98% | -3.65% | 10.39% | 13.63% | 21.49% |
| 2019 | 10.20% | 0.05% | -2.24% | -1.73% | -11.72% | 18.24% | 2.55% | 4.86% | -1.32% | 5.69% | 4.82% | 10.65% | 43.82% |
| 2018 | 4.28% | -7.40% | 1.97% | 0.27% | 1.88% | -1.41% | -0.99% | -7.31% | -0.64% | -9.69% | -3.26% | -0.96% | -21.75% |
| 2017 | 9.91% | -8.17% | -1.00% | 2.38% | 4.20% | -2.83% | 0.80% | 1.87% | 4.35% | -2.54% | 1.25% | 2.09% | 11.83% |
| 2016 | -7.01% | 24.85% | 21.83% | 20.23% | -5.01% | 12.28% | 13.87% | -5.79% | 0.06% | -2.15% | -0.17% | -0.90% | 88.43% |
| 2015 | 6.89% | -0.53% | -7.97% | 5.94% | 1.79% | -2.02% | -14.76% | -5.45% | -7.01% | 7.57% | -0.59% | -4.96% | -21.26% |
| 2014 | -4.65% | 6.79% | -6.32% | -1.52% | -3.70% | 11.20% | -4.88% | 1.51% | -11.72% | -10.79% | 5.14% | 4.49% | -15.96% |
| 2013 | -0.31% | -2.38% | 2.78% | -6.35% | 0.95% | -3.83% | 1.86% | 1.29% | -2.20% | 1.73% | -2.02% | 1.22% | -7.41% |
Expense Ratio
scott 6 has an expense ratio of 0.20%, 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 scott 6 is 55, 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 | |
|---|---|---|---|---|---|
DXJ WisdomTree Japan Hedged Equity Fund | 1.19 | 1.56 | 1.23 | 1.11 | 3.95 |
XLE Energy Select Sector SPDR Fund | 0.89 | 1.29 | 1.16 | 1.19 | 2.76 |
SMH VanEck Vectors Semiconductor ETF | 1.60 | 2.12 | 1.28 | 2.22 | 6.05 |
CDE Coeur Mining, Inc. | 2.38 | 2.92 | 1.33 | 1.76 | 12.48 |
KGC Kinross Gold Corporation | 2.04 | 2.57 | 1.33 | 1.01 | 10.52 |
Dividends
Dividend yield
scott 6 provided a 1.54% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.54% | 2.03% | 2.35% | 2.07% | 2.25% | 2.81% | 2.07% | 1.68% | 1.24% | 2.84% | 3.65% | 1.70% |
| Portfolio components: | ||||||||||||
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% |
CDE Coeur Mining, 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% |
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% |
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 scott 6. 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 6 was 62.83%, occurring on Nov 20, 2008. Recovery took 1918 trading sessions.
The current scott 6 drawdown is 3.76%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -62.83% | Mar 4, 2008 | 184 | Nov 20, 2008 | 1918 | Jul 1, 2016 | 2102 |
| -43.15% | Dec 27, 2019 | 54 | Mar 16, 2020 | 88 | Jul 21, 2020 | 142 |
| -32.49% | Jan 25, 2018 | 339 | May 31, 2019 | 143 | Dec 23, 2019 | 482 |
| -30.98% | Jun 11, 2021 | 326 | Sep 26, 2022 | 293 | Nov 24, 2023 | 619 |
| -16.98% | Jul 17, 2024 | 14 | Aug 5, 2024 | 53 | Oct 18, 2024 | 67 |
Volatility
Volatility Chart
The current scott 6 volatility is 6.70%, 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
| KGC | DXJ | SMH | CDE | XLE | |
|---|---|---|---|---|---|
| KGC | 1.00 | 0.09 | 0.18 | 0.66 | 0.29 |
| DXJ | 0.09 | 1.00 | 0.53 | 0.17 | 0.49 |
| SMH | 0.18 | 0.53 | 1.00 | 0.26 | 0.44 |
| CDE | 0.66 | 0.17 | 0.26 | 1.00 | 0.36 |
| XLE | 0.29 | 0.49 | 0.44 | 0.36 | 1.00 |