scott 6
3 year
Asset Allocation
| Position | Category/Sector | Target 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
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The earliest data available for this chart is Jun 16, 2006, corresponding to the inception date of DXJ
Returns By Period
As of May 23, 2025, the scott 6 returned 15.38% Year-To-Date and 16.20% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -0.67% | 10.48% | -1.79% | 10.08% | 14.60% | 10.64% |
| scott 6 | 15.38% | 12.82% | 8.31% | 21.60% | 23.77% | 16.20% |
| Portfolio components: | ||||||
DXJ WisdomTree Japan Hedged Equity Fund | 0.27% | 6.49% | 4.02% | 5.09% | 23.44% | 9.78% |
XLE Energy Select Sector SPDR Fund | -3.84% | 0.42% | -14.48% | -8.32% | 21.15% | 4.22% |
SMH VanEck Vectors Semiconductor ETF | -0.56% | 25.49% | -1.72% | 2.23% | 29.28% | 25.01% |
CDE Coeur Mining, Inc. | 34.97% | 34.26% | 16.44% | 40.62% | 6.98% | 3.54% |
KGC Kinross Gold Corporation | 56.63% | -1.70% | 44.47% | 84.93% | 17.79% | 20.83% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 7.47% | -6.56% | 6.12% | -2.67% | 11.23% | 15.38% | |||||||
| 2024 | -2.46% | 2.82% | 16.81% | 4.76% | 13.58% | 0.88% | 4.06% | -2.51% | 2.99% | -0.02% | 1.76% | -4.43% | 42.85% |
| 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% | -4.60% | -3.54% |
| 2021 | -1.86% | 6.11% | 3.89% | -2.34% | 11.30% | -5.56% | -5.59% | -2.34% | -1.62% | 5.65% | -3.37% | -0.14% | 2.70% |
| 2020 | -9.05% | -12.63% | -19.86% | 27.61% | 11.07% | -1.16% | 17.09% | 3.45% | -6.98% | -3.65% | 10.39% | 13.51% | 21.37% |
| 2019 | 10.20% | 0.05% | -2.24% | -1.73% | -11.72% | 18.24% | 2.55% | 4.86% | -1.32% | 5.69% | 4.82% | 9.89% | 42.83% |
| 2018 | 4.28% | -7.40% | 1.97% | 0.27% | 1.88% | -1.41% | -0.99% | -7.30% | -0.64% | -9.69% | -3.26% | -1.23% | -21.96% |
| 2017 | 9.91% | -8.17% | -1.00% | 2.38% | 4.20% | -2.83% | 0.80% | 1.87% | 4.36% | -2.54% | 1.25% | 1.87% | 11.59% |
| 2016 | -7.01% | 24.84% | 21.83% | 20.23% | -5.01% | 12.28% | 13.87% | -5.79% | 0.06% | -2.16% | -0.17% | -1.03% | 88.20% |
| 2015 | 6.89% | -0.53% | -7.96% | 5.94% | 1.79% | -2.02% | -14.76% | -5.45% | -7.01% | 7.57% | -0.59% | -5.29% | -21.53% |
| 2014 | -4.65% | 6.79% | -6.32% | -1.52% | -3.70% | 11.19% | -4.88% | 1.51% | -11.72% | -10.79% | 5.14% | 4.29% | -16.12% |
Expense Ratio
scott 6 has an expense ratio of 0.20%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of scott 6 is 50, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | 0.20 | 0.35 | 1.05 | 0.16 | 0.46 |
XLE Energy Select Sector SPDR Fund | -0.33 | -0.40 | 0.94 | -0.52 | -1.37 |
SMH VanEck Vectors Semiconductor ETF | 0.05 | 0.40 | 1.05 | 0.08 | 0.19 |
CDE Coeur Mining, Inc. | 0.58 | 1.15 | 1.13 | 0.32 | 1.86 |
KGC Kinross Gold Corporation | 1.97 | 2.29 | 1.30 | 1.16 | 12.55 |
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Dividends
Dividend yield
scott 6 provided a 1.78% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.78% | 1.88% | 2.03% | 2.19% | 2.00% | 2.16% | 2.17% | 1.81% | 1.47% | 1.12% | 2.53% | 3.49% |
| Portfolio components: | ||||||||||||
DXJ WisdomTree Japan Hedged Equity Fund | 3.20% | 3.48% | 3.44% | 3.03% | 2.64% | 2.53% | 2.47% | 2.92% | 2.30% | 1.98% | 5.95% | 11.61% |
XLE Energy Select Sector SPDR Fund | 3.50% | 3.36% | 3.55% | 3.68% | 4.21% | 5.62% | 5.73% | 3.54% | 3.03% | 2.26% | 3.39% | 2.35% |
SMH VanEck Vectors Semiconductor ETF | 0.44% | 0.44% | 0.60% | 1.18% | 0.51% | 0.69% | 1.50% | 1.88% | 1.43% | 0.80% | 2.14% | 1.16% |
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 | 0.83% | 1.29% | 1.98% | 2.93% | 2.07% | 0.82% | 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.
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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 62.79%, occurring on Nov 20, 2008. Recovery took 1920 trading sessions.
The current scott 6 drawdown is 1.28%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -62.79% | Mar 4, 2008 | 184 | Nov 20, 2008 | 1920 | Jul 6, 2016 | 2104 |
| -43.15% | Dec 27, 2019 | 54 | Mar 16, 2020 | 88 | Jul 21, 2020 | 142 |
| -32.67% | Jan 25, 2018 | 339 | May 31, 2019 | 143 | Dec 23, 2019 | 482 |
| -31.04% | Jun 11, 2021 | 326 | Sep 26, 2022 | 293 | Nov 24, 2023 | 619 |
| -19.07% | Feb 13, 2025 | 38 | Apr 8, 2025 | 22 | May 9, 2025 | 60 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 5 assets, with an effective number of assets of 4.74, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | KGC | DXJ | CDE | SMH | XLE | Portfolio | |
|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.22 | 0.65 | 0.31 | 0.76 | 0.63 | 0.59 |
| KGC | 0.22 | 1.00 | 0.09 | 0.66 | 0.18 | 0.28 | 0.71 |
| DXJ | 0.65 | 0.09 | 1.00 | 0.17 | 0.53 | 0.48 | 0.47 |
| CDE | 0.31 | 0.66 | 0.17 | 1.00 | 0.26 | 0.35 | 0.86 |
| SMH | 0.76 | 0.18 | 0.53 | 0.26 | 1.00 | 0.44 | 0.52 |
| XLE | 0.63 | 0.28 | 0.48 | 0.35 | 0.44 | 1.00 | 0.63 |
| Portfolio | 0.59 | 0.71 | 0.47 | 0.86 | 0.52 | 0.63 | 1.00 |