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Investment Portfolio

Last updated Sep 21, 2024

International Portfolio

Asset Allocation

BTC-USD 10%CGDV 20%QQMG 20%SCHD 15%AIQ 15%ARCC 15%PLTR 5%CryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorWeight
AIQ
Global X Artificial Intelligence & Technology ETF		Large Cap Growth Equities
15%
ARCC
Ares Capital Corporation		Financial Services
15%
BTC-USD
Bitcoin
10%
CGDV
Capital Group Dividend Value ETF		Large Cap Value Equities, Dividend
20%
PLTR
Palantir Technologies Inc.		Technology
5%
QQMG
Invesco ESG NASDAQ 100 ETF		Large Cap Growth Equities
20%
SCHD
Schwab US Dividend Equity ETF		Large Cap Growth Equities, Dividend
15%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Investment Portfolio, 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

-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
10.28%
8.95%
Investment Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Feb 24, 2022, corresponding to the inception date of CGDV

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		19.55%2.37%8.95%32.00%13.81%11.08%
Investment Portfolio25.03%3.20%10.28%46.47%N/AN/A
Portfolio components:
CGDV
Capital Group Dividend Value ETF		22.20%3.37%12.78%38.24%N/AN/A
QQMG
Invesco ESG NASDAQ 100 ETF		18.72%0.61%7.67%36.64%N/AN/A
SCHD
Schwab US Dividend Equity ETF		13.02%2.60%7.55%21.93%12.87%11.51%
AIQ
Global X Artificial Intelligence & Technology ETF		15.28%2.51%5.68%33.45%17.66%N/A
ARCC
Ares Capital Corporation		10.32%0.91%7.99%17.77%12.08%12.58%
PLTR
Palantir Technologies Inc.		116.66%16.54%53.85%163.27%N/AN/A
BTC-USD
Bitcoin		49.99%4.99%-1.04%138.51%45.48%65.03%

Monthly Returns

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

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.56%10.10%4.35%-4.84%4.66%2.59%2.18%1.26%25.03%
202311.13%-0.92%6.54%0.06%5.92%6.22%4.96%-3.98%-2.47%0.38%10.00%5.20%50.80%
20223.04%3.09%-10.33%-2.21%-9.91%8.93%-5.27%-8.90%8.62%3.02%-5.27%-16.40%

Expense Ratio

Investment Portfolio has an expense ratio of 0.22%, 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.

AIQ
Global X Artificial Intelligence & Technology ETF
Expense ratio chart for AIQ: 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%
CGDV
Capital Group Dividend Value ETF
Expense ratio chart for CGDV: current value at 0.33% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.33%
QQMG
Invesco ESG NASDAQ 100 ETF
Expense ratio chart for QQMG: 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%
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 Investment Portfolio is 59, 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.

The Risk-Adjusted Performance Rank of Investment Portfolio is 5959
Investment Portfolio
The Sharpe Ratio Rank of Investment Portfolio is 6969Sharpe Ratio Rank
The Sortino Ratio Rank of Investment Portfolio is 6666Sortino Ratio Rank
The Omega Ratio Rank of Investment Portfolio is 5050Omega Ratio Rank
The Calmar Ratio Rank of Investment Portfolio is 2626Calmar Ratio Rank
The Martin Ratio Rank of Investment Portfolio is 8383Martin 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.

Investment Portfolio
Sharpe ratio
The chart of Sharpe ratio for Investment Portfolio, currently valued at 2.44, compared to the broader market-1.000.001.002.003.004.002.44
Sortino ratio
The chart of Sortino ratio for Investment Portfolio, currently valued at 3.26, compared to the broader market-2.000.002.004.006.003.26
Omega ratio
The chart of Omega ratio for Investment Portfolio, currently valued at 1.39, compared to the broader market0.801.001.201.401.601.801.39
Calmar ratio
The chart of Calmar ratio for Investment Portfolio, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.001.43
Martin ratio
The chart of Martin ratio for Investment Portfolio, currently valued at 16.66, compared to the broader market0.0010.0020.0030.0040.0016.66
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.32, compared to the broader market-1.000.001.002.003.004.002.32
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.11, compared to the broader market-2.000.002.004.006.003.11
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.801.001.201.401.601.801.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.09, compared to the broader market0.002.004.006.008.0010.002.09
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 14.29, compared to the broader market0.0010.0020.0030.0040.0014.29
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
CGDV
Capital Group Dividend Value ETF		2.873.871.522.2324.75
QQMG
Invesco ESG NASDAQ 100 ETF		1.391.921.250.606.02
SCHD
Schwab US Dividend Equity ETF		1.682.421.290.858.10
AIQ
Global X Artificial Intelligence & Technology ETF		1.211.691.220.525.90
ARCC
Ares Capital Corporation		1.021.461.190.396.65
PLTR
Palantir Technologies Inc.		3.414.201.555.4220.83
BTC-USD
Bitcoin		1.402.071.211.326.16

Sharpe Ratio

The current Investment Portfolio Sharpe ratio is 2.44. 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 1.91 to 2.59, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of Investment Portfolio 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 Ratio1.002.003.004.005.00AprilMayJuneJulyAugustSeptember
2.44
2.32
Investment Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Investment Portfolio granted a 2.18% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
Investment Portfolio2.18%2.44%2.54%1.60%1.96%1.86%2.00%1.83%1.80%2.08%1.88%1.67%
Portfolio components:
CGDV
Capital Group Dividend Value ETF		1.41%1.65%1.36%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QQMG
Invesco ESG NASDAQ 100 ETF		0.42%0.60%0.82%0.08%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF		2.58%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
AIQ
Global X Artificial Intelligence & Technology ETF		0.17%0.16%0.56%0.15%0.50%0.51%0.51%0.00%0.00%0.00%0.00%0.00%
ARCC
Ares Capital Corporation		9.32%9.59%10.10%7.60%9.41%8.94%9.78%9.57%9.12%10.90%9.93%8.67%
PLTR
Palantir Technologies 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%
BTC-USD
Bitcoin		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.

-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-0.21%
-0.19%
Investment Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Investment Portfolio. 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 Investment Portfolio was 27.51%, occurring on Oct 2, 2022. Recovery took 256 trading sessions.

The current Investment Portfolio drawdown is 0.24%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-27.51%Mar 30, 2022187Oct 2, 2022256Jun 15, 2023443
-9.31%Jul 17, 202420Aug 5, 202419Aug 24, 202439
-7.99%Aug 1, 202357Sep 26, 202345Nov 10, 2023102
-7.37%Mar 3, 202212Mar 14, 20228Mar 22, 202220
-5.95%Apr 1, 202419Apr 19, 202426May 15, 202445

Volatility

Volatility Chart

The current Investment Portfolio volatility is 4.80%, 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%AprilMayJuneJulyAugustSeptember
4.80%
4.31%
Investment Portfolio
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.
BTC-USDARCCPLTRSCHDQQMGAIQCGDV
BTC-USD1.000.210.280.270.280.320.28
ARCC0.211.000.320.560.430.450.58
PLTR0.280.321.000.430.630.680.53
SCHD0.270.560.431.000.550.560.84
QQMG0.280.430.630.551.000.870.73
AIQ0.320.450.680.560.871.000.72
CGDV0.280.580.530.840.730.721.00
The correlation results are calculated based on daily price changes starting from Feb 25, 2022