Charls collection
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
AAPL Apple Inc | Technology | 8.33% |
ADBE Adobe Inc | Technology | 8.33% |
ASML ASML Holding N.V. | Technology | 8.33% |
BLK BlackRock, Inc. | Financial Services | 8.33% |
MNST Monster Beverage Corporation | Consumer Defensive | 8.33% |
MSFT Microsoft Corporation | Technology | 8.33% |
NVDA NVIDIA Corporation | Technology | 8.33% |
QQQ Invesco QQQ | Large Cap Blend Equities | 8.37% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 8.33% |
SMIN iShares MSCI India Small-Cap ETF | Asia Pacific Equities | 8.33% |
TQQQ ProShares UltraPro QQQ | Leveraged Equities, Leveraged | 8.33% |
TSLA Tesla, Inc. | Consumer Cyclical | 8.33% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Charls collection, 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 Feb 9, 2012, corresponding to the inception date of SMIN
Returns By Period
As of Aug 25, 2024, the Charls collection returned 21.62% Year-To-Date and 29.53% 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 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
Charls collection | 20.57% | 1.62% | 12.28% | 35.29% | 37.97% | 29.33% |
Portfolio components: | ||||||
QQQ Invesco QQQ | 16.41% | 2.67% | 8.94% | 30.50% | 21.29% | 17.91% |
TQQQ ProShares UltraPro QQQ | 36.03% | 5.19% | 15.12% | 78.75% | 36.04% | 34.39% |
SCHD Schwab US Dividend Equity ETF | 11.87% | 1.39% | 9.83% | 17.70% | 13.45% | 11.49% |
SMIN iShares MSCI India Small-Cap ETF | 20.25% | 2.24% | 14.16% | 34.87% | 21.61% | 11.59% |
BLK BlackRock, Inc. | 10.18% | 3.15% | 11.73% | 33.58% | 19.02% | 13.14% |
AAPL Apple Inc | 18.44% | 4.35% | 24.71% | 26.72% | 35.22% | 25.95% |
TSLA Tesla, Inc. | -14.19% | -3.00% | 6.75% | -10.72% | 70.90% | 28.14% |
MSFT Microsoft Corporation | 10.56% | -2.59% | 1.84% | 28.70% | 25.78% | 26.77% |
NVDA NVIDIA Corporation | 155.39% | 11.85% | 60.70% | 170.09% | 98.54% | 75.44% |
ASML ASML Holding N.V. | 17.36% | -0.39% | -5.80% | 35.15% | 33.48% | 26.13% |
ADBE Adobe Inc | -6.23% | 3.13% | 1.26% | 5.57% | 14.37% | 22.84% |
MNST Monster Beverage Corporation | -17.93% | -7.29% | -15.74% | -18.07% | 10.46% | 12.40% |
Monthly Returns
The table below presents the monthly returns of Charls collection, 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 | 1.83% | 6.42% | 0.83% | -5.17% | 6.23% | 8.77% | 1.47% | 20.57% | |||||
2023 | 14.61% | 0.74% | 10.01% | -0.91% | 10.47% | 9.30% | 4.53% | -1.64% | -7.35% | -3.16% | 14.63% | 5.37% | 69.33% |
2022 | -9.60% | -5.95% | 4.75% | -13.78% | -0.96% | -9.67% | 16.07% | -7.79% | -13.17% | 7.13% | 9.20% | -9.59% | -32.48% |
2021 | 0.60% | 0.31% | 3.53% | 7.14% | 0.26% | 8.14% | 3.84% | 6.68% | -6.96% | 13.14% | 3.68% | -0.26% | 46.35% |
2020 | 7.89% | -4.79% | -13.00% | 18.52% | 9.66% | 10.67% | 10.18% | 20.58% | -6.89% | -4.29% | 16.18% | 8.46% | 91.77% |
2019 | 7.43% | 5.77% | 2.83% | 5.73% | -10.72% | 10.50% | 2.50% | -3.89% | 3.82% | 7.22% | 6.35% | 8.12% | 53.67% |
2018 | 11.51% | -2.26% | -5.28% | 0.12% | 4.90% | 1.24% | 2.89% | 5.74% | -3.32% | -8.12% | -0.17% | -10.08% | -4.77% |
2017 | 5.91% | 3.55% | 6.08% | 2.65% | 7.74% | -0.68% | 4.93% | 4.12% | 0.58% | 8.14% | 2.01% | 0.42% | 55.56% |
2016 | -8.17% | -2.73% | 11.57% | -1.68% | 6.04% | -1.12% | 9.13% | 0.81% | 2.51% | -0.98% | 1.18% | 4.86% | 21.72% |
2015 | -2.42% | 9.92% | -4.33% | 4.63% | 2.33% | -2.72% | 2.89% | -6.92% | 0.04% | 9.94% | 3.83% | -1.70% | 14.91% |
2014 | -2.57% | 10.45% | -1.07% | -1.02% | 5.73% | 5.67% | -1.79% | 9.83% | -1.28% | 3.91% | 6.22% | -3.19% | 33.94% |
2013 | 3.11% | -0.88% | 3.17% | 10.07% | 11.12% | -0.29% | 7.01% | 0.74% | 6.60% | 4.35% | 3.09% | 4.96% | 66.86% |
Expense Ratio
Charls collection has an expense ratio of 0.16%, 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 Charls collection is 37, 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 | |
---|---|---|---|---|---|
QQQ Invesco QQQ | 1.88 | 2.52 | 1.33 | 2.35 | 9.03 |
TQQQ ProShares UltraPro QQQ | 1.69 | 2.14 | 1.28 | 1.35 | 7.81 |
SCHD Schwab US Dividend Equity ETF | 1.61 | 2.34 | 1.28 | 1.43 | 6.07 |
SMIN iShares MSCI India Small-Cap ETF | 2.04 | 2.40 | 1.38 | 3.37 | 12.26 |
BLK BlackRock, Inc. | 1.77 | 2.53 | 1.31 | 0.99 | 5.97 |
AAPL Apple Inc | 1.31 | 1.93 | 1.24 | 1.77 | 3.89 |
TSLA Tesla, Inc. | -0.13 | 0.20 | 1.02 | -0.11 | -0.28 |
MSFT Microsoft Corporation | 1.52 | 2.02 | 1.26 | 1.95 | 6.68 |
NVDA NVIDIA Corporation | 3.38 | 3.69 | 1.46 | 6.22 | 19.49 |
ASML ASML Holding N.V. | 0.95 | 1.44 | 1.19 | 1.09 | 3.87 |
ADBE Adobe Inc | 0.27 | 0.60 | 1.09 | 0.25 | 0.63 |
MNST Monster Beverage Corporation | -0.75 | -0.90 | 0.88 | -0.66 | -1.47 |
Dividends
Dividend yield
Charls collection granted a 0.81% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Charls collection | 0.81% | 0.86% | 0.89% | 0.67% | 0.75% | 0.99% | 1.16% | 0.89% | 1.20% | 1.15% | 1.10% | 1.15% |
Portfolio components: | ||||||||||||
QQQ Invesco QQQ | 0.61% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
TQQQ ProShares UltraPro QQQ | 1.26% | 1.26% | 0.57% | 0.00% | 0.00% | 0.06% | 0.11% | 0.00% | 0.00% | 0.01% | 0.03% | 0.00% |
SCHD Schwab US Dividend Equity ETF | 3.39% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
SMIN iShares MSCI India Small-Cap ETF | 0.29% | 0.41% | 0.01% | 1.27% | 1.06% | 1.75% | 1.68% | 0.89% | 2.30% | 0.93% | 0.34% | 0.75% |
BLK BlackRock, Inc. | 2.29% | 2.46% | 2.75% | 1.80% | 2.01% | 2.63% | 3.06% | 1.95% | 2.41% | 2.56% | 2.16% | 2.12% |
AAPL Apple Inc | 0.43% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
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% |
MSFT Microsoft Corporation | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
ASML ASML Holding N.V. | 0.75% | 0.85% | 1.27% | 0.50% | 0.59% | 1.20% | 1.10% | 0.75% | 1.02% | 0.91% | 0.78% | 0.75% |
ADBE Adobe 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% |
MNST Monster Beverage Corporation | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Charls collection. 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 Charls collection was 40.51%, occurring on Oct 14, 2022. Recovery took 178 trading sessions.
The current Charls collection drawdown is 5.63%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-40.51% | Nov 22, 2021 | 226 | Oct 14, 2022 | 178 | Jul 3, 2023 | 404 |
-37.85% | Feb 20, 2020 | 23 | Mar 23, 2020 | 55 | Jun 10, 2020 | 78 |
-26.21% | Aug 30, 2018 | 80 | Dec 24, 2018 | 137 | Jul 12, 2019 | 217 |
-20.76% | Dec 7, 2015 | 46 | Feb 11, 2016 | 73 | May 26, 2016 | 119 |
-15.13% | Jul 21, 2015 | 26 | Aug 25, 2015 | 42 | Oct 23, 2015 | 68 |
Volatility
Volatility Chart
The current Charls collection volatility is 8.60%, 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
SMIN | TSLA | MNST | AAPL | BLK | NVDA | ASML | SCHD | ADBE | MSFT | TQQQ | QQQ | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
SMIN | 1.00 | 0.21 | 0.23 | 0.29 | 0.37 | 0.27 | 0.35 | 0.40 | 0.30 | 0.32 | 0.39 | 0.40 |
TSLA | 0.21 | 1.00 | 0.22 | 0.37 | 0.32 | 0.39 | 0.35 | 0.31 | 0.38 | 0.36 | 0.51 | 0.51 |
MNST | 0.23 | 0.22 | 1.00 | 0.33 | 0.37 | 0.28 | 0.33 | 0.47 | 0.39 | 0.39 | 0.46 | 0.46 |
AAPL | 0.29 | 0.37 | 0.33 | 1.00 | 0.42 | 0.48 | 0.48 | 0.46 | 0.49 | 0.56 | 0.74 | 0.74 |
BLK | 0.37 | 0.32 | 0.37 | 0.42 | 1.00 | 0.44 | 0.51 | 0.72 | 0.49 | 0.51 | 0.63 | 0.63 |
NVDA | 0.27 | 0.39 | 0.28 | 0.48 | 0.44 | 1.00 | 0.59 | 0.43 | 0.56 | 0.56 | 0.70 | 0.70 |
ASML | 0.35 | 0.35 | 0.33 | 0.48 | 0.51 | 0.59 | 1.00 | 0.53 | 0.53 | 0.54 | 0.68 | 0.68 |
SCHD | 0.40 | 0.31 | 0.47 | 0.46 | 0.72 | 0.43 | 0.53 | 1.00 | 0.50 | 0.55 | 0.67 | 0.67 |
ADBE | 0.30 | 0.38 | 0.39 | 0.49 | 0.49 | 0.56 | 0.53 | 0.50 | 1.00 | 0.66 | 0.75 | 0.75 |
MSFT | 0.32 | 0.36 | 0.39 | 0.56 | 0.51 | 0.56 | 0.54 | 0.55 | 0.66 | 1.00 | 0.79 | 0.79 |
TQQQ | 0.39 | 0.51 | 0.46 | 0.74 | 0.63 | 0.70 | 0.68 | 0.67 | 0.75 | 0.79 | 1.00 | 1.00 |
QQQ | 0.40 | 0.51 | 0.46 | 0.74 | 0.63 | 0.70 | 0.68 | 0.67 | 0.75 | 0.79 | 1.00 | 1.00 |