Temp
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BTC-USD Bitcoin | 50% | |
SPY SPDR S&P 500 ETF | Large Cap Growth Equities | 50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Temp, 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 Jul 17, 2010, corresponding to the inception date of BTC-USD
Returns By Period
As of Nov 13, 2024, the Temp returned 67.69% Year-To-Date and 52.87% 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 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| Temp | 67.69% | 17.54% | 24.06% | 90.05% | 45.22% | 52.66% |
| Portfolio components: | ||||||
BTC-USD Bitcoin | 108.10% | 33.17% | 32.73% | 147.50% | 59.65% | 72.04% |
SPY SPDR S&P 500 ETF | 26.77% | 2.15% | 13.38% | 34.82% | 15.65% | 13.30% |
Monthly Returns
The table below presents the monthly returns of Temp, 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 | 1.17% | 24.41% | 10.66% | -9.58% | 8.03% | -1.57% | 2.17% | -3.33% | 4.68% | 4.87% | 67.69% | ||
| 2023 | 23.03% | -1.07% | 14.77% | 2.19% | -3.29% | 9.14% | -0.39% | -6.25% | -0.78% | 13.21% | 8.93% | 8.80% | 87.31% |
| 2022 | -11.04% | 4.09% | 4.61% | -12.94% | -7.29% | -21.00% | 13.56% | -9.26% | -6.23% | 6.80% | -5.25% | -4.84% | -42.53% |
| 2021 | 6.58% | 20.74% | 20.34% | 1.66% | -16.67% | -1.22% | 10.52% | 8.46% | -6.24% | 24.05% | -4.43% | -8.62% | 57.79% |
| 2020 | 14.85% | -7.98% | -19.60% | 23.68% | 7.23% | -1.03% | 14.82% | 4.94% | -5.79% | 12.55% | 28.66% | 31.20% | 140.51% |
| 2019 | 0.36% | 6.96% | 4.01% | 17.21% | 30.66% | 22.96% | -2.42% | -2.96% | -4.95% | 6.61% | -7.58% | -0.85% | 84.85% |
| 2018 | -11.82% | -1.34% | -15.90% | 16.61% | -9.76% | -7.10% | 12.73% | -3.77% | -2.72% | -5.78% | -17.54% | -8.39% | -46.28% |
| 2017 | 1.24% | 12.73% | -4.87% | 13.66% | 40.01% | 6.58% | 8.89% | 33.55% | -4.71% | 26.20% | 36.31% | 24.48% | 446.42% |
| 2016 | -9.71% | 8.91% | 0.72% | 4.00% | 10.44% | 14.59% | -1.89% | -3.73% | 2.75% | 6.61% | 5.14% | 16.84% | 65.64% |
| 2015 | -17.81% | 10.38% | -2.66% | -1.16% | -0.57% | 5.75% | 5.26% | -12.89% | -0.06% | 20.67% | 11.13% | 7.36% | 21.08% |
| 2014 | 3.25% | -15.82% | -6.71% | -0.67% | 20.43% | 2.04% | -4.96% | -7.20% | -8.71% | -5.23% | 6.96% | -7.40% | -25.21% |
| 2013 | 25.66% | 33.45% | 134.64% | 26.57% | -3.38% | -15.07% | 7.51% | 12.75% | 0.52% | 28.68% | 267.97% | -28.93% | 1,575.71% |
Expense Ratio
Temp has an expense ratio of 0.04%, 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 Temp is 14, indicating that it is in the bottom 14% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
BTC-USD Bitcoin | 1.10 | 1.80 | 1.18 | 0.94 | 4.49 |
SPY SPDR S&P 500 ETF | 2.20 | 2.95 | 1.41 | 1.06 | 13.15 |
Dividends
Dividend yield
Temp provided a 0.59% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.59% | 0.70% | 0.83% | 0.60% | 0.76% | 0.87% | 1.02% | 0.90% | 1.02% | 1.03% | 0.93% | 0.91% |
| Portfolio components: | ||||||||||||
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% |
SPY SPDR S&P 500 ETF | 1.17% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
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 Temp. 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 Temp was 74.63%, occurring on Nov 19, 2011. Recovery took 452 trading sessions.
The current Temp drawdown is 0.61%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -74.63% | Jun 10, 2011 | 163 | Nov 19, 2011 | 452 | Feb 13, 2013 | 615 |
| -60.29% | Dec 17, 2017 | 364 | Dec 15, 2018 | 604 | Aug 10, 2020 | 968 |
| -60.11% | Dec 5, 2013 | 406 | Jan 14, 2015 | 709 | Dec 23, 2016 | 1115 |
| -54.53% | Nov 9, 2021 | 366 | Nov 9, 2022 | 462 | Feb 14, 2024 | 828 |
| -50.89% | Apr 11, 2013 | 7 | Apr 17, 2013 | 202 | Nov 5, 2013 | 209 |
Volatility
Volatility Chart
The current Temp volatility is 9.70%, 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
| BTC-USD | SPY | |
|---|---|---|
| BTC-USD | 1.00 | 0.10 |
| SPY | 0.10 | 1.00 |