Alanna
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Alanna , 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 Oct 22, 2021, corresponding to the inception date of BTF
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.55% | 2.37% | 8.95% | 32.00% | 13.81% | 11.08% |
| Alanna | 22.48% | 0.26% | 6.51% | 42.95% | N/A | N/A |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | 19.49% | 1.39% | 9.27% | 33.25% | 14.85% | 12.55% |
VOO Vanguard S&P 500 ETF | 20.75% | 1.40% | 9.72% | 33.92% | 15.63% | 13.11% |
BTF Valkyrie Bitcoin and Ether Strategy ETF | 23.03% | -4.63% | -15.74% | 92.09% | N/A | N/A |
SMH VanEck Vectors Semiconductor ETF | 36.04% | -4.22% | 4.51% | 68.59% | 34.87% | 28.26% |
VXUS Vanguard Total International Stock ETF | 10.59% | -0.14% | 6.36% | 19.88% | 7.04% | 4.91% |
BND Vanguard Total Bond Market ETF | 4.86% | 1.04% | 5.70% | 10.70% | 0.37% | 1.84% |
Monthly Returns
The table below presents the monthly returns of Alanna , 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 | 1.59% | 9.99% | 4.15% | -5.60% | 7.09% | 2.13% | 0.92% | 0.00% | 22.48% | ||||
| 2023 | 10.94% | -1.87% | 6.36% | 0.70% | 0.87% | 6.82% | 2.83% | -2.79% | -4.34% | 0.30% | 9.84% | 6.19% | 40.56% |
| 2022 | -7.03% | -1.69% | 3.51% | -10.11% | -0.90% | -11.75% | 11.38% | -5.87% | -9.04% | 6.89% | 5.13% | -5.57% | -24.74% |
| 2021 | 1.37% | -0.76% | 1.56% | 2.18% |
Expense Ratio
Alanna has an expense ratio of 0.18%, 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 Alanna is 73, 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 | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 2.35 | 3.15 | 1.42 | 2.19 | 14.43 |
VOO Vanguard S&P 500 ETF | 2.47 | 3.31 | 1.45 | 2.70 | 15.54 |
BTF Valkyrie Bitcoin and Ether Strategy ETF | 1.58 | 2.14 | 1.27 | 1.42 | 5.65 |
SMH VanEck Vectors Semiconductor ETF | 1.96 | 2.48 | 1.33 | 2.69 | 8.25 |
VXUS Vanguard Total International Stock ETF | 1.42 | 2.01 | 1.25 | 1.04 | 8.60 |
BND Vanguard Total Bond Market ETF | 1.65 | 2.42 | 1.29 | 0.63 | 6.84 |
Dividends
Dividend yield
Alanna granted a 2.46% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Alanna | 2.46% | 2.90% | 1.65% | 1.17% | 1.36% | 2.12% | 2.07% | 1.73% | 1.78% | 2.10% | 1.75% | 1.79% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.02% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
VOO Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
BTF Valkyrie Bitcoin and Ether Strategy ETF | 14.09% | 15.98% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SMH VanEck Vectors Semiconductor ETF | 0.44% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
VXUS Vanguard Total International Stock ETF | 2.90% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% | 3.40% | 2.70% |
BND Vanguard Total Bond Market ETF | 3.37% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
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 Alanna . 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 Alanna was 31.43%, occurring on Oct 12, 2022. Recovery took 294 trading sessions.
The current Alanna drawdown is 2.25%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.43% | Nov 9, 2021 | 233 | Oct 12, 2022 | 294 | Dec 13, 2023 | 527 |
| -11.38% | Jul 17, 2024 | 14 | Aug 5, 2024 | — | — | — |
| -6.62% | Apr 1, 2024 | 15 | Apr 19, 2024 | 18 | May 15, 2024 | 33 |
| -2.48% | Dec 28, 2023 | 4 | Jan 3, 2024 | 5 | Jan 10, 2024 | 9 |
| -2.4% | Mar 13, 2024 | 5 | Mar 19, 2024 | 7 | Mar 28, 2024 | 12 |
Volatility
Volatility Chart
The current Alanna volatility is 5.49%, 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
| BND | BTF | SMH | VXUS | VOO | VTI | |
|---|---|---|---|---|---|---|
| BND | 1.00 | 0.05 | 0.13 | 0.24 | 0.20 | 0.20 |
| BTF | 0.05 | 1.00 | 0.41 | 0.41 | 0.42 | 0.43 |
| SMH | 0.13 | 0.41 | 1.00 | 0.69 | 0.82 | 0.82 |
| VXUS | 0.24 | 0.41 | 0.69 | 1.00 | 0.80 | 0.82 |
| VOO | 0.20 | 0.42 | 0.82 | 0.80 | 1.00 | 0.99 |
| VTI | 0.20 | 0.43 | 0.82 | 0.82 | 0.99 | 1.00 |