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Krappsholidays 1.Portefolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Krappsholidays 1.Portefolio

Last updated Oct 17, 2024

Portofolio based on world-wide ETFs with a specialisation on us-sectors.

Asset Allocation

DBC 2%XLK 16%XLY 16%XLV 13%ACWI 9%XLB 7%VGK 6%XLC 6%FEZ 5%MNST 5%SPLG 5%HACK 5%XLF 3%EWG 2%CommodityCommodityEquityEquity
PositionCategory/SectorWeight
ACWI
iShares MSCI ACWI ETF		Large Cap Growth Equities
9%
DBC
Invesco DB Commodity Index Tracking Fund		Commodities
2%
EWG
iShares MSCI Germany ETF		Europe Equities
2%
FEZ
SPDR EURO STOXX 50 ETF		Europe Equities
5%
HACK
ETFMG Prime Cyber Security ETF		Technology Equities, Cybersecurity
5%
MNST
Monster Beverage Corporation		Consumer Defensive
5%
SPLG
SPDR Portfolio S&P 500 ETF		Large Cap Blend Equities
5%
VGK
Vanguard FTSE Europe ETF		Europe Equities
6%
XLB
Materials Select Sector SPDR ETF		Materials
7%
XLC
Communication Services Select Sector SPDR Fund		Large Cap Growth Equities
6%
XLF
Financial Select Sector SPDR Fund		Financials Equities
3%
XLK
Technology Select Sector SPDR Fund		Technology Equities
16%
XLV
Health Care Select Sector SPDR Fund		Health & Biotech Equities
13%
XLY
Consumer Discretionary Select Sector SPDR Fund		Consumer Discretionary Equities
16%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Krappsholidays 1.Portefolio, 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

0.00%5.00%10.00%15.00%MayJuneJulyAugustSeptemberOctober
13.17%
16.59%
Krappsholidays 1.Portefolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 19, 2018, corresponding to the inception date of XLC

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		22.49%3.72%16.33%33.60%14.41%11.99%
Krappsholidays 1.Portefolio15.16%2.82%13.18%28.81%14.69%N/A
Portfolio components:
ACWI
iShares MSCI ACWI ETF		18.90%3.01%15.04%32.32%12.07%10.06%
VGK
Vanguard FTSE Europe ETF		9.45%-1.25%8.77%24.73%7.95%6.22%
FEZ
SPDR EURO STOXX 50 ETF		9.33%-1.06%3.97%27.31%8.65%6.39%
EWG
iShares MSCI Germany ETF		14.14%1.63%12.81%33.06%6.05%4.90%
XLK
Technology Select Sector SPDR Fund		19.80%4.85%17.10%37.79%24.42%21.40%
XLV
Health Care Select Sector SPDR Fund		13.66%-1.14%11.58%19.91%12.76%11.43%
XLC
Communication Services Select Sector SPDR Fund		26.28%3.97%13.89%36.86%13.65%N/A
XLY
Consumer Discretionary Select Sector SPDR Fund		11.95%3.21%16.63%26.83%11.25%13.35%
XLB
Materials Select Sector SPDR ETF		14.96%4.05%10.06%28.41%13.37%9.84%
MNST
Monster Beverage Corporation		-7.00%4.91%0.22%7.50%13.88%13.34%
DBC
Invesco DB Commodity Index Tracking Fund		1.72%2.05%-3.90%-6.14%9.56%0.90%
SPLG
SPDR Portfolio S&P 500 ETF		23.76%3.75%17.34%37.33%16.29%14.14%
XLF
Financial Select Sector SPDR Fund		27.71%5.12%20.11%45.62%13.32%14.75%
HACK
ETFMG Prime Cyber Security ETF		18.08%7.13%17.94%34.50%14.55%N/A

Monthly Returns

The table below presents the monthly returns of Krappsholidays 1.Portefolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.16%5.01%2.18%-4.62%3.32%2.25%1.24%1.83%2.79%15.16%
20238.20%-2.15%4.20%1.04%0.74%6.29%2.83%-1.93%-4.65%-2.65%9.50%4.77%28.20%
2022-6.19%-3.26%2.80%-7.88%0.08%-7.98%8.67%-5.16%-8.39%6.86%6.81%-5.45%-19.35%
2021-0.41%1.58%3.50%5.24%0.87%1.72%2.35%2.55%-4.90%6.43%-1.49%4.54%23.68%
2020-0.57%-7.42%-11.87%12.42%6.79%2.39%6.28%6.77%-3.30%-3.47%11.64%4.85%23.62%
20198.15%3.50%0.99%4.34%-6.05%7.09%0.58%-2.31%1.38%2.51%3.66%3.22%29.66%
2018-1.58%2.79%2.88%0.14%-8.09%2.02%-8.30%-10.38%

Expense Ratio

Krappsholidays 1.Portefolio 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.

DBC
Invesco DB Commodity Index Tracking Fund
Expense ratio chart for DBC: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%
HACK
ETFMG Prime Cyber Security ETF
Expense ratio chart for HACK: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
EWG
iShares MSCI Germany ETF
Expense ratio chart for EWG: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
ACWI
iShares MSCI ACWI ETF
Expense ratio chart for ACWI: current value at 0.32% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.32%
FEZ
SPDR EURO STOXX 50 ETF
Expense ratio chart for FEZ: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%
XLK
Technology Select Sector SPDR Fund
Expense ratio chart for XLK: current value at 0.13% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.13%
XLC
Communication Services Select Sector SPDR Fund
Expense ratio chart for XLC: current value at 0.13% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.13%
XLY
Consumer Discretionary Select Sector SPDR Fund
Expense ratio chart for XLY: current value at 0.13% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.13%
XLB
Materials Select Sector SPDR ETF
Expense ratio chart for XLB: current value at 0.13% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.13%
XLF
Financial Select Sector SPDR Fund
Expense ratio chart for XLF: current value at 0.13% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.13%
XLV
Health Care Select Sector SPDR Fund
Expense ratio chart for XLV: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%
VGK
Vanguard FTSE Europe ETF
Expense ratio chart for VGK: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
SPLG
SPDR Portfolio S&P 500 ETF
Expense ratio chart for SPLG: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Krappsholidays 1.Portefolio is 35, 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 Krappsholidays 1.Portefolio is 3535
Combined Rank
The Sharpe Ratio Rank of Krappsholidays 1.Portefolio is 3131Sharpe Ratio Rank
The Sortino Ratio Rank of Krappsholidays 1.Portefolio is 3131Sortino Ratio Rank
The Omega Ratio Rank of Krappsholidays 1.Portefolio is 3232Omega Ratio Rank
The Calmar Ratio Rank of Krappsholidays 1.Portefolio is 4646Calmar Ratio Rank
The Martin Ratio Rank of Krappsholidays 1.Portefolio is 3333Martin 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.

Krappsholidays 1.Portefolio
Sharpe ratio
The chart of Sharpe ratio for Krappsholidays 1.Portefolio, currently valued at 2.23, compared to the broader market0.002.004.002.23
Sortino ratio
The chart of Sortino ratio for Krappsholidays 1.Portefolio, currently valued at 3.03, compared to the broader market-2.000.002.004.006.003.03
Omega ratio
The chart of Omega ratio for Krappsholidays 1.Portefolio, currently valued at 1.40, compared to the broader market0.801.001.201.401.601.801.40
Calmar ratio
The chart of Calmar ratio for Krappsholidays 1.Portefolio, currently valued at 2.26, compared to the broader market0.002.004.006.008.0010.0012.002.26
Martin ratio
The chart of Martin ratio for Krappsholidays 1.Portefolio, currently valued at 12.52, compared to the broader market0.0010.0020.0030.0040.0050.0012.52
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.69, compared to the broader market0.002.004.002.69
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.58, compared to the broader market-2.000.002.004.006.003.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.49, compared to the broader market0.801.001.201.401.601.801.49
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.37, compared to the broader market0.002.004.006.008.0010.0012.002.37
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 16.43, compared to the broader market0.0010.0020.0030.0040.0050.0016.43
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
ACWI
iShares MSCI ACWI ETF		2.543.471.462.1215.95
VGK
Vanguard FTSE Europe ETF		1.672.371.291.4210.18
FEZ
SPDR EURO STOXX 50 ETF		1.592.231.271.758.49
EWG
iShares MSCI Germany ETF		2.132.951.361.1711.90
XLK
Technology Select Sector SPDR Fund		1.662.201.292.117.34
XLV
Health Care Select Sector SPDR Fund		1.732.371.321.608.42
XLC
Communication Services Select Sector SPDR Fund		2.192.861.401.3916.76
XLY
Consumer Discretionary Select Sector SPDR Fund		1.341.851.230.846.18
XLB
Materials Select Sector SPDR ETF		1.872.541.321.759.31
MNST
Monster Beverage Corporation		0.450.741.100.390.82
DBC
Invesco DB Commodity Index Tracking Fund		-0.35-0.390.96-0.18-0.77
SPLG
SPDR Portfolio S&P 500 ETF		2.873.821.523.0617.70
XLF
Financial Select Sector SPDR Fund		3.384.391.572.0520.69
HACK
ETFMG Prime Cyber Security ETF		1.842.391.321.286.83

Sharpe Ratio

The current Krappsholidays 1.Portefolio Sharpe ratio is 2.23. 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 2.18 to 2.98, 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 Krappsholidays 1.Portefolio 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 Ratio1.001.502.002.50MayJuneJulyAugustSeptemberOctober
2.23
2.69
Krappsholidays 1.Portefolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Krappsholidays 1.Portefolio granted a 1.32% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
Krappsholidays 1.Portefolio1.32%1.42%1.48%1.16%1.23%1.63%1.74%1.35%1.73%1.64%1.66%1.44%
Portfolio components:
ACWI
iShares MSCI ACWI ETF		1.58%1.88%1.79%1.71%1.43%2.33%2.25%1.94%2.19%2.56%2.26%1.89%
VGK
Vanguard FTSE Europe ETF		2.94%3.15%3.25%3.05%2.11%3.27%3.95%2.70%3.52%3.25%4.62%2.77%
FEZ
SPDR EURO STOXX 50 ETF		2.70%2.75%3.06%2.61%2.13%2.61%3.45%2.44%3.35%3.03%3.78%2.72%
EWG
iShares MSCI Germany ETF		2.30%2.56%3.24%2.69%2.08%2.51%2.93%2.03%2.31%1.90%2.27%1.35%
XLK
Technology Select Sector SPDR Fund		0.68%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%1.75%1.70%
XLV
Health Care Select Sector SPDR Fund		1.48%1.59%1.47%1.33%1.49%2.16%1.56%1.46%1.59%1.43%1.34%1.51%
XLC
Communication Services Select Sector SPDR Fund		0.97%0.82%1.10%0.74%0.68%0.82%0.64%0.00%0.00%0.00%0.00%0.00%
XLY
Consumer Discretionary Select Sector SPDR Fund		0.76%0.78%1.00%0.53%0.82%1.28%1.34%1.20%1.71%1.43%1.31%1.16%
XLB
Materials Select Sector SPDR ETF		1.81%2.00%2.26%1.62%1.72%1.98%2.20%1.66%1.95%2.24%1.97%2.08%
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%
DBC
Invesco DB Commodity Index Tracking Fund		4.86%4.94%0.59%0.00%0.00%1.59%1.30%0.00%0.00%0.00%0.00%0.00%
SPLG
SPDR Portfolio S&P 500 ETF		1.26%1.44%1.69%1.25%1.54%1.79%2.23%1.75%1.97%1.98%1.79%1.71%
XLF
Financial Select Sector SPDR Fund		1.40%1.71%2.04%1.63%2.03%1.87%2.08%1.48%1.63%2.40%1.98%1.81%
HACK
ETFMG Prime Cyber Security ETF		0.19%0.20%0.24%0.26%1.11%0.14%0.09%0.01%1.23%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.

-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-0.44%
-0.30%
Krappsholidays 1.Portefolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Krappsholidays 1.Portefolio. 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 Krappsholidays 1.Portefolio was 32.27%, occurring on Mar 23, 2020. Recovery took 82 trading sessions.

The current Krappsholidays 1.Portefolio drawdown is 0.44%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.27%Feb 20, 202023Mar 23, 202082Jul 20, 2020105
-26.24%Jan 4, 2022197Oct 14, 2022292Dec 13, 2023489
-19.45%Aug 30, 201880Dec 24, 201881Apr 23, 2019161
-8.87%Sep 3, 202041Oct 30, 202010Nov 13, 202051
-8.07%Jul 17, 202416Aug 7, 202430Sep 19, 202446

Volatility

Volatility Chart

The current Krappsholidays 1.Portefolio volatility is 3.20%, 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%MayJuneJulyAugustSeptemberOctober
3.20%
3.03%
Krappsholidays 1.Portefolio
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.
DBCMNSTXLVHACKXLFXLCXLBXLKEWGXLYFEZVGKSPLGACWI
DBC1.000.110.170.230.290.240.360.230.300.250.330.350.310.36
MNST0.111.000.500.430.410.480.450.490.420.500.430.440.550.53
XLV0.170.501.000.540.560.550.590.580.550.540.570.600.720.69
HACK0.230.430.541.000.490.690.530.770.560.710.570.590.760.75
XLF0.290.410.560.491.000.570.760.550.650.640.680.690.750.75
XLC0.240.480.550.690.571.000.590.790.630.770.650.650.840.81
XLB0.360.450.590.530.760.591.000.590.700.660.740.750.770.80
XLK0.230.490.580.770.550.790.591.000.650.790.670.670.900.86
EWG0.300.420.550.560.650.630.700.651.000.680.960.940.740.83
XLY0.250.500.540.710.640.770.660.790.681.000.690.690.870.85
FEZ0.330.430.570.570.680.650.740.670.960.691.000.970.770.87
VGK0.350.440.600.590.690.650.750.670.940.690.971.000.780.88
SPLG0.310.550.720.760.750.840.770.900.740.870.770.781.000.96
ACWI0.360.530.690.750.750.810.800.860.830.850.870.880.961.00
The correlation results are calculated based on daily price changes starting from Jun 20, 2018