Asset Allocation
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 Every 3 months.
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The earliest data available for this chart is Jun 19, 2018, corresponding to the inception date of XLC
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.08% | -1.83% | -3.34% | -1.46% | 30.71% | 17.25% | 10.06% | 12.45% |
Portfolio Krappsholidays 1.Portefolio | -0.16% | -1.71% | -2.78% | 0.03% | 30.16% | 16.37% | 9.85% | — |
| Portfolio components: | ||||||||
ACWI iShares MSCI ACWI ETF | 0.04% | -1.04% | -0.91% | 1.60% | 35.78% | 17.45% | 9.37% | 11.82% |
VGK Vanguard FTSE Europe ETF | -0.30% | -0.39% | 0.37% | 5.25% | 36.80% | 14.41% | 8.60% | 9.15% |
FEZ SPDR EURO STOXX 50 ETF | -0.02% | -0.20% | -2.23% | 1.65% | 32.36% | 14.84% | 9.68% | 10.00% |
EWG iShares MSCI Germany ETF | -0.25% | -1.74% | -5.62% | -4.66% | 21.54% | 14.51% | 5.61% | 7.36% |
XLK State Street Technology Select Sector SPDR ETF | 0.48% | 0.23% | -4.42% | -3.52% | 50.68% | 23.47% | 15.25% | 21.45% |
XLV State Street Health Care Select Sector SPDR ETF | 0.20% | -3.62% | -4.93% | 2.47% | 10.94% | 4.89% | 6.37% | 9.59% |
XLC Communication Services Select Sector SPDR Fund | 0.05% | -4.50% | -4.71% | -3.03% | 29.60% | 25.16% | 8.86% | — |
XLY Consumer Discretionary Select Sector SPDR Fund | -1.16% | -5.64% | -9.57% | -8.19% | 20.27% | 15.08% | 5.19% | 11.89% |
XLB Materials Select Sector SPDR ETF | -0.28% | 0.89% | 10.92% | 13.09% | 33.27% | 10.08% | 6.87% | 10.65% |
MNST Monster Beverage Corporation | -2.32% | -4.19% | -5.52% | 6.29% | 26.84% | 11.29% | 8.74% | 12.61% |
Monthly Returns
Based on dividend-adjusted daily data since Jun 20, 2018, Krappsholidays 1.Portefolio's average daily return is +0.05%, while the average monthly return is +1.07%. At this rate, your investment would double in approximately 5.4 years.
Historically, 67% of months were positive and 33% were negative. The best month was Apr 2020 with a return of +12.4%, while the worst month was Mar 2020 at -11.9%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, Krappsholidays 1.Portefolio closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +9.1%, while the worst single day was Mar 16, 2020 at -11.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.96% | 0.30% | -5.95% | 1.08% | -2.78% | ||||||||
| 2025 | 3.63% | -0.44% | -3.69% | 0.14% | 5.37% | 4.19% | -0.07% | 3.10% | 3.62% | 1.39% | 1.15% | 0.90% | 20.69% |
| 2024 | 0.16% | 5.01% | 2.18% | -4.62% | 3.32% | 2.25% | 1.24% | 1.83% | 2.79% | -1.94% | 4.72% | -2.27% | 15.16% |
| 2023 | 8.20% | -2.15% | 4.20% | 1.04% | 0.74% | 6.29% | 2.83% | -1.93% | -4.65% | -2.65% | 9.50% | 4.77% | 28.19% |
| 2022 | -6.19% | -3.26% | 2.80% | -7.88% | 0.08% | -7.97% | 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% |
Benchmark Metrics
Krappsholidays 1.Portefolio has an annualized alpha of 0.87%, beta of 0.96, and R² of 0.97 versus S&P 500 Index. Calculated based on daily prices since June 20, 2018.
- With beta of 0.96 and R² of 0.97, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 0.87%
- Beta
- 0.96
- R²
- 0.97
- Upside Capture
- 98.65%
- Downside Capture
- 96.75%
Expense Ratio
Krappsholidays 1.Portefolio has an expense ratio of 0.17%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Top 10 holdings
Return for Risk
Risk / Return Rank
Krappsholidays 1.Portefolio ranks 34 for risk / return — below 34% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.91 | 1.87 | +0.04 |
Sortino ratioReturn per unit of downside risk | 3.10 | 3.01 | +0.10 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.41 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.29 | 2.49 | -0.20 |
Martin ratioReturn relative to average drawdown | 9.97 | 11.08 | -1.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
ACWI iShares MSCI ACWI ETF | 82 | 2.28 | 3.55 | 1.48 | 2.70 | 12.14 |
VGK Vanguard FTSE Europe ETF | 72 | 2.33 | 3.48 | 1.44 | 1.97 | 7.84 |
FEZ SPDR EURO STOXX 50 ETF | 55 | 1.75 | 2.66 | 1.33 | 1.52 | 5.71 |
EWG iShares MSCI Germany ETF | 36 | 1.17 | 1.87 | 1.23 | 0.76 | 2.45 |
XLK State Street Technology Select Sector SPDR ETF | 71 | 2.02 | 2.96 | 1.39 | 2.61 | 8.73 |
XLV State Street Health Care Select Sector SPDR ETF | 21 | 0.66 | 1.05 | 1.13 | 0.41 | 1.12 |
XLC Communication Services Select Sector SPDR Fund | 63 | 1.78 | 2.87 | 1.35 | 2.11 | 7.56 |
XLY Consumer Discretionary Select Sector SPDR Fund | 32 | 0.91 | 1.54 | 1.18 | 0.92 | 3.15 |
XLB Materials Select Sector SPDR ETF | 57 | 1.73 | 2.67 | 1.32 | 1.85 | 6.25 |
MNST Monster Beverage Corporation | 67 | 1.18 | 1.73 | 1.22 | 1.21 | 4.13 |
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Dividends
Dividend yield
Krappsholidays 1.Portefolio provided a 1.29% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.29% | 1.27% | 1.41% | 1.42% | 1.48% | 1.17% | 1.22% | 1.63% | 1.74% | 1.35% | 2.31% | 1.63% |
| Portfolio components: | ||||||||||||
ACWI iShares MSCI ACWI ETF | 1.57% | 1.55% | 1.70% | 1.88% | 1.79% | 1.71% | 1.43% | 2.33% | 2.18% | 1.94% | 2.19% | 2.56% |
VGK Vanguard FTSE Europe ETF | 2.96% | 2.86% | 3.61% | 3.15% | 3.25% | 3.05% | 2.11% | 3.27% | 3.95% | 2.70% | 3.52% | 3.25% |
FEZ SPDR EURO STOXX 50 ETF | 2.76% | 2.78% | 2.94% | 2.75% | 3.06% | 2.61% | 2.13% | 2.61% | 3.45% | 2.44% | 3.35% | 3.03% |
EWG iShares MSCI Germany ETF | 1.69% | 1.60% | 2.38% | 2.56% | 3.24% | 2.70% | 1.67% | 2.51% | 2.93% | 2.06% | 2.35% | 1.93% |
XLK State Street Technology Select Sector SPDR ETF | 0.56% | 0.54% | 0.66% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% |
XLV State Street Health Care Select Sector SPDR ETF | 1.71% | 1.60% | 1.67% | 1.59% | 1.47% | 1.33% | 1.49% | 2.17% | 1.57% | 1.47% | 1.60% | 1.43% |
XLC Communication Services Select Sector SPDR Fund | 1.25% | 1.13% | 0.99% | 0.82% | 1.10% | 0.74% | 0.68% | 0.82% | 0.64% | 0.00% | 0.00% | 0.00% |
XLY Consumer Discretionary Select Sector SPDR Fund | 0.83% | 0.79% | 0.72% | 0.78% | 1.00% | 0.53% | 0.82% | 1.28% | 1.34% | 1.20% | 1.71% | 1.43% |
XLB Materials Select Sector SPDR ETF | 1.75% | 1.92% | 1.92% | 2.00% | 2.26% | 1.62% | 1.72% | 1.98% | 2.20% | 1.66% | 1.95% | 2.24% |
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.
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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 5.89%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.27% | Feb 20, 2020 | 23 | Mar 23, 2020 | 82 | Jul 20, 2020 | 105 |
| -26.24% | Jan 4, 2022 | 197 | Oct 14, 2022 | 292 | Dec 13, 2023 | 489 |
| -19.45% | Aug 30, 2018 | 80 | Dec 24, 2018 | 81 | Apr 23, 2019 | 161 |
| -16.25% | Feb 19, 2025 | 35 | Apr 8, 2025 | 38 | Jun 3, 2025 | 73 |
| -9.52% | Jan 28, 2026 | 43 | Mar 30, 2026 | — | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 14 assets, with an effective number of assets of 10.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.
Asset Correlations Table
| Benchmark | DBC | MNST | XLV | HACK | XLF | XLB | XLC | EWG | XLK | XLY | FEZ | VGK | SPYM | ACWI | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.26 | 0.48 | 0.67 | 0.74 | 0.74 | 0.74 | 0.82 | 0.72 | 0.90 | 0.86 | 0.75 | 0.76 | 1.00 | 0.96 | 0.98 |
| DBC | 0.26 | 1.00 | 0.09 | 0.11 | 0.19 | 0.23 | 0.32 | 0.20 | 0.24 | 0.20 | 0.20 | 0.27 | 0.29 | 0.26 | 0.30 | 0.27 |
| MNST | 0.48 | 0.09 | 1.00 | 0.46 | 0.35 | 0.38 | 0.41 | 0.42 | 0.37 | 0.41 | 0.44 | 0.39 | 0.40 | 0.48 | 0.47 | 0.54 |
| XLV | 0.67 | 0.11 | 0.46 | 1.00 | 0.48 | 0.55 | 0.58 | 0.51 | 0.51 | 0.51 | 0.50 | 0.54 | 0.58 | 0.67 | 0.65 | 0.69 |
| HACK | 0.74 | 0.19 | 0.35 | 0.48 | 1.00 | 0.48 | 0.50 | 0.66 | 0.54 | 0.77 | 0.68 | 0.55 | 0.56 | 0.75 | 0.73 | 0.77 |
| XLF | 0.74 | 0.23 | 0.38 | 0.55 | 0.48 | 1.00 | 0.73 | 0.56 | 0.62 | 0.53 | 0.63 | 0.64 | 0.65 | 0.74 | 0.73 | 0.72 |
| XLB | 0.74 | 0.32 | 0.41 | 0.58 | 0.50 | 0.73 | 1.00 | 0.56 | 0.67 | 0.56 | 0.64 | 0.71 | 0.73 | 0.74 | 0.78 | 0.77 |
| XLC | 0.82 | 0.20 | 0.42 | 0.51 | 0.66 | 0.56 | 0.56 | 1.00 | 0.61 | 0.75 | 0.75 | 0.62 | 0.62 | 0.82 | 0.79 | 0.82 |
| EWG | 0.72 | 0.24 | 0.37 | 0.51 | 0.54 | 0.62 | 0.67 | 0.61 | 1.00 | 0.63 | 0.65 | 0.95 | 0.94 | 0.72 | 0.82 | 0.79 |
| XLK | 0.90 | 0.20 | 0.41 | 0.51 | 0.77 | 0.53 | 0.56 | 0.75 | 0.63 | 1.00 | 0.76 | 0.65 | 0.64 | 0.90 | 0.86 | 0.88 |
| XLY | 0.86 | 0.20 | 0.44 | 0.50 | 0.68 | 0.63 | 0.64 | 0.75 | 0.65 | 0.76 | 1.00 | 0.67 | 0.67 | 0.86 | 0.84 | 0.89 |
| FEZ | 0.75 | 0.27 | 0.39 | 0.54 | 0.55 | 0.64 | 0.71 | 0.62 | 0.95 | 0.65 | 0.67 | 1.00 | 0.96 | 0.75 | 0.85 | 0.81 |
| VGK | 0.76 | 0.29 | 0.40 | 0.58 | 0.56 | 0.65 | 0.73 | 0.62 | 0.94 | 0.64 | 0.67 | 0.96 | 1.00 | 0.76 | 0.87 | 0.82 |
| SPYM | 1.00 | 0.26 | 0.48 | 0.67 | 0.75 | 0.74 | 0.74 | 0.82 | 0.72 | 0.90 | 0.86 | 0.75 | 0.76 | 1.00 | 0.96 | 0.98 |
| ACWI | 0.96 | 0.30 | 0.47 | 0.65 | 0.73 | 0.73 | 0.78 | 0.79 | 0.82 | 0.86 | 0.84 | 0.85 | 0.87 | 0.96 | 1.00 | 0.97 |
| Portfolio | 0.98 | 0.27 | 0.54 | 0.69 | 0.77 | 0.72 | 0.77 | 0.82 | 0.79 | 0.88 | 0.89 | 0.81 | 0.82 | 0.98 | 0.97 | 1.00 |