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Market Dominator
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Market Dominator

Last updated Sep 21, 2024

Updated monthly.

Asset Allocation

IWY 8.33%SCHG 8.33%XLG 8.33%DXJ 8.33%IAK 8.33%HEWJ 8.33%NVDA 5.56%DLO 5.56%PDD 5.56%GOOG 5.56%MA 5.56%ANET 5.56%PANW 5.56%MSFT 5.56%META 5.56%EquityEquity
PositionCategory/SectorWeight
ANET
Arista Networks, Inc.		Technology
5.56%
DLO
DLocal Limited		Technology
5.56%
DXJ
WisdomTree Japan Hedged Equity Fund		Japan Equities
8.33%
GOOG
Alphabet Inc.		Communication Services
5.56%
HEWJ
iShares Currency Hedged MSCI Japan ETF		Japan Equities
8.33%
IAK
iShares U.S. Insurance ETF		Financials Equities
8.33%
IWY
iShares Russell Top 200 Growth ETF		Large Cap Growth Equities
8.33%
MA
Mastercard Inc		Financial Services
5.56%
META
Meta Platforms, Inc.		Communication Services
5.56%
MSFT
Microsoft Corporation		Technology
5.56%
NVDA
NVIDIA Corporation		Technology
5.56%
PANW
Palo Alto Networks, Inc.		Technology
5.56%
PDD
Pinduoduo Inc.		Consumer Cyclical
5.56%
SCHG
Schwab U.S. Large-Cap Growth ETF		Large Cap Growth Equities
8.33%
XLG
Invesco S&P 500® Top 50 ETF		Large Cap Growth Equities
8.33%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Market Dominator, 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

-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
5.16%
8.95%
Market Dominator
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 3, 2021, corresponding to the inception date of DLO

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		19.55%1.45%8.95%31.70%13.79%11.17%
Market Dominator23.50%-0.49%5.16%40.46%N/AN/A
Portfolio components:
IWY
iShares Russell Top 200 Growth ETF		25.02%2.47%11.16%42.12%20.95%17.49%
SCHG
Schwab U.S. Large-Cap Growth ETF		24.83%2.25%10.85%42.60%20.16%16.40%
XLG
Invesco S&P 500® Top 50 ETF		25.50%2.10%11.70%38.75%17.31%13.11%
DXJ
WisdomTree Japan Hedged Equity Fund		20.54%-0.03%-2.80%19.86%19.22%11.47%
IAK
iShares U.S. Insurance ETF		30.22%4.87%13.18%39.83%14.76%12.65%
HEWJ
iShares Currency Hedged MSCI Japan ETF		18.18%0.17%-2.45%20.36%15.49%10.56%
NVDA
NVIDIA Corporation		134.29%-6.25%23.05%178.86%93.52%74.43%
DLO
DLocal Limited		-53.87%-6.42%-46.67%-56.76%N/AN/A
PDD
Pinduoduo Inc.		-31.72%-32.13%-18.77%4.14%24.04%N/A
GOOG
Alphabet Inc.		17.11%-0.38%8.75%25.75%21.87%19.04%
MA
Mastercard Inc		16.04%5.10%2.59%23.23%13.34%21.42%
ANET
Arista Networks, Inc.		63.25%9.17%25.47%113.19%45.07%33.74%
PANW
Palo Alto Networks, Inc.		15.34%-2.68%18.60%48.84%37.48%26.53%
MSFT
Microsoft Corporation		16.38%4.75%1.89%38.34%26.77%27.08%
META
Meta Platforms, Inc.		59.07%5.63%10.37%88.26%24.32%21.86%

Monthly Returns

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

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20245.39%7.05%2.49%-2.92%5.12%4.39%-1.93%1.71%23.50%
202310.53%1.84%7.55%0.79%5.03%7.09%5.84%4.66%-3.66%-0.40%11.29%2.47%66.34%
2022-5.59%-3.24%2.90%-10.20%0.74%-5.08%6.73%-1.32%-10.11%3.48%7.53%-6.72%-20.70%
20217.11%-0.02%6.25%-4.34%5.87%-0.62%3.16%18.14%

Expense Ratio

Market Dominator has an expense ratio of 0.15%, 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.

HEWJ
iShares Currency Hedged MSCI Japan ETF
Expense ratio chart for HEWJ: 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%
DXJ
WisdomTree Japan Hedged Equity Fund
Expense ratio chart for DXJ: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%
IAK
iShares U.S. Insurance ETF
Expense ratio chart for IAK: current value at 0.43% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.43%
IWY
iShares Russell Top 200 Growth ETF
Expense ratio chart for IWY: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
XLG
Invesco S&P 500® Top 50 ETF
Expense ratio chart for XLG: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
SCHG
Schwab U.S. Large-Cap Growth ETF
Expense ratio chart for SCHG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Market Dominator is 54, 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 Market Dominator is 5454
Market Dominator
The Sharpe Ratio Rank of Market Dominator is 5353Sharpe Ratio Rank
The Sortino Ratio Rank of Market Dominator is 4444Sortino Ratio Rank
The Omega Ratio Rank of Market Dominator is 5454Omega Ratio Rank
The Calmar Ratio Rank of Market Dominator is 7575Calmar Ratio Rank
The Martin Ratio Rank of Market Dominator is 4343Martin 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.

Market Dominator
Sharpe ratio
The chart of Sharpe ratio for Market Dominator, currently valued at 2.24, compared to the broader market-1.000.001.002.003.004.002.24
Sortino ratio
The chart of Sortino ratio for Market Dominator, currently valued at 2.91, compared to the broader market-2.000.002.004.006.002.91
Omega ratio
The chart of Omega ratio for Market Dominator, 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 Market Dominator, currently valued at 2.93, compared to the broader market0.002.004.006.008.0010.002.93
Martin ratio
The chart of Martin ratio for Market Dominator, currently valued at 12.08, compared to the broader market0.0010.0020.0030.0040.0012.08
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.32, compared to the broader market-1.000.001.002.003.004.002.32
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.11, compared to the broader market-2.000.002.004.006.003.11
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.801.001.201.401.601.801.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.09, compared to the broader market0.002.004.006.008.0010.002.09
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 14.29, compared to the broader market0.0010.0020.0030.0040.0014.29
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
IWY
iShares Russell Top 200 Growth ETF		2.242.901.392.8110.71
SCHG
Schwab U.S. Large-Cap Growth ETF		2.302.981.412.6412.32
XLG
Invesco S&P 500® Top 50 ETF		2.423.191.433.0812.90
DXJ
WisdomTree Japan Hedged Equity Fund		0.931.261.180.853.39
IAK
iShares U.S. Insurance ETF		2.783.631.485.7917.08
HEWJ
iShares Currency Hedged MSCI Japan ETF		0.991.351.190.913.46
NVDA
NVIDIA Corporation		3.373.571.466.4620.29
DLO
DLocal Limited		-1.21-1.830.73-0.64-1.58
PDD
Pinduoduo Inc.		0.110.511.080.130.36
GOOG
Alphabet Inc.		0.811.191.171.022.95
MA
Mastercard Inc		1.251.671.241.654.19
ANET
Arista Networks, Inc.		2.633.211.445.5517.04
PANW
Palo Alto Networks, Inc.		1.011.351.241.463.08
MSFT
Microsoft Corporation		1.862.421.312.377.24
META
Meta Platforms, Inc.		2.393.281.443.5814.48

Sharpe Ratio

The current Market Dominator Sharpe ratio is 2.24. 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 1.91 to 2.59, 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 Market Dominator 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 Ratio1.502.002.503.003.504.00AprilMayJuneJulyAugustSeptember
2.24
2.32
Market Dominator
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Market Dominator granted a 0.67% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
Market Dominator0.67%0.82%4.69%0.80%0.77%0.98%1.08%0.92%1.06%1.54%1.91%0.95%
Portfolio components:
IWY
iShares Russell Top 200 Growth ETF		0.52%0.68%0.88%0.50%0.71%1.06%1.32%1.26%1.51%1.58%1.44%1.56%
SCHG
Schwab U.S. Large-Cap Growth ETF		0.32%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.27%1.22%1.09%1.07%
XLG
Invesco S&P 500® Top 50 ETF		0.58%0.97%1.34%0.94%1.25%1.58%2.00%1.85%2.00%2.09%1.97%1.97%
DXJ
WisdomTree Japan Hedged Equity Fund		2.32%3.44%3.02%2.64%2.53%2.47%2.92%2.30%1.98%5.95%11.61%2.44%
IAK
iShares U.S. Insurance ETF		1.20%1.44%1.69%2.26%2.07%1.84%2.33%1.62%1.68%1.62%1.57%1.13%
HEWJ
iShares Currency Hedged MSCI Japan ETF		1.97%2.02%47.68%2.03%1.20%2.77%1.37%1.21%1.88%3.25%2.15%0.00%
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%
DLO
DLocal Limited		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PDD
Pinduoduo 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%
GOOG
Alphabet Inc.		0.24%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MA
Mastercard Inc		0.52%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%0.51%0.25%
ANET
Arista Networks, 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%
PANW
Palo Alto Networks, 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		0.69%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
META
Meta Platforms, Inc.		0.27%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.

-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-3.30%
-0.19%
Market Dominator
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Market Dominator. 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 Market Dominator was 27.42%, occurring on Oct 14, 2022. Recovery took 154 trading sessions.

The current Market Dominator drawdown is 3.30%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-27.42%Nov 17, 2021229Oct 14, 2022154May 26, 2023383
-13.14%Jul 11, 202418Aug 5, 2024———
-7.39%Sep 7, 202120Oct 4, 202119Oct 29, 202139
-6.99%Sep 15, 202330Oct 26, 202311Nov 10, 202341
-6.4%Mar 25, 202419Apr 19, 202417May 14, 202436

Volatility

Volatility Chart

The current Market Dominator volatility is 6.02%, 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%4.00%6.00%8.00%AprilMayJuneJulyAugustSeptember
6.02%
4.31%
Market Dominator
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.
PDDIAKDLOPANWDXJMAHEWJANETMETANVDAGOOGMSFTXLGIWYSCHG
PDD1.000.160.310.290.240.290.280.250.350.320.300.300.350.360.38
IAK0.161.000.250.200.490.480.470.260.290.230.290.290.450.390.39
DLO0.310.251.000.350.300.330.340.390.400.410.390.410.470.490.51
PANW0.290.200.351.000.320.360.360.530.420.490.480.540.570.600.62
DXJ0.240.490.300.321.000.450.970.410.410.410.380.400.540.520.52
MA0.290.480.330.360.451.000.490.450.450.400.500.520.630.610.61
HEWJ0.280.470.340.360.970.491.000.460.450.480.440.460.610.590.59
ANET0.250.260.390.530.410.450.461.000.510.640.540.640.690.710.71
META0.350.290.400.420.410.450.450.511.000.590.630.630.720.720.73
NVDA0.320.230.410.490.410.400.480.640.591.000.580.660.770.790.80
GOOG0.300.290.390.480.380.500.440.540.630.581.000.740.800.800.79
MSFT0.300.290.410.540.400.520.460.640.630.660.741.000.860.870.86
XLG0.350.450.470.570.540.630.610.690.720.770.800.861.000.990.98
IWY0.360.390.490.600.520.610.590.710.720.790.800.870.991.000.99
SCHG0.380.390.510.620.520.610.590.710.730.800.790.860.980.991.00
The correlation results are calculated based on daily price changes starting from Jun 4, 2021