Sample Portfolio
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
GLD SPDR Gold Trust | Precious Metals, Gold | 20% |
ETH-USD Ethereum | 20% | |
BTC-USD Bitcoin | 20% | |
USD=X USD Cash | 20% | |
SPY SPDR S&P 500 ETF | Large Cap Growth Equities | 20% |
Performance
The chart shows the growth of an initial investment of $10,000 in Sample Portfolio, 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
Returns
As of Sep 23, 2023, the Sample Portfolio returned 23.82% Year-To-Date and 49.91% of annualized return in the last 10 years.
1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
Benchmark | -1.55% | 9.05% | 12.97% | 17.44% | 5.69% | 6.44% |
Sample Portfolio | -0.91% | -0.28% | 23.35% | 22.55% | 21.59% | 49.80% |
Portfolio components: | ||||||
ETH-USD Ethereum | -3.52% | -7.41% | 32.72% | 22.72% | 31.60% | 71.37% |
BTC-USD Bitcoin | 1.12% | -3.10% | 58.93% | 39.87% | 21.22% | 47.02% |
GLD SPDR Gold Trust | 0.05% | -2.34% | 4.75% | 16.14% | 6.44% | 4.59% |
SPY SPDR S&P 500 ETF | -1.83% | 9.35% | 13.80% | 18.82% | 6.83% | 7.71% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Returns over 1 year are annualized |
Asset Correlations Table
USD=X | GLD | SPY | ETH-USD | BTC-USD | |
---|---|---|---|---|---|
USD=X | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
GLD | 0.00 | 1.00 | -0.01 | 0.08 | 0.09 |
SPY | 0.00 | -0.01 | 1.00 | 0.15 | 0.14 |
ETH-USD | 0.00 | 0.08 | 0.15 | 1.00 | 0.62 |
BTC-USD | 0.00 | 0.09 | 0.14 | 0.62 | 1.00 |
Dividend yield
Sample Portfolio granted a 0.30% dividend yield in the last twelve months.
TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Sample Portfolio | 0.30% | 0.33% | 0.25% | 0.32% | 0.37% | 0.44% | 0.40% | 0.46% | 0.47% | 0.44% | 0.43% | 0.53% |
Portfolio components: | ||||||||||||
ETH-USD Ethereum | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
GLD SPDR Gold Trust | 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 | 1.51% | 1.67% | 1.24% | 1.58% | 1.85% | 2.21% | 1.98% | 2.28% | 2.37% | 2.18% | 2.17% | 2.65% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Expense Ratio
The Sample Portfolio features an expense ratio of 0.10%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
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 | Ulcer Index | |
---|---|---|---|---|---|
ETH-USD Ethereum | 0.02 | ||||
BTC-USD Bitcoin | 0.66 | ||||
GLD SPDR Gold Trust | 0.99 | ||||
SPY SPDR S&P 500 ETF | 0.91 | ||||
USD=X USD Cash | N/A |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the Sample Portfolio. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the Sample Portfolio is 53.36%, recorded on Dec 14, 2018. It took 591 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-53.36% | Jan 14, 2018 | 335 | Dec 14, 2018 | 591 | Jul 27, 2020 | 926 |
-42.74% | Nov 9, 2021 | 366 | Nov 9, 2022 | — | — | — |
-27.66% | May 12, 2021 | 70 | Jul 20, 2021 | 91 | Oct 19, 2021 | 161 |
-27.35% | Jun 13, 2017 | 34 | Jul 16, 2017 | 42 | Aug 27, 2017 | 76 |
-22.7% | Mar 14, 2016 | 7 | Mar 20, 2016 | 84 | Jun 12, 2016 | 91 |
Volatility Chart
The current Sample Portfolio volatility is 2.50%, 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.