999
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BTC-USD Bitcoin | 14% | |
INCO Columbia India Consumer ETF | Asia Pacific Equities | 68% |
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | Large Cap Growth Equities | 14% |
RTSI RTS Index | 4% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 999, 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 Aug 10, 2011, corresponding to the inception date of INCO
Returns By Period
As of Aug 31, 2024, the 999 returned 26.65% Year-To-Date and 24.70% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 18.42% | 2.28% | 9.95% | 25.31% | 14.08% | 10.95% |
| 999 | 26.65% | -0.44% | 11.46% | 52.46% | 26.52% | 24.50% |
| Portfolio components: | ||||||
INCO Columbia India Consumer ETF | 26.17% | 1.48% | 16.44% | 45.75% | 19.26% | 11.36% |
RTSI RTS Index | -15.51% | -15.10% | -18.43% | -13.26% | -6.90% | -2.98% |
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | 16.65% | 3.66% | 7.14% | 26.87% | 21.19% | 17.45% |
BTC-USD Bitcoin | 39.91% | -9.52% | -4.67% | 129.20% | 41.63% | 61.91% |
Monthly Returns
The table below presents the monthly returns of 999, 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 | 1.60% | 10.03% | 4.61% | -1.91% | 2.84% | 4.86% | 3.61% | 26.65% | |||||
| 2023 | 8.72% | -2.80% | 5.54% | 4.92% | 3.47% | 6.19% | 0.98% | -2.08% | -0.11% | 4.21% | 8.82% | 6.49% | 53.33% |
| 2022 | -4.04% | -3.37% | -1.15% | -2.89% | -1.16% | -7.50% | 9.96% | -1.33% | -5.56% | 2.61% | -0.22% | -6.08% | -19.82% |
| 2021 | 3.05% | 6.81% | 8.50% | -2.95% | 1.96% | 1.09% | 2.70% | 5.89% | -0.90% | 7.98% | -3.60% | -1.61% | 31.84% |
| 2020 | 4.29% | -7.21% | -20.09% | 14.48% | 6.54% | 3.58% | 7.01% | 6.39% | -1.70% | 0.25% | 16.85% | 16.13% | 48.74% |
| 2019 | -4.00% | 1.69% | 3.76% | 3.57% | 9.33% | 9.82% | -6.15% | -1.10% | 4.91% | 7.03% | -5.41% | 0.96% | 25.38% |
| 2018 | -3.96% | -3.58% | -4.34% | 7.91% | -5.52% | -3.09% | 6.51% | -1.10% | -10.22% | -5.32% | 3.01% | -1.06% | -20.13% |
| 2017 | 5.84% | 5.63% | 3.89% | 6.95% | 13.93% | 2.80% | 5.79% | 9.48% | -2.80% | 12.59% | 13.70% | 11.69% | 134.16% |
| 2016 | -9.40% | -1.52% | 9.75% | 1.35% | 5.01% | 6.40% | 4.20% | -0.66% | 2.39% | 1.22% | -5.09% | 5.69% | 19.33% |
| 2015 | 2.90% | 5.09% | -3.45% | -5.12% | 3.35% | 0.84% | 5.17% | -11.32% | -1.94% | 7.37% | 3.50% | 2.72% | 7.77% |
| 2014 | -2.24% | -2.62% | 6.75% | -3.09% | 14.13% | 4.61% | -2.13% | 3.80% | -0.14% | 0.52% | 3.33% | -3.82% | 19.18% |
| 2013 | 6.15% | 4.94% | 56.86% | 13.33% | -2.15% | -12.78% | 3.66% | -5.39% | 10.33% | 13.20% | 82.34% | -17.59% | 211.06% |
Expense Ratio
999 features an expense ratio of 0.60%, 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
Risk-Adjusted Performance Rank
The current risk-adjusted rank of 999 is 92, placing it in the top 8% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
INCO Columbia India Consumer ETF | 3.33 | 4.72 | 1.60 | 3.95 | 34.56 |
RTSI RTS Index | -1.05 | -1.42 | 0.83 | -0.22 | -2.34 |
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | 1.42 | 1.97 | 1.26 | 0.56 | 6.82 |
BTC-USD Bitcoin | 0.99 | 1.66 | 1.17 | 0.53 | 4.79 |
Dividends
Dividend yield
999 granted a 2.96% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 999 | 2.96% | 3.65% | 7.71% | 4.59% | 0.41% | 1.19% | 0.43% | 0.27% | 0.17% | 0.12% | 0.20% | 0.10% |
| Portfolio components: | ||||||||||||
INCO Columbia India Consumer ETF | 3.02% | 3.81% | 10.57% | 6.25% | 0.34% | 0.28% | 0.12% | 0.05% | 0.09% | 0.00% | 0.08% | 0.00% |
RTSI RTS Index | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | 6.50% | 7.53% | 3.75% | 2.40% | 1.28% | 7.09% | 2.47% | 1.65% | 0.75% | 0.85% | 1.02% | 0.72% |
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% |
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 999. 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 999 was 38.68%, occurring on Mar 23, 2020. Recovery took 156 trading sessions.
The current 999 drawdown is 1.36%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -38.68% | Dec 17, 2017 | 828 | Mar 23, 2020 | 156 | Aug 26, 2020 | 984 |
| -30.51% | Dec 5, 2013 | 14 | Dec 18, 2013 | 260 | Sep 4, 2014 | 274 |
| -28.61% | Nov 9, 2021 | 222 | Jun 18, 2022 | 510 | Nov 10, 2023 | 732 |
| -28.05% | Aug 16, 2011 | 101 | Nov 24, 2011 | 253 | Aug 3, 2012 | 354 |
| -24.66% | Apr 11, 2013 | 140 | Aug 28, 2013 | 68 | Nov 4, 2013 | 208 |
Volatility
Volatility Chart
The current 999 volatility is 5.08%, 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
| BTC-USD | RTSI | INCO | NASDX | |
|---|---|---|---|---|
| BTC-USD | 1.00 | 0.05 | 0.05 | 0.10 |
| RTSI | 0.05 | 1.00 | 0.23 | 0.23 |
| INCO | 0.05 | 0.23 | 1.00 | 0.37 |
| NASDX | 0.10 | 0.23 | 0.37 | 1.00 |