Nas hedge
Nasdaq hedge
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BTC-USD Bitcoin | 15% | |
GLD SPDR Gold Trust | Precious Metals, Gold | 30% |
PSQ ProShares Short QQQ | Inverse Equities | 30% |
VPU Vanguard Utilities ETF | Utilities Equities | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Nas hedge, 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 Jul 17, 2010, corresponding to the inception date of BTC-USD
Returns By Period
As of Nov 13, 2024, the Nas hedge returned 23.85% Year-To-Date and 15.22% 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 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| Nas hedge | 23.85% | 3.19% | 7.31% | 29.47% | 12.39% | 15.17% |
| Portfolio components: | ||||||
GLD SPDR Gold Trust | 25.57% | -2.05% | 8.67% | 31.81% | 11.68% | 7.69% |
PSQ ProShares Short QQQ | -16.43% | -2.60% | -9.60% | -20.69% | -20.09% | -17.63% |
VPU Vanguard Utilities ETF | 26.77% | -1.82% | 9.65% | 31.25% | 7.42% | 9.13% |
BTC-USD Bitcoin | 108.10% | 33.17% | 32.73% | 147.50% | 59.65% | 72.04% |
Monthly Returns
The table below presents the monthly returns of Nas hedge, 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 | -1.56% | 5.86% | 7.18% | 0.51% | 2.48% | -3.92% | 4.40% | 0.20% | 3.60% | 2.98% | 23.85% | ||
| 2023 | 4.46% | -2.86% | 5.65% | 1.04% | -4.93% | -0.12% | -0.27% | -3.11% | -0.61% | 7.50% | 0.90% | 2.08% | 9.37% |
| 2022 | -1.22% | 4.13% | 1.64% | 0.18% | -1.74% | -2.83% | -0.20% | -1.86% | -1.07% | -0.47% | -0.02% | 3.00% | -0.67% |
| 2021 | 0.67% | 2.90% | 8.31% | 0.04% | -3.17% | -5.51% | 3.63% | 1.98% | -2.42% | 5.70% | -2.64% | -0.80% | 8.11% |
| 2020 | 6.45% | -2.59% | -6.39% | 3.73% | 2.07% | -2.74% | 6.49% | -2.86% | -1.48% | 5.94% | 3.44% | 12.59% | 25.70% |
| 2019 | -1.84% | 1.69% | 0.27% | 3.11% | 14.19% | 9.81% | -1.62% | 3.60% | -1.79% | 0.99% | -5.55% | 0.13% | 23.72% |
| 2018 | -6.69% | -1.30% | -1.83% | 5.04% | -5.51% | -3.08% | 2.27% | -3.62% | -1.18% | 2.84% | -4.08% | 2.50% | -14.35% |
| 2017 | 0.54% | 4.31% | -2.31% | 3.89% | 12.97% | 2.22% | 2.50% | 11.98% | -3.63% | 7.07% | 12.85% | 8.66% | 78.52% |
| 2016 | 2.65% | 6.51% | -0.97% | 3.11% | 0.08% | 9.63% | -2.73% | -3.90% | 0.51% | 2.00% | -2.59% | 5.68% | 20.85% |
| 2015 | -1.32% | -3.78% | -0.78% | -1.31% | -0.84% | 0.68% | -0.70% | -1.30% | 1.08% | 3.04% | 1.18% | 3.93% | -0.37% |
| 2014 | 3.72% | -4.17% | -1.31% | 0.77% | 3.26% | 2.35% | -4.57% | -2.90% | -4.72% | -1.67% | 0.34% | -0.26% | -9.23% |
| 2013 | 7.33% | 10.64% | 57.34% | 6.04% | -6.19% | -7.42% | 2.99% | 4.77% | -2.54% | 7.18% | 91.86% | -20.73% | 194.97% |
Expense Ratio
Nas hedge features an expense ratio of 0.43%, 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 rank of Nas hedge is 24, indicating that it is in the bottom 24% 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 | |
|---|---|---|---|---|---|
GLD SPDR Gold Trust | 2.08 | 2.73 | 1.36 | 1.62 | 14.22 |
PSQ ProShares Short QQQ | -0.91 | -1.29 | 0.86 | -0.23 | -1.66 |
VPU Vanguard Utilities ETF | 2.91 | 3.85 | 1.49 | 1.07 | 18.16 |
BTC-USD Bitcoin | 1.10 | 1.80 | 1.18 | 0.94 | 4.49 |
Dividends
Dividend yield
Nas hedge provided a 3.05% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.05% | 2.68% | 0.85% | 0.68% | 0.89% | 1.23% | 1.09% | 0.80% | 0.80% | 0.91% | 0.75% | 0.94% |
| Portfolio components: | ||||||||||||
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% |
PSQ ProShares Short QQQ | 7.74% | 6.01% | 0.35% | 0.00% | 0.31% | 1.75% | 0.94% | 0.02% | 0.00% | 0.00% | 0.00% | 0.00% |
VPU Vanguard Utilities ETF | 2.92% | 3.49% | 2.98% | 2.70% | 3.17% | 2.83% | 3.23% | 3.18% | 3.19% | 3.63% | 3.02% | 3.76% |
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 Nas hedge. 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 Nas hedge was 47.32%, occurring on Oct 20, 2011. Recovery took 517 trading sessions.
The current Nas hedge drawdown is 0.63%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -47.32% | Jun 10, 2011 | 133 | Oct 20, 2011 | 517 | Mar 20, 2013 | 650 |
| -36.48% | Dec 5, 2013 | 650 | Sep 15, 2015 | 613 | May 20, 2017 | 1263 |
| -28.93% | Apr 11, 2013 | 86 | Jul 5, 2013 | 131 | Nov 13, 2013 | 217 |
| -28.33% | Dec 17, 2017 | 352 | Dec 3, 2018 | 703 | Nov 5, 2020 | 1055 |
| -27.06% | Nov 8, 2010 | 29 | Dec 6, 2010 | 58 | Feb 2, 2011 | 87 |
Volatility
Volatility Chart
The current Nas hedge volatility is 2.81%, 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 | GLD | PSQ | VPU | |
|---|---|---|---|---|
| BTC-USD | 1.00 | 0.05 | -0.10 | 0.03 |
| GLD | 0.05 | 1.00 | -0.03 | 0.11 |
| PSQ | -0.10 | -0.03 | 1.00 | -0.29 |
| VPU | 0.03 | 0.11 | -0.29 | 1.00 |