Iwm+Btcusd+Tesla
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BTC-USD Bitcoin | 33.33% | |
IWM iShares Russell 2000 ETF | Small Cap Growth Equities | 33.33% |
TSLA Tesla, Inc. | Consumer Cyclical | 33.33% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Iwm+Btcusd+Tesla, 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 Iwm+Btcusd+Tesla returned 59.98% Year-To-Date and 53.10% 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 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| Iwm+Btcusd+Tesla | 61.55% | 29.93% | 45.29% | 82.41% | 58.73% | 53.09% |
| Portfolio components: | ||||||
TSLA Tesla, Inc. | 32.90% | 50.68% | 89.80% | 39.10% | 69.68% | 34.34% |
IWM iShares Russell 2000 ETF | 18.17% | 5.48% | 12.95% | 33.39% | 9.57% | 8.70% |
BTC-USD Bitcoin | 114.32% | 37.15% | 36.69% | 154.90% | 60.55% | 72.52% |
Monthly Returns
The table below presents the monthly returns of Iwm+Btcusd+Tesla, 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 | -9.25% | 20.34% | 4.83% | -5.93% | 4.07% | 1.21% | 10.17% | -6.06% | 10.08% | 1.53% | 61.55% | ||
| 2023 | 30.08% | 6.29% | 6.68% | -6.82% | 4.22% | 16.30% | 1.40% | -6.49% | -1.94% | 0.65% | 11.77% | 9.63% | 91.05% |
| 2022 | -12.58% | 1.82% | 9.63% | -15.41% | -9.12% | -18.08% | 20.26% | -7.86% | -5.47% | 0.83% | -8.94% | -13.61% | -48.94% |
| 2021 | 10.51% | 9.35% | 13.93% | 2.08% | -15.23% | 2.24% | 5.32% | 7.88% | -2.03% | 29.54% | -2.77% | -9.05% | 55.32% |
| 2020 | 27.52% | -3.84% | -23.05% | 32.78% | 7.56% | 10.39% | 19.98% | 31.06% | -10.17% | 6.64% | 35.83% | 29.64% | 294.63% |
| 2019 | -1.24% | 6.79% | -2.54% | 6.34% | 16.07% | 23.69% | 0.93% | -5.43% | -0.64% | 14.73% | -2.81% | 10.10% | 82.68% |
| 2018 | -4.54% | -2.10% | -17.17% | 14.71% | -6.53% | 2.25% | 3.54% | -2.08% | -6.47% | 3.91% | -9.08% | -7.90% | -29.97% |
| 2017 | 6.28% | 7.15% | 0.67% | 13.43% | 28.68% | 7.13% | 1.95% | 26.26% | -3.65% | 16.13% | 24.56% | 18.47% | 281.03% |
| 2016 | -14.46% | 6.33% | 6.66% | 4.68% | 4.61% | 8.43% | 2.95% | -5.24% | 0.91% | 2.40% | 4.47% | 15.74% | 40.43% |
| 2015 | -14.80% | 6.77% | -2.95% | 4.62% | 4.10% | 7.09% | 2.12% | -10.92% | -0.89% | 7.25% | 12.24% | 5.61% | 18.01% |
| 2014 | 9.24% | 2.80% | -10.84% | -2.04% | 13.29% | 6.94% | -7.16% | 2.09% | -10.72% | -2.28% | 4.03% | -6.86% | -4.80% |
| 2013 | 21.01% | 20.79% | 104.41% | 31.09% | 27.39% | -2.04% | 14.05% | 17.37% | 6.58% | 12.28% | 197.38% | -26.13% | 1,619.88% |
Expense Ratio
Iwm+Btcusd+Tesla has an expense ratio of 0.06%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Iwm+Btcusd+Tesla 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 | |
|---|---|---|---|---|---|
TSLA Tesla, Inc. | 2.20 | 2.99 | 1.35 | 1.25 | 12.91 |
IWM iShares Russell 2000 ETF | 1.12 | 1.71 | 1.20 | 0.38 | 5.96 |
BTC-USD Bitcoin | 1.07 | 1.78 | 1.17 | 0.91 | 4.39 |
Dividends
Dividend yield
Iwm+Btcusd+Tesla provided a 0.36% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.36% | 0.45% | 0.49% | 0.31% | 0.35% | 0.42% | 0.47% | 0.42% | 0.46% | 0.51% | 0.42% | 0.41% |
| Portfolio components: | ||||||||||||
TSLA Tesla, 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% |
IWM iShares Russell 2000 ETF | 1.09% | 1.35% | 1.48% | 0.94% | 1.04% | 1.26% | 1.40% | 1.26% | 1.38% | 1.54% | 1.26% | 1.23% |
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 Iwm+Btcusd+Tesla. 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 Iwm+Btcusd+Tesla was 65.66%, occurring on Oct 20, 2011. Recovery took 484 trading sessions.
The current Iwm+Btcusd+Tesla drawdown is 2.98%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -65.66% | Jun 10, 2011 | 133 | Oct 20, 2011 | 484 | Feb 15, 2013 | 617 |
| -59.52% | Nov 9, 2021 | 421 | Jan 3, 2023 | 559 | Jul 15, 2024 | 980 |
| -51.8% | Feb 20, 2020 | 28 | Mar 18, 2020 | 106 | Jul 2, 2020 | 134 |
| -49.2% | Dec 17, 2017 | 374 | Dec 25, 2018 | 363 | Dec 23, 2019 | 737 |
| -45.06% | Dec 5, 2013 | 406 | Jan 14, 2015 | 519 | Jun 16, 2016 | 925 |
Volatility
Volatility Chart
The current Iwm+Btcusd+Tesla volatility is 14.70%, 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 | TSLA | IWM | |
|---|---|---|---|
| BTC-USD | 1.00 | 0.07 | 0.10 |
| TSLA | 0.07 | 1.00 | 0.40 |
| IWM | 0.10 | 0.40 | 1.00 |