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P Composite Momentum Scoring ARK ETFs
P Composite Momentum Scoring ARK ETFs
live (public) 3.79% April 23
Use MPIQ composite indicator for equity exposure and momentum for fund selection.
Delayed
Holdings (As of 02/29/2024)
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Asset | Fund in this portfolio | Price change* | Percentage |
---|---|---|---|
Asset0 | ARKF (ARK Fintech Innovation ETF) | 1.09% | 100.00% |
* Day change on 02/29/2024.
Performance (As of 04/23/2024)
Since 01/01/2016
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
P Composite Momentum Scoring ARK ETFs | 2.2% | 47.1% | -14.8% | 6.0% | N/A | |
VFINX (Vanguard (S&P 500) Index) | 6.7% | 24.4% | 8.2% | 13.6% | 12.4% | 14.7% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 1.6% | 12.8% | 2.5% | 7.6% | 7.6% | 9.7% |
* YTD: Year to Date
** AR: Annualized Return
Last 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 01/04/2016 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 2.4 | 2.2 | 47.1 | -14.8 | 6.0 | NA | 11.5 | 58.1 | -49.7 | -26.9 | 120.5 | 20.7 | -9.4 | 62.9 | 5.7 |
Sharpe Ratio | NA | 0.03 | 1.33 | -0.47 | 0.11 | NA | 0.3 | 1.57 | -1.15 | -0.79 | 2.48 | 0.71 | -0.36 | 3.7 | 0.23 |
Draw Down(%) | NA | 12.6 | 28.1 | 64.4 | 70.8 | NA | 70.8 | 28.1 | 52.8 | 42.2 | 40.7 | 18.3 | 35.5 | 6.0 | 29.3 |
Standard Deviation(%) | NA | 31.8 | 32.6 | 36.4 | 38.7 | NA | 33.8 | 34.3 | 44.4 | 34.1 | 48.4 | 27.2 | 29.8 | 16.8 | 24.2 |
Treynor Ratio | NA | 0.01 | 0.22 | -0.11 | 0.03 | NA | 0.08 | 0.28 | -0.34 | -0.17 | 1.22 | 0.12 | -0.08 | 0.4 | 0.05 |
Alpha | NA | -0.07 | 0.02 | -0.09 | -0.02 | NA | -0.01 | 0.03 | -0.13 | -0.26 | 0.27 | -0.09 | 0.0 | 0.08 | -0.03 |
Beta | NA | 1.83 | 1.96 | 1.58 | 1.28 | NA | 1.3 | 1.95 | 1.51 | 1.55 | 0.99 | 1.61 | 1.43 | 1.56 | 1.13 |
RSquared | NA | 0.44 | 0.5 | 0.56 | 0.5 | NA | 0.5 | 0.55 | 0.67 | 0.35 | 0.5 | 0.54 | 0.67 | 0.38 | 0.38 |
Sortino Ratio | NA | 0.05 | 1.97 | -0.65 | 0.16 | NA | 0.42 | 2.39 | -1.57 | -1.06 | 3.43 | 0.99 | -0.47 | 5.68 | 0.3 |
Yield(%) | N/A | 0.0 | 0.0 | 0.11 | 0.49 | N/A | 0.96 | 0.0 | 0.0 | 0.29 | 1.92 | 0.68 | 2.67 | 2.09 | 0.0 |
Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 01/01/2016
Strategies
Asset Strategy | Composite Momentum Scoring |