Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AVGO Broadcom Inc. | Technology | 33.33% |
NVDA NVIDIA Corporation | Technology | 33.33% |
TSM Taiwan Semiconductor Manufacturing Company Limited | Technology | 33.33% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in The Wolf, 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 Every 3 months.
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The earliest data available for this chart is Aug 6, 2009, corresponding to the inception date of AVGO
Returns By Period
As of Apr 4, 2026, the The Wolf returned -0.54% Year-To-Date and 50.12% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -2.33% | -3.84% | -1.98% | 29.73% | 16.86% | 10.37% | 12.29% |
Portfolio The Wolf | 0.18% | -1.39% | -0.54% | 1.51% | 113.60% | 73.48% | 48.89% | 50.12% |
| Portfolio components: | ||||||||
NVDA NVIDIA Corporation | 0.93% | -0.24% | -4.88% | -5.44% | 88.14% | 85.17% | 66.71% | 70.07% |
AVGO Broadcom Inc. | 0.34% | -4.62% | -8.93% | -6.67% | 116.76% | 72.07% | 48.84% | 38.50% |
TSM Taiwan Semiconductor Manufacturing Company Limited | -0.72% | 0.33% | 11.88% | 16.66% | 133.75% | 56.27% | 24.16% | 32.63% |
Monthly Returns
Based on dividend-adjusted daily data since Aug 7, 2009, The Wolf's average daily return is +0.16%, while the average monthly return is +3.18%. At this rate, your investment would double in approximately 1.8 years.
Historically, 65% of months were positive and 35% were negative. The best month was May 2023 with a return of +27.8%, while the worst month was May 2019 at -19.4%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 4 months.
On a daily basis, The Wolf closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +16.6%, while the worst single day was Mar 16, 2020 at -17.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.38% | 1.27% | -5.23% | 1.22% | -0.54% | ||||||||
| 2025 | -3.03% | -7.04% | -12.19% | 5.27% | 22.08% | 15.99% | 8.60% | -1.73% | 12.98% | 9.36% | -2.13% | -2.19% | 48.93% |
| 2024 | 12.88% | 18.16% | 8.29% | -1.78% | 12.86% | 16.24% | -3.26% | 2.29% | 3.24% | 5.79% | -1.03% | 14.45% | 127.81% |
| 2023 | 20.90% | 5.38% | 12.84% | -3.93% | 27.77% | 7.74% | 4.17% | 1.17% | -9.58% | -1.89% | 12.44% | 11.51% | 122.91% |
| 2022 | -8.91% | -4.80% | 5.73% | -18.28% | 2.79% | -15.85% | 12.74% | -10.03% | -15.62% | 2.29% | 25.34% | -7.32% | -34.09% |
| 2021 | 4.62% | 4.47% | -3.02% | 3.22% | 4.30% | 10.22% | -1.22% | 6.37% | -5.05% | 11.67% | 12.60% | 2.95% | 62.47% |
Benchmark Metrics
The Wolf has an annualized alpha of 24.17%, beta of 1.38, and R² of 0.54 versus S&P 500 Index. Calculated based on daily prices since August 07, 2009.
- This portfolio captured 222.08% of S&P 500 Index gains but only 95.78% of its losses — a favorable profile for investors.
- This portfolio generated an annualized alpha of 24.17% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Alpha
- 24.17%
- Beta
- 1.38
- R²
- 0.54
- Upside Capture
- 222.08%
- Downside Capture
- 95.78%
Expense Ratio
The Wolf has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
The Wolf ranks 91 for risk / return — in the top 91% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.15 | 0.88 | +1.27 |
Sortino ratioReturn per unit of downside risk | 2.84 | 1.37 | +1.47 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.21 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 5.50 | 1.39 | +4.11 |
Martin ratioReturn relative to average drawdown | 16.56 | 6.43 | +10.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
NVDA NVIDIA Corporation | 81 | 1.47 | 2.17 | 1.27 | 3.02 | 7.54 |
AVGO Broadcom Inc. | 84 | 1.76 | 2.49 | 1.32 | 3.08 | 7.50 |
TSM Taiwan Semiconductor Manufacturing Company Limited | 93 | 2.64 | 3.23 | 1.41 | 5.70 | 18.99 |
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Dividends
Dividend yield
The Wolf provided a 0.60% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.60% | 0.57% | 0.72% | 1.17% | 1.87% | 1.29% | 1.58% | 2.43% | 2.40% | 1.50% | 1.50% | 1.62% |
| Portfolio components: | ||||||||||||
NVDA NVIDIA Corporation | 0.02% | 0.02% | 0.03% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% |
AVGO Broadcom Inc. | 0.79% | 0.70% | 0.94% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 0.98% | 1.00% | 1.18% | 1.78% | 2.49% | 1.57% | 1.56% | 3.46% | 3.64% | 2.32% | 2.61% | 2.54% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the The Wolf. 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 The Wolf was 49.77%, occurring on Oct 14, 2022. Recovery took 153 trading sessions.
The current The Wolf drawdown is 9.27%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -49.77% | Jan 5, 2022 | 196 | Oct 14, 2022 | 153 | May 25, 2023 | 349 |
| -36.38% | Jan 24, 2025 | 50 | Apr 4, 2025 | 47 | Jun 12, 2025 | 97 |
| -35.2% | Feb 20, 2020 | 20 | Mar 18, 2020 | 52 | Jun 2, 2020 | 72 |
| -31.45% | Feb 18, 2011 | 118 | Aug 8, 2011 | 441 | May 10, 2013 | 559 |
| -28.64% | Oct 2, 2018 | 64 | Jan 3, 2019 | 195 | Oct 11, 2019 | 259 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 3 assets, with an effective number of assets of 3.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | TSM | AVGO | NVDA | Portfolio | |
|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.59 | 0.61 | 0.61 | 0.69 |
| TSM | 0.59 | 1.00 | 0.54 | 0.56 | 0.79 |
| AVGO | 0.61 | 0.54 | 1.00 | 0.56 | 0.82 |
| NVDA | 0.61 | 0.56 | 0.56 | 1.00 | 0.86 |
| Portfolio | 0.69 | 0.79 | 0.82 | 0.86 | 1.00 |