Future Flying
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
ACHR Archer Aviation Inc. | Industrials | 33.33% |
JOBY Joby Aviation, Inc. | Industrials | 33.33% |
LILM Lilium N.V. | Industrials | 33.33% |
Performance
Performance Chart
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The earliest data available for this chart is Sep 14, 2021, corresponding to the inception date of LILM
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.51% | 5.49% | -2.00% | 12.02% | 14.19% | 10.85% |
| Future Flying | -27.61% | 15.73% | -28.70% | 13.55% | N/A | N/A |
| Portfolio components: | ||||||
LILM Lilium N.V. | -70.18% | 0.40% | -54.77% | -94.40% | N/A | N/A |
JOBY Joby Aviation, Inc. | -3.81% | 23.93% | -12.63% | 60.57% | N/A | N/A |
ACHR Archer Aviation Inc. | 3.49% | 18.99% | 5.43% | 208.56% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of Future Flying, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | -0.40% | -25.07% | -22.56% | 7.66% | 16.35% | -27.61% | |||||||
| 2024 | -23.06% | 5.88% | -2.99% | -7.78% | -7.94% | -0.13% | 14.80% | -19.08% | 1.22% | -29.19% | 139.50% | -1.50% | 5.24% |
| 2023 | 33.43% | -3.07% | -13.07% | -21.70% | 67.31% | 64.04% | 8.14% | -8.10% | -26.02% | -11.67% | 36.38% | 7.83% | 130.75% |
| 2022 | -39.31% | -5.60% | 33.61% | -14.59% | -5.73% | -18.37% | 21.90% | -11.89% | -16.34% | -0.02% | -16.43% | -21.42% | -70.32% |
| 2021 | 7.20% | -21.00% | -8.78% | -4.39% | -26.15% |
Expense Ratio
Future Flying 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Future Flying is 14, meaning it’s performing worse than 86% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
LILM Lilium N.V. | -0.26 | 0.87 | 1.12 | -0.95 | -1.34 |
JOBY Joby Aviation, Inc. | 0.73 | 1.78 | 1.20 | 1.09 | 2.28 |
ACHR Archer Aviation Inc. | 2.16 | 2.83 | 1.34 | 3.01 | 7.90 |
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Dividends
Dividend yield
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 Future Flying. 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 Future Flying was 84.11%, occurring on Apr 26, 2023. The portfolio has not yet recovered.
The current Future Flying drawdown is 65.33%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -84.11% | Sep 24, 2021 | 399 | Apr 26, 2023 | — | — | — |
| -3.99% | Sep 20, 2021 | 1 | Sep 20, 2021 | 3 | Sep 23, 2021 | 4 |
| -2.68% | Sep 15, 2021 | 1 | Sep 15, 2021 | 1 | Sep 16, 2021 | 2 |
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
| ^GSPC | LILM | ACHR | JOBY | Portfolio | |
|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.31 | 0.43 | 0.49 | 0.47 |
| LILM | 0.31 | 1.00 | 0.40 | 0.45 | 0.74 |
| ACHR | 0.43 | 0.40 | 1.00 | 0.67 | 0.83 |
| JOBY | 0.49 | 0.45 | 0.67 | 1.00 | 0.82 |
| Portfolio | 0.47 | 0.74 | 0.83 | 0.82 | 1.00 |