Maximized (Omega Theta .5)
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
CRBP Corbus Pharmaceuticals Holdings, Inc. | Healthcare | 45.15% |
JANX Janux Therapeutics, Inc. | Healthcare | 7.85% |
LASE Laser Photonics Corporation | Industrials | 37.68% |
RZLT Rezolute, Inc. | Healthcare | 2.68% |
TIL Instil Bio, Inc. | Healthcare | 6.64% |
Performance
Performance Chart
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The earliest data available for this chart is Sep 30, 2022, corresponding to the inception date of LASE
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.08% | 9.75% | -1.63% | 12.74% | 15.66% | 10.77% |
| Maximized (Omega Theta .5) | -40.42% | 14.45% | -53.16% | 5.34% | N/A | N/A |
| Portfolio components: | ||||||
CRBP Corbus Pharmaceuticals Holdings, Inc. | -38.47% | 20.20% | -59.53% | -83.07% | -48.36% | -24.52% |
JANX Janux Therapeutics, Inc. | -52.69% | -12.05% | -52.06% | -49.33% | N/A | N/A |
LASE Laser Photonics Corporation | -47.40% | 14.72% | -44.32% | 16.03% | N/A | N/A |
RZLT Rezolute, Inc. | -25.10% | 48.58% | -36.94% | 28.77% | -6.03% | -30.01% |
TIL Instil Bio, Inc. | -33.26% | -15.24% | -61.83% | 7.97% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of Maximized (Omega Theta .5), 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 | -14.52% | -21.97% | -22.05% | 17.68% | -2.62% | -40.42% | |||||||
| 2024 | 155.35% | 29.52% | 16.35% | 6.88% | 8.86% | -1.06% | 15.21% | 29.76% | 154.81% | -38.93% | 3.80% | -18.67% | 769.95% |
| 2023 | 85.18% | -13.32% | 28.60% | -2.23% | -0.81% | -9.00% | -8.24% | -12.44% | -13.90% | -26.22% | 14.03% | 5.37% | 11.72% |
| 2022 | -6.73% | 1.64% | -25.76% | -29.62% |
Expense Ratio
Maximized (Omega Theta .5) 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 Maximized (Omega Theta .5) is 15, meaning it’s performing worse than 85% 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 | |
|---|---|---|---|---|---|
CRBP Corbus Pharmaceuticals Holdings, Inc. | -0.83 | -1.38 | 0.80 | -0.91 | -1.28 |
JANX Janux Therapeutics, Inc. | -0.61 | -0.88 | 0.90 | -0.80 | -1.56 |
LASE Laser Photonics Corporation | 0.09 | 1.81 | 1.25 | 0.36 | 0.52 |
RZLT Rezolute, Inc. | 0.36 | 1.20 | 1.14 | 0.49 | 1.09 |
TIL Instil Bio, Inc. | 0.05 | 1.59 | 1.18 | 0.15 | 0.23 |
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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 Maximized (Omega Theta .5). 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 Maximized (Omega Theta .5) was 79.90%, occurring on Apr 8, 2025. The portfolio has not yet recovered.
The current Maximized (Omega Theta .5) drawdown is 74.27%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -79.9% | Sep 24, 2024 | 135 | Apr 8, 2025 | — | — | — |
| -71.55% | Mar 29, 2023 | 157 | Nov 9, 2023 | 52 | Jan 26, 2024 | 209 |
| -48.71% | Oct 17, 2022 | 46 | Dec 20, 2022 | 25 | Jan 27, 2023 | 71 |
| -45.62% | Feb 6, 2023 | 24 | Mar 10, 2023 | 12 | Mar 28, 2023 | 36 |
| -29.11% | Jan 29, 2024 | 1 | Jan 29, 2024 | 20 | Feb 27, 2024 | 21 |
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 5 assets, with an effective number of assets of 2.80, 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 | RZLT | LASE | JANX | TIL | CRBP | Portfolio | |
|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.17 | 0.20 | 0.34 | 0.28 | 0.24 | 0.27 |
| RZLT | 0.17 | 1.00 | 0.05 | 0.24 | 0.17 | 0.17 | 0.19 |
| LASE | 0.20 | 0.05 | 1.00 | 0.09 | 0.15 | 0.05 | 0.65 |
| JANX | 0.34 | 0.24 | 0.09 | 1.00 | 0.25 | 0.20 | 0.27 |
| TIL | 0.28 | 0.17 | 0.15 | 0.25 | 1.00 | 0.21 | 0.34 |
| CRBP | 0.24 | 0.17 | 0.05 | 0.20 | 0.21 | 1.00 | 0.67 |
| Portfolio | 0.27 | 0.19 | 0.65 | 0.27 | 0.34 | 0.67 | 1.00 |