Full

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Full

Last updated Jul 25, 2024

Asset Allocation

Position	Category/Sector	Weight
CAKE The Cheesecake Factory Incorporated	Consumer Cyclical	6.67%
COIN Coinbase Global, Inc.	Technology	6.67%
COST Costco Wholesale Corporation	Consumer Defensive	6.67%
MA Mastercard Inc	Financial Services	6.67%
MQ Marqeta, Inc.	Technology	6.67%
NFLX Netflix, Inc.	Communication Services	6.67%
OPEN Opendoor Technologies Inc.	Real Estate	6.67%
PLTR Palantir Technologies Inc.	Technology	6.67%
PYPL PayPal Holdings, Inc.	Financial Services	6.67%
SOFI SoFi Technologies, Inc.	Financial Services	6.67%
SPGI S&P Global Inc.	Financial Services	6.67%
TOST Toast, Inc.	Technology	6.67%
TSLA Tesla, Inc.	Consumer Cyclical	6.67%
TXRH Texas Roadhouse, Inc.	Consumer Cyclical	6.67%
WYNN Wynn Resorts, Limited	Consumer Cyclical	6.67%

Benchmark

S&P 500

Rebalance portfolio

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Full, 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

Full

Benchmark (^GSPC)

Portfolio components

The earliest data available for this chart is Sep 22, 2021, corresponding to the inception date of TOST

Returns By Period

	Year-To-Date	1 month	6 months	1 year	5 years (annualized)	10 years (annualized)
^GSPC S&P 500	13.20%	-1.28%	10.32%	18.23%	12.31%	10.58%
Full	8.06%	2.75%	15.08%	21.79%	N/A	N/A
Portfolio components:
TOST Toast, Inc.	36.86%	-2.84%	43.21%	17.54%	N/A	N/A
COST Costco Wholesale Corporation	23.99%	-4.77%	19.16%	49.55%	26.43%	24.24%
MA Mastercard Inc	1.17%	-4.89%	-1.76%	9.54%	9.41%	19.66%
SPGI S&P Global Inc.	10.18%	7.80%	8.68%	23.22%	15.65%	20.70%
TXRH Texas Roadhouse, Inc.	36.88%	-3.49%	36.22%	50.62%	26.44%	22.98%
COIN Coinbase Global, Inc.	33.12%	7.89%	84.92%	149.78%	N/A	N/A
WYNN Wynn Resorts, Limited	-11.19%	-8.63%	-16.35%	-24.76%	-9.72%	-7.75%
TSLA Tesla, Inc.	-11.36%	12.16%	20.19%	-13.87%	70.90%	30.90%
PYPL PayPal Holdings, Inc.	-6.82%	-1.79%	-7.38%	-20.56%	-13.13%	N/A
OPEN Opendoor Technologies Inc.	-44.87%	34.24%	-26.27%	-41.88%	N/A	N/A
PLTR Palantir Technologies Inc.	55.10%	10.50%	62.87%	64.89%	N/A	N/A
MQ Marqeta, Inc.	-23.93%	-1.12%	-14.77%	0.57%	N/A	N/A
NFLX Netflix, Inc.	30.24%	-6.43%	11.16%	53.47%	13.59%	26.51%
SOFI SoFi Technologies, Inc.	-26.93%	12.54%	-4.59%	-20.02%	N/A	N/A
CAKE The Cheesecake Factory Incorporated	6.35%	-7.72%	10.95%	2.84%	-1.55%	0.33%

Monthly Returns

The table below presents the monthly returns of Full, 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	-5.55%	13.39%	0.77%	-7.11%	3.96%	1.47%							8.06%
2023	28.39%	-5.21%	1.62%	-4.83%	14.88%	14.13%	11.27%	-9.41%	-6.98%	-6.48%	16.80%	14.68%	81.23%
2022	-16.27%	-4.81%	0.28%	-18.28%	-5.37%	-15.17%	18.41%	-3.24%	-6.83%	7.90%	-4.88%	-9.94%	-48.26%
2021									-2.94%	12.55%	-11.80%	-3.76%	-7.27%

Expense Ratio

Full has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Full is 10, indicating that it is in the bottom 10% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

Full

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Full

^GSPC

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
TOST Toast, Inc.	0.17	0.66	1.08	0.12	0.45
COST Costco Wholesale Corporation	2.59	3.14	1.47	4.17	13.12
MA Mastercard Inc	0.48	0.71	1.10	0.59	1.44
SPGI S&P Global Inc.	0.71	1.03	1.15	0.51	2.47
TXRH Texas Roadhouse, Inc.	2.18	3.29	1.39	2.31	8.39
COIN Coinbase Global, Inc.	1.80	2.51	1.28	1.65	7.27
WYNN Wynn Resorts, Limited	-0.95	-1.30	0.85	-0.87	-1.80
TSLA Tesla, Inc.	-0.31	-0.12	0.99	-0.26	-0.66
PYPL PayPal Holdings, Inc.	-0.62	-0.68	0.91	-0.27	-1.09
OPEN Opendoor Technologies Inc.	-0.51	-0.33	0.96	-0.48	-0.93
PLTR Palantir Technologies Inc.	0.95	1.80	1.23	1.21	3.81
MQ Marqeta, Inc.	-0.05	0.31	1.04	-0.03	-0.14
NFLX Netflix, Inc.	1.51	2.38	1.30	1.00	7.56
SOFI SoFi Technologies, Inc.	-0.38	-0.20	0.98	-0.32	-0.72
CAKE The Cheesecake Factory Incorporated	0.03	0.29	1.03	0.03	0.11

Sharpe Ratio

The current Full Sharpe ratio is 0.71. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.23 to 1.94, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Full with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Full

Benchmark (^GSPC)

Portfolio components

Dividends

Dividend yield

Full granted a 0.63% dividend yield in the last twelve months.

	TTM	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014	2013
Full	0.63%	0.66%	0.46%	0.20%	0.46%	0.70%	0.67%	0.76%	0.57%	0.93%	0.67%	0.61%
Portfolio components:
TOST Toast, 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%
COST Costco Wholesale Corporation	2.50%	2.87%	0.76%	0.54%	3.38%	0.86%	1.08%	4.81%	1.09%	4.06%	0.97%	1.01%
MA Mastercard Inc	0.59%	0.53%	0.56%	0.49%	0.45%	0.44%	0.53%	0.58%	0.74%	0.66%	0.51%	0.25%
SPGI S&P Global Inc.	0.75%	0.82%	0.99%	0.65%	0.82%	0.84%	1.18%	0.97%	1.34%	1.34%	1.35%	1.43%
TXRH Texas Roadhouse, Inc.	1.40%	1.80%	2.02%	1.34%	0.46%	2.13%	1.68%	1.59%	1.58%	1.90%	1.78%	1.73%
COIN Coinbase Global, 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%
WYNN Wynn Resorts, Limited	1.24%	0.82%	0.00%	0.00%	0.89%	2.70%	2.78%	1.19%	2.31%	4.34%	4.19%	3.60%
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%
PYPL PayPal Holdings, 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%
OPEN Opendoor Technologies 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%
PLTR Palantir Technologies 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%
MQ Marqeta, 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%
NFLX Netflix, 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%
SOFI SoFi Technologies, 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%
CAKE The Cheesecake Factory Incorporated	2.94%	3.08%	2.55%	0.00%	0.97%	3.55%	2.85%	2.20%	1.47%	1.58%	1.21%	1.08%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.

Full

Benchmark (^GSPC)

Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Full. 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 Full was 59.52%, occurring on Dec 28, 2022. The portfolio has not yet recovered.

The current Full drawdown is 17.38%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-59.52%	Nov 2, 2021	291	Dec 28, 2022	—	—	—
-6.04%	Sep 27, 2021	6	Oct 4, 2021	8	Oct 14, 2021	14
-1.18%	Oct 27, 2021	1	Oct 27, 2021	3	Nov 1, 2021	4
-0.68%	Oct 22, 2021	1	Oct 22, 2021	1	Oct 25, 2021	2
-0.07%	Oct 20, 2021	1	Oct 20, 2021	1	Oct 21, 2021	2

Volatility

Volatility Chart

The current Full volatility is 7.74%, 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.

Full

Benchmark (^GSPC)

Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	COST	WYNN	TXRH	CAKE	MA	TSLA	SPGI	NFLX	COIN	MQ	TOST	OPEN	PYPL	SOFI	PLTR
COST	1.00	0.21	0.32	0.27	0.45	0.39	0.53	0.40	0.37	0.28	0.38	0.34	0.36	0.34	0.39
WYNN	0.21	1.00	0.34	0.40	0.39	0.34	0.30	0.39	0.36	0.41	0.42	0.39	0.45	0.43	0.43
TXRH	0.32	0.34	1.00	0.69	0.36	0.31	0.36	0.36	0.36	0.34	0.44	0.37	0.38	0.38	0.40
CAKE	0.27	0.40	0.69	1.00	0.34	0.29	0.30	0.31	0.38	0.38	0.44	0.44	0.38	0.42	0.39
MA	0.45	0.39	0.36	0.34	1.00	0.37	0.57	0.42	0.34	0.41	0.38	0.39	0.51	0.39	0.42
TSLA	0.39	0.34	0.31	0.29	0.37	1.00	0.39	0.47	0.49	0.44	0.42	0.49	0.47	0.51	0.54
SPGI	0.53	0.30	0.36	0.30	0.57	0.39	1.00	0.42	0.39	0.41	0.44	0.45	0.49	0.41	0.48
NFLX	0.40	0.39	0.36	0.31	0.42	0.47	0.42	1.00	0.45	0.45	0.47	0.46	0.51	0.48	0.55
COIN	0.37	0.36	0.36	0.38	0.34	0.49	0.39	0.45	1.00	0.52	0.52	0.55	0.51	0.61	0.59
MQ	0.28	0.41	0.34	0.38	0.41	0.44	0.41	0.45	0.52	1.00	0.58	0.57	0.59	0.59	0.59
TOST	0.38	0.42	0.44	0.44	0.38	0.42	0.44	0.47	0.52	0.58	1.00	0.56	0.55	0.57	0.58
OPEN	0.34	0.39	0.37	0.44	0.39	0.49	0.45	0.46	0.55	0.57	0.56	1.00	0.52	0.63	0.61
PYPL	0.36	0.45	0.38	0.38	0.51	0.47	0.49	0.51	0.51	0.59	0.55	0.52	1.00	0.58	0.57
SOFI	0.34	0.43	0.38	0.42	0.39	0.51	0.41	0.48	0.61	0.59	0.57	0.63	0.58	1.00	0.65
PLTR	0.39	0.43	0.40	0.39	0.42	0.54	0.48	0.55	0.59	0.59	0.58	0.61	0.57	0.65	1.00

The correlation results are calculated based on daily price changes starting from Sep 23, 2021