New v3

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

New v3

Last updated Jul 25, 2024

Asset Allocation

Position	Category/Sector	Weight
CAKE The Cheesecake Factory Incorporated	Consumer Cyclical	6%
COIN Coinbase Global, Inc.	Technology	1%
COST Costco Wholesale Corporation	Consumer Defensive	22%
MA Mastercard Inc	Financial Services	19%
MQ Marqeta, Inc.	Technology	2%
NFLX Netflix, Inc.	Communication Services	8%
OPEN Opendoor Technologies Inc.	Real Estate	1%
PLTR Palantir Technologies Inc.	Technology	5%
PYPL PayPal Holdings, Inc.	Financial Services	5%
SOFI SoFi Technologies, Inc.	Financial Services	1%
SPGI S&P Global Inc.	Financial Services	13%
TOST Toast, Inc.	Technology	2%
TSLA Tesla, Inc.	Consumer Cyclical	3%
TXRH Texas Roadhouse, Inc.	Consumer Cyclical	12%

Benchmark

S&P 500

Rebalance portfolio

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in New v3, 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

New v3

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%
New v3	16.42%	-1.13%	15.48%	29.88%	N/A	N/A
Portfolio components:
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%
PLTR Palantir Technologies Inc.	55.10%	10.50%	62.87%	64.89%	N/A	N/A
CAKE The Cheesecake Factory Incorporated	6.35%	-7.72%	10.95%	2.84%	-1.55%	0.33%
NFLX Netflix, Inc.	30.24%	-6.43%	11.16%	53.47%	13.59%	26.51%
PYPL PayPal Holdings, Inc.	-6.82%	-1.79%	-7.38%	-20.56%	-13.13%	N/A
TSLA Tesla, Inc.	-11.36%	12.16%	20.19%	-13.87%	70.90%	30.90%
MQ Marqeta, Inc.	-23.93%	-1.12%	-14.77%	0.57%	N/A	N/A
TOST Toast, Inc.	36.86%	-2.84%	43.21%	17.54%	N/A	N/A
SOFI SoFi Technologies, Inc.	-26.93%	12.54%	-4.59%	-20.02%	N/A	N/A
OPEN Opendoor Technologies Inc.	-44.87%	34.24%	-26.27%	-41.88%	N/A	N/A
COIN Coinbase Global, Inc.	33.12%	7.89%	84.92%	149.78%	N/A	N/A

Monthly Returns

The table below presents the monthly returns of New v3, 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	1.90%	9.06%	0.52%	-3.18%	5.45%	2.75%							16.42%
2023	15.50%	-4.63%	2.43%	-0.15%	6.28%	8.58%	4.50%	-4.43%	-3.94%	-2.83%	12.90%	7.94%	47.70%
2022	-9.96%	-2.77%	2.09%	-11.40%	-6.56%	-7.80%	16.24%	-3.76%	-7.02%	10.56%	2.25%	-8.67%	-26.74%
2021									-1.31%	5.78%	-4.72%	2.95%	2.39%

Expense Ratio

New v3 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 New v3 is 54, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

New v3

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.

New v3

^GSPC

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
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
PLTR Palantir Technologies Inc.	0.95	1.80	1.23	1.21	3.81
CAKE The Cheesecake Factory Incorporated	0.03	0.29	1.03	0.03	0.11
NFLX Netflix, Inc.	1.51	2.38	1.30	1.00	7.56
PYPL PayPal Holdings, Inc.	-0.62	-0.68	0.91	-0.27	-1.09
TSLA Tesla, Inc.	-0.31	-0.12	0.99	-0.26	-0.66
MQ Marqeta, Inc.	-0.05	0.31	1.04	-0.03	-0.14
TOST Toast, Inc.	0.17	0.66	1.08	0.12	0.45
SOFI SoFi Technologies, Inc.	-0.38	-0.20	0.98	-0.32	-0.72
OPEN Opendoor Technologies Inc.	-0.51	-0.33	0.96	-0.48	-0.93
COIN Coinbase Global, Inc.	1.80	2.51	1.28	1.65	7.27

Sharpe Ratio

The current New v3 Sharpe ratio is 1.74. 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 1.24 to 1.94, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of New v3 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.

New v3

Benchmark (^GSPC)

Portfolio components

Dividends

Dividend yield

New v3 granted a 1.10% dividend yield in the last twelve months.

	TTM	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014	2013
New v3	1.10%	1.24%	0.80%	0.46%	1.05%	0.85%	0.86%	1.62%	0.83%	1.52%	0.77%	0.73%
Portfolio components:
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%
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%
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%
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%
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%
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%
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%
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%
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%
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%
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%

Drawdowns

Drawdowns Chart

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

New v3

Benchmark (^GSPC)

Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the New v3. 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 New v3 was 37.31%, occurring on Jun 16, 2022. Recovery took 375 trading sessions.

The current New v3 drawdown is 4.42%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-37.31%	Nov 8, 2021	153	Jun 16, 2022	375	Dec 13, 2023	528
-6.72%	Mar 21, 2024	21	Apr 19, 2024	17	May 14, 2024	38
-5.28%	Sep 27, 2021	6	Oct 4, 2021	15	Oct 25, 2021	21
-4.83%	Jul 17, 2024	7	Jul 25, 2024	—	—	—
-4.64%	Dec 28, 2023	4	Jan 3, 2024	17	Jan 29, 2024	21

Volatility

Volatility Chart

The current New v3 volatility is 5.10%, 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.

New v3

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	CAKE	TXRH	MA	TSLA	SPGI	NFLX	COIN	MQ	TOST	OPEN	PYPL	SOFI	PLTR
COST	1.00	0.27	0.32	0.45	0.39	0.53	0.40	0.37	0.28	0.38	0.34	0.36	0.34	0.39
CAKE	0.27	1.00	0.69	0.34	0.29	0.30	0.31	0.38	0.38	0.44	0.44	0.38	0.42	0.39
TXRH	0.32	0.69	1.00	0.36	0.31	0.36	0.36	0.36	0.34	0.44	0.37	0.38	0.38	0.40
MA	0.45	0.34	0.36	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	0.29	0.31	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	0.57	0.39	1.00	0.42	0.39	0.41	0.44	0.45	0.49	0.41	0.48
NFLX	0.40	0.31	0.36	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	0.38	0.36	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	0.38	0.34	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	0.44	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	0.44	0.37	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	0.38	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	0.42	0.38	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	0.39	0.40	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