Rolly gets roll'd over

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Rolly gets roll'd over

Currency in USD · Last updated May 30, 2025

Asset Allocation

Position	Category/Sector	Target Weight
AJG Arthur J. Gallagher & Co.	Financial Services	6.67%
AVGO Broadcom Inc.	Technology	6.67%
AXON Axon Enterprise, Inc.	Industrials	6.67%
CASY Casey's General Stores, Inc.	Consumer Defensive	6.67%
COST Costco Wholesale Corporation	Consumer Defensive	6.67%
FICO Fair Isaac Corporation	Technology	6.67%
HWM Howmet Aerospace Inc.	Industrials	6.67%
NFLX Netflix, Inc.	Communication Services	6.67%
NOW ServiceNow, Inc.	Technology	6.67%
ORLY O'Reilly Automotive, Inc.	Consumer Cyclical	6.67%
PGR The Progressive Corporation	Financial Services	6.67%
PLTR Palantir Technologies Inc.	Technology	6.67%
SFM Sprouts Farmers Market, Inc.	Consumer Defensive	6.67%
SNEX StoneX Group Inc.	Financial Services	6.67%
TPL Texas Pacific Land Corporation	Energy	6.67%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Sep 30, 2020, corresponding to the inception date of PLTR

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	0.52%	6.32%	-1.44%	12.25%	14.20%	10.84%
Rolly gets roll'd over	21.49%	3.95%	15.70%	86.74%	N/A	N/A
Portfolio components:
NOW ServiceNow, Inc.	-4.23%	7.68%	-2.51%	38.86%	21.22%	29.65%
NFLX Netflix, Inc.	32.93%	5.26%	35.05%	81.00%	23.07%	29.55%
AVGO Broadcom Inc.	4.69%	26.57%	52.41%	76.12%	56.66%	35.81%
AXON Axon Enterprise, Inc.	22.88%	19.50%	15.01%	156.97%	57.25%	37.20%
PLTR Palantir Technologies Inc.	61.73%	5.38%	85.19%	484.15%	N/A	N/A
TPL Texas Pacific Land Corporation	8.47%	-9.92%	-26.63%	99.02%	45.92%	39.19%
HWM Howmet Aerospace Inc.	55.74%	23.78%	45.96%	102.93%	67.45%	N/A
SNEX StoneX Group Inc.	28.75%	-6.29%	21.07%	67.11%	29.97%	18.71%
CASY Casey's General Stores, Inc.	11.43%	-4.84%	4.88%	36.06%	23.28%	18.25%
ORLY O'Reilly Automotive, Inc.	14.02%	-3.37%	8.69%	41.15%	26.51%	19.78%
PGR The Progressive Corporation	18.08%	0.36%	6.02%	39.39%	31.61%	29.18%
COST Costco Wholesale Corporation	10.36%	1.85%	5.16%	25.72%	28.85%	23.78%
AJG Arthur J. Gallagher & Co.	20.68%	7.81%	8.91%	40.53%	30.93%	23.88%
SFM Sprouts Farmers Market, Inc.	31.76%	-2.83%	10.17%	111.51%	46.13%	18.58%
FICO Fair Isaac Corporation	-15.37%	-14.10%	-28.42%	24.24%	33.15%	34.33%

*Annualized

Monthly Returns

The table below presents the monthly returns of Rolly gets roll'd over, 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	7.83%	1.93%	-3.19%	10.31%	3.50%								21.49%
2024	2.77%	12.70%	1.92%	-3.13%	6.23%	8.23%	6.67%	6.16%	4.45%	5.76%	20.62%	-5.30%	87.87%
2023	6.13%	-1.19%	4.97%	-0.99%	7.30%	6.02%	4.54%	2.15%	-1.22%	1.17%	10.05%	3.70%	51.01%
2022	-7.59%	1.71%	4.96%	-12.28%	1.13%	-4.23%	12.32%	-1.13%	-5.12%	14.35%	8.87%	-5.57%	3.81%
2021	3.43%	1.34%	8.90%	2.64%	-0.27%	2.94%	0.37%	2.33%	-3.67%	5.20%	-3.38%	6.12%	28.37%
2020										-1.00%	25.32%	3.67%	28.62%

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

Rolly gets roll'd over 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.

The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 98, Rolly gets roll'd over is among the top 2% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

Overall Rank

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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
NOW ServiceNow, Inc.	0.90	1.45	1.20	0.98	2.69
NFLX Netflix, Inc.	2.52	3.34	1.44	4.34	14.21
AVGO Broadcom Inc.	1.22	1.92	1.26	1.80	4.96
AXON Axon Enterprise, Inc.	2.81	3.67	1.57	5.18	13.52
PLTR Palantir Technologies Inc.	6.80	5.14	1.70	10.41	35.83
TPL Texas Pacific Land Corporation	1.77	2.36	1.34	2.66	5.70
HWM Howmet Aerospace Inc.	2.69	3.29	1.47	5.22	19.23
SNEX StoneX Group Inc.	2.00	2.63	1.34	3.85	12.76
CASY Casey's General Stores, Inc.	1.13	1.67	1.20	2.01	6.23
ORLY O'Reilly Automotive, Inc.	2.02	2.56	1.31	2.05	11.67
PGR The Progressive Corporation	1.62	2.10	1.30	3.16	8.00
COST Costco Wholesale Corporation	1.18	1.63	1.22	1.46	4.18
AJG Arthur J. Gallagher & Co.	1.87	2.17	1.30	2.99	8.28
SFM Sprouts Farmers Market, Inc.	2.97	3.10	1.47	4.08	11.93
FICO Fair Isaac Corporation	0.61	0.92	1.14	0.59	1.52

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Rolly gets roll'd over Sharpe ratios as of May 30, 2025 (values are recalculated daily):

1-Year: 3.59
All Time: 2.23

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.58 to 1.14, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Rolly gets roll'd over compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

Rolly gets roll'd over provided a 0.39% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	0.39%	0.34%	0.50%	0.50%	0.79%	0.99%	0.80%	0.75%	0.85%	0.63%	0.80%	0.80%
Portfolio components:
NOW ServiceNow, 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%
AVGO Broadcom Inc.	0.92%	0.94%	1.71%	3.02%	2.24%	3.05%	3.54%	3.11%	1.87%	1.43%	1.13%	1.22%
AXON Axon Enterprise, 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%
TPL Texas Pacific Land Corporation	1.30%	1.58%	0.83%	1.37%	0.88%	3.58%	0.77%	0.75%	0.30%	0.10%	0.22%	0.23%
HWM Howmet Aerospace Inc.	0.21%	0.24%	0.31%	0.25%	0.13%	0.05%	0.39%	1.42%	0.88%	0.49%	0.00%	0.00%
SNEX StoneX Group 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%
CASY Casey's General Stores, Inc.	0.45%	0.47%	0.59%	0.65%	0.69%	0.72%	0.77%	0.86%	1.13%	0.77%	0.70%	0.84%
ORLY O'Reilly Automotive, 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%
PGR The Progressive Corporation	1.77%	0.48%	0.25%	0.31%	6.23%	2.68%	3.89%	1.86%	1.21%	2.50%	2.16%	5.53%
COST Costco Wholesale Corporation	0.47%	0.49%	2.87%	0.76%	0.54%	3.38%	0.86%	1.08%	4.81%	1.09%	4.06%	0.97%
AJG Arthur J. Gallagher & Co.	0.72%	0.85%	0.98%	1.08%	1.13%	1.46%	1.81%	2.23%	2.47%	2.93%	3.62%	3.06%
SFM Sprouts Farmers Market, 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%
FICO Fair Isaac Corporation	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.01%	0.07%	0.08%	0.11%

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 Rolly gets roll'd over. 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 Rolly gets roll'd over was 20.93%, occurring on May 11, 2022. Recovery took 118 trading sessions.

The current Rolly gets roll'd over drawdown is 3.66%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-20.93%	Mar 30, 2022	30	May 11, 2022	118	Oct 28, 2022	148
-16.85%	Feb 19, 2025	33	Apr 4, 2025	17	Apr 30, 2025	50
-13.27%	Dec 30, 2021	19	Jan 26, 2022	43	Mar 29, 2022	62
-7.56%	Dec 5, 2022	22	Jan 5, 2023	18	Feb 1, 2023	40
-7.41%	Feb 16, 2023	19	Mar 15, 2023	45	May 18, 2023	64

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

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 15 assets, with an effective number of assets of 15.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

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

	^GSPC	PGR	TPL	SFM	ORLY	SNEX	CASY	AJG	PLTR	NFLX	AXON	COST	HWM	FICO	AVGO	NOW	Portfolio
^GSPC	1.00	0.30	0.35	0.27	0.37	0.45	0.42	0.49	0.54	0.56	0.51	0.60	0.59	0.58	0.71	0.65	0.81
PGR	0.30	1.00	0.16	0.20	0.29	0.24	0.24	0.51	0.03	0.12	0.11	0.28	0.28	0.18	0.12	0.12	0.32
TPL	0.35	0.16	1.00	0.14	0.17	0.36	0.23	0.18	0.19	0.12	0.24	0.13	0.41	0.19	0.24	0.15	0.46
SFM	0.27	0.20	0.14	1.00	0.23	0.24	0.43	0.17	0.16	0.17	0.20	0.33	0.23	0.26	0.17	0.17	0.41
ORLY	0.37	0.29	0.17	0.23	1.00	0.21	0.39	0.42	0.10	0.19	0.17	0.39	0.27	0.27	0.19	0.20	0.40
SNEX	0.45	0.24	0.36	0.24	0.21	1.00	0.29	0.28	0.20	0.19	0.21	0.20	0.44	0.26	0.30	0.24	0.48
CASY	0.42	0.24	0.23	0.43	0.39	0.29	1.00	0.36	0.19	0.20	0.23	0.39	0.33	0.32	0.24	0.22	0.49
AJG	0.49	0.51	0.18	0.17	0.42	0.28	0.36	1.00	0.17	0.23	0.25	0.41	0.37	0.35	0.27	0.29	0.48
PLTR	0.54	0.03	0.19	0.16	0.10	0.20	0.19	0.17	1.00	0.45	0.53	0.30	0.32	0.40	0.45	0.53	0.68
NFLX	0.56	0.12	0.12	0.17	0.19	0.19	0.20	0.23	0.45	1.00	0.40	0.40	0.29	0.41	0.47	0.58	0.58
AXON	0.51	0.11	0.24	0.20	0.17	0.21	0.23	0.25	0.53	0.40	1.00	0.32	0.37	0.43	0.45	0.51	0.66
COST	0.60	0.28	0.13	0.33	0.39	0.20	0.39	0.41	0.30	0.40	0.32	1.00	0.30	0.42	0.44	0.42	0.56
HWM	0.59	0.28	0.41	0.23	0.27	0.44	0.33	0.37	0.32	0.29	0.37	0.30	1.00	0.39	0.41	0.33	0.62
FICO	0.58	0.18	0.19	0.26	0.27	0.26	0.32	0.35	0.40	0.41	0.43	0.42	0.39	1.00	0.47	0.56	0.65
AVGO	0.71	0.12	0.24	0.17	0.19	0.30	0.24	0.27	0.45	0.47	0.45	0.44	0.41	0.47	1.00	0.57	0.66
NOW	0.65	0.12	0.15	0.17	0.20	0.24	0.22	0.29	0.53	0.58	0.51	0.42	0.33	0.56	0.57	1.00	0.67
Portfolio	0.81	0.32	0.46	0.41	0.40	0.48	0.49	0.48	0.68	0.58	0.66	0.56	0.62	0.65	0.66	0.67	1.00

The correlation results are calculated based on daily price changes starting from Oct 1, 2020

Go to the full Correlations tool for more customization options

Performance Analysis

Risk Analysis

Optimization

Factor Model

Rolly gets roll'd over

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

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Screeners

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