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THE ONE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

THE ONE

Last updated Sep 21, 2024

Asset Allocation

IWY 5%SCHG 5%XLG 5%IAK 5%CGDV 5%QUAL 5%DGRW 5%ITB 5%URNM 5%MOAT 5%FTCS 5%META 3%NVDA 3%DLO 3%PDD 3%GOOG 3%MA 3%ANET 3%PANW 3%MSFT 3%BITO 3%SPIR 1.5%PPTA 1.5%PCT 1.5%LOVE 1.5%IONQ 1.5%HDSN 1.5%SOUN 1.5%ACHV 1.5%INMD 1.5%LAC 1.5%EquityEquity
PositionCategory/SectorWeight
ACHV
Achieve Life Sciences, Inc.		Healthcare
1.50%
ANET
Arista Networks, Inc.		Technology
3%
BITO
ProShares Bitcoin Strategy ETF		Technology Equities, Actively Managed, Blockchain
3%
CGDV
Capital Group Dividend Value ETF		Large Cap Value Equities, Dividend
5%
DGRW
WisdomTree U.S. Dividend Growth Fund		Large Cap Growth Equities, Dividend
5%
DLO
DLocal Limited		Technology
3%
FTCS
First Trust Capital Strength ETF		Large Cap Growth Equities
5%
GOOG
Alphabet Inc.		Communication Services
3%
HDSN
Hudson Technologies, Inc.		Basic Materials
1.50%
IAK
iShares U.S. Insurance ETF		Financials Equities
5%
INMD
InMode Ltd.		Healthcare
1.50%
IONQ
IonQ, Inc.		Technology
1.50%
ITB
iShares U.S. Home Construction ETF		Building & Construction
5%
IWY
iShares Russell Top 200 Growth ETF		Large Cap Growth Equities
5%
LAC
Lithium Americas Corp.		Basic Materials
1.50%
LOVE
The Lovesac Company		Consumer Cyclical
1.50%
MA
Mastercard Inc		Financial Services
3%
META
Meta Platforms, Inc.		Communication Services
3%
MOAT
VanEck Vectors Morningstar Wide Moat ETF		Large Cap Blend Equities
5%
MSFT
Microsoft Corporation		Technology
3%
NVDA
3%
PANW
3%
PCT
1.50%
PDD
3%
PPTA
1.50%
QUAL
5%
SCHG
5%
SOUN
1.50%
SPIR
1.50%
URNM
5%
XLG
5%

Performance

Performance Chart

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

-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
5.54%
8.96%
THE ONE
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Feb 24, 2022, corresponding to the inception date of CGDV

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		19.55%1.45%8.95%31.70%13.79%11.17%
THE ONE22.38%2.88%5.54%N/AN/AN/A
Portfolio components:
IWY
iShares Russell Top 200 Growth ETF		25.02%2.47%11.16%42.04%20.95%17.49%
SCHG
24.83%2.25%10.85%N/AN/AN/A
XLG
25.50%2.10%11.70%N/AN/AN/A
IAK
iShares U.S. Insurance ETF		30.22%4.87%13.18%40.04%14.76%12.65%
META
Meta Platforms, Inc.		59.07%5.63%10.37%90.39%24.32%21.86%
NVDA
134.29%-6.25%23.05%N/AN/AN/A
DLO
DLocal Limited		-53.87%-6.42%-46.67%-56.80%N/AN/A
PDD
-31.72%-32.13%-18.77%N/AN/AN/A
GOOG
Alphabet Inc.		17.11%-0.38%8.75%25.64%21.87%19.04%
MA
Mastercard Inc		16.04%5.10%2.59%22.88%13.34%21.42%
ANET
Arista Networks, Inc.		63.25%9.17%25.47%116.16%45.07%33.74%
PANW
15.34%-2.68%18.60%N/AN/AN/A
MSFT
Microsoft Corporation		16.38%4.75%1.89%37.24%26.77%27.08%
SPIR
31.46%38.73%-14.55%N/AN/AN/A
PPTA
176.34%1.39%112.62%N/AN/AN/A
PCT
128.64%58.83%52.55%N/AN/AN/A
LOVE
The Lovesac Company		2.23%11.91%21.49%31.85%4.81%N/A
IONQ
IonQ, Inc.		-33.66%12.45%-12.46%-39.25%N/AN/A
HDSN
Hudson Technologies, Inc.		-39.29%2.38%-31.06%-31.75%63.21%9.77%
SOUN
134.43%0.81%-19.06%N/AN/AN/A
ACHV
Achieve Life Sciences, Inc.		11.65%4.43%0.00%4.55%-36.62%-51.34%
INMD
InMode Ltd.		-21.67%12.46%-14.82%-45.98%5.98%N/A
LAC
Lithium Americas Corp.		-64.22%-13.26%-66.96%N/AN/AN/A
BITO
ProShares Bitcoin Strategy ETF		41.69%4.31%-4.60%118.24%N/AN/A
CGDV
Capital Group Dividend Value ETF		22.20%3.37%12.78%38.09%N/AN/A
QUAL
21.77%1.50%8.62%N/AN/AN/A
DGRW
WisdomTree U.S. Dividend Growth Fund		18.73%2.33%9.58%30.54%15.24%13.24%
ITB
iShares U.S. Home Construction ETF		23.72%6.32%10.40%60.27%25.00%19.05%
URNM
-10.77%7.38%-13.27%N/AN/AN/A
MOAT
VanEck Vectors Morningstar Wide Moat ETF		12.02%2.41%7.36%25.37%14.89%13.24%
FTCS
First Trust Capital Strength ETF		13.96%2.01%6.75%22.85%11.07%11.33%

Monthly Returns

The table below presents the monthly returns of THE ONE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.76%11.09%2.31%-5.45%5.90%-0.07%3.54%-0.40%22.38%
2023-3.22%11.56%4.86%13.20%

Expense Ratio

THE ONE has an expense ratio of 0.23%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

IWY
iShares Russell Top 200 Growth ETF
Expense ratio chart for IWY: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
IAK
iShares U.S. Insurance ETF
Expense ratio chart for IAK: current value at 0.43% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.43%
BITO
ProShares Bitcoin Strategy ETF
Expense ratio chart for BITO: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
FTCS
First Trust Capital Strength ETF
Expense ratio chart for FTCS: current value at 0.56% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.56%
ITB
iShares U.S. Home Construction ETF
Expense ratio chart for ITB: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%
CGDV
Capital Group Dividend Value ETF
Expense ratio chart for CGDV: current value at 0.33% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.33%
DGRW
WisdomTree U.S. Dividend Growth Fund
Expense ratio chart for DGRW: current value at 0.28% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.28%
MOAT
VanEck Vectors Morningstar Wide Moat ETF
Expense ratio chart for MOAT: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%

Risk-Adjusted Performance

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.

THE ONE
Sharpe ratio
No data
Sortino ratio
No data
Omega ratio
No data
Calmar ratio
No data
Martin ratio
No data
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.32, compared to the broader market-1.000.001.002.003.004.002.32
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.11, compared to the broader market-2.000.002.004.006.003.11
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.801.001.201.401.601.801.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.09, compared to the broader market0.002.004.006.008.0010.002.09
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 14.29, compared to the broader market0.0010.0020.0030.0040.0014.29
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
IWY
iShares Russell Top 200 Growth ETF		2.242.901.392.8110.71
SCHG
—————
XLG
—————
IAK
iShares U.S. Insurance ETF		2.783.631.485.7917.08
META
Meta Platforms, Inc.		2.393.281.443.5814.48
NVDA
—————
DLO
DLocal Limited		-1.21-1.830.73-0.64-1.58
PDD
—————
GOOG
Alphabet Inc.		0.811.191.171.022.95
MA
Mastercard Inc		1.251.671.241.654.19
ANET
Arista Networks, Inc.		2.633.211.445.5517.04
PANW
—————
MSFT
Microsoft Corporation		1.862.421.312.377.24
SPIR
—————
PPTA
—————
PCT
—————
LOVE
The Lovesac Company		0.411.071.120.291.35
IONQ
IonQ, Inc.		-0.64-0.700.93-0.56-1.10
HDSN
Hudson Technologies, Inc.		-0.80-1.000.87-0.45-1.12
SOUN
—————
ACHV
Achieve Life Sciences, Inc.		0.070.561.100.040.20
INMD
InMode Ltd.		-0.93-1.290.83-0.56-1.22
LAC
Lithium Americas Corp.		—————
BITO
ProShares Bitcoin Strategy ETF		2.072.621.311.829.26
CGDV
Capital Group Dividend Value ETF		3.014.131.533.9825.51
QUAL
—————
DGRW
WisdomTree U.S. Dividend Growth Fund		2.593.571.472.8816.39
ITB
iShares U.S. Home Construction ETF		2.042.801.342.809.34
URNM
—————
MOAT
VanEck Vectors Morningstar Wide Moat ETF		1.772.481.321.549.15
FTCS
First Trust Capital Strength ETF		2.263.141.401.5312.34

Sharpe Ratio

There is not enough data available to calculate the Sharpe ratio for THE ONE. We calculate this metric based on the past 12 months of trading data. Please check back later for updated information.

Chart placeholderNot enough data

Dividends

Dividend yield

THE ONE granted a 2.32% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
THE ONE2.32%1.22%0.70%0.85%0.71%0.67%0.83%0.67%0.79%0.84%0.78%0.63%
Portfolio components:
IWY
iShares Russell Top 200 Growth ETF		0.52%0.68%0.88%0.50%0.71%1.06%1.32%1.26%1.51%1.58%1.44%1.56%
SCHG
0.32%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.27%1.22%1.09%1.07%
XLG
0.58%0.97%1.34%0.94%1.25%1.58%2.00%1.85%2.00%2.09%1.97%1.97%
IAK
iShares U.S. Insurance ETF		1.20%1.44%1.69%2.26%2.07%1.84%2.33%1.62%1.68%1.62%1.57%1.13%
META
Meta Platforms, Inc.		0.27%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NVDA
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.30%0.46%1.19%1.68%1.95%
DLO
DLocal Limited		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PDD
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GOOG
Alphabet Inc.		0.24%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MA
Mastercard Inc		0.52%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%0.51%0.25%
ANET
Arista Networks, 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%
PANW
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MSFT
Microsoft Corporation		0.69%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
SPIR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PPTA
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PCT
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LOVE
The Lovesac Company		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IONQ
IonQ, 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%
HDSN
Hudson 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%
SOUN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ACHV
Achieve Life Sciences, 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%
INMD
InMode Ltd.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LAC
Lithium Americas Corp.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BITO
ProShares Bitcoin Strategy ETF		54.22%15.14%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CGDV
Capital Group Dividend Value ETF		1.41%1.65%1.36%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QUAL
1.00%1.23%1.59%1.20%1.39%1.60%2.00%1.76%1.96%1.63%1.35%0.63%
DGRW
WisdomTree U.S. Dividend Growth Fund		1.52%1.74%2.15%1.78%1.91%2.20%2.42%1.73%2.13%2.18%1.79%1.05%
ITB
iShares U.S. Home Construction ETF		0.39%0.48%0.86%0.37%0.46%0.50%0.63%0.28%0.43%0.34%0.34%0.12%
URNM
4.07%3.63%0.00%6.70%2.57%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MOAT
VanEck Vectors Morningstar Wide Moat ETF		0.77%0.86%1.25%1.08%1.46%1.31%1.79%1.07%1.17%2.13%1.34%0.79%
FTCS
First Trust Capital Strength ETF		1.04%1.47%1.23%1.06%0.93%1.26%1.26%1.15%1.43%1.50%2.01%1.34%

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.

-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-0.36%
-0.19%
THE ONE
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the THE ONE. 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 THE ONE was 10.32%, occurring on Aug 5, 2024. Recovery took 32 trading sessions.

The current THE ONE drawdown is 0.36%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-10.32%Jul 17, 202414Aug 5, 202432Sep 19, 202446
-8.19%Mar 21, 202421Apr 19, 202455Jul 10, 202476
-6.97%Oct 11, 202313Oct 27, 202310Nov 10, 202323
-3.28%Feb 16, 20243Feb 21, 20243Feb 26, 20246
-2.57%Dec 28, 20236Jan 5, 20243Jan 10, 20249

Volatility

Volatility Chart

The current THE ONE volatility is 6.19%, 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.

2.00%3.00%4.00%5.00%6.00%7.00%8.00%AprilMayJuneJulyAugustSeptember
6.19%
4.31%
THE ONE
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.
ACHVIAKPDDBITOHDSNPPTAPCTURNMSPIRPANWLOVEMADLOINMDGOOGLACSOUNNVDAMETAANETIONQMSFTFTCSITBMOATIWYXLGSCHGCGDVQUALDGRW
ACHV1.000.060.180.130.180.150.190.200.170.110.300.110.250.280.160.290.220.130.060.130.240.150.210.200.240.200.200.190.280.200.25
IAK0.061.00-0.000.140.230.180.100.170.120.120.150.410.110.100.060.140.14-0.010.130.110.120.120.600.330.420.130.180.150.430.300.38
PDD0.18-0.001.000.090.070.150.020.170.080.270.180.190.240.120.250.200.170.240.260.220.220.260.150.180.180.310.310.310.250.300.27
BITO0.130.140.091.000.170.160.170.150.240.180.260.090.230.280.120.280.260.210.150.200.230.170.180.240.260.220.220.240.230.250.26
HDSN0.180.230.070.171.000.170.220.130.220.110.290.230.210.230.130.310.220.090.100.160.210.170.290.280.320.190.200.210.330.250.29
PPTA0.150.180.150.160.171.000.240.200.200.050.290.140.200.230.110.320.190.170.160.170.240.100.280.320.360.210.240.230.390.300.34
PCT0.190.100.020.170.220.241.000.080.370.110.370.100.210.300.080.350.370.070.140.120.320.080.280.410.410.190.200.230.370.260.31
URNM0.200.170.170.150.130.200.081.000.160.200.130.180.180.150.200.290.190.270.250.320.280.270.230.250.240.330.340.330.380.330.33
SPIR0.170.120.080.240.220.200.370.161.000.130.420.160.340.340.160.380.420.240.220.250.440.170.270.430.430.340.350.360.420.370.41
PANW0.110.120.270.180.110.050.110.200.131.000.140.300.220.240.350.160.280.370.340.450.290.430.310.270.330.520.490.530.360.510.44
LOVE0.300.150.180.260.290.290.370.130.420.141.000.110.310.450.160.440.390.140.120.170.440.100.300.490.460.260.280.290.440.340.41
MA0.110.410.190.090.230.140.100.180.160.300.111.000.210.180.220.220.220.150.290.280.200.320.640.310.510.400.420.400.520.550.56
DLO0.250.110.240.230.210.200.210.180.340.220.310.211.000.350.270.400.380.200.270.260.340.250.300.320.410.340.340.360.420.370.37
INMD0.280.100.120.280.230.230.300.150.340.240.450.180.351.000.160.350.380.200.190.270.470.180.320.410.480.300.320.330.440.380.43
GOOG0.160.060.250.120.130.110.080.200.160.350.160.220.270.161.000.230.140.380.500.350.250.630.270.230.330.660.650.640.390.530.44
LAC0.290.140.200.280.310.320.350.290.380.160.440.220.400.350.231.000.360.140.180.210.430.220.330.440.470.300.320.320.450.360.42
SOUN0.220.140.170.260.220.190.370.190.420.280.390.220.380.380.140.361.000.240.210.250.520.240.360.450.510.340.350.360.460.400.44
NVDA0.13-0.010.240.210.090.170.070.270.240.370.140.150.200.200.380.140.241.000.500.560.300.520.170.330.250.760.740.760.450.670.52
META0.060.130.260.150.100.160.140.250.220.340.120.290.270.190.500.180.210.501.000.530.380.640.320.380.350.700.690.700.520.640.52
ANET0.130.110.220.200.160.170.120.320.250.450.170.280.260.270.350.210.250.560.531.000.420.580.290.360.340.670.650.680.540.640.56
IONQ0.240.120.220.230.210.240.320.280.440.290.440.200.340.470.250.430.520.300.380.421.000.290.330.510.490.450.450.480.530.490.52
MSFT0.150.120.260.170.170.100.080.270.170.430.100.320.250.180.630.220.240.520.640.580.291.000.360.350.380.810.790.790.530.700.62
FTCS0.210.600.150.180.290.280.280.230.270.310.300.640.300.320.270.330.360.170.320.290.330.361.000.590.810.480.530.490.800.690.82
ITB0.200.330.180.240.280.320.410.250.430.270.490.310.320.410.230.440.450.330.380.360.510.350.591.000.720.490.500.530.770.630.69
MOAT0.240.420.180.260.320.360.410.240.430.330.460.510.410.480.330.470.510.250.350.340.490.380.810.721.000.520.570.560.850.710.82
IWY0.200.130.310.220.190.210.190.330.340.520.260.400.340.300.660.300.340.760.700.670.450.810.480.490.521.000.990.990.710.910.80
XLG0.200.180.310.220.200.240.200.340.350.490.280.420.340.320.650.320.350.740.690.650.450.790.530.500.570.991.000.980.740.920.84
SCHG0.190.150.310.240.210.230.230.330.360.530.290.400.360.330.640.320.360.760.700.680.480.790.490.530.560.990.981.000.740.920.81
CGDV0.280.430.250.230.330.390.370.380.420.360.440.520.420.440.390.450.460.450.520.540.530.530.800.770.850.710.740.741.000.860.92
QUAL0.200.300.300.250.250.300.260.330.370.510.340.550.370.380.530.360.400.670.640.640.490.700.690.630.710.910.920.920.861.000.93
DGRW0.250.380.270.260.290.340.310.330.410.440.410.560.370.430.440.420.440.520.520.560.520.620.820.690.820.800.840.810.920.931.00
The correlation results are calculated based on daily price changes starting from Oct 3, 2023