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THE ONE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

THE ONE

Last updated Nov 13, 2024

Asset Allocation

VOO 25%QQQ 25%SPIR 5%PPTA 5%PCT 5%HDSN 5%ACHV 5%LAC 5%BITO 5%QUAL 5%HALO 5%MEDP 5%EquityEquity
PositionCategory/SectorWeight
ACHV
Achieve Life Sciences, Inc.		Healthcare
5%
BITO
ProShares Bitcoin Strategy ETF		Technology Equities, Actively Managed, Blockchain
5%
HALO
Halozyme Therapeutics, Inc.		Healthcare
5%
HDSN
Hudson Technologies, Inc.		Basic Materials
5%
LAC
Lithium Americas Corp.		Basic Materials
5%
MEDP
Medpace Holdings, Inc.		Healthcare
5%
PCT
PureCycle Technologies, Inc.		Industrials
5%
PPTA
Perpetua Resources Corp		Basic Materials
5%
QQQ
Invesco QQQ		Large Cap Blend Equities
25%
QUAL
iShares Edge MSCI USA Quality Factor ETF		Large Cap Growth Equities
5%
SPIR
Spire Global, Inc.		Industrials
5%
VOO
Vanguard S&P 500 ETF		Large Cap Growth Equities
25%

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%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
18.34%
12.73%
THE ONE
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 2, 2023, corresponding to the inception date of LAC

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		25.45%2.91%14.05%35.64%14.13%11.39%
THE ONE38.82%7.38%18.34%48.52%N/AN/A
Portfolio components:
SPIR
Spire Global, Inc.		50.77%25.56%3.97%141.60%N/AN/A
PPTA
Perpetua Resources Corp		183.44%-3.39%59.59%173.93%N/AN/A
PCT
PureCycle Technologies, Inc.		212.59%35.11%135.32%225.45%N/AN/A
HDSN
Hudson Technologies, Inc.		-55.67%-23.72%-35.14%-53.13%56.33%4.68%
ACHV
Achieve Life Sciences, Inc.		12.86%-6.81%-10.75%3.33%-22.72%-50.12%
LAC
Lithium Americas Corp.		-36.09%45.55%-6.83%-45.25%N/AN/A
BITO
ProShares Bitcoin Strategy ETF		100.91%35.66%32.19%135.28%N/AN/A
QUAL
iShares Edge MSCI USA Quality Factor ETF		26.02%0.48%11.31%32.93%15.42%13.39%
HALO
Halozyme Therapeutics, Inc.		61.28%10.49%30.10%47.95%26.47%21.50%
MEDP
Medpace Holdings, Inc.		17.71%2.07%-11.10%27.87%38.12%N/A
VOO
Vanguard S&P 500 ETF		26.88%2.17%13.46%35.00%15.93%13.41%
QQQ
Invesco QQQ		25.79%3.10%13.59%34.02%21.42%18.39%

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
2024-1.64%14.20%4.28%-6.46%5.91%1.48%4.97%-1.94%5.61%3.43%38.82%
2023-3.89%9.57%5.26%10.84%

Expense Ratio

THE ONE has an expense ratio of 0.11%, 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.

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%
QUAL
iShares Edge MSCI USA Quality Factor ETF
Expense ratio chart for QUAL: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
QQQ
Invesco QQQ
Expense ratio chart for QQQ: 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%
VOO
Vanguard S&P 500 ETF
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of THE ONE is 43, 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.

The Risk-Adjusted Performance Rank of THE ONE is 4343
Combined Rank
The Sharpe Ratio Rank of THE ONE is 4141Sharpe Ratio Rank
The Sortino Ratio Rank of THE ONE is 3838Sortino Ratio Rank
The Omega Ratio Rank of THE ONE is 3434Omega Ratio Rank
The Calmar Ratio Rank of THE ONE is 6666Calmar Ratio Rank
The Martin Ratio Rank of THE ONE is 3838Martin 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.

THE ONE
Sharpe ratio
The chart of Sharpe ratio for THE ONE, currently valued at 2.58, compared to the broader market0.002.004.006.002.58
Sortino ratio
The chart of Sortino ratio for THE ONE, currently valued at 3.39, compared to the broader market-2.000.002.004.006.003.39
Omega ratio
The chart of Omega ratio for THE ONE, currently valued at 1.43, compared to the broader market0.801.001.201.401.601.802.001.43
Calmar ratio
The chart of Calmar ratio for THE ONE, currently valued at 4.12, compared to the broader market0.005.0010.0015.004.12
Martin ratio
The chart of Martin ratio for THE ONE, currently valued at 14.06, compared to the broader market0.0010.0020.0030.0040.0050.0060.0014.06
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.90, compared to the broader market0.002.004.006.002.90
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.87, compared to the broader market-2.000.002.004.006.003.87
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.54, compared to the broader market0.801.001.201.401.601.802.001.54
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.19, compared to the broader market0.005.0010.0015.004.19
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.72, compared to the broader market0.0010.0020.0030.0040.0050.0060.0018.72
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SPIR
Spire Global, Inc.		1.622.171.322.554.60
PPTA
Perpetua Resources Corp		2.353.181.385.6916.09
PCT
PureCycle Technologies, Inc.		2.412.991.424.8215.84
HDSN
Hudson Technologies, Inc.		-1.08-1.530.79-0.81-1.46
ACHV
Achieve Life Sciences, Inc.		0.200.711.130.280.60
LAC
Lithium Americas Corp.		-0.54-0.440.95-0.54-0.93
BITO
ProShares Bitcoin Strategy ETF		2.092.691.314.098.99
QUAL
iShares Edge MSCI USA Quality Factor ETF		2.793.841.524.5917.58
HALO
Halozyme Therapeutics, Inc.		1.592.331.312.556.31
MEDP
Medpace Holdings, Inc.		0.781.231.190.992.35
VOO
Vanguard S&P 500 ETF		3.064.081.584.4320.25
QQQ
Invesco QQQ		2.112.781.382.699.81

Sharpe Ratio

The current THE ONE Sharpe ratio is 2.58. 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 2.07 to 2.97, 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 THE ONE 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.

Rolling 12-month Sharpe Ratio2.002.503.003.50Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10
2.58
2.90
THE ONE
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

THE ONE provided a 3.03% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
Portfolio3.03%1.34%0.70%0.48%0.59%0.74%0.84%0.74%0.87%0.85%0.88%0.74%
Portfolio components:
SPIR
Spire 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%
PPTA
Perpetua Resources 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%
PCT
PureCycle 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%
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%
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%
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		50.41%15.14%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QUAL
iShares Edge MSCI USA Quality Factor ETF		0.98%1.23%1.59%1.20%1.39%1.60%2.00%1.76%1.96%1.63%1.35%0.63%
HALO
Halozyme Therapeutics, 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%
MEDP
Medpace 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%
VOO
Vanguard S&P 500 ETF		1.23%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
QQQ
Invesco QQQ		0.59%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.02%

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.

-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-0.29%
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 12.76%, occurring on Aug 7, 2024. Recovery took 35 trading sessions.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-12.76%Jul 17, 202416Aug 7, 202435Sep 26, 202451
-8.92%Mar 21, 202429May 1, 202427Jun 10, 202456
-6.55%Oct 11, 202313Oct 27, 202312Nov 14, 202325
-5.36%Dec 28, 202314Jan 18, 202414Feb 7, 202428
-3.45%Dec 11, 20232Dec 12, 20239Dec 26, 202311

Volatility

Volatility Chart

The current THE ONE volatility is 5.85%, 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%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.85%
3.86%
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.
ACHVHDSNBITOPPTAHALOPCTSPIRLACMEDPQQQQUALVOO
ACHV1.000.180.130.140.150.170.160.220.170.170.190.21
HDSN0.181.000.140.170.180.180.200.300.100.150.220.23
BITO0.130.141.000.160.030.200.240.280.230.250.260.28
PPTA0.140.170.161.000.150.210.150.300.140.230.280.29
HALO0.150.180.030.151.000.240.170.180.330.210.290.32
PCT0.170.180.200.210.241.000.360.330.290.240.260.30
SPIR0.160.200.240.150.170.361.000.330.300.310.340.37
LAC0.220.300.280.300.180.330.331.000.260.320.330.38
MEDP0.170.100.230.140.330.290.300.261.000.470.560.56
QQQ0.170.150.250.230.210.240.310.320.471.000.920.92
QUAL0.190.220.260.280.290.260.340.330.560.921.000.97
VOO0.210.230.280.290.320.300.370.380.560.920.971.00
The correlation results are calculated based on daily price changes starting from Oct 3, 2023