smallcap2
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
ALAR Alarum Technologies Ltd. | Technology | 14.29% |
CVNA Carvana Co. | Consumer Cyclical | 14.29% |
LABP Landos Biopharma, Inc. | Healthcare | 14.29% |
ROOT Root, Inc. | Financial Services | 14.29% |
SLNO Soleno Therapeutics, Inc. | Healthcare | 14.29% |
SWVL Swvl Holdings Corp | Technology | 14.29% |
ZJYL Jin Medical International Ltd | Healthcare | 14.29% |
Performance
Performance Chart
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The earliest data available for this chart is Mar 28, 2023, corresponding to the inception date of ZJYL
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.30% | 12.79% | 1.49% | 12.35% | 15.12% | 10.89% |
| smallcap2 | 25.97% | 10.08% | 14.52% | 36.52% | N/A | N/A |
| Portfolio components: | ||||||
SLNO Soleno Therapeutics, Inc. | 66.87% | 7.19% | 44.81% | 62.50% | 7.98% | -14.56% |
ALAR Alarum Technologies Ltd. | -25.35% | -3.77% | -44.50% | -68.78% | -9.18% | N/A |
ROOT Root, Inc. | 87.00% | 4.62% | 52.67% | 106.98% | N/A | N/A |
SWVL Swvl Holdings Corp | -26.37% | 61.51% | -1.88% | -44.38% | N/A | N/A |
CVNA Carvana Co. | 47.47% | 41.85% | 24.44% | 155.23% | 25.01% | N/A |
ZJYL Jin Medical International Ltd | 2.44% | -15.21% | -40.08% | -73.43% | N/A | N/A |
LABP Landos Biopharma, Inc. | 0.00% | 0.00% | 0.00% | 2.05% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of smallcap2, 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 | 8.12% | -2.16% | 4.88% | 4.95% | 8.18% | 25.97% | |||||||
| 2024 | 41.72% | 28.23% | 92.61% | 9.92% | -4.68% | 3.42% | 4.67% | -10.86% | -7.66% | 20.53% | 18.99% | -15.73% | 294.94% |
| 2023 | 6.64% | 1.93% | 27.69% | 32.88% | 18.31% | 3.21% | 73.67% | -20.69% | 26.54% | 145.67% | 864.26% |
Expense Ratio
smallcap2 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of smallcap2 is 47, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
SLNO Soleno Therapeutics, Inc. | 0.98 | 2.08 | 1.25 | 2.58 | 5.66 |
ALAR Alarum Technologies Ltd. | -0.64 | -0.86 | 0.90 | -0.81 | -1.04 |
ROOT Root, Inc. | 1.11 | 2.52 | 1.29 | 2.16 | 4.08 |
SWVL Swvl Holdings Corp | -0.42 | -0.05 | 0.99 | -0.62 | -0.97 |
CVNA Carvana Co. | 2.13 | 2.46 | 1.35 | 3.44 | 9.72 |
ZJYL Jin Medical International Ltd | -0.54 | -0.57 | 0.94 | -0.80 | -1.28 |
LABP Landos Biopharma, Inc. | 1.04 | 1.61 | 2.18 | 1.72 | 24.55 |
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Dividends
Dividend yield
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 smallcap2. 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 smallcap2 was 27.33%, occurring on Oct 1, 2024. Recovery took 34 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.33% | Jul 17, 2024 | 54 | Oct 1, 2024 | 34 | Nov 18, 2024 | 88 |
| -24.66% | Nov 25, 2024 | 91 | Apr 8, 2025 | 26 | May 15, 2025 | 117 |
| -21.1% | Oct 2, 2023 | 20 | Oct 27, 2023 | 18 | Nov 22, 2023 | 38 |
| -20.09% | Jan 12, 2024 | 5 | Jan 19, 2024 | 8 | Jan 31, 2024 | 13 |
| -18.91% | Jul 20, 2023 | 21 | Aug 17, 2023 | 9 | Aug 30, 2023 | 30 |
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 7 assets, with an effective number of assets of 7.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| ^GSPC | LABP | ZJYL | SWVL | SLNO | ALAR | ROOT | CVNA | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.02 | 0.15 | 0.12 | 0.28 | 0.29 | 0.30 | 0.49 | 0.39 |
| LABP | 0.02 | 1.00 | 0.09 | 0.02 | 0.06 | -0.05 | 0.03 | 0.01 | 0.15 |
| ZJYL | 0.15 | 0.09 | 1.00 | 0.03 | 0.11 | 0.09 | -0.03 | 0.04 | 0.40 |
| SWVL | 0.12 | 0.02 | 0.03 | 1.00 | 0.03 | 0.11 | 0.12 | 0.13 | 0.45 |
| SLNO | 0.28 | 0.06 | 0.11 | 0.03 | 1.00 | 0.14 | 0.15 | 0.25 | 0.39 |
| ALAR | 0.29 | -0.05 | 0.09 | 0.11 | 0.14 | 1.00 | 0.14 | 0.18 | 0.45 |
| ROOT | 0.30 | 0.03 | -0.03 | 0.12 | 0.15 | 0.14 | 1.00 | 0.40 | 0.49 |
| CVNA | 0.49 | 0.01 | 0.04 | 0.13 | 0.25 | 0.18 | 0.40 | 1.00 | 0.51 |
| Portfolio | 0.39 | 0.15 | 0.40 | 0.45 | 0.39 | 0.45 | 0.49 | 0.51 | 1.00 |