PortfoliosLab logo
smallcap2
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


SLNO 14.29%ALAR 14.29%ROOT 14.29%SWVL 14.29%CVNA 14.29%ZJYL 14.29%LABP 14.29%EquityEquity

Performance

Performance Chart


Loading data...

The earliest data available for this chart is Mar 28, 2023, corresponding to the inception date of ZJYL

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
1.30%12.79%1.49%12.35%15.12%10.89%
smallcap225.97%10.08%14.52%36.52%N/AN/A
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/AN/A
SWVL
Swvl Holdings Corp
-26.37%61.51%-1.88%-44.38%N/AN/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/AN/A
LABP
Landos Biopharma, Inc.
0.00%0.00%0.00%2.05%N/AN/A
*Annualized

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20258.12%-2.16%4.88%4.95%8.18%25.97%
202441.72%28.23%92.61%9.92%-4.68%3.42%4.67%-10.86%-7.66%20.53%18.99%-15.73%294.94%
20236.64%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.


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

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.


The Risk-Adjusted Performance Rank of smallcap2 is 4747
Overall Rank
The Sharpe Ratio Rank of smallcap2 is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of smallcap2 is 5656
Sortino Ratio Rank
The Omega Ratio Rank of smallcap2 is 3232
Omega Ratio Rank
The Calmar Ratio Rank of smallcap2 is 7474
Calmar Ratio Rank
The Martin Ratio Rank of smallcap2 is 2525
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 ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SLNO
Soleno Therapeutics, Inc.
0.982.081.252.585.66
ALAR
Alarum Technologies Ltd.
-0.64-0.860.90-0.81-1.04
ROOT
Root, Inc.
1.112.521.292.164.08
SWVL
Swvl Holdings Corp
-0.42-0.050.99-0.62-0.97
CVNA
Carvana Co.
2.132.461.353.449.72
ZJYL
Jin Medical International Ltd
-0.54-0.570.94-0.80-1.28
LABP
Landos Biopharma, Inc.
1.041.612.181.7224.55

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.

smallcap2 Sharpe ratios as of May 18, 2025 (values are recalculated daily):

  • 1-Year: 0.75
  • All Time: 6.13

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 0.56 to 1.05, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of smallcap2 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


Loading data...

Dividends

Dividend yield


smallcap2 doesn't pay dividends

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.


Loading data...

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, 202454Oct 1, 202434Nov 18, 202488
-24.66%Nov 25, 202491Apr 8, 202526May 15, 2025117
-21.1%Oct 2, 202320Oct 27, 202318Nov 22, 202338
-20.09%Jan 12, 20245Jan 19, 20248Jan 31, 202413
-18.91%Jul 20, 202321Aug 17, 20239Aug 30, 202330

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading data...

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

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

^GSPCLABPZJYLSWVLSLNOALARROOTCVNAPortfolio
^GSPC1.000.020.150.120.280.290.300.490.39
LABP0.021.000.090.020.06-0.050.030.010.15
ZJYL0.150.091.000.030.110.09-0.030.040.40
SWVL0.120.020.031.000.030.110.120.130.45
SLNO0.280.060.110.031.000.140.150.250.39
ALAR0.29-0.050.090.110.141.000.140.180.45
ROOT0.300.03-0.030.120.150.141.000.400.49
CVNA0.490.010.040.130.250.180.401.000.51
Portfolio0.390.150.400.450.390.450.490.511.00
The correlation results are calculated based on daily price changes starting from Mar 29, 2023