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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

The chart shows the growth of an initial investment of $10,000 in smallcap2, 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 every 3 months.


0.00%1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%December2025FebruaryMarchAprilMay
4,221.32%
43.20%
smallcap2
Benchmark (^GSPC)
Portfolio components

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
-3.31%5.38%-0.74%10.90%14.93%10.61%
smallcap213.47%10.52%14.56%16.56%N/AN/A
SLNO
Soleno Therapeutics, Inc.
67.36%4.25%34.68%66.73%9.03%-14.35%
ALAR
Alarum Technologies Ltd.
-36.62%5.57%-45.50%-76.51%-10.21%N/A
ROOT
Root, Inc.
97.12%18.82%101.51%154.20%N/AN/A
SWVL
Swvl Holdings Corp
-52.21%-9.22%-7.00%-72.98%N/AN/A
CVNA
Carvana Co.
26.43%41.43%12.23%111.31%26.39%N/A
ZJYL
Jin Medical International Ltd
-2.06%14.07%-62.83%-78.95%N/AN/A
LABP
Landos Biopharma, Inc.
0.00%0.00%0.00%3.13%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%-2.55%13.47%
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 28, 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 2828
Overall Rank
The Sharpe Ratio Rank of smallcap2 is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of smallcap2 is 3434
Sortino Ratio Rank
The Omega Ratio Rank of smallcap2 is 2323
Omega Ratio Rank
The Calmar Ratio Rank of smallcap2 is 4444
Calmar Ratio Rank
The Martin Ratio Rank of smallcap2 is 1818
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.


The chart of Sharpe ratio for Portfolio, currently valued at 0.36, compared to the broader market-4.00-2.000.002.004.00
Portfolio: 0.36
^GSPC: 0.67
The chart of Sortino ratio for Portfolio, currently valued at 0.85, compared to the broader market-6.00-4.00-2.000.002.004.00
Portfolio: 0.85
^GSPC: 1.05
The chart of Omega ratio for Portfolio, currently valued at 1.10, compared to the broader market0.400.600.801.001.201.401.60
Portfolio: 1.10
^GSPC: 1.16
The chart of Calmar ratio for Portfolio, currently valued at 0.60, compared to the broader market0.002.004.006.00
Portfolio: 0.60
^GSPC: 0.68
The chart of Martin ratio for Portfolio, currently valued at 1.13, compared to the broader market0.005.0010.0015.0020.0025.00
Portfolio: 1.13
^GSPC: 2.70

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SLNO
Soleno Therapeutics, Inc.
1.021.961.242.435.11
ALAR
Alarum Technologies Ltd.
-0.69-1.100.88-0.86-1.14
ROOT
Root, Inc.
0.942.281.261.863.47
SWVL
Swvl Holdings Corp
-0.71-1.040.86-0.92-1.44
CVNA
Carvana Co.
2.633.021.424.8813.72
ZJYL
Jin Medical International Ltd
-0.60-0.870.90-0.84-1.38
LABP
Landos Biopharma, Inc.
0.891.871.891.8721.68

The current smallcap2 Sharpe ratio is 0.36. 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 0.55 to 1.08, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of smallcap2 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 Ratio0.005.0010.00December2025FebruaryMarchAprilMay
0.36
0.67
smallcap2
Benchmark (^GSPC)
Portfolio components

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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-9.08%
-7.45%
smallcap2
Benchmark (^GSPC)
Portfolio components

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.

The current smallcap2 drawdown is 9.08%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-27.33%Jul 17, 202454Oct 1, 202434Nov 18, 202488
-24.66%Nov 25, 202491Apr 8, 2025
-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 current smallcap2 volatility is 17.62%, 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.


0.00%5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
17.62%
14.17%
smallcap2
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics


Number of Effective Assets
1.002.003.004.005.006.007.00
Effective Assets: 7.00

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
^GSPC1.000.020.160.110.280.280.300.490.38
LABP0.021.000.100.020.06-0.050.030.010.15
ZJYL0.160.101.000.040.110.09-0.030.040.40
SWVL0.110.020.041.000.030.100.130.120.45
SLNO0.280.060.110.031.000.150.140.250.39
ALAR0.28-0.050.090.100.151.000.150.170.45
ROOT0.300.03-0.030.130.140.151.000.410.50
CVNA0.490.010.040.120.250.170.411.000.51
Portfolio0.380.150.400.450.390.450.500.511.00
The correlation results are calculated based on daily price changes starting from Mar 29, 2023