High Beta - R60
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
ACGL Arch Capital Group Ltd. | Financial Services | 15% |
AVGO Broadcom Inc. | Technology | 3.50% |
ELF e.l.f. Beauty, Inc. | Consumer Defensive | 2% |
LLY Eli Lilly and Company | Healthcare | 36% |
NVDA NVIDIA Corporation | Technology | 12% |
NVO Novo Nordisk A/S | Healthcare | 31% |
SMCI Super Micro Computer, Inc. | Technology | 0.50% |
Performance
Performance Chart
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The earliest data available for this chart is Sep 22, 2016, corresponding to the inception date of ELF
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.68% | 7.17% | -1.66% | 11.63% | 14.34% | 10.88% |
| High Beta - R60 | -5.41% | 2.11% | -11.29% | -15.06% | 39.53% | N/A |
| Portfolio components: | ||||||
LLY Eli Lilly and Company | -5.70% | -17.84% | -7.77% | -9.57% | 38.54% | 27.10% |
NVO Novo Nordisk A/S | -16.79% | 13.47% | -32.56% | -47.19% | 18.68% | 11.79% |
ACGL Arch Capital Group Ltd. | 2.46% | 4.34% | -5.77% | -3.73% | 27.93% | 16.67% |
AVGO Broadcom Inc. | 1.95% | 22.54% | 43.86% | 69.43% | 56.72% | 35.32% |
NVDA NVIDIA Corporation | 0.91% | 22.06% | -1.02% | 27.31% | 74.16% | 73.90% |
SMCI Super Micro Computer, Inc. | 36.38% | 13.98% | 20.74% | -52.97% | 75.00% | 28.65% |
ELF e.l.f. Beauty, Inc. | -26.95% | 49.99% | -26.20% | -52.08% | 40.81% | N/A |
Monthly Returns
The table below presents the monthly returns of High Beta - R60, 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 | -0.47% | 7.28% | -12.50% | 1.47% | -0.23% | -5.41% | |||||||
| 2024 | 12.64% | 13.50% | 6.47% | -0.70% | 8.47% | 7.68% | -8.03% | 11.19% | -7.33% | -5.07% | -0.89% | -6.82% | 31.17% |
| 2023 | 3.27% | 2.50% | 10.82% | 8.78% | 6.80% | 7.14% | 0.94% | 13.38% | -3.47% | 3.25% | 6.16% | 0.34% | 77.44% |
| 2022 | -9.42% | 1.78% | 9.88% | -3.63% | 2.95% | -0.99% | 4.56% | -7.07% | -2.26% | 13.11% | 10.34% | 1.18% | 19.33% |
| 2021 | 6.06% | 3.08% | -3.85% | 4.42% | 6.57% | 10.02% | 5.32% | 7.82% | -7.13% | 13.06% | 1.51% | 5.98% | 65.07% |
| 2020 | 4.23% | -4.70% | -1.02% | 6.13% | 6.82% | 4.27% | -0.65% | 4.79% | 0.57% | -7.14% | 8.50% | 9.24% | 33.92% |
| 2019 | 4.51% | 6.20% | 6.30% | -4.06% | -5.51% | 5.65% | -1.14% | 4.52% | 0.98% | 4.77% | 3.18% | 6.71% | 35.99% |
| 2018 | 2.78% | -4.84% | -2.02% | -1.23% | 4.32% | -1.82% | 10.45% | 4.26% | -0.75% | -6.88% | 4.77% | -4.20% | 3.55% |
| 2017 | 2.75% | 2.98% | 1.41% | 2.90% | 6.89% | 1.01% | 2.02% | 4.05% | 2.94% | 1.75% | 1.79% | -0.21% | 34.62% |
| 2016 | -2.78% | -7.34% | 0.96% | 8.70% | -1.14% |
Expense Ratio
High Beta - R60 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 High Beta - R60 is 1, meaning it’s performing worse than 99% of other portfolios on our website when it comes to balancing risk and reward. Below is 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 | |
|---|---|---|---|---|---|
LLY Eli Lilly and Company | -0.25 | -0.08 | 0.99 | -0.36 | -0.68 |
NVO Novo Nordisk A/S | -1.10 | -1.55 | 0.80 | -0.78 | -1.38 |
ACGL Arch Capital Group Ltd. | -0.14 | 0.01 | 1.00 | -0.14 | -0.27 |
AVGO Broadcom Inc. | 1.11 | 1.88 | 1.25 | 1.73 | 4.78 |
NVDA NVIDIA Corporation | 0.46 | 1.31 | 1.17 | 1.16 | 2.84 |
SMCI Super Micro Computer, Inc. | -0.47 | -0.12 | 0.99 | -0.62 | -1.00 |
ELF e.l.f. Beauty, Inc. | -0.76 | -0.53 | 0.93 | -0.53 | -0.83 |
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Dividends
Dividend yield
High Beta - R60 provided a 1.82% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.82% | 1.61% | 0.65% | 0.88% | 0.94% | 1.33% | 1.53% | 1.63% | 1.64% | 2.32% | 1.44% | 1.88% |
| Portfolio components: | ||||||||||||
LLY Eli Lilly and Company | 0.77% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.95% | 2.46% | 2.77% | 2.37% | 2.84% |
NVO Novo Nordisk A/S | 2.29% | 1.68% | 1.00% | 1.20% | 1.34% | 1.86% | 2.14% | 2.47% | 2.12% | 3.93% | 1.31% | 1.96% |
ACGL Arch Capital Group Ltd. | 5.28% | 5.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AVGO Broadcom Inc. | 0.95% | 0.94% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% |
NVDA NVIDIA Corporation | 0.03% | 0.03% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% |
SMCI Super Micro Computer, 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% |
ELF e.l.f. Beauty, 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% |
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 High Beta - R60. 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 High Beta - R60 was 32.71%, occurring on Apr 8, 2025. The portfolio has not yet recovered.
The current High Beta - R60 drawdown is 23.16%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.71% | Sep 3, 2024 | 150 | Apr 8, 2025 | — | — | — |
| -26.76% | Feb 20, 2020 | 23 | Mar 23, 2020 | 50 | Jun 3, 2020 | 73 |
| -16.25% | Jul 11, 2024 | 20 | Aug 7, 2024 | 12 | Aug 23, 2024 | 32 |
| -14.63% | Dec 16, 2021 | 28 | Jan 26, 2022 | 42 | Mar 28, 2022 | 70 |
| -14.03% | Apr 8, 2022 | 117 | Sep 26, 2022 | 24 | Oct 28, 2022 | 141 |
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 3.78, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | ACGL | ELF | SMCI | NVO | LLY | AVGO | NVDA | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.44 | 0.42 | 0.45 | 0.35 | 0.38 | 0.67 | 0.65 | 0.65 |
| ACGL | 0.44 | 1.00 | 0.24 | 0.22 | 0.18 | 0.21 | 0.21 | 0.17 | 0.41 |
| ELF | 0.42 | 0.24 | 1.00 | 0.29 | 0.17 | 0.17 | 0.31 | 0.29 | 0.35 |
| SMCI | 0.45 | 0.22 | 0.29 | 1.00 | 0.19 | 0.19 | 0.39 | 0.41 | 0.37 |
| NVO | 0.35 | 0.18 | 0.17 | 0.19 | 1.00 | 0.43 | 0.24 | 0.25 | 0.73 |
| LLY | 0.38 | 0.21 | 0.17 | 0.19 | 0.43 | 1.00 | 0.23 | 0.21 | 0.75 |
| AVGO | 0.67 | 0.21 | 0.31 | 0.39 | 0.24 | 0.23 | 1.00 | 0.63 | 0.50 |
| NVDA | 0.65 | 0.17 | 0.29 | 0.41 | 0.25 | 0.21 | 0.63 | 1.00 | 0.57 |
| Portfolio | 0.65 | 0.41 | 0.35 | 0.37 | 0.73 | 0.75 | 0.50 | 0.57 | 1.00 |