Portfolio I

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Portfolio I

Currency in USD · Last updated May 31, 2025

Asset Allocation

Position	Category/Sector	Target Weight
ACHR Archer Aviation Inc.	Industrials	7.14%
AGX Argan, Inc.	Industrials	7.14%
AMD Advanced Micro Devices, Inc.	Technology	7.14%
CLS Celestica Inc.	Technology	7.14%
CXDO Crexendo, Inc.	Communication Services	7.14%
HWM Howmet Aerospace Inc.	Industrials	7.14%
INOD Innodata Inc.	Technology	7.14%
KTOS Kratos Defense & Security Solutions, Inc.	Industrials	7.14%
PLMR Palomar Holdings, Inc.	Financial Services	7.14%
PLTR Palantir Technologies Inc.	Technology	7.14%
TDY Teledyne Technologies Incorporated	Technology	7.14%
TMDX TransMedics Group, Inc.	Healthcare	7.14%
UAMY United States Antimony Corporation	Basic Materials	7.14%
XPEV XPeng Inc.	Consumer Cyclical	7.14%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Dec 18, 2020, corresponding to the inception date of ACHR

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	0.51%	6.15%	-2.00%	12.92%	14.19%	10.85%
Portfolio I	38.63%	14.51%	46.53%	169.13%	N/A	N/A
Portfolio components:
ACHR Archer Aviation Inc.	3.49%	21.13%	5.43%	215.31%	N/A	N/A
TMDX TransMedics Group, Inc.	103.88%	38.16%	46.60%	-6.82%	57.28%	N/A
PLTR Palantir Technologies Inc.	74.24%	11.26%	96.45%	506.44%	N/A	N/A
CLS Celestica Inc.	25.01%	35.18%	35.36%	101.01%	76.27%	24.69%
CXDO Crexendo, Inc.	2.87%	9.13%	0.00%	61.56%	-1.79%	9.47%
HWM Howmet Aerospace Inc.	55.55%	22.67%	43.72%	102.30%	67.41%	N/A
AMD Advanced Micro Devices, Inc.	-8.33%	13.74%	-19.28%	-33.60%	15.53%	47.32%
AGX Argan, Inc.	54.22%	37.33%	35.53%	206.93%	44.70%	22.00%
TDY Teledyne Technologies Incorporated	7.48%	7.04%	2.80%	26.71%	5.92%	17.16%
PLMR Palomar Holdings, Inc.	62.39%	18.24%	58.33%	101.73%	18.17%	N/A
XPEV XPeng Inc.	63.37%	3.82%	60.25%	122.98%	N/A	N/A
KTOS Kratos Defense & Security Solutions, Inc.	39.84%	9.19%	36.18%	70.63%	14.74%	20.02%
INOD Innodata Inc.	-0.13%	4.36%	-3.92%	207.16%	96.13%	30.38%
UAMY United States Antimony Corporation	36.72%	-24.61%	216.51%	581.69%	48.61%	13.70%

*Annualized

Monthly Returns

The table below presents the monthly returns of Portfolio I, 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	9.28%	3.95%	-5.20%	12.43%	14.51%								38.63%
2024	-0.28%	7.80%	-1.20%	-3.21%	22.13%	1.55%	10.72%	8.80%	6.46%	2.31%	38.30%	5.69%	144.51%
2023	13.23%	8.93%	4.97%	-9.21%	14.42%	12.00%	19.16%	-3.51%	-6.63%	-8.14%	20.06%	8.79%	94.02%
2022	-14.53%	6.43%	8.21%	-15.14%	2.32%	-4.50%	8.81%	-6.21%	-14.20%	6.46%	1.02%	-3.91%	-26.14%
2021	7.99%	9.42%	-1.17%	-4.94%	-1.05%	9.50%	-1.32%	4.88%	-5.03%	1.40%	-6.49%	-4.37%	7.20%
2020												1.61%	1.61%

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

Portfolio I 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

With an overall rank of 99, Portfolio I is among the top 1% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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 ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
ACHR Archer Aviation Inc.	2.16	2.83	1.34	2.59	7.90
TMDX TransMedics Group, Inc.	-0.10	0.26	1.04	-0.16	-0.25
PLTR Palantir Technologies Inc.	7.09	5.33	1.72	11.36	39.09
CLS Celestica Inc.	1.35	1.80	1.26	1.75	4.29
CXDO Crexendo, Inc.	0.90	1.68	1.19	0.96	3.71
HWM Howmet Aerospace Inc.	2.68	3.26	1.46	5.14	19.34
AMD Advanced Micro Devices, Inc.	-0.64	-0.82	0.90	-0.56	-1.15
AGX Argan, Inc.	3.16	3.44	1.48	4.74	13.37
TDY Teledyne Technologies Incorporated	1.15	1.72	1.23	1.20	5.74
PLMR Palomar Holdings, Inc.	2.68	3.69	1.46	3.63	24.46
XPEV XPeng Inc.	1.63	2.38	1.26	1.46	8.02
KTOS Kratos Defense & Security Solutions, Inc.	1.60	2.22	1.27	1.69	7.49
INOD Innodata Inc.	1.68	2.76	1.34	3.84	8.34
UAMY United States Antimony Corporation	4.90	4.11	1.49	7.40	36.75

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.

Portfolio I Sharpe ratios as of May 31, 2025 (values are recalculated daily):

1-Year: 4.11
All Time: 1.33

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 0.60 to 1.13, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Portfolio I compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

Portfolio I provided a 0.06% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	0.06%	0.08%	0.19%	0.29%	0.15%	0.20%	0.21%	0.24%	0.22%	0.14%	0.15%	0.15%
Portfolio components:
ACHR Archer Aviation 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%
TMDX TransMedics Group, 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%
PLTR Palantir 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%
CLS Celestica 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%
CXDO Crexendo, Inc.	0.00%	0.00%	0.10%	1.05%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
HWM Howmet Aerospace Inc.	0.21%	0.24%	0.31%	0.25%	0.13%	0.05%	0.39%	1.42%	0.88%	0.49%	0.00%	0.00%
AMD Advanced Micro Devices, 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%
AGX Argan, Inc.	0.68%	0.93%	2.24%	2.71%	1.94%	2.81%	2.49%	1.98%	2.22%	1.42%	2.16%	2.08%
TDY Teledyne Technologies Incorporated	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
PLMR Palomar 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%
XPEV XPeng 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%
KTOS Kratos Defense & Security Solutions, 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%
INOD Innodata 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%
UAMY United States Antimony Corporation	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 Portfolio I. 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 Portfolio I was 45.50%, occurring on Oct 14, 2022. Recovery took 197 trading sessions.

The current Portfolio I drawdown is 1.29%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-45.5%	Feb 22, 2021	417	Oct 14, 2022	197	Jul 31, 2023	614
-20.95%	Feb 19, 2025	33	Apr 4, 2025	13	Apr 24, 2025	46
-18.75%	Aug 1, 2023	63	Oct 27, 2023	16	Nov 20, 2023	79
-13.28%	Jul 17, 2024	16	Aug 7, 2024	8	Aug 19, 2024	24
-11.48%	Mar 8, 2024	30	Apr 19, 2024	11	May 6, 2024	41

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

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 14 assets, with an effective number of assets of 14.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

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

	^GSPC	CXDO	UAMY	XPEV	PLMR	AGX	TMDX	ACHR	INOD	TDY	AMD	KTOS	CLS	HWM	PLTR	Portfolio
^GSPC	1.00	0.26	0.26	0.34	0.37	0.40	0.43	0.41	0.45	0.63	0.65	0.49	0.58	0.60	0.56	0.73
CXDO	0.26	1.00	0.14	0.11	0.17	0.14	0.15	0.22	0.20	0.19	0.20	0.19	0.24	0.22	0.21	0.42
UAMY	0.26	0.14	1.00	0.19	0.17	0.17	0.22	0.21	0.21	0.17	0.19	0.28	0.25	0.23	0.27	0.50
XPEV	0.34	0.11	0.19	1.00	0.15	0.10	0.26	0.28	0.24	0.22	0.35	0.20	0.19	0.19	0.37	0.49
PLMR	0.37	0.17	0.17	0.15	1.00	0.26	0.27	0.23	0.20	0.29	0.22	0.29	0.27	0.31	0.28	0.43
AGX	0.40	0.14	0.17	0.10	0.26	1.00	0.21	0.23	0.25	0.32	0.18	0.38	0.35	0.43	0.21	0.43
TMDX	0.43	0.15	0.22	0.26	0.27	0.21	1.00	0.27	0.30	0.33	0.33	0.36	0.31	0.29	0.40	0.58
ACHR	0.41	0.22	0.21	0.28	0.23	0.23	0.27	1.00	0.33	0.33	0.37	0.34	0.29	0.25	0.40	0.60
INOD	0.45	0.20	0.21	0.24	0.20	0.25	0.30	0.33	1.00	0.30	0.32	0.31	0.36	0.32	0.40	0.61
TDY	0.63	0.19	0.17	0.22	0.29	0.32	0.33	0.33	0.30	1.00	0.39	0.45	0.39	0.50	0.35	0.53
AMD	0.65	0.20	0.19	0.35	0.22	0.18	0.33	0.37	0.32	0.39	1.00	0.32	0.45	0.36	0.50	0.59
KTOS	0.49	0.19	0.28	0.20	0.29	0.38	0.36	0.34	0.31	0.45	0.32	1.00	0.35	0.49	0.38	0.58
CLS	0.58	0.24	0.25	0.19	0.27	0.35	0.31	0.29	0.36	0.39	0.45	0.35	1.00	0.47	0.43	0.61
HWM	0.60	0.22	0.23	0.19	0.31	0.43	0.29	0.25	0.32	0.50	0.36	0.49	0.47	1.00	0.33	0.56
PLTR	0.56	0.21	0.27	0.37	0.28	0.21	0.40	0.40	0.40	0.35	0.50	0.38	0.43	0.33	1.00	0.69
Portfolio	0.73	0.42	0.50	0.49	0.43	0.43	0.58	0.60	0.61	0.53	0.59	0.58	0.61	0.56	0.69	1.00

The correlation results are calculated based on daily price changes starting from Dec 21, 2020

Go to the full Correlations tool for more customization options

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolio I

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

Community