Steve
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
JPM JPMorgan Chase & Co. | Financial Services | 25% |
STEM Stem, Inc. | Technology | 25% |
TSLA Tesla, Inc. | Consumer Cyclical | 25% |
UNH UnitedHealth Group Incorporated | Healthcare | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Steve, 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 Quarterly
The earliest data available for this chart is Oct 8, 2020, corresponding to the inception date of STEM
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.95% | 4.39% | 18.07% | 37.09% | 14.48% | 11.71% |
| Steve | -13.14% | 19.32% | 16.80% | -2.32% | N/A | N/A |
| Portfolio components: | ||||||
JPM JPMorgan Chase & Co. | 35.66% | 7.42% | 20.38% | 61.42% | 16.68% | 17.80% |
UNH UnitedHealth Group Incorporated | 9.47% | -0.94% | 16.86% | 9.73% | 20.13% | 22.03% |
STEM Stem, Inc. | -85.20% | 61.75% | -64.56% | -82.91% | N/A | N/A |
TSLA Tesla, Inc. | -11.18% | -7.37% | 55.37% | 4.11% | 66.86% | 30.33% |
Monthly Returns
The table below presents the monthly returns of Steve, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -11.86% | 0.63% | -4.01% | -4.46% | -4.81% | 0.58% | 11.54% | -12.35% | -0.12% | -13.14% | |||
| 2023 | 12.61% | 1.23% | -8.53% | -9.03% | 10.89% | 9.58% | 10.11% | -11.89% | -3.10% | -9.45% | 5.18% | 8.41% | 11.86% |
| 2022 | -14.43% | -7.11% | 9.78% | -16.59% | 3.01% | -9.27% | 25.18% | 9.50% | -9.47% | 4.75% | -1.46% | -15.79% | -26.61% |
| 2021 | 10.34% | 7.10% | -4.14% | 2.75% | -0.76% | 9.69% | -5.51% | 2.05% | 0.01% | 16.21% | -3.77% | -1.45% | 34.66% |
| 2020 | -4.61% | 20.04% | 33.71% | 53.11% |
Expense Ratio
Steve has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Steve is 1, indicating that it is in the bottom 1% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
JPM JPMorgan Chase & Co. | 2.92 | 3.36 | 1.54 | 3.61 | 17.22 |
UNH UnitedHealth Group Incorporated | 0.33 | 0.62 | 1.09 | 0.39 | 1.06 |
STEM Stem, Inc. | -0.68 | -1.24 | 0.86 | -0.85 | -1.43 |
TSLA Tesla, Inc. | -0.16 | 0.15 | 1.02 | -0.14 | -0.40 |
Dividends
Dividend yield
Steve granted a 0.86% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Steve | 0.86% | 0.94% | 1.05% | 0.86% | 1.05% | 0.94% | 0.98% | 0.80% | 0.90% | 1.03% | 0.97% | 0.93% |
| Portfolio components: | ||||||||||||
JPM JPMorgan Chase & Co. | 2.04% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% | 2.33% |
UNH UnitedHealth Group Incorporated | 1.40% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% | 1.40% |
STEM Stem, 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% |
TSLA Tesla, 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Steve. 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 Steve was 47.31%, occurring on Aug 12, 2024. The portfolio has not yet recovered.
The current Steve drawdown is 35.09%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -47.31% | Nov 5, 2021 | 694 | Aug 12, 2024 | — | — | — |
| -26.65% | Feb 18, 2021 | 60 | May 13, 2021 | 116 | Oct 27, 2021 | 176 |
| -13.79% | Jan 13, 2021 | 10 | Jan 27, 2021 | 8 | Feb 8, 2021 | 18 |
| -6.31% | Oct 15, 2020 | 12 | Oct 30, 2020 | 3 | Nov 4, 2020 | 15 |
| -5.18% | Feb 10, 2021 | 2 | Feb 11, 2021 | 2 | Feb 16, 2021 | 4 |
Volatility
Volatility Chart
The current Steve volatility is 13.71%, 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.
Diversification
Asset Correlations Table
| UNH | TSLA | STEM | JPM | |
|---|---|---|---|---|
| UNH | 1.00 | 0.08 | 0.08 | 0.28 |
| TSLA | 0.08 | 1.00 | 0.37 | 0.26 |
| STEM | 0.08 | 0.37 | 1.00 | 0.28 |
| JPM | 0.28 | 0.26 | 0.28 | 1.00 |