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Steve
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


JPM 25%UNH 25%STEM 25%TSLA 25%EquityEquity
PositionCategory/SectorWeight
JPM
JPMorgan Chase & Co.
Financial Services

25%

STEM
Stem, Inc.
Technology

25%

TSLA
Tesla, Inc.
Consumer Cyclical

25%

UNH
UnitedHealth Group Incorporated
Healthcare

25%

S&P 500

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


20.00%30.00%40.00%50.00%60.00%FebruaryMarchAprilMayJuneJuly
47.25%
59.71%
Steve
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 8, 2020, corresponding to the inception date of STEM

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
16.48%1.67%14.21%21.98%13.13%10.91%
Steve-13.00%16.14%-5.35%-22.72%N/AN/A
JPM
JPMorgan Chase & Co.
25.50%7.46%25.55%36.11%16.45%16.81%
UNH
UnitedHealth Group Incorporated
8.26%17.14%10.56%12.87%18.90%22.62%
STEM
Stem, Inc.
-68.30%8.85%-62.84%-81.94%N/AN/A
TSLA
Tesla, Inc.
-3.73%30.70%14.37%-11.10%69.41%32.30%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-11.86%0.63%-4.01%-4.46%-4.81%0.58%-13.00%
202312.61%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%
202110.34%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.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Steve is 0, indicating that it is in the bottom 0% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of Steve is 00
Steve
The Sharpe Ratio Rank of Steve is 00Sharpe Ratio Rank
The Sortino Ratio Rank of Steve is 00Sortino Ratio Rank
The Omega Ratio Rank of Steve is 00Omega Ratio Rank
The Calmar Ratio Rank of Steve is 00Calmar Ratio Rank
The Martin Ratio Rank of Steve is 00Martin 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.


Steve
Sharpe ratio
The chart of Sharpe ratio for Steve, currently valued at -0.86, compared to the broader market-1.000.001.002.003.004.00-0.86
Sortino ratio
The chart of Sortino ratio for Steve, currently valued at -1.15, compared to the broader market-2.000.002.004.006.00-1.15
Omega ratio
The chart of Omega ratio for Steve, currently valued at 0.87, compared to the broader market0.801.001.201.401.601.800.87
Calmar ratio
The chart of Calmar ratio for Steve, currently valued at -0.56, compared to the broader market0.002.004.006.008.0010.00-0.56
Martin ratio
The chart of Martin ratio for Steve, currently valued at -1.11, compared to the broader market0.0010.0020.0030.0040.00-1.11
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.99, compared to the broader market-1.000.001.002.003.004.001.99
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.81, compared to the broader market-2.000.002.004.006.002.81
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.35, compared to the broader market0.801.001.201.401.601.801.35
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.59, compared to the broader market0.002.004.006.008.0010.001.59
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.44, compared to the broader market0.0010.0020.0030.0040.007.44

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
JPM
JPMorgan Chase & Co.
2.252.761.412.458.66
UNH
UnitedHealth Group Incorporated
0.641.061.140.701.87
STEM
Stem, Inc.
-0.86-1.840.81-0.85-1.36
TSLA
Tesla, Inc.
-0.34-0.170.98-0.27-0.70

Sharpe Ratio

The current Steve Sharpe ratio is -0.86. 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 1.31 to 2.07, 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 Steve 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 Ratio-1.000.001.002.003.00FebruaryMarchAprilMayJuneJuly
-0.86
1.82
Steve
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Steve granted a 0.87% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Steve0.87%0.94%1.05%0.86%1.05%0.94%0.98%0.80%0.90%1.03%0.97%0.93%
JPM
JPMorgan Chase & Co.
2.10%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
1.37%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.


-40.00%-30.00%-20.00%-10.00%0.00%FebruaryMarchAprilMayJuneJuly
-34.86%
-2.86%
Steve
Benchmark (^GSPC)
Portfolio components

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 44.82%, occurring on Apr 15, 2024. The portfolio has not yet recovered.

The current Steve drawdown is 34.86%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-44.82%Nov 5, 2021612Apr 15, 2024
-26.65%Feb 18, 202160May 13, 2021116Oct 27, 2021176
-13.79%Jan 13, 202110Jan 27, 20218Feb 8, 202118
-6.31%Oct 15, 202012Oct 30, 20203Nov 4, 202015
-5.18%Feb 10, 20212Feb 11, 20212Feb 16, 20214

Volatility

Volatility Chart

The current Steve volatility is 8.96%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%FebruaryMarchAprilMayJuneJuly
8.96%
2.76%
Steve
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

UNHTSLASTEMJPM
UNH1.000.090.080.30
TSLA0.091.000.400.27
STEM0.080.401.000.29
JPM0.300.270.291.00
The correlation results are calculated based on daily price changes starting from Oct 9, 2020