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Steve
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


JPM 25%UNH 25%STEM 25%TSLA 25%EquityEquity

Performance

Performance Chart


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

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.77%7.44%-5.60%8.37%14.12%10.46%
Steve-9.16%9.73%11.61%25.23%N/AN/A
JPM
JPMorgan Chase & Co.
6.78%11.43%8.01%30.28%26.54%17.71%
UNH
UnitedHealth Group Incorporated
-24.43%-35.96%-37.69%-24.59%7.27%14.41%
STEM
Stem, Inc.
-11.18%59.64%47.96%-55.37%N/AN/A
TSLA
Tesla, Inc.
-26.14%18.17%-7.15%77.04%40.86%33.91%
*Annualized

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
20255.30%-16.33%-6.14%9.26%0.54%-9.16%
2024-11.86%0.63%-4.01%-4.46%-4.81%0.58%11.54%-12.35%-0.12%1.67%15.04%16.80%3.87%
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%, 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 Steve is 39, 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 Steve is 3939
Overall Rank
The Sharpe Ratio Rank of Steve is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of Steve is 6060
Sortino Ratio Rank
The Omega Ratio Rank of Steve is 4545
Omega Ratio Rank
The Calmar Ratio Rank of Steve is 3535
Calmar Ratio Rank
The Martin Ratio Rank of Steve is 2121
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 ratioSortino ratioOmega ratioCalmar ratioMartin ratio
JPM
JPMorgan Chase & Co.
1.091.771.261.434.82
UNH
UnitedHealth Group Incorporated
-0.64-0.580.90-0.59-1.66
STEM
Stem, Inc.
-0.370.381.04-0.59-0.97
TSLA
Tesla, Inc.
1.031.741.211.152.83

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.

Steve Sharpe ratios as of May 11, 2025 (values are recalculated daily):

  • 1-Year: 0.49
  • All Time: 0.28

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 0.41 to 0.94, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Steve compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend yield

Steve provided a 1.05% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio1.05%0.88%0.94%1.05%0.86%1.05%0.94%0.98%0.80%0.90%1.03%0.97%
JPM
JPMorgan Chase & Co.
2.00%1.92%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%
UNH
UnitedHealth Group Incorporated
2.21%1.62%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%
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.


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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 29.35%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-47.31%Nov 5, 2021694Aug 12, 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 chart below shows the rolling one-month volatility.


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Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 4 assets, with an effective number of assets of 4.00, 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

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

^GSPCUNHJPMSTEMTSLAPortfolio
^GSPC1.000.310.580.390.560.61
UNH0.311.000.250.070.060.27
JPM0.580.251.000.270.280.49
STEM0.390.070.271.000.340.84
TSLA0.560.060.280.341.000.67
Portfolio0.610.270.490.840.671.00
The correlation results are calculated based on daily price changes starting from Oct 9, 2020