Steve
Asset Allocation
Position | Category/Sector | Target 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
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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
YTD | 1M | 6M | 1Y | 5Y* | 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/A | N/A |
Portfolio components: | ||||||
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/A | N/A |
TSLA Tesla, Inc. | -26.14% | 18.17% | -7.15% | 77.04% | 40.86% | 33.91% |
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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2025 | 5.30% | -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% |
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%, 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 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.
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. | 1.09 | 1.77 | 1.26 | 1.43 | 4.82 |
UNH UnitedHealth Group Incorporated | -0.64 | -0.58 | 0.90 | -0.59 | -1.66 |
STEM Stem, Inc. | -0.37 | 0.38 | 1.04 | -0.59 | -0.97 |
TSLA Tesla, Inc. | 1.03 | 1.74 | 1.21 | 1.15 | 2.83 |
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Dividends
Dividend yield
Steve provided a 1.05% dividend yield over the last twelve months.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 1.05% | 0.88% | 0.94% | 1.05% | 0.86% | 1.05% | 0.94% | 0.98% | 0.80% | 0.90% | 1.03% | 0.97% |
Portfolio components: | ||||||||||||
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, 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 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
^GSPC | UNH | JPM | STEM | TSLA | Portfolio | |
---|---|---|---|---|---|---|
^GSPC | 1.00 | 0.31 | 0.58 | 0.39 | 0.56 | 0.61 |
UNH | 0.31 | 1.00 | 0.25 | 0.07 | 0.06 | 0.27 |
JPM | 0.58 | 0.25 | 1.00 | 0.27 | 0.28 | 0.49 |
STEM | 0.39 | 0.07 | 0.27 | 1.00 | 0.34 | 0.84 |
TSLA | 0.56 | 0.06 | 0.28 | 0.34 | 1.00 | 0.67 |
Portfolio | 0.61 | 0.27 | 0.49 | 0.84 | 0.67 | 1.00 |