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THEMATIC (Wide Moat, Energy Security, Decentralise...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BTC-USD 20%AAPL 30%BABA 30%XOM 20%CryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorTarget Weight
AAPL
Apple Inc
Technology
30%
BABA
Alibaba Group Holding Limited
Consumer Cyclical
30%
BTC-USD
Bitcoin
20%
XOM
Exxon Mobil Corporation
Energy
20%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in THEMATIC (Wide Moat, Energy Security, Decentralised Store of Value), 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 every 3 months.


0.00%1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%NovemberDecember2025FebruaryMarchApril
4,459.80%
182.08%
THEMATIC (Wide Moat, Energy Security, Decentralised Store of Value)
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 19, 2014, corresponding to the inception date of BABA

Returns By Period

As of Apr 3, 2025, the THEMATIC (Wide Moat, Energy Security, Decentralised Store of Value) returned 13.28% Year-To-Date and 35.78% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.58%-3.06%-0.68%8.94%17.98%10.64%
THEMATIC (Wide Moat, Energy Security, Decentralised Store of Value)-11.13%-4.14%32.11%26.60%56.26%47.33%
AAPL
Apple Inc
-10.50%-5.94%-1.06%33.23%30.75%23.11%
BABA
Alibaba Group Holding Limited
53.07%-0.78%12.62%79.61%-6.65%4.89%
XOM
Exxon Mobil Corporation
11.31%10.12%-0.66%2.85%30.86%8.11%
BTC-USD
Bitcoin
-11.71%-4.16%36.04%26.03%65.06%77.84%
*Annualized

Monthly Returns

The table below presents the monthly returns of THEMATIC (Wide Moat, Energy Security, Decentralised Store of Value), with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20258.57%-16.02%-2.49%-0.04%-11.13%
20240.18%38.23%14.84%-13.89%11.25%-5.93%3.33%-7.57%6.95%9.37%34.16%-2.65%109.08%
202333.75%-0.27%20.83%2.51%-5.63%11.37%-2.89%-9.94%1.86%23.19%8.67%10.56%128.95%
2022-14.93%9.84%5.43%-16.24%-14.18%-33.31%16.84%-11.79%-4.98%6.21%-12.91%-4.93%-59.33%
202112.44%30.51%27.44%-1.40%-32.87%-4.41%16.31%11.74%-7.13%36.69%-6.25%-16.70%52.46%
202020.31%-7.87%-20.43%27.06%8.23%0.21%21.28%7.38%-7.18%18.19%31.50%38.88%217.11%
2019-0.13%9.58%5.58%19.43%34.17%23.18%-4.61%-3.80%-10.30%9.97%-11.06%-1.12%81.56%
2018-22.36%0.65%-26.94%23.46%-12.45%-11.40%15.50%-5.54%-4.68%-5.46%-27.10%-9.33%-64.46%
20173.73%11.43%-1.09%10.77%31.33%5.91%11.02%39.37%-5.52%34.13%41.29%30.31%535.90%
2016-10.48%5.41%7.36%-2.74%8.60%5.93%0.07%2.50%5.94%2.18%0.09%9.35%37.75%
2015-8.84%4.85%-3.15%-0.34%3.90%-2.53%-2.37%-10.55%-3.52%20.59%3.10%-2.97%-5.02%
2014-2.70%3.45%8.39%-6.92%1.55%

Expense Ratio

THEMATIC (Wide Moat, Energy Security, Decentralised Store of Value) 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 95, THEMATIC (Wide Moat, Energy Security, Decentralised Store of Value) is among the top 5% 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.


The Risk-Adjusted Performance Rank of THEMATIC (Wide Moat, Energy Security, Decentralised Store of Value) is 9595
Overall Rank
The Sharpe Ratio Rank of THEMATIC (Wide Moat, Energy Security, Decentralised Store of Value) is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of THEMATIC (Wide Moat, Energy Security, Decentralised Store of Value) is 9696
Sortino Ratio Rank
The Omega Ratio Rank of THEMATIC (Wide Moat, Energy Security, Decentralised Store of Value) is 9494
Omega Ratio Rank
The Calmar Ratio Rank of THEMATIC (Wide Moat, Energy Security, Decentralised Store of Value) is 9191
Calmar Ratio Rank
The Martin Ratio Rank of THEMATIC (Wide Moat, Energy Security, Decentralised Store of Value) is 9797
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.


Sharpe ratio
The chart of Sharpe ratio for Portfolio, currently valued at 0.77, compared to the broader market-6.00-4.00-2.000.002.00
Portfolio: 0.77
^GSPC: 0.58
The chart of Sortino ratio for Portfolio, currently valued at 1.39, compared to the broader market-6.00-4.00-2.000.002.004.00
Portfolio: 1.39
^GSPC: 0.86
The chart of Omega ratio for Portfolio, currently valued at 1.14, compared to the broader market0.400.600.801.001.201.401.60
Portfolio: 1.14
^GSPC: 1.11
The chart of Calmar ratio for Portfolio, currently valued at 0.53, compared to the broader market0.002.004.006.00
Portfolio: 0.53
^GSPC: 0.80
The chart of Martin ratio for Portfolio, currently valued at 3.62, compared to the broader market0.005.0010.0015.0020.0025.00
Portfolio: 3.62
^GSPC: 2.64

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AAPL
Apple Inc
0.180.381.050.030.58
BABA
Alibaba Group Holding Limited
2.563.251.400.817.11
XOM
Exxon Mobil Corporation
0.410.701.090.111.03
BTC-USD
Bitcoin
0.761.411.140.553.60

The current THEMATIC (Wide Moat, Energy Security, Decentralised Store of Value) Sharpe ratio is 2.30. 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 0.46 to 1.11, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of THEMATIC (Wide Moat, Energy Security, Decentralised Store of Value) 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.77
0.58
THEMATIC (Wide Moat, Energy Security, Decentralised Store of Value)
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

THEMATIC (Wide Moat, Energy Security, Decentralised Store of Value) provided a 0.94% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio0.94%1.07%1.27%0.85%1.29%1.87%1.29%1.48%1.17%1.24%1.32%1.09%
AAPL
Apple Inc
0.45%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%
BABA
Alibaba Group Holding Limited
0.51%0.78%1.29%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XOM
Exxon Mobil Corporation
3.27%3.57%3.68%3.22%5.70%8.44%4.92%4.74%3.66%3.30%3.69%2.92%
BTC-USD
Bitcoin
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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-21.11%
-7.70%
THEMATIC (Wide Moat, Energy Security, Decentralised Store of Value)
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the THEMATIC (Wide Moat, Energy Security, Decentralised Store of Value). 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 THEMATIC (Wide Moat, Energy Security, Decentralised Store of Value) was 74.70%, occurring on Dec 15, 2018. Recovery took 703 trading sessions.

The current THEMATIC (Wide Moat, Energy Security, Decentralised Store of Value) drawdown is 7.01%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-74.7%Dec 17, 2017364Dec 15, 2018703Nov 17, 20201067
-71.92%Nov 9, 2021366Nov 9, 2022481Mar 4, 2024847
-48.79%Apr 14, 202198Jul 20, 202191Oct 19, 2021189
-30.96%Nov 13, 2014285Aug 24, 2015297Jun 16, 2016582
-24.51%Dec 18, 202483Mar 10, 2025

Volatility

Volatility Chart

The current THEMATIC (Wide Moat, Energy Security, Decentralised Store of Value) volatility is 14.15%, 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.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
14.15%
5.74%
THEMATIC (Wide Moat, Energy Security, Decentralised Store of Value)
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.

BTC-USDXOMBABAAAPL
BTC-USD1.000.050.080.11
XOM0.051.000.210.22
BABA0.080.211.000.32
AAPL0.110.220.321.00
The correlation results are calculated based on daily price changes starting from Sep 20, 2014
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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