HIgh Risk
Asset Allocation
Position | Category/Sector | Target Weight |
---|---|---|
ADSK Autodesk, Inc. | Technology | 11.11% |
AI C3.ai, Inc. | Technology | 11.11% |
BCSF Bain Capital Specialty Finance, Inc. | Financial Services | 11.11% |
DDOG Datadog, Inc. | Technology | 11.11% |
ETSY Etsy, Inc. | Consumer Cyclical | 11.11% |
FAIRX Fairholme Fund | Large Cap Value Equities | 11.11% |
SEQUX Sequoia Fund | Large Cap Growth Equities | 11.11% |
SHOP Shopify Inc. | Technology | 11.11% |
XMTR Xometry, Inc. | Industrials | 11.11% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in HIgh Risk , 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.
The earliest data available for this chart is Jun 30, 2021, corresponding to the inception date of XMTR
Returns By Period
YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.70% | 13.67% | -5.18% | 9.18% | 14.14% | 10.43% |
HIgh Risk | -10.95% | 22.13% | -0.50% | 21.73% | N/A | N/A |
Portfolio components: | ||||||
DDOG Datadog, Inc. | -23.56% | 25.54% | -15.85% | -6.87% | 16.18% | N/A |
XMTR Xometry, Inc. | -28.34% | 58.07% | -0.10% | 97.61% | N/A | N/A |
SHOP Shopify Inc. | -11.60% | 21.94% | 9.88% | 49.85% | 5.83% | N/A |
SEQUX Sequoia Fund | 9.32% | 13.78% | 1.44% | 14.68% | 6.93% | -2.32% |
ETSY Etsy, Inc. | -9.51% | 17.30% | -10.39% | -23.51% | -9.95% | 8.69% |
ADSK Autodesk, Inc. | -2.01% | 21.26% | -5.20% | 35.37% | 9.49% | 17.60% |
AI C3.ai, Inc. | -31.83% | 28.67% | -14.72% | -3.93% | N/A | N/A |
FAIRX Fairholme Fund | 0.30% | 7.83% | -11.01% | -15.39% | 11.75% | -1.06% |
BCSF Bain Capital Specialty Finance, Inc. | -10.84% | 10.38% | -5.12% | 2.19% | 19.77% | N/A |
Monthly Returns
The table below presents the monthly returns of HIgh Risk , 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 | 0.55% | -8.07% | -8.30% | -0.82% | 5.93% | -10.95% | |||||||
2024 | -3.95% | 2.74% | -4.07% | -3.83% | -2.67% | 0.92% | 2.91% | 3.78% | 1.02% | 0.10% | 21.93% | 2.17% | 20.31% |
2023 | 22.16% | -4.36% | 2.82% | -9.36% | 19.83% | 5.43% | 11.29% | -8.62% | -8.77% | -7.44% | 25.60% | 12.48% | 66.86% |
2022 | -12.39% | -4.53% | -4.95% | -16.62% | -2.78% | -9.35% | 13.10% | 0.61% | -9.34% | 6.26% | 4.25% | -8.96% | -39.24% |
2021 | -2.30% | 4.61% | -6.04% | 7.66% | -3.58% | -3.04% | -3.34% |
Expense Ratio
HIgh Risk has an expense ratio of 0.22%, which is considered low. 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 HIgh Risk is 42, 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 | |
---|---|---|---|---|---|
DDOG Datadog, Inc. | -0.17 | -0.20 | 0.98 | -0.25 | -0.67 |
XMTR Xometry, Inc. | 1.24 | 1.97 | 1.23 | 0.85 | 3.09 |
SHOP Shopify Inc. | 0.85 | 0.94 | 1.13 | 0.31 | 1.30 |
SEQUX Sequoia Fund | 0.91 | 1.31 | 1.19 | 1.01 | 4.20 |
ETSY Etsy, Inc. | -0.57 | -0.58 | 0.93 | -0.27 | -1.16 |
ADSK Autodesk, Inc. | 1.22 | 1.71 | 1.23 | 0.81 | 3.72 |
AI C3.ai, Inc. | -0.06 | 0.35 | 1.04 | -0.07 | -0.19 |
FAIRX Fairholme Fund | -0.72 | -1.04 | 0.88 | -0.60 | -1.12 |
BCSF Bain Capital Specialty Finance, Inc. | 0.10 | 0.19 | 1.03 | 0.03 | 0.09 |
Dividends
Dividend yield
HIgh Risk provided a 1.43% dividend yield over the last twelve months.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 1.43% | 1.26% | 1.22% | 1.29% | 1.29% | 1.30% | 1.08% | 0.51% | 0.14% | 0.21% | 0.36% |
Portfolio components: | |||||||||||
DDOG Datadog, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XMTR Xometry, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SHOP Shopify Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SEQUX Sequoia Fund | 0.33% | 0.36% | 0.00% | 0.02% | 2.66% | 0.00% | 0.74% | 0.00% | 0.00% | 0.00% | 0.00% |
ETSY Etsy, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ADSK Autodesk, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AI C3.ai, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FAIRX Fairholme Fund | 0.71% | 0.71% | 0.41% | 0.00% | 0.00% | 0.00% | 0.83% | 2.23% | 1.29% | 1.87% | 3.24% |
BCSF Bain Capital Specialty Finance, Inc. | 11.84% | 10.27% | 10.62% | 11.60% | 8.94% | 11.73% | 8.14% | 2.40% | 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 HIgh Risk . 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 HIgh Risk was 51.70%, occurring on Jun 16, 2022. Recovery took 612 trading sessions.
The current HIgh Risk drawdown is 14.57%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-51.7% | Nov 17, 2021 | 146 | Jun 16, 2022 | 612 | Nov 21, 2024 | 758 |
-30.04% | Dec 18, 2024 | 75 | Apr 8, 2025 | — | — | — |
-9% | Aug 31, 2021 | 24 | Oct 4, 2021 | 12 | Oct 20, 2021 | 36 |
-6.59% | Jul 1, 2021 | 10 | Jul 15, 2021 | 15 | Aug 5, 2021 | 25 |
-4.38% | Aug 13, 2021 | 5 | Aug 19, 2021 | 4 | Aug 25, 2021 | 9 |
Volatility
Volatility Chart
The current HIgh Risk volatility is 12.14%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 9 assets, with an effective number of assets of 9.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
^GSPC | BCSF | XMTR | FAIRX | ETSY | DDOG | AI | SHOP | ADSK | SEQUX | Portfolio | |
---|---|---|---|---|---|---|---|---|---|---|---|
^GSPC | 1.00 | 0.45 | 0.45 | 0.61 | 0.49 | 0.58 | 0.56 | 0.65 | 0.75 | 0.88 | 0.74 |
BCSF | 0.45 | 1.00 | 0.24 | 0.41 | 0.22 | 0.24 | 0.30 | 0.26 | 0.35 | 0.44 | 0.40 |
XMTR | 0.45 | 0.24 | 1.00 | 0.35 | 0.46 | 0.40 | 0.47 | 0.47 | 0.44 | 0.46 | 0.69 |
FAIRX | 0.61 | 0.41 | 0.35 | 1.00 | 0.37 | 0.38 | 0.43 | 0.41 | 0.50 | 0.61 | 0.59 |
ETSY | 0.49 | 0.22 | 0.46 | 0.37 | 1.00 | 0.45 | 0.49 | 0.55 | 0.51 | 0.52 | 0.70 |
DDOG | 0.58 | 0.24 | 0.40 | 0.38 | 0.45 | 1.00 | 0.54 | 0.61 | 0.62 | 0.54 | 0.73 |
AI | 0.56 | 0.30 | 0.47 | 0.43 | 0.49 | 0.54 | 1.00 | 0.60 | 0.55 | 0.57 | 0.80 |
SHOP | 0.65 | 0.26 | 0.47 | 0.41 | 0.55 | 0.61 | 0.60 | 1.00 | 0.62 | 0.66 | 0.80 |
ADSK | 0.75 | 0.35 | 0.44 | 0.50 | 0.51 | 0.62 | 0.55 | 0.62 | 1.00 | 0.72 | 0.75 |
SEQUX | 0.88 | 0.44 | 0.46 | 0.61 | 0.52 | 0.54 | 0.57 | 0.66 | 0.72 | 1.00 | 0.76 |
Portfolio | 0.74 | 0.40 | 0.69 | 0.59 | 0.70 | 0.73 | 0.80 | 0.80 | 0.75 | 0.76 | 1.00 |