HIgh Risk
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
DDOG Datadog, Inc. | Technology | 11.11% |
XMTR Xometry, Inc. | Industrials | 11.11% |
SHOP Shopify Inc. | Technology | 11.11% |
SEQUX Sequoia Fund | Large Cap Growth Equities | 11.11% |
ETSY Etsy, Inc. | Consumer Cyclical | 11.11% |
ADSK Autodesk, Inc. | Technology | 11.11% |
AI C3.ai, Inc. | Technology | 11.11% |
FAIRX Fairholme Fund | Large Cap Value Equities | 11.11% |
BCSF Bain Capital Specialty Finance, Inc. | Financial Services | 11.11% |
Performance
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 Quarterly
The earliest data available for this chart is Jun 30, 2021, corresponding to the inception date of XMTR
Returns
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
HIgh Risk | 53.04% | 22.80% | 18.10% | 36.54% | N/A | N/A |
Portfolio components: | ||||||
DDOG Datadog, Inc. | 61.39% | 48.09% | 20.10% | 52.14% | N/A | N/A |
XMTR Xometry, Inc. | -20.48% | 76.39% | 37.80% | -41.11% | N/A | N/A |
SHOP Shopify Inc. | 112.79% | 51.38% | 26.71% | 70.18% | 37.14% | N/A |
SEQUX Sequoia Fund | 20.97% | 9.64% | 9.45% | 15.80% | 8.99% | 6.23% |
ETSY Etsy, Inc. | -31.51% | 35.25% | -3.49% | -41.14% | 8.72% | N/A |
ADSK Autodesk, Inc. | 20.40% | 13.11% | 10.16% | 8.73% | 9.28% | 17.29% |
AI C3.ai, Inc. | 176.05% | 28.87% | -4.25% | 132.96% | N/A | N/A |
FAIRX Fairholme Fund | 31.47% | 9.41% | 13.18% | 32.76% | 15.90% | 5.61% |
BCSF Bain Capital Specialty Finance, Inc. | 39.78% | -1.23% | 27.89% | 28.46% | 6.69% | N/A |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2023 | 19.83% | 5.43% | 11.29% | -8.62% | -8.77% | -7.44% | 25.51% |
Dividend yield
HIgh Risk granted a 1.12% dividend yield in the last twelve months.
TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
HIgh Risk | 1.12% | 1.63% | 2.64% | 2.80% | 1.55% | 3.38% | 1.67% | 2.90% | 8.32% | 1.19% | 1.13% | 0.09% |
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% | 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% | 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% | 0.00% |
SEQUX Sequoia Fund | 0.00% | 3.09% | 14.82% | 13.50% | 4.94% | 25.75% | 13.72% | 18.84% | 5.07% | 1.93% | 1.53% | 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% | 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% | 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% | 0.00% |
FAIRX Fairholme Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.83% | 2.23% | 1.29% | 7.29% | 69.79% | 8.77% | 8.67% | 0.78% |
BCSF Bain Capital Specialty Finance, Inc. | 10.10% | 11.60% | 8.94% | 11.74% | 8.18% | 2.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Expense Ratio
The HIgh Risk has a high expense ratio of 0.22%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
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 | Ulcer Index | |
---|---|---|---|---|---|
DDOG Datadog, Inc. | 0.94 | ||||
XMTR Xometry, Inc. | -0.45 | ||||
SHOP Shopify Inc. | 1.35 | ||||
SEQUX Sequoia Fund | 1.07 | ||||
ETSY Etsy, Inc. | -0.81 | ||||
ADSK Autodesk, Inc. | 0.36 | ||||
AI C3.ai, Inc. | 1.29 | ||||
FAIRX Fairholme Fund | 1.21 | ||||
BCSF Bain Capital Specialty Finance, Inc. | 1.28 |
Asset Correlations Table
BCSF | XMTR | FAIRX | ETSY | AI | DDOG | SHOP | ADSK | SEQUX | |
---|---|---|---|---|---|---|---|---|---|
BCSF | 1.00 | 0.24 | 0.41 | 0.21 | 0.28 | 0.26 | 0.28 | 0.38 | 0.47 |
XMTR | 0.24 | 1.00 | 0.30 | 0.48 | 0.46 | 0.42 | 0.49 | 0.44 | 0.45 |
FAIRX | 0.41 | 0.30 | 1.00 | 0.38 | 0.42 | 0.42 | 0.45 | 0.51 | 0.64 |
ETSY | 0.21 | 0.48 | 0.38 | 1.00 | 0.56 | 0.56 | 0.65 | 0.60 | 0.59 |
AI | 0.28 | 0.46 | 0.42 | 0.56 | 1.00 | 0.58 | 0.63 | 0.58 | 0.58 |
DDOG | 0.26 | 0.42 | 0.42 | 0.56 | 0.58 | 1.00 | 0.66 | 0.67 | 0.59 |
SHOP | 0.28 | 0.49 | 0.45 | 0.65 | 0.63 | 0.66 | 1.00 | 0.65 | 0.70 |
ADSK | 0.38 | 0.44 | 0.51 | 0.60 | 0.58 | 0.67 | 0.65 | 1.00 | 0.75 |
SEQUX | 0.47 | 0.45 | 0.64 | 0.59 | 0.58 | 0.59 | 0.70 | 0.75 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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 51.04%, occurring on Jun 16, 2022. The portfolio has not yet recovered.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-51.04% | Nov 17, 2021 | 146 | Jun 16, 2022 | — | — | — |
-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 |
-3.46% | Nov 10, 2021 | 1 | Nov 10, 2021 | 2 | Nov 12, 2021 | 3 |
Volatility Chart
The current HIgh Risk volatility is 8.89%, 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.