PortfoliosLab logo
HIgh Risk
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


DDOG 11.11%XMTR 11.11%SHOP 11.11%SEQUX 11.11%ETSY 11.11%ADSK 11.11%AI 11.11%FAIRX 11.11%BCSF 11.11%EquityEquity

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.


-10.00%0.00%10.00%20.00%30.00%40.00%December2025FebruaryMarchAprilMay
4.99%
31.80%
HIgh Risk
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 30, 2021, corresponding to the inception date of XMTR

Returns By Period


YTD1M6M1Y5Y*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/AN/A
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/AN/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/AN/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
*Annualized

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.55%-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%
202322.16%-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.


The Risk-Adjusted Performance Rank of HIgh Risk is 4242
Overall Rank
The Sharpe Ratio Rank of HIgh Risk is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of HIgh Risk is 4747
Sortino Ratio Rank
The Omega Ratio Rank of HIgh Risk is 3636
Omega Ratio Rank
The Calmar Ratio Rank of HIgh Risk is 3636
Calmar Ratio Rank
The Martin Ratio Rank of HIgh Risk is 2828
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
DDOG
Datadog, Inc.
-0.17-0.200.98-0.25-0.67
XMTR
Xometry, Inc.
1.241.971.230.853.09
SHOP
Shopify Inc.
0.850.941.130.311.30
SEQUX
Sequoia Fund
0.911.311.191.014.20
ETSY
Etsy, Inc.
-0.57-0.580.93-0.27-1.16
ADSK
Autodesk, Inc.
1.221.711.230.813.72
AI
C3.ai, Inc.
-0.060.351.04-0.07-0.19
FAIRX
Fairholme Fund
-0.72-1.040.88-0.60-1.12
BCSF
Bain Capital Specialty Finance, Inc.
0.100.191.030.030.09

The current HIgh Risk Sharpe ratio is 0.76. 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 0.44 to 0.96, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of HIgh Risk 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.76
0.48
HIgh Risk
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

HIgh Risk provided a 1.43% dividend yield over the last twelve months.


TTM2024202320222021202020192018201720162015
Portfolio1.43%1.26%1.22%1.29%1.29%1.30%1.08%0.51%0.14%0.21%0.36%
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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-14.57%
-7.82%
HIgh Risk
Benchmark (^GSPC)
Portfolio components

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, 2021146Jun 16, 2022612Nov 21, 2024758
-30.04%Dec 18, 202475Apr 8, 2025
-9%Aug 31, 202124Oct 4, 202112Oct 20, 202136
-6.59%Jul 1, 202110Jul 15, 202115Aug 5, 202125
-4.38%Aug 13, 20215Aug 19, 20214Aug 25, 20219

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.


0.00%5.00%10.00%15.00%December2025FebruaryMarchAprilMay
12.14%
11.21%
HIgh Risk
Benchmark (^GSPC)
Portfolio components

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

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

^GSPCBCSFXMTRFAIRXETSYDDOGAISHOPADSKSEQUXPortfolio
^GSPC1.000.450.450.610.490.580.560.650.750.880.74
BCSF0.451.000.240.410.220.240.300.260.350.440.40
XMTR0.450.241.000.350.460.400.470.470.440.460.69
FAIRX0.610.410.351.000.370.380.430.410.500.610.59
ETSY0.490.220.460.371.000.450.490.550.510.520.70
DDOG0.580.240.400.380.451.000.540.610.620.540.73
AI0.560.300.470.430.490.541.000.600.550.570.80
SHOP0.650.260.470.410.550.610.601.000.620.660.80
ADSK0.750.350.440.500.510.620.550.621.000.720.75
SEQUX0.880.440.460.610.520.540.570.660.721.000.76
Portfolio0.740.400.690.590.700.730.800.800.750.761.00
The correlation results are calculated based on daily price changes starting from Jul 1, 2021