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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
PositionCategory/SectorWeight
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 Quarterly


-10.00%-5.00%0.00%5.00%10.00%15.00%MayJuneJulyAugustSeptemberOctober
7.84%
15.83%
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


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
22.29%1.65%15.83%39.98%13.99%11.23%
HIgh Risk -1.83%1.38%7.84%40.35%N/AN/A
DDOG
Datadog, Inc.
6.08%12.75%2.60%60.13%30.94%N/A
XMTR
Xometry, Inc.
-43.02%8.89%14.49%49.23%N/AN/A
SHOP
Shopify Inc.
3.20%1.49%14.52%71.33%20.79%N/A
SEQUX
Sequoia Fund
21.73%0.81%14.08%43.30%11.90%8.23%
ETSY
Etsy, Inc.
-41.42%-16.91%-30.86%-22.56%1.31%N/A
ADSK
Autodesk, Inc.
18.97%6.53%36.09%46.45%14.52%17.59%
AI
C3.ai, Inc.
-8.22%8.79%16.96%8.12%N/AN/A
FAIRX
Fairholme Fund
-8.79%-9.30%-6.25%12.92%11.56%5.99%
BCSF
Bain Capital Specialty Finance, Inc.
19.67%-0.60%5.40%22.80%8.36%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-3.95%2.74%-4.07%-3.83%-2.67%0.92%2.91%3.78%1.02%-1.83%
202322.16%-4.36%2.82%-9.36%19.83%5.43%11.29%-8.62%-8.77%-7.44%25.60%12.47%66.85%
2022-12.39%-4.53%-4.96%-16.62%-2.78%-9.04%13.10%0.61%-9.34%6.26%4.25%-8.96%-39.03%
2021-2.30%4.61%-6.04%7.66%-2.65%-3.00%-2.37%

Expense Ratio

HIgh Risk has an expense ratio of 0.22%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for SEQUX: current value at 1.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.00%
Expense ratio chart for FAIRX: current value at 1.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.00%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of HIgh Risk is 9, indicating that it is in the bottom 9% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of HIgh Risk is 99
Combined Rank
The Sharpe Ratio Rank of HIgh Risk is 1010Sharpe Ratio Rank
The Sortino Ratio Rank of HIgh Risk is 1010Sortino Ratio Rank
The Omega Ratio Rank of HIgh Risk is 1010Omega Ratio Rank
The Calmar Ratio Rank of HIgh Risk is 1111Calmar Ratio Rank
The Martin Ratio Rank of HIgh Risk is 66Martin 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.


HIgh Risk
Sharpe ratio
The chart of Sharpe ratio for HIgh Risk , currently valued at 1.60, compared to the broader market0.002.004.006.001.60
Sortino ratio
The chart of Sortino ratio for HIgh Risk , currently valued at 2.31, compared to the broader market-2.000.002.004.006.002.31
Omega ratio
The chart of Omega ratio for HIgh Risk , currently valued at 1.29, compared to the broader market0.801.001.201.401.601.802.001.29
Calmar ratio
The chart of Calmar ratio for HIgh Risk , currently valued at 1.07, compared to the broader market0.005.0010.001.07
Martin ratio
The chart of Martin ratio for HIgh Risk , currently valued at 4.16, compared to the broader market0.0010.0020.0030.0040.0050.0060.004.16
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 3.43, compared to the broader market0.002.004.006.003.43
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 4.52, compared to the broader market-2.000.002.004.006.004.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.64, compared to the broader market0.801.001.201.401.601.802.001.64
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.17, compared to the broader market0.005.0010.003.17
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 22.22, compared to the broader market0.0010.0020.0030.0040.0050.0060.0022.22

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
DDOG
Datadog, Inc.
1.292.171.290.975.47
XMTR
Xometry, Inc.
0.561.361.190.520.97
SHOP
Shopify Inc.
1.392.051.301.013.70
SEQUX
Sequoia Fund
3.664.911.641.7528.80
ETSY
Etsy, Inc.
-0.55-0.550.93-0.29-0.89
ADSK
Autodesk, Inc.
1.812.351.321.155.26
AI
C3.ai, Inc.
0.100.671.080.090.23
FAIRX
Fairholme Fund
0.570.951.110.572.21
BCSF
Bain Capital Specialty Finance, Inc.
1.772.361.322.8610.56

Sharpe Ratio

The current HIgh Risk Sharpe ratio is 1.60. 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 2.49 to 3.44, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

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 Ratio0.001.002.003.00MayJuneJulyAugustSeptemberOctober
1.60
3.43
HIgh Risk
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

HIgh Risk provided a 1.23% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
HIgh Risk 1.23%1.22%1.63%2.64%2.80%1.55%3.38%1.67%2.90%8.32%1.19%1.13%
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%0.00%3.09%14.82%13.50%4.94%25.75%13.72%18.84%5.07%1.93%1.53%
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
0.45%0.41%0.00%0.00%0.00%0.83%2.23%1.29%7.29%69.79%8.77%8.67%
BCSF
Bain Capital Specialty Finance, Inc.
10.63%10.56%11.54%8.89%11.68%8.14%2.40%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%MayJuneJulyAugustSeptemberOctober
-12.18%
-0.54%
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 51.04%, occurring on Jun 16, 2022. The portfolio has not yet recovered.

The current HIgh Risk drawdown is 12.18%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-51.04%Nov 17, 2021146Jun 16, 2022
-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
-3.46%Nov 10, 20211Nov 10, 20212Nov 12, 20213

Volatility

Volatility Chart

The current HIgh Risk volatility is 5.43%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%MayJuneJulyAugustSeptemberOctober
5.43%
2.71%
HIgh Risk
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.

BCSFXMTRFAIRXETSYDDOGAISHOPADSKSEQUX
BCSF1.000.230.390.210.240.290.250.340.44
XMTR0.231.000.350.460.400.440.460.420.45
FAIRX0.390.351.000.380.390.440.420.500.63
ETSY0.210.460.381.000.470.510.580.520.55
DDOG0.240.400.390.471.000.540.620.630.55
AI0.290.440.440.510.541.000.600.550.57
SHOP0.250.460.420.580.620.601.000.630.67
ADSK0.340.420.500.520.630.550.631.000.73
SEQUX0.440.450.630.550.550.570.670.731.00
The correlation results are calculated based on daily price changes starting from Jul 1, 2021