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HIgh Risk

Last updated Dec 2, 2023

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
DDOG
Datadog, Inc.
Technology11.11%
XMTR
Xometry, Inc.
Industrials11.11%
SHOP
Shopify Inc.
Technology11.11%
SEQUX
Sequoia Fund
Large Cap Growth Equities11.11%
ETSY
Etsy, Inc.
Consumer Cyclical11.11%
ADSK
Autodesk, Inc.
Technology11.11%
AI
C3.ai, Inc.
Technology11.11%
FAIRX
Fairholme Fund
Large Cap Value Equities11.11%
BCSF
Bain Capital Specialty Finance, Inc.
Financial Services11.11%

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


-30.00%-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-8.89%
6.91%
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


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
HIgh Risk 53.04%22.80%18.10%36.54%N/AN/A
DDOG
Datadog, Inc.
61.39%48.09%20.10%52.14%N/AN/A
XMTR
Xometry, Inc.
-20.48%76.39%37.80%-41.11%N/AN/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/AN/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


JanFebMarAprMayJunJulAugSepOctNovDec
202319.83%5.43%11.29%-8.62%-8.77%-7.44%25.51%

Sharpe Ratio

The current HIgh Risk Sharpe ratio is 1.12. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.001.12

The Sharpe ratio of HIgh Risk lies between the 25th and 75th percentiles. It indicates that the portfolio's 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.


Rolling 12-month Sharpe Ratio0.000.200.400.600.801.001.201.40JulyAugustSeptemberOctoberNovemberDecember
1.12
0.91
HIgh Risk
Benchmark (^GSPC)
Portfolio components

Dividend yield

HIgh Risk granted a 1.12% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
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%
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.


1.00%
0.00%2.15%
1.00%
0.00%2.15%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer 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

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

BCSFXMTRFAIRXETSYAIDDOGSHOPADSKSEQUX
BCSF1.000.240.410.210.280.260.280.380.47
XMTR0.241.000.300.480.460.420.490.440.45
FAIRX0.410.301.000.380.420.420.450.510.64
ETSY0.210.480.381.000.560.560.650.600.59
AI0.280.460.420.561.000.580.630.580.58
DDOG0.260.420.420.560.581.000.660.670.59
SHOP0.280.490.450.650.630.661.000.650.70
ADSK0.380.440.510.600.580.670.651.000.75
SEQUX0.470.450.640.590.580.590.700.751.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-17.94%
-4.21%
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.


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 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.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
8.89%
2.79%
HIgh Risk
Benchmark (^GSPC)
Portfolio components
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