KIPLING

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

KIPLING

Currency in USD · Last updated May 15, 2025

Asset Allocation

Position	Category/Sector	Target Weight
0700.HK Tencent Holdings Ltd	Communication Services	16.38%
ARM Arm Holdings plc American Depositary Shares	Technology	3%
AXON Axon Enterprise, Inc.	Industrials	3.20%
DECK Deckers Outdoor Corporation	Consumer Cyclical	2.80%
GEV GE Vernova Inc.	Utilities	2.14%
HOOD Robinhood Markets, Inc.	Technology	1%
IONQ IonQ, Inc.	Technology	1%
LLY Eli Lilly and Company	Healthcare	15.26%
MSFT Microsoft Corporation	Technology	1.20%
NVDA NVIDIA Corporation	Technology	39.12%
PLTR Palantir Technologies Inc.	Technology	5.90%
QTUM Defiance Quantum ETF	Technology Equities	1%
RKLB Rocket Lab USA, Inc.	Industrials	1%
VIST Vista Oil & Gas, S.A.B. de C.V.	Energy	2%
VST Vistra Corp.	Utilities	5%

Benchmark

Rebalance

Performance

Performance Chart

Loading data...

The earliest data available for this chart is Mar 27, 2024, corresponding to the inception date of GEV

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	0.19%	9.00%	-1.55%	12.31%	15.59%	10.78%
KIPLING	10.58%	19.79%	12.04%	67.48%	N/A	N/A
Portfolio components:
NVDA NVIDIA Corporation	0.79%	22.25%	-7.46%	48.19%	74.49%	74.86%
0700.HK Tencent Holdings Ltd	24.36%	14.05%	28.62%	37.75%	5.18%	13.23%
LLY Eli Lilly and Company	-7.15%	-5.14%	-11.56%	-5.73%	36.76%	27.99%
PLTR Palantir Technologies Inc.	72.13%	40.55%	114.46%	507.18%	N/A	N/A
VST Vistra Corp.	12.42%	37.30%	9.23%	70.56%	56.91%	N/A
AXON Axon Enterprise, Inc.	22.58%	26.74%	21.16%	145.74%	58.32%	36.38%
ARM Arm Holdings plc American Depositary Shares	8.18%	27.02%	-1.21%	14.40%	N/A	N/A
DECK Deckers Outdoor Corporation	-37.29%	18.86%	-28.59%	-13.40%	40.44%	26.67%
GEV GE Vernova Inc.	31.69%	34.40%	30.08%	161.73%	N/A	N/A
VIST Vista Oil & Gas, S.A.B. de C.V.	-5.03%	25.77%	7.53%	10.40%	73.55%	N/A
MSFT Microsoft Corporation	7.67%	16.79%	6.95%	9.56%	20.98%	27.00%
HOOD Robinhood Markets, Inc.	64.76%	39.08%	92.38%	240.68%	N/A	N/A
QTUM Defiance Quantum ETF	3.68%	17.87%	27.23%	39.46%	27.31%	N/A
RKLB Rocket Lab USA, Inc.	-5.26%	26.14%	28.15%	429.17%	N/A	N/A
IONQ IonQ, Inc.	-20.01%	31.79%	24.85%	262.36%	N/A	N/A

*Annualized

Monthly Returns

The table below presents the monthly returns of KIPLING , 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	-0.78%	2.64%	-8.25%	5.68%	11.98%								10.58%
2024			-0.07%	-0.23%	15.45%	7.91%	-4.55%	7.37%	7.23%	3.63%	13.35%	-0.21%	60.01%

Expense Ratio

KIPLING has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

QTUM

Defiance Quantum ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 89, KIPLING is among the top 11% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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 ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
NVDA NVIDIA Corporation	0.71	1.08	1.14	0.83	2.03
0700.HK Tencent Holdings Ltd	1.07	1.58	1.22	1.54	3.39
LLY Eli Lilly and Company	-0.22	-0.17	0.98	-0.44	-0.85
PLTR Palantir Technologies Inc.	6.70	5.38	1.75	13.01	39.15
VST Vistra Corp.	0.80	1.45	1.21	1.28	2.84
AXON Axon Enterprise, Inc.	2.56	3.75	1.59	5.33	13.82
ARM Arm Holdings plc American Depositary Shares	0.24	0.89	1.11	0.34	0.68
DECK Deckers Outdoor Corporation	-0.31	-0.13	0.98	-0.28	-0.61
GEV GE Vernova Inc.	2.70	2.96	1.44	4.39	12.66
VIST Vista Oil & Gas, S.A.B. de C.V.	0.15	0.76	1.09	0.33	1.02
MSFT Microsoft Corporation	0.30	0.56	1.08	0.28	0.62
HOOD Robinhood Markets, Inc.	2.95	2.98	1.42	4.60	12.22
QTUM Defiance Quantum ETF	1.10	1.66	1.22	1.44	4.43
RKLB Rocket Lab USA, Inc.	4.87	4.49	1.54	9.80	24.49
IONQ IonQ, Inc.	2.17	2.94	1.38	4.70	10.78

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

KIPLING Sharpe ratios as of May 15, 2025 (values are recalculated daily):

1-Year: 1.67
All Time: 1.75

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.54 to 1.03, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of KIPLING compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

Loading data...

Dividends

Dividend yield

KIPLING provided a 0.28% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	0.28%	0.29%	0.52%	0.54%	0.41%	0.50%	0.58%	0.54%	0.54%	1.42%	0.90%	1.16%
Portfolio components:
NVDA NVIDIA Corporation	0.03%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%	1.70%
0700.HK Tencent Holdings Ltd	0.65%	0.82%	1.63%	0.93%	0.32%	0.20%	0.25%	0.27%	0.14%	0.23%	0.22%	0.20%
LLY Eli Lilly and Company	0.75%	0.67%	0.78%	1.07%	1.23%	1.75%	1.96%	1.94%	2.46%	2.77%	2.37%	2.84%
PLTR Palantir Technologies 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%
VST Vistra Corp.	0.57%	0.63%	2.13%	3.12%	2.64%	2.75%	2.17%	0.00%	0.00%	14.97%	0.00%	0.00%
AXON Axon Enterprise, 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%
ARM Arm Holdings plc American Depositary Shares	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
DECK Deckers Outdoor Corporation	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
GEV GE Vernova Inc.	0.12%	0.08%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VIST Vista Oil & Gas, S.A.B. de C.V.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
MSFT Microsoft Corporation	0.88%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%	2.48%
HOOD Robinhood Markets, 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%
QTUM Defiance Quantum ETF	0.65%	0.61%	0.81%	1.46%	0.48%	0.45%	0.61%	0.21%	0.00%	0.00%	0.00%	0.00%
RKLB Rocket Lab USA, 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%
IONQ IonQ, 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%

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.

Loading data...

Worst Drawdowns

The table below displays the maximum drawdowns of the KIPLING . 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 KIPLING was 26.71%, occurring on Apr 8, 2025. The portfolio has not yet recovered.

The current KIPLING drawdown is 2.27%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-26.71%	Feb 19, 2025	35	Apr 8, 2025	—	—	—
-18.77%	Jul 11, 2024	18	Aug 5, 2024	36	Sep 24, 2024	54
-10.51%	Apr 12, 2024	6	Apr 19, 2024	6	Apr 29, 2024	12
-10.25%	Jan 24, 2025	2	Jan 27, 2025	10	Feb 10, 2025	12
-7.7%	Jan 7, 2025	6	Jan 14, 2025	6	Jan 22, 2025	12

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading data...

Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 15 assets, with an effective number of assets of 4.69, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of 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.

	^GSPC	0700.HK	VIST	LLY	DECK	IONQ	RKLB	VST	MSFT	GEV	HOOD	AXON	ARM	PLTR	NVDA	QTUM	Portfolio
^GSPC	1.00	0.13	0.30	0.41	0.59	0.49	0.54	0.51	0.74	0.60	0.59	0.58	0.67	0.62	0.69	0.79	0.77
0700.HK	0.13	1.00	0.01	0.09	0.05	0.14	0.09	0.13	0.10	0.05	0.12	0.12	0.12	0.16	0.17	0.18	0.33
VIST	0.30	0.01	1.00	0.15	0.25	0.24	0.16	0.26	0.25	0.28	0.29	0.21	0.26	0.22	0.25	0.31	0.29
LLY	0.41	0.09	0.15	1.00	0.27	0.18	0.14	0.24	0.25	0.27	0.24	0.28	0.30	0.29	0.29	0.29	0.46
DECK	0.59	0.05	0.25	0.27	1.00	0.44	0.45	0.46	0.42	0.40	0.50	0.46	0.43	0.40	0.39	0.55	0.51
IONQ	0.49	0.14	0.24	0.18	0.44	1.00	0.61	0.47	0.38	0.38	0.50	0.45	0.37	0.51	0.37	0.62	0.52
RKLB	0.54	0.09	0.16	0.14	0.45	0.61	1.00	0.50	0.40	0.46	0.48	0.48	0.41	0.52	0.40	0.59	0.54
VST	0.51	0.13	0.26	0.24	0.46	0.47	0.50	1.00	0.33	0.63	0.38	0.52	0.40	0.45	0.49	0.48	0.61
MSFT	0.74	0.10	0.25	0.25	0.42	0.38	0.40	0.33	1.00	0.45	0.42	0.44	0.55	0.49	0.56	0.57	0.57
GEV	0.60	0.05	0.28	0.27	0.40	0.38	0.46	0.63	0.45	1.00	0.41	0.53	0.46	0.45	0.51	0.52	0.58
HOOD	0.59	0.12	0.29	0.24	0.50	0.50	0.48	0.38	0.42	0.41	1.00	0.50	0.49	0.50	0.48	0.58	0.57
AXON	0.58	0.12	0.21	0.28	0.46	0.45	0.48	0.52	0.44	0.53	0.50	1.00	0.42	0.60	0.48	0.53	0.60
ARM	0.67	0.12	0.26	0.30	0.43	0.37	0.41	0.40	0.55	0.46	0.49	0.42	1.00	0.48	0.64	0.69	0.67
PLTR	0.62	0.16	0.22	0.29	0.40	0.51	0.52	0.45	0.49	0.45	0.50	0.60	0.48	1.00	0.48	0.58	0.65
NVDA	0.69	0.17	0.25	0.29	0.39	0.37	0.40	0.49	0.56	0.51	0.48	0.48	0.64	0.48	1.00	0.62	0.90
QTUM	0.79	0.18	0.31	0.29	0.55	0.62	0.59	0.48	0.57	0.52	0.58	0.53	0.69	0.58	0.62	1.00	0.73
Portfolio	0.77	0.33	0.29	0.46	0.51	0.52	0.54	0.61	0.57	0.58	0.57	0.60	0.67	0.65	0.90	0.73	1.00

The correlation results are calculated based on daily price changes starting from Mar 28, 2024

Performance Analysis

Risk Analysis

Optimization

Factor Model

KIPLING

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

Community