KIPLING

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

KIPLING

Last updated Aug 30, 2024

Asset Allocation

Position	Category/Sector	Weight
0700.HK Tencent Holdings Ltd	Communication Services	16.79%
0883.HK CNOOC Ltd	Energy	1.98%
AAPL Apple Inc	Technology	1.57%
ARM Arm Holdings plc American Depositary Shares	Technology	1.88%
AVGO Broadcom Inc.	Technology	4.76%
GE General Electric Company	Industrials	1.12%
HESAY Hermes International SA	Consumer Cyclical	3.51%
LDOS Leidos Holdings, Inc.	Technology	1.49%
LLY Eli Lilly and Company	Healthcare	14.11%
MSFT Microsoft Corporation	Technology	3.47%
NVDA NVIDIA Corporation	Technology	34.41%
NVO Novo Nordisk A/S	Healthcare	11.22%
PGR The Progressive Corporation	Financial Services	1.15%
RNMBY Rheinmetall AG ADR	Industrials	2.25%
VIST Vista Oil & Gas, S.A.B. de C.V.	Energy	0.29%

Benchmark

S&P 500

Rebalance portfolio

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in KIPLING , 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

KIPLING

Benchmark (^GSPC)

Portfolio components

The earliest data available for this chart is Sep 14, 2023, corresponding to the inception date of ARM

Returns By Period

	Year-To-Date	1 month	6 months	1 year	5 years (annualized)	10 years (annualized)
^GSPC S&P 500	17.24%	2.86%	9.73%	23.86%	13.86%	10.83%
KIPLING	74.45%	10.62%	33.08%	N/A	N/A	N/A
Portfolio components:
NVDA NVIDIA Corporation	137.48%	13.36%	48.66%	138.76%	95.34%	74.05%
0700.HK Tencent Holdings Ltd	29.82%	6.95%	37.93%	16.90%	3.88%	12.38%
LLY Eli Lilly and Company	62.08%	19.15%	25.14%	72.73%	55.05%	33.57%
NVO Novo Nordisk A/S	34.12%	6.82%	15.85%	47.55%	39.83%	19.73%
AVGO Broadcom Inc.	41.63%	9.34%	21.57%	78.97%	45.45%	38.60%
HESAY Hermes International SA	13.63%	8.50%	-3.93%	14.11%	29.48%	23.31%
MSFT Microsoft Corporation	10.46%	-2.14%	0.23%	26.59%	25.76%	26.72%
RNMBY Rheinmetall AG ADR	91.52%	11.75%	32.34%	123.95%	43.35%	31.84%
ARM Arm Holdings plc American Depositary Shares	75.57%	-0.77%	-6.46%	N/A	N/A	N/A
AAPL Apple Inc	19.81%	5.14%	27.45%	23.08%	35.50%	26.06%
PGR The Progressive Corporation	57.90%	15.92%	32.01%	87.78%	29.98%	29.12%
GE General Electric Company	71.00%	3.64%	39.11%	91.19%	34.03%	5.12%
LDOS Leidos Holdings, Inc.	46.27%	7.85%	23.83%	62.80%	14.17%	21.46%
VIST Vista Oil & Gas, S.A.B. de C.V.	75.23%	23.00%	40.52%	92.02%	67.04%	N/A
0883.HK CNOOC Ltd	68.30%	6.59%	36.49%	72.91%	24.38%	10.87%

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
2024	10.77%	18.34%	9.31%	0.54%	12.13%	8.96%	-5.09%						74.45%
2023									-5.49%	-1.47%	11.19%	1.96%	5.56%

Expense Ratio

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

The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

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.

KIPLING

No data

No data

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No data

^GSPC

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
NVDA NVIDIA Corporation	2.82	3.27	1.41	5.22	16.24
0700.HK Tencent Holdings Ltd	0.63	1.08	1.13	0.30	2.09
LLY Eli Lilly and Company	2.35	3.13	1.42	3.78	13.31
NVO Novo Nordisk A/S	1.51	2.22	1.27	2.43	8.23
AVGO Broadcom Inc.	1.84	2.55	1.32	3.15	10.03
HESAY Hermes International SA	0.60	1.00	1.12	0.67	1.73
MSFT Microsoft Corporation	1.35	1.83	1.24	1.73	5.70
RNMBY Rheinmetall AG ADR	3.97	4.45	1.58	6.72	20.81
ARM Arm Holdings plc American Depositary Shares	—	—	—	—	—
AAPL Apple Inc	1.13	1.71	1.21	1.53	3.36
PGR The Progressive Corporation	4.27	5.62	1.75	8.72	38.52
GE General Electric Company	3.23	4.19	1.54	1.92	27.03
LDOS Leidos Holdings, Inc.	3.39	5.17	1.69	2.89	19.91
VIST Vista Oil & Gas, S.A.B. de C.V.	2.18	2.95	1.35	4.26	12.75
0883.HK CNOOC Ltd	2.58	3.26	1.41	4.04	12.39

Sharpe Ratio

There is not enough data available to calculate the Sharpe ratio for KIPLING . We calculate this metric based on the past 12 months of trading data. Please check back later for updated information.

Not enough data

Dividends

Dividend yield

KIPLING granted a 0.63% dividend yield in the last twelve months.

	TTM	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014	2013
KIPLING	0.63%	0.80%	1.00%	0.69%	0.83%	0.89%	1.07%	0.91%	1.46%	1.34%	1.56%	1.90%
Portfolio components:
NVDA NVIDIA Corporation	0.02%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.30%	0.46%	1.19%	1.68%	1.95%
0700.HK Tencent Holdings Ltd	0.90%	1.63%	0.93%	0.32%	0.20%	0.25%	0.27%	0.14%	0.23%	0.22%	0.20%	0.19%
LLY Eli Lilly and Company	0.53%	0.78%	1.07%	1.23%	1.75%	1.96%	1.94%	2.46%	2.77%	2.37%	2.84%	3.84%
NVO Novo Nordisk A/S	0.86%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
AVGO Broadcom Inc.	1.30%	1.71%	3.02%	2.24%	3.05%	3.54%	4.48%	2.57%	2.33%	2.09%	2.42%	3.74%
HESAY Hermes International SA	1.13%	0.65%	0.58%	0.31%	0.82%	0.69%	0.90%	0.76%	0.90%	2.60%	1.01%	0.90%
MSFT Microsoft Corporation	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%	2.48%	2.59%
RNMBY Rheinmetall AG ADR	1.01%	1.48%	1.83%	2.57%	2.46%	2.03%	2.37%	1.24%	1.99%	0.51%	1.26%	3.74%
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%
AAPL Apple Inc	0.43%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%	1.67%	2.10%
PGR The Progressive Corporation	0.46%	0.25%	0.31%	6.23%	2.68%	3.87%	1.86%	1.21%	2.50%	2.16%	5.53%	1.05%
GE General Electric Company	0.40%	0.25%	0.38%	0.34%	0.37%	0.36%	4.88%	4.81%	2.94%	2.95%	3.52%	2.81%
LDOS Leidos Holdings, Inc.	0.95%	1.35%	1.37%	1.57%	1.29%	1.35%	2.43%	1.98%	29.17%	3.41%	2.94%	7.91%
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%
0883.HK CNOOC Ltd	5.90%	10.31%	18.84%	6.85%	9.05%	5.63%	4.96%	3.83%	3.81%	7.06%	5.46%	3.95%

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.

KIPLING

Benchmark (^GSPC)

Portfolio components

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 17.46%, occurring on Aug 7, 2024. The portfolio has not yet recovered.

The current KIPLING drawdown is 5.68%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-17.46%	Jul 11, 2024	20	Aug 7, 2024	—	—	—
-9.87%	Mar 26, 2024	18	Apr 19, 2024	11	May 6, 2024	29
-8.61%	Oct 13, 2023	10	Oct 26, 2023	9	Nov 8, 2023	19
-7.08%	Sep 15, 2023	5	Sep 21, 2023	14	Oct 11, 2023	19
-6.24%	Jun 20, 2024	3	Jun 24, 2024	12	Jul 10, 2024	15

Volatility

Volatility Chart

The current KIPLING volatility is 9.94%, 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.

KIPLING

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.

	PGR	0883.HK	0700.HK	RNMBY	VIST	LDOS	HESAY	AAPL	NVO	LLY	GE	ARM	MSFT	AVGO	NVDA
PGR	1.00	-0.01	-0.05	0.04	0.11	0.06	0.08	-0.05	0.13	0.18	0.10	-0.07	0.09	-0.01	-0.05
0883.HK	-0.01	1.00	0.27	0.22	0.07	0.11	0.10	-0.06	-0.00	0.08	0.00	0.06	0.02	0.09	0.12
0700.HK	-0.05	0.27	1.00	0.09	0.04	-0.02	0.15	0.11	0.06	0.11	-0.01	0.05	0.20	0.14	0.18
RNMBY	0.04	0.22	0.09	1.00	0.13	0.16	0.23	0.02	0.10	0.16	0.22	0.14	0.03	0.17	0.15
VIST	0.11	0.07	0.04	0.13	1.00	0.14	0.13	0.12	0.12	0.17	0.23	0.19	0.13	0.13	0.16
LDOS	0.06	0.11	-0.02	0.16	0.14	1.00	0.14	0.08	0.21	0.19	0.30	0.11	0.19	0.11	0.10
HESAY	0.08	0.10	0.15	0.23	0.13	0.14	1.00	0.17	0.16	0.10	0.25	0.22	0.28	0.20	0.17
AAPL	-0.05	-0.06	0.11	0.02	0.12	0.08	0.17	1.00	0.13	0.21	0.21	0.34	0.46	0.40	0.31
NVO	0.13	-0.00	0.06	0.10	0.12	0.21	0.16	0.13	1.00	0.61	0.22	0.26	0.31	0.22	0.28
LLY	0.18	0.08	0.11	0.16	0.17	0.19	0.10	0.21	0.61	1.00	0.31	0.26	0.33	0.31	0.38
GE	0.10	0.00	-0.01	0.22	0.23	0.30	0.25	0.21	0.22	0.31	1.00	0.34	0.33	0.44	0.45
ARM	-0.07	0.06	0.05	0.14	0.19	0.11	0.22	0.34	0.26	0.26	0.34	1.00	0.40	0.55	0.51
MSFT	0.09	0.02	0.20	0.03	0.13	0.19	0.28	0.46	0.31	0.33	0.33	0.40	1.00	0.56	0.51
AVGO	-0.01	0.09	0.14	0.17	0.13	0.11	0.20	0.40	0.22	0.31	0.44	0.55	0.56	1.00	0.70
NVDA	-0.05	0.12	0.18	0.15	0.16	0.10	0.17	0.31	0.28	0.38	0.45	0.51	0.51	0.70	1.00

The correlation results are calculated based on daily price changes starting from Sep 15, 2023