KIPLING
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% |
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
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 | 13.78% | -0.38% | 11.47% | 18.82% | 12.44% | 10.64% |
| KIPLING | 67.02% | -3.58% | 51.48% | N/A | N/A | N/A |
| Portfolio components: | ||||||
NVDA NVIDIA Corporation | 130.74% | -3.27% | 86.21% | 150.19% | 92.64% | 75.22% |
0700.HK Tencent Holdings Ltd | 24.77% | -4.52% | 30.20% | 6.18% | 0.34% | 12.09% |
LLY Eli Lilly and Company | 48.02% | -3.40% | 36.16% | 89.34% | 53.78% | 32.44% |
NVO Novo Nordisk A/S | 27.86% | -7.51% | 25.73% | 63.54% | 41.91% | 20.82% |
AVGO Broadcom Inc. | 36.59% | -4.95% | 21.60% | 67.76% | 42.63% | 40.35% |
HESAY Hermes International SA | 4.59% | -6.10% | 11.02% | 5.81% | 26.12% | 22.24% |
MSFT Microsoft Corporation | 14.47% | -4.19% | 6.93% | 23.16% | 26.14% | 27.53% |
RNMBY Rheinmetall AG ADR | 71.62% | 0.69% | 50.47% | 94.49% | 39.88% | 28.08% |
ARM Arm Holdings plc American Depositary Shares | 109.83% | 4.38% | 108.19% | N/A | N/A | N/A |
AAPL Apple Inc | 13.81% | 5.00% | 12.66% | 13.47% | 34.37% | 26.10% |
PGR The Progressive Corporation | 36.07% | 2.31% | 20.90% | 75.54% | 24.30% | 27.65% |
GE General Electric Company | 59.89% | 1.27% | 57.06% | 74.41% | 26.00% | 4.50% |
LDOS Leidos Holdings, Inc. | 39.45% | 1.04% | 37.02% | 64.89% | 14.42% | 20.93% |
VIST Vista Oil & Gas, S.A.B. de C.V. | 52.29% | 2.53% | 39.70% | 70.94% | N/A | N/A |
0883.HK CNOOC Ltd | 63.41% | -8.65% | 54.40% | 79.72% | 20.73% | 11.79% |
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% | 67.02% | ||||||
| 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.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
NVDA NVIDIA Corporation | 3.35 | 3.74 | 1.47 | 7.89 | 21.82 |
0700.HK Tencent Holdings Ltd | 0.15 | 0.45 | 1.05 | 0.07 | 0.36 |
LLY Eli Lilly and Company | 2.92 | 4.00 | 1.54 | 7.17 | 21.23 |
NVO Novo Nordisk A/S | 1.96 | 3.22 | 1.37 | 5.31 | 14.16 |
AVGO Broadcom Inc. | 1.80 | 2.51 | 1.31 | 4.17 | 11.14 |
HESAY Hermes International SA | 0.21 | 0.49 | 1.06 | 0.25 | 0.59 |
MSFT Microsoft Corporation | 1.25 | 1.72 | 1.22 | 1.94 | 5.78 |
RNMBY Rheinmetall AG ADR | 3.02 | 3.66 | 1.47 | 5.00 | 13.81 |
ARM Arm Holdings plc American Depositary Shares | — | — | — | — | — |
AAPL Apple Inc | 0.62 | 1.03 | 1.12 | 0.84 | 1.67 |
PGR The Progressive Corporation | 3.25 | 4.75 | 1.60 | 4.30 | 32.30 |
GE General Electric Company | 3.06 | 4.17 | 1.51 | 1.83 | 24.32 |
LDOS Leidos Holdings, Inc. | 3.37 | 5.81 | 1.70 | 2.96 | 20.11 |
VIST Vista Oil & Gas, S.A.B. de C.V. | 1.74 | 2.56 | 1.29 | 3.24 | 10.25 |
0883.HK CNOOC Ltd | 2.80 | 3.60 | 1.44 | 6.09 | 17.91 |
Not enough dataDividends
Dividend yield
KIPLING granted a 0.64% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| KIPLING | 0.64% | 0.88% | 1.09% | 0.79% | 0.98% | 1.06% | 1.29% | 1.08% | 1.78% | 1.45% | 1.72% | 2.04% |
| 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 | 0.94% | 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 | 0.57% | 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 | 0.74% | 0.71% | 0.84% | 0.94% | 1.33% | 1.51% | 1.97% | 1.52% | 2.87% | 0.92% | 1.43% | 1.23% |
AVGO Broadcom Inc. | 1.34% | 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 | 1.23% | 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 | 0.68% | 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 | 1.13% | 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 | 0.44% | 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 | 0.53% | 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 | 0.42% | 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. | 1.00% | 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 | 6.07% | 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.
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 9.87%, occurring on Apr 19, 2024. Recovery took 11 trading sessions.
The current KIPLING drawdown is 9.70%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -9.87% | Mar 26, 2024 | 18 | Apr 19, 2024 | 11 | May 6, 2024 | 29 |
| -9.7% | Jul 11, 2024 | 10 | Jul 24, 2024 | — | — | — |
| -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 7.98%, 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.
Diversification
Asset Correlations Table
| PGR | 0883.HK | 0700.HK | RNMBY | VIST | LDOS | HESAY | NVO | AAPL | ARM | LLY | GE | MSFT | AVGO | NVDA | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| PGR | 1.00 | 0.01 | -0.04 | 0.01 | 0.10 | 0.05 | 0.08 | 0.11 | -0.08 | -0.09 | 0.18 | 0.10 | 0.06 | -0.02 | -0.06 |
| 0883.HK | 0.01 | 1.00 | 0.22 | 0.20 | 0.07 | 0.12 | 0.12 | -0.03 | -0.12 | 0.04 | 0.03 | -0.02 | -0.01 | 0.06 | 0.09 |
| 0700.HK | -0.04 | 0.22 | 1.00 | 0.07 | 0.00 | -0.01 | 0.17 | 0.06 | 0.10 | 0.03 | 0.10 | -0.02 | 0.22 | 0.15 | 0.20 |
| RNMBY | 0.01 | 0.20 | 0.07 | 1.00 | 0.07 | 0.20 | 0.23 | 0.07 | -0.03 | 0.10 | 0.14 | 0.19 | -0.03 | 0.11 | 0.08 |
| VIST | 0.10 | 0.07 | 0.00 | 0.07 | 1.00 | 0.19 | 0.11 | 0.10 | 0.09 | 0.15 | 0.17 | 0.20 | 0.10 | 0.08 | 0.12 |
| LDOS | 0.05 | 0.12 | -0.01 | 0.20 | 0.19 | 1.00 | 0.15 | 0.22 | 0.09 | 0.11 | 0.19 | 0.33 | 0.20 | 0.11 | 0.09 |
| HESAY | 0.08 | 0.12 | 0.17 | 0.23 | 0.11 | 0.15 | 1.00 | 0.15 | 0.15 | 0.19 | 0.10 | 0.21 | 0.25 | 0.16 | 0.14 |
| NVO | 0.11 | -0.03 | 0.06 | 0.07 | 0.10 | 0.22 | 0.15 | 1.00 | 0.12 | 0.21 | 0.59 | 0.19 | 0.28 | 0.17 | 0.27 |
| AAPL | -0.08 | -0.12 | 0.10 | -0.03 | 0.09 | 0.09 | 0.15 | 0.12 | 1.00 | 0.33 | 0.23 | 0.21 | 0.48 | 0.40 | 0.30 |
| ARM | -0.09 | 0.04 | 0.03 | 0.10 | 0.15 | 0.11 | 0.19 | 0.21 | 0.33 | 1.00 | 0.24 | 0.31 | 0.37 | 0.49 | 0.45 |
| LLY | 0.18 | 0.03 | 0.10 | 0.14 | 0.17 | 0.19 | 0.10 | 0.59 | 0.23 | 0.24 | 1.00 | 0.31 | 0.30 | 0.29 | 0.37 |
| GE | 0.10 | -0.02 | -0.02 | 0.19 | 0.20 | 0.33 | 0.21 | 0.19 | 0.21 | 0.31 | 0.31 | 1.00 | 0.31 | 0.41 | 0.44 |
| MSFT | 0.06 | -0.01 | 0.22 | -0.03 | 0.10 | 0.20 | 0.25 | 0.28 | 0.48 | 0.37 | 0.30 | 0.31 | 1.00 | 0.55 | 0.51 |
| AVGO | -0.02 | 0.06 | 0.15 | 0.11 | 0.08 | 0.11 | 0.16 | 0.17 | 0.40 | 0.49 | 0.29 | 0.41 | 0.55 | 1.00 | 0.66 |
| NVDA | -0.06 | 0.09 | 0.20 | 0.08 | 0.12 | 0.09 | 0.14 | 0.27 | 0.30 | 0.45 | 0.37 | 0.44 | 0.51 | 0.66 | 1.00 |