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TRAI
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Risk-Adjusted Performance
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TRAI

Last updated Oct 10, 2024

Asset Allocation

RUB=X 4.68%AI 2.54%NVDA 2.42%IBM 2.29%NOW 2.23%ROK 2.23%AMD 2.19%DT 2.16%KLAC 2.15%NATI 2.13%GOOGL 2.11%PTC 2.11%PRO 2.07%TER 2.06%ANSS 1.98%QCOM 1.96%TSLA 1.96%BIDU 1.9%AKAM 1.88%SNPS 1.87%ISRG 1.85%MSFT 1.83%JNJ 1.82%APTV 1.82%EQIX 1.82%EMR 1.78%ADSK 1.78%JBT 1.76%CDNS 1.75%MGA 1.72%GNTX 1.68%NICE 1.67%TSM 1.65%NXPI 1.64%ZBRA 1.62%DE 1.6%INTC 1.58%AMZN 1.57%BABA 1.5%OMCL 1.48%CGNX 1.47%SYK 1.46%TRMB 1.37%CIEN 1.34%PATH 1.33%MDT 1.31%AMBA 1.28%PEGA 1.26%DDD 1.23%MU 1.18%APPN 1.15%ILMN 1.1%EquityEquity
PositionCategory/SectorWeight
ADSK
Autodesk, Inc.		Technology
1.78%
AI
C3.ai, Inc.		Technology
2.54%
AKAM
Akamai Technologies, Inc.		Technology
1.88%
AMBA
Ambarella, Inc.		Technology
1.28%
AMD
Advanced Micro Devices, Inc.		Technology
2.19%
AMZN
Amazon.com, Inc.		Consumer Cyclical
1.57%
ANSS
ANSYS, Inc.		Technology
1.98%
APPN
Appian Corporation		Technology
1.15%
APTV
Aptiv PLC		Consumer Cyclical
1.82%
AZTA
Azenta, Inc.		Healthcare
0.81%
BABA
Alibaba Group Holding Limited		Consumer Cyclical
1.50%
BIDU
Baidu, Inc.		Communication Services
1.90%
CDNS
Cadence Design Systems, Inc.		Technology
1.75%
CGNX
Cognex Corporation		Technology
1.47%
CIEN
Ciena Corporation		Technology
1.34%
DAVA
Endava plc		Technology
0.59%
DDD
3D Systems Corporation		Technology
1.23%
DE
Deere & Company		Industrials
1.60%
DT
Dynatrace, Inc.		Technology
2.16%
EMR
Emerson Electric Co.		Industrials
1.78%
EQIX
1.82%
FARO
0.65%
GNTX
1.68%
GOOGL
2.11%
IBM
2.29%
ILMN
1.10%
INTC
1.58%
ISRG
1.85%
JBT
1.76%
JD
0.94%
JNJ
1.82%
KLAC
2.15%
LAZR
0.97%
MDT
1.31%
MGA
1.72%
MSFT
1.83%
MU
1.18%
NATI
2.13%
NICE
1.67%
NOW
2.23%
NVDA
2.42%
NXPI
1.64%
OMCL
1.48%
PATH
1.33%
PEGA
1.26%
PRLB
0.98%
PRO
2.07%
PTC
2.11%
QCOM
1.96%
ROK
2.23%
RUB=X
4.68%
SNPS
1.87%
SYK
1.46%
TDOC
0.73%
TER
2.06%
TRMB
1.37%
TSLA
1.96%
TSM
1.65%
ZBRA
1.62%

Performance

Performance Chart

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

-5.00%0.00%5.00%10.00%MayJuneJulyAugustSeptemberOctober
4.70%
12.24%
TRAI
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 9, 2020, corresponding to the inception date of AI

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		21.43%5.87%12.23%32.90%14.34%11.78%
TRAI6.39%9.38%4.69%17.86%N/AN/A
Portfolio components:
AI
C3.ai, Inc.		-9.09%22.02%10.55%-2.32%N/AN/A
NVDA
167.92%24.60%52.43%189.73%N/AN/A
IBM
47.28%15.12%28.30%71.42%N/AN/A
NOW
32.86%9.71%22.03%68.13%N/AN/A
ROK
-11.88%4.07%-3.43%-5.75%N/AN/A
AMD
Advanced Micro Devices, Inc.		16.02%23.79%2.32%56.88%42.04%51.43%
DT
Dynatrace, Inc.		-1.30%6.05%13.76%10.96%23.70%N/A
KLAC
39.26%13.35%17.55%71.21%N/AN/A
NATI
0.00%0.00%0.00%0.00%N/AN/A
GOOGL
16.16%8.84%3.92%17.53%N/AN/A
PTC
3.79%8.22%-0.18%27.57%N/AN/A
PRO
-52.87%5.00%-49.56%-46.94%N/AN/A
TER
20.59%5.05%22.84%31.56%N/AN/A
ANSS
ANSYS, Inc.		-10.11%5.33%-3.91%7.56%7.82%15.88%
QCOM
19.39%5.88%0.55%54.73%N/AN/A
TSLA
-2.99%11.46%40.34%-8.56%N/AN/A
BIDU
Baidu, Inc.		-12.62%27.48%2.41%-22.71%-0.12%-6.49%
AKAM
Akamai Technologies, Inc.		-12.88%8.46%-1.22%-4.70%2.87%6.20%
SNPS
2.74%13.97%-5.74%7.93%N/AN/A
ISRG
45.36%2.29%26.24%64.65%N/AN/A
MSFT
11.62%2.89%-1.01%28.08%N/AN/A
JNJ
4.90%-3.58%8.64%4.66%N/AN/A
APTV
Aptiv PLC		-20.46%3.30%-4.79%-27.27%-3.64%4.25%
EQIX
10.55%5.41%14.18%21.19%N/AN/A
EMR
Emerson Electric Co.		15.60%11.35%-1.86%17.44%13.31%9.50%
ADSK
Autodesk, Inc.		13.72%8.30%15.84%30.31%13.04%17.86%
JBT
-2.75%10.92%3.18%-6.92%N/AN/A
CDNS
Cadence Design Systems, Inc.		2.64%10.58%-8.22%11.94%33.63%33.04%
MGA
-28.04%3.85%-16.80%-20.75%N/AN/A
GNTX
-10.21%-2.74%-17.24%-8.16%N/AN/A
NICE
-17.00%2.42%-31.76%1.35%N/AN/A
TSM
81.91%15.39%28.86%109.76%N/AN/A
NXPI
5.04%3.80%-0.36%20.13%N/AN/A
ZBRA
36.65%13.90%24.54%67.94%N/AN/A
DE
Deere & Company		2.54%5.08%-0.84%5.29%20.58%19.71%
INTC
-52.69%23.02%-36.28%-34.53%N/AN/A
AMZN
Amazon.com, Inc.		21.87%5.57%-0.42%43.01%16.47%28.16%
BABA
Alibaba Group Holding Limited		40.38%32.48%45.88%26.49%-8.63%2.54%
OMCL
14.14%-3.46%56.52%-6.24%N/AN/A
CGNX
Cognex Corporation		-6.15%1.86%-4.96%-5.44%-3.48%8.87%
SYK
19.01%-2.21%2.38%30.21%N/AN/A
TRMB
16.97%14.58%1.15%19.51%N/AN/A
CIEN
Ciena Corporation		49.92%31.11%44.37%51.00%12.33%16.65%
PATH
-49.92%2.05%-41.90%-27.46%N/AN/A
MDT
9.96%-1.74%9.12%19.90%N/AN/A
AMBA
Ambarella, Inc.		-3.72%14.40%23.92%6.96%1.95%4.95%
PEGA
49.00%9.68%17.35%70.71%N/AN/A
DDD
3D Systems Corporation		-53.39%45.10%-26.73%-30.02%-17.88%-22.80%
MU
19.52%18.02%-16.61%47.88%N/AN/A
APPN
Appian Corporation		-14.15%7.52%-17.94%-25.01%-8.56%N/A
ILMN
3.36%14.25%9.72%3.70%N/AN/A
PRLB
-27.13%1.61%-13.66%9.57%N/AN/A
LAZR
-72.41%13.76%-47.16%-78.67%N/AN/A
JD
52.42%65.47%60.63%45.47%N/AN/A
AZTA
Azenta, Inc.		-31.59%-3.45%-20.89%-13.32%3.83%17.84%
TDOC
-57.22%28.23%-36.41%-52.65%N/AN/A
FARO
-20.46%9.74%-10.09%23.59%N/AN/A
DAVA
Endava plc		-69.70%-22.22%-26.28%-60.93%-9.21%N/A
RUB=X
0.16%0.51%0.29%-0.18%N/AN/A

Monthly Returns

The table below presents the monthly returns of TRAI, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.74%5.49%1.32%-6.98%3.20%1.33%0.80%-0.84%3.52%6.39%
202314.69%-0.94%6.83%-5.41%7.74%5.38%4.77%-4.72%-5.59%-6.47%11.60%7.31%37.60%
2022-9.97%-4.80%1.56%-11.86%-0.22%-8.67%10.11%-6.57%-11.55%4.75%7.52%-6.43%-32.95%
2021-1.10%-0.59%5.65%0.02%1.75%-5.39%6.94%-0.12%1.37%8.28%

Expense Ratio

TRAI 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 Rank

The current rank of TRAI is 12, indicating that it is in the bottom 12% 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 TRAI is 1212
TRAI
The Sharpe Ratio Rank of TRAI is 1212Sharpe Ratio Rank
The Sortino Ratio Rank of TRAI is 1212Sortino Ratio Rank
The Omega Ratio Rank of TRAI is 1212Omega Ratio Rank
The Calmar Ratio Rank of TRAI is 1313Calmar Ratio Rank
The Martin Ratio Rank of TRAI is 1111Martin 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.

TRAI
Sharpe ratio
The chart of Sharpe ratio for TRAI, currently valued at 1.56, compared to the broader market0.002.004.001.56
Sortino ratio
The chart of Sortino ratio for TRAI, currently valued at 2.17, compared to the broader market-2.000.002.004.006.002.17
Omega ratio
The chart of Omega ratio for TRAI, currently valued at 1.28, compared to the broader market0.801.001.201.401.601.801.28
Calmar ratio
The chart of Calmar ratio for TRAI, currently valued at 1.04, compared to the broader market0.002.004.006.008.0010.0012.001.04
Martin ratio
The chart of Martin ratio for TRAI, currently valued at 6.40, compared to the broader market0.0010.0020.0030.0040.0050.006.40
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.68, compared to the broader market0.002.004.002.68
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.59, compared to the broader market-2.000.002.004.006.003.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.49, compared to the broader market0.801.001.201.401.601.801.49
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.37, compared to the broader market0.002.004.006.008.0010.0012.002.37
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 16.37, compared to the broader market0.0010.0020.0030.0040.0050.0016.37
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AI
C3.ai, Inc.		0.110.691.080.090.27
NVDA
4.274.161.558.0525.31
IBM
3.664.751.744.6111.48
NOW
2.352.821.433.5912.31
ROK
0.140.381.060.160.40
AMD
Advanced Micro Devices, Inc.		1.652.231.301.853.92
DT
Dynatrace, Inc.		0.731.271.170.431.12
KLAC
1.972.441.343.5710.21
NATI
—————
GOOGL
1.131.621.221.323.60
PTC
1.522.041.272.365.77
PRO
-1.08-1.600.80-0.68-1.55
TER
1.161.681.220.974.45
ANSS
ANSYS, Inc.		0.721.451.180.592.22
QCOM
1.812.301.331.575.07
TSLA
0.250.751.090.210.58
BIDU
Baidu, Inc.		-0.090.141.02-0.06-0.18
AKAM
Akamai Technologies, Inc.		0.020.191.030.020.03
SNPS
0.500.891.120.641.62
ISRG
3.304.731.612.8732.43
MSFT
1.231.691.221.514.20
JNJ
0.631.011.130.511.83
APTV
Aptiv PLC		-0.55-0.580.93-0.32-1.23
EQIX
1.272.131.261.292.96
EMR
Emerson Electric Co.		1.111.651.251.614.54
ADSK
Autodesk, Inc.		1.431.961.270.894.10
JBT
-0.28-0.210.98-0.17-0.75
CDNS
Cadence Design Systems, Inc.		0.691.161.150.862.04
MGA
-0.47-0.490.94-0.24-0.73
GNTX
-0.080.041.01-0.07-0.16
NICE
0.170.481.070.110.26
TSM
3.133.711.493.1916.85
NXPI
1.091.571.201.464.06
ZBRA
2.623.511.451.2917.34
DE
Deere & Company		0.480.811.100.491.55
INTC
-0.55-0.470.93-0.41-0.80
AMZN
Amazon.com, Inc.		1.962.701.351.469.14
BABA
Alibaba Group Holding Limited		1.001.611.210.512.95
OMCL
0.360.981.130.240.98
CGNX
Cognex Corporation		0.330.651.110.200.93
SYK
2.072.881.382.538.84
TRMB
1.131.501.230.553.22
CIEN
Ciena Corporation		1.812.231.351.374.05
PATH
-0.31-0.030.99-0.20-0.49
MDT
1.582.241.290.625.72
AMBA
Ambarella, Inc.		0.581.191.140.341.57
PEGA
1.863.601.431.289.89
DDD
3D Systems Corporation		-0.330.001.00-0.26-0.59
MU
1.151.831.231.232.89
APPN
Appian Corporation		-0.39-0.220.97-0.24-0.99
ILMN
0.621.191.140.321.77
PRLB
0.441.081.150.261.12
LAZR
-0.70-0.960.88-0.75-1.40
JD
1.482.481.281.004.67
AZTA
Azenta, Inc.		-0.170.021.00-0.10-0.36
TDOC
-0.89-1.200.85-0.49-1.11
FARO
0.801.441.180.421.82
DAVA
Endava plc		-0.89-1.070.82-0.61-1.06
RUB=X
0.080.161.020.010.92

Sharpe Ratio

The current TRAI Sharpe ratio is 1.56. 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 2.16 to 2.86, 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 TRAI 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 Ratio0.000.501.001.502.002.50MayJuneJulyAugustSeptemberOctober
1.56
2.68
TRAI
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

TRAI granted a 0.64% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
TRAI0.64%0.67%0.82%0.59%0.67%0.74%0.92%0.72%0.85%1.01%1.32%0.72%
Portfolio components:
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%
NVDA
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.30%0.46%1.19%1.68%1.95%
IBM
2.84%4.05%4.68%4.74%5.17%4.79%5.46%3.84%3.31%3.63%2.65%1.97%
NOW
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ROK
1.85%1.54%1.76%1.24%1.65%1.94%2.42%1.59%2.18%2.61%2.15%1.77%
AMD
Advanced Micro Devices, 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%
DT
Dynatrace, 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%
KLAC
0.72%0.92%1.25%0.91%1.35%1.74%3.17%2.15%2.67%2.94%26.17%2.64%
NATI
0.00%1.40%3.04%2.47%2.37%2.36%2.03%2.02%2.60%2.65%1.93%1.75%
GOOGL
0.25%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PTC
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PRO
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TER
0.36%0.41%0.50%0.24%0.33%0.53%1.15%0.67%0.94%1.16%0.91%0.00%
ANSS
ANSYS, 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%
QCOM
1.94%2.18%2.67%1.47%1.69%2.81%4.27%3.50%3.17%3.72%2.17%1.75%
TSLA
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BIDU
Baidu, 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%
AKAM
Akamai 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%
SNPS
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ISRG
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
0.72%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
JNJ
3.03%3.00%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%2.64%2.83%
APTV
Aptiv PLC		0.00%0.00%0.00%0.00%0.17%0.93%1.43%1.15%1.72%1.17%1.38%1.13%
EQIX
1.94%1.80%1.89%1.36%1.49%1.69%2.59%1.77%1.96%5.86%3.34%0.00%
EMR
Emerson Electric Co.		1.89%2.14%2.15%2.18%2.49%2.58%3.26%2.76%3.42%3.94%2.85%2.37%
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%
JBT
0.41%0.40%0.44%0.26%0.35%0.36%0.56%0.36%0.47%0.74%1.10%1.16%
CDNS
Cadence Design Systems, 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%
MGA
4.57%3.11%3.20%2.13%2.26%2.66%2.90%1.93%2.30%2.17%1.40%1.56%
GNTX
1.66%1.47%1.76%1.38%1.40%1.57%2.13%1.81%1.78%2.06%1.66%1.67%
NICE
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.17%0.93%1.12%1.26%1.17%
TSM
1.17%1.78%2.48%1.56%1.58%3.49%3.55%2.32%2.61%2.54%1.79%2.30%
NXPI
1.70%1.77%2.14%0.99%0.94%0.98%0.68%0.00%0.00%0.00%0.00%0.00%
ZBRA
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DE
Deere & Company		1.45%1.33%1.05%1.14%1.13%1.75%1.84%1.53%2.33%3.15%2.61%2.23%
INTC
2.13%1.47%5.52%2.70%2.65%2.11%2.56%2.33%2.87%2.79%2.48%3.47%
AMZN
Amazon.com, 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%
BABA
Alibaba Group Holding Limited		1.53%1.28%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
OMCL
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CGNX
Cognex Corporation		0.77%0.68%0.56%0.32%2.76%0.36%0.47%0.27%0.45%0.61%0.00%0.00%
SYK
0.90%1.02%1.16%0.97%0.96%1.02%1.23%1.13%1.31%1.52%1.34%1.46%
TRMB
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CIEN
Ciena 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%
PATH
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MDT
3.15%3.34%3.44%2.39%1.95%1.87%2.15%2.24%2.34%1.88%1.66%1.92%
AMBA
Ambarella, 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%
PEGA
0.17%0.25%0.35%0.11%0.09%0.15%0.25%0.25%0.33%0.44%0.51%0.37%
DDD
3D Systems 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%
MU
0.45%0.54%0.89%0.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
APPN
Appian 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%
ILMN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PRLB
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LAZR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JD
1.73%2.08%2.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AZTA
Azenta, Inc.		0.00%0.00%0.00%0.39%0.59%0.95%1.53%1.68%2.34%3.75%2.82%3.05%
TDOC
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FARO
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DAVA
Endava plc		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RUB=X
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.

-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptemberOctober
-5.67%
0
TRAI
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the TRAI. 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 TRAI was 41.18%, occurring on Oct 14, 2022. The portfolio has not yet recovered.

The current TRAI drawdown is 5.67%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-41.18%Nov 17, 2021283Oct 14, 2022———
-10.58%Apr 27, 202114May 12, 202137Jun 24, 202151
-7.78%Sep 7, 202124Oct 4, 202124Nov 1, 202148
-5.07%Jun 30, 202117Jul 19, 202114Aug 4, 202131
-4.12%Aug 6, 202112Aug 19, 20217Aug 27, 202119

Volatility

Volatility Chart

The current TRAI volatility is 4.63%, 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%MayJuneJulyAugustSeptemberOctober
4.63%
2.94%
TRAI
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.
RUB=XJNJIBMJDDEBABAMDTOMCLBIDUEQIXDAVALAZRSYKNATITSLAILMNAKAMPROPRLBEMRAIGNTXFAROJBTMUNICECIENDTINTCTSMGOOGLAPPNTDOCROKDDDAZTAISRGPEGAAMZNMGAAPTVPATHAMDNVDAMSFTNOWCDNSQCOMPTCCGNXSNPSZBRAKLACAMBANXPITRMBTERADSKANSS
RUB=X1.000.05-0.010.04-0.00-0.010.020.030.010.010.070.01-0.010.01-0.010.07-0.00-0.020.050.020.000.070.030.02-0.050.02-0.020.05-0.07-0.030.020.040.040.030.030.020.010.030.040.040.060.020.000.000.020.03-0.01-0.03-0.010.07-0.000.020.010.060.010.05-0.000.000.05
JNJ0.051.000.320.010.17-0.000.430.15-0.010.290.06-0.000.350.120.010.220.210.050.070.220.030.150.080.090.020.070.150.070.14-0.010.160.050.110.190.060.120.260.070.090.140.100.060.03-0.010.190.080.090.080.170.150.060.130.080.060.080.140.090.140.14
IBM-0.010.321.000.100.320.140.350.210.130.320.210.180.380.280.180.220.370.240.280.470.230.400.270.370.310.250.410.180.360.290.290.200.210.420.230.250.300.260.250.390.340.250.270.240.320.270.280.350.360.280.300.340.360.300.350.370.330.350.32
JD0.040.010.101.000.210.770.170.170.760.180.260.340.140.240.310.290.190.250.260.240.340.260.290.280.300.290.230.250.290.350.300.280.380.230.340.310.230.300.290.380.360.360.310.290.260.260.210.320.290.310.230.330.320.350.330.320.340.300.30
DE-0.000.170.320.211.000.200.270.190.230.210.220.280.280.270.250.230.300.240.330.570.260.440.320.440.250.230.320.230.290.270.210.240.300.420.330.280.290.210.240.510.420.270.230.260.220.220.240.320.320.340.230.350.310.350.380.380.370.330.26
BABA-0.01-0.000.140.770.201.000.190.180.770.220.260.350.170.260.350.310.220.270.310.250.360.280.300.280.330.320.250.270.320.340.310.320.400.220.380.310.250.290.330.380.380.390.320.300.260.280.240.330.320.310.250.320.320.350.320.360.360.320.32
MDT0.020.430.350.170.270.191.000.340.210.370.260.210.630.310.210.340.380.290.310.370.220.380.310.350.220.250.340.300.310.190.330.250.350.360.280.310.520.330.300.380.350.270.220.210.340.290.290.270.380.380.280.350.230.280.290.400.290.380.39
OMCL0.030.150.210.170.190.180.341.000.200.330.340.320.320.260.280.380.350.350.400.300.340.290.370.400.260.330.280.330.300.230.330.350.440.320.440.390.370.400.330.340.380.380.300.260.280.340.310.300.350.400.320.410.310.380.310.420.340.380.41
BIDU0.01-0.010.130.760.230.770.210.201.000.230.280.380.220.300.360.310.250.280.320.270.390.300.290.320.370.340.260.340.360.370.350.340.430.250.410.350.290.320.350.400.390.400.360.360.310.310.280.350.350.370.300.360.360.410.370.380.400.360.36
EQIX0.010.290.320.180.210.220.370.330.231.000.270.270.460.280.310.370.440.300.310.320.330.310.340.330.230.360.380.350.300.280.340.340.380.400.300.340.490.390.400.300.300.360.310.350.420.440.420.310.440.430.410.410.350.350.310.480.340.430.46
DAVA0.070.060.210.260.220.260.260.340.280.271.000.330.290.320.360.370.340.390.370.310.360.340.420.320.310.460.380.430.300.350.370.410.410.370.390.400.380.440.380.380.370.450.360.390.390.450.410.360.400.420.420.470.380.450.380.480.430.460.48
LAZR0.01-0.000.180.340.280.350.210.320.380.270.331.000.210.310.420.370.300.460.390.290.560.380.440.390.350.390.360.370.360.370.320.510.510.330.560.430.300.440.360.460.460.520.410.370.300.370.340.390.370.430.360.430.400.500.450.430.440.430.40
SYK-0.010.350.380.140.280.170.630.320.220.460.290.211.000.360.260.380.400.300.300.450.270.410.340.360.330.340.440.370.390.320.410.280.340.430.290.390.660.410.400.370.350.350.360.370.480.420.480.380.470.430.480.430.410.390.400.470.400.470.51
NATI0.010.120.280.240.270.260.310.260.300.280.320.310.361.000.290.300.360.350.350.390.320.400.370.390.400.360.400.380.370.400.460.350.350.410.380.420.420.360.380.430.430.330.410.430.440.430.460.490.430.420.470.450.470.440.480.470.470.480.49
TSLA-0.010.010.180.310.250.350.210.280.360.310.360.420.260.291.000.360.340.370.380.260.460.340.400.380.370.420.330.390.420.440.430.480.510.360.460.440.380.380.450.410.460.470.460.480.440.420.430.440.410.430.450.440.470.490.500.440.500.470.44
ILMN0.070.220.220.290.230.310.340.380.310.370.370.370.380.300.361.000.390.420.430.340.420.320.440.340.290.420.370.440.330.310.380.470.550.390.480.480.450.480.400.390.400.480.370.350.400.390.380.360.470.480.410.480.370.450.390.520.440.490.49
AKAM-0.000.210.370.190.300.220.380.350.250.440.340.300.400.360.340.391.000.390.370.420.350.420.390.400.320.430.440.460.430.370.490.420.410.450.380.390.450.460.450.410.380.430.400.390.500.500.500.410.510.460.500.470.430.430.420.500.420.540.55
PRO-0.020.050.240.250.240.270.290.350.280.300.390.460.300.350.370.420.391.000.490.340.470.400.460.420.380.450.400.500.390.380.400.550.530.390.490.440.390.550.440.430.450.530.400.380.400.480.420.430.490.450.450.470.420.480.430.480.450.520.48
PRLB0.050.070.280.260.330.310.310.400.320.310.370.390.300.350.380.430.370.491.000.400.490.430.530.500.360.410.400.440.380.360.340.500.540.420.620.510.370.460.380.470.440.490.410.360.350.430.370.410.480.450.400.480.410.480.440.530.460.480.45
EMR0.020.220.470.240.570.250.370.300.270.320.310.290.450.390.260.340.420.340.401.000.300.540.420.530.420.320.490.340.450.430.390.290.320.660.400.420.430.330.370.590.520.340.370.390.400.350.420.470.480.490.430.570.500.450.530.550.520.490.47
AI0.000.030.230.340.260.360.220.340.390.330.360.560.270.320.460.420.350.470.490.301.000.350.470.380.350.450.370.500.380.350.360.590.580.350.570.440.390.530.430.430.440.620.430.440.390.510.420.420.460.450.470.450.400.520.440.470.450.520.48
GNTX0.070.150.400.260.440.280.380.290.300.310.340.380.410.400.340.320.420.400.430.540.351.000.440.550.440.370.470.370.420.400.380.380.410.520.450.430.400.410.360.720.650.400.380.350.350.350.380.470.470.490.390.510.490.490.510.530.500.470.46
FARO0.030.080.270.290.320.300.310.370.290.340.420.440.340.370.400.440.390.460.530.420.470.441.000.480.380.410.430.420.390.360.380.470.500.430.560.510.390.470.370.490.470.470.390.400.380.400.400.420.520.510.440.510.430.480.460.560.490.460.49
JBT0.020.090.370.280.440.280.350.400.320.330.320.390.360.390.380.340.400.420.500.530.380.550.481.000.430.390.440.360.420.390.380.380.440.550.520.490.380.400.400.600.540.430.390.380.370.360.400.480.430.500.420.480.450.500.510.550.500.490.46
MU-0.050.020.310.300.250.330.220.260.370.230.310.350.330.400.370.290.320.380.360.420.350.440.380.431.000.380.440.320.570.630.470.370.340.440.410.460.410.370.460.460.460.380.590.630.480.420.520.650.450.480.550.490.690.550.620.480.670.490.52
NICE0.020.070.250.290.230.320.250.330.340.360.460.390.340.360.420.420.430.450.410.320.450.370.410.390.381.000.400.520.410.400.460.520.450.390.450.460.430.570.480.390.410.540.440.480.500.570.530.440.520.510.540.490.490.500.460.520.490.550.56
CIEN-0.020.150.410.230.320.250.340.280.260.380.380.360.440.400.330.370.440.400.400.490.370.470.430.440.440.401.000.380.450.430.450.390.370.510.440.450.480.430.430.490.450.420.460.450.490.440.480.510.490.480.490.550.550.510.520.560.550.540.51
DT0.050.070.180.250.230.270.300.330.340.350.430.370.370.380.390.440.460.500.440.340.500.370.420.360.320.520.381.000.340.380.470.560.540.400.450.450.480.560.530.380.410.580.460.480.520.660.540.370.560.520.550.470.450.480.420.500.430.600.58
INTC-0.070.140.360.290.290.320.310.300.360.300.300.360.390.370.420.330.430.390.380.450.380.420.390.420.570.410.450.341.000.520.480.400.390.430.430.450.430.400.450.480.460.420.560.520.500.420.500.610.490.480.500.530.600.530.640.510.610.510.53
TSM-0.03-0.010.290.350.270.340.190.230.370.280.350.370.320.400.440.310.370.380.360.430.350.400.360.390.630.400.430.380.521.000.490.400.340.460.410.440.440.390.490.440.440.400.630.680.530.500.560.680.480.480.580.500.690.570.660.480.670.540.55
GOOGL0.020.160.290.300.210.310.330.330.350.340.370.320.410.460.430.380.490.400.340.390.360.380.380.380.470.460.450.470.480.491.000.410.420.400.370.450.520.480.670.400.450.440.530.550.720.550.560.510.470.480.570.490.530.470.490.490.510.560.59
APPN0.040.050.200.280.240.320.250.350.340.340.410.510.280.350.480.470.420.550.500.290.590.380.470.380.370.520.390.560.400.400.411.000.590.390.570.490.400.630.500.400.430.640.450.450.440.600.460.450.530.510.490.490.450.520.490.530.510.570.52
TDOC0.040.110.210.380.300.400.350.440.430.380.410.510.340.350.510.550.410.530.540.320.580.410.500.440.340.450.370.540.390.340.420.591.000.370.650.510.450.570.460.490.480.640.410.390.400.490.410.410.480.490.420.510.380.500.430.540.460.540.50
ROK0.030.190.420.230.420.220.360.320.250.400.370.330.430.410.360.390.450.390.420.660.350.520.430.550.440.390.510.400.430.460.400.390.371.000.410.460.480.410.410.560.550.380.440.450.470.450.520.490.520.540.520.600.550.490.560.590.550.550.58
DDD0.030.060.230.340.330.380.280.440.410.300.390.560.290.380.460.480.380.490.620.400.570.450.560.520.410.450.440.450.430.410.370.570.650.411.000.560.370.490.420.530.550.550.450.420.330.410.380.470.490.530.410.520.450.550.500.550.520.520.47
AZTA0.020.120.250.310.280.310.310.390.350.340.400.430.390.420.440.480.390.440.510.420.440.430.510.490.460.460.450.450.450.440.450.490.510.460.561.000.490.460.420.470.490.470.460.440.420.440.480.490.500.510.480.550.540.580.540.580.570.530.51
ISRG0.010.260.300.230.290.250.520.370.290.490.380.300.660.420.380.450.450.390.370.430.390.400.390.380.410.430.480.480.430.440.520.400.450.480.370.491.000.470.520.380.410.390.460.500.600.560.590.480.540.510.600.480.530.480.470.520.540.590.64
PEGA0.030.070.260.300.210.290.330.400.320.390.440.440.410.360.380.480.460.550.460.330.530.410.470.400.370.570.430.560.400.390.480.630.570.410.490.460.471.000.480.380.430.610.430.450.500.660.510.420.550.520.530.520.440.480.440.530.440.610.58
AMZN0.040.090.250.290.240.330.300.330.350.400.380.360.400.380.450.400.450.440.380.370.430.360.370.400.460.480.430.530.450.490.670.500.460.410.420.420.520.481.000.370.440.530.550.580.670.620.570.520.490.500.590.490.520.490.460.500.510.590.61
MGA0.040.140.390.380.510.380.380.340.400.300.380.460.370.430.410.390.410.430.470.590.430.720.490.600.460.390.490.380.480.440.400.400.490.560.530.470.380.380.371.000.740.440.400.390.350.330.380.490.500.500.390.560.480.530.560.570.540.480.46
APTV0.060.100.340.360.420.380.350.380.390.300.370.460.350.430.460.400.380.450.440.520.440.650.470.540.460.410.450.410.460.440.450.430.480.550.550.490.410.430.440.741.000.460.460.410.380.390.400.490.510.500.430.560.490.560.580.580.560.510.50
PATH0.020.060.250.360.270.390.270.380.400.360.450.520.350.330.470.480.430.530.490.340.620.400.470.430.380.540.420.580.420.400.440.640.640.380.550.470.390.610.530.440.461.000.490.450.430.600.470.460.530.510.500.520.460.540.500.550.490.590.54
AMD0.000.030.270.310.230.320.220.300.360.310.360.410.360.410.460.370.400.400.410.370.430.380.390.390.590.440.460.460.560.630.530.450.410.440.450.460.460.430.550.400.460.491.000.740.580.540.590.650.490.520.620.520.700.600.630.510.660.550.59
NVDA0.00-0.010.240.290.260.300.210.260.360.350.390.370.370.430.480.350.390.380.360.390.440.350.400.380.630.480.450.480.520.680.550.450.390.450.420.440.500.450.580.390.410.450.741.000.640.580.650.650.490.500.690.510.700.590.630.510.660.600.62
MSFT0.020.190.320.260.220.260.340.280.310.420.390.300.480.440.440.400.500.400.350.400.390.350.380.370.480.500.490.520.500.530.720.440.400.470.330.420.600.500.670.350.380.430.580.641.000.660.680.570.560.520.690.510.600.510.530.530.570.630.68
NOW0.030.080.270.260.220.280.290.340.310.440.450.370.420.430.420.390.500.480.430.350.510.350.400.360.420.570.440.660.420.500.550.600.490.450.410.440.560.660.620.330.390.600.540.580.661.000.680.530.610.510.700.500.570.540.510.530.520.680.69
CDNS-0.010.090.280.210.240.240.290.310.280.420.410.340.480.460.430.380.500.420.370.420.420.380.400.400.520.530.480.540.500.560.560.460.410.520.380.480.590.510.570.380.400.470.590.650.680.681.000.620.610.590.890.530.670.580.600.580.630.670.76
QCOM-0.030.080.350.320.320.330.270.300.350.310.360.390.380.490.440.360.410.430.410.470.420.470.420.480.650.440.510.370.610.680.510.450.410.490.470.490.480.420.520.490.490.460.650.650.570.530.621.000.530.550.650.600.730.650.760.570.750.580.60
PTC-0.010.170.360.290.320.320.380.350.350.440.400.370.470.430.410.470.510.490.480.480.460.470.520.430.450.520.490.560.490.480.470.530.480.520.490.500.540.550.490.500.510.530.490.490.560.610.610.531.000.550.610.530.560.600.580.620.580.700.67
CGNX0.070.150.280.310.340.310.380.400.370.430.420.430.430.420.430.480.460.450.450.490.450.490.510.500.480.510.480.520.480.480.480.510.490.540.530.510.510.520.500.500.500.510.520.500.520.510.590.550.551.000.580.660.570.600.590.670.640.600.64
SNPS-0.000.060.300.230.230.250.280.320.300.410.420.360.480.470.450.410.500.450.400.430.470.390.440.420.550.540.490.550.500.580.570.490.420.520.410.480.600.530.590.390.430.500.620.690.690.700.890.650.610.581.000.550.690.610.630.600.650.680.76
ZBRA0.020.130.340.330.350.320.350.410.360.410.470.430.430.450.440.480.470.470.480.570.450.510.510.480.490.490.550.470.530.500.490.490.510.600.520.550.480.520.490.560.560.520.520.510.510.500.530.600.530.660.551.000.610.600.640.690.630.600.60
KLAC0.010.080.360.320.310.320.230.310.360.350.380.400.410.470.470.370.430.420.410.500.400.490.430.450.690.490.550.450.600.690.530.450.380.550.450.540.530.440.520.480.490.460.700.700.600.570.670.730.560.570.690.611.000.680.780.580.820.600.64
AMBA0.060.060.300.350.350.350.280.380.410.350.450.500.390.440.490.450.430.480.480.450.520.490.480.500.550.500.510.480.530.570.470.520.500.490.550.580.480.480.490.530.560.540.600.590.510.540.580.650.600.600.610.600.681.000.730.610.720.610.61
NXPI0.010.080.350.330.380.320.290.310.370.310.380.450.400.480.500.390.420.430.440.530.440.510.460.510.620.460.520.420.640.660.490.490.430.560.500.540.470.440.460.560.580.500.630.630.530.510.600.760.580.590.630.640.780.731.000.610.810.590.59
TRMB0.050.140.370.320.380.360.400.420.380.480.480.430.470.470.440.520.500.480.530.550.470.530.560.550.480.520.560.500.510.480.490.530.540.590.550.580.520.530.500.570.580.550.510.510.530.530.580.570.620.670.600.690.580.610.611.000.620.630.64
TER-0.000.090.330.340.370.360.290.340.400.340.430.440.400.470.500.440.420.450.460.520.450.500.490.500.670.490.550.430.610.670.510.510.460.550.520.570.540.440.510.540.560.490.660.660.570.520.630.750.580.640.650.630.820.720.810.621.000.630.64
ADSK0.000.140.350.300.330.320.380.380.360.430.460.430.470.480.470.490.540.520.480.490.520.470.460.490.490.550.540.600.510.540.560.570.540.550.520.530.590.610.590.480.510.590.550.600.630.680.670.580.700.600.680.600.600.610.590.630.631.000.73
ANSS0.050.140.320.300.260.320.390.410.360.460.480.400.510.490.440.490.550.480.450.470.480.460.490.460.520.560.510.580.530.550.590.520.500.580.470.510.640.580.610.460.500.540.590.620.680.690.760.600.670.640.760.600.640.610.590.640.640.731.00
The correlation results are calculated based on daily price changes starting from Apr 22, 2021