Portfolio
Asset Allocation
Performance
Performance Chart
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The earliest data available for this chart is Mar 11, 2021, corresponding to the inception date of CPNG
Returns By Period
YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
Portfolio | -1.24% | 8.74% | -5.76% | -3.31% | N/A | N/A |
Portfolio components: | ||||||
AMZN Amazon.com, Inc. | -12.00% | 6.53% | -7.26% | 2.98% | 9.93% | 24.71% |
ZTS Zoetis Inc. | -1.62% | 8.72% | -9.34% | -4.72% | 5.61% | 14.22% |
ODFL Old Dominion Freight Line, Inc. | -10.13% | 0.98% | -29.80% | -13.98% | 15.77% | 21.39% |
JD JD.com, Inc. | 0.48% | -4.83% | -9.16% | 8.19% | -4.45% | 1.29% |
BABA Alibaba Group Holding Limited | 47.81% | 20.30% | 33.06% | 57.92% | -9.04% | 3.89% |
ENPH Enphase Energy, Inc. | -26.07% | 2.45% | -24.10% | -53.14% | -3.16% | 17.91% |
BUD Anheuser-Busch InBev SA/NV | 36.52% | 12.59% | 19.33% | 6.45% | 11.06% | -3.92% |
NKE NIKE, Inc. | -22.56% | 7.17% | -22.39% | -34.69% | -7.43% | 2.53% |
BX The Blackstone Group Inc. | -17.89% | 10.14% | -20.22% | 15.39% | 25.65% | 18.44% |
CPNG Coupang, Inc. | 18.29% | 23.81% | 7.57% | 15.56% | N/A | N/A |
WIRE Encore Wire Corporation | 0.00% | 0.00% | 0.00% | 3.18% | N/A | N/A |
DIS The Walt Disney Company | -4.86% | 24.30% | 7.46% | 1.05% | -0.10% | 0.53% |
EL The Estee Lauder Companies Inc. | -18.27% | 14.43% | -3.64% | -52.75% | -17.54% | -2.35% |
Monthly Returns
The table below presents the monthly returns of Portfolio , 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 | 5.24% | 1.04% | -5.25% | -6.89% | 5.29% | -1.24% | |||||||
2024 | -5.92% | 9.72% | -0.13% | -2.67% | 2.19% | -5.19% | 4.56% | 0.31% | 9.59% | -5.60% | 2.55% | -6.20% | 1.47% |
2023 | 13.57% | -5.69% | 3.16% | -3.88% | -5.29% | 7.81% | 5.46% | -3.78% | -5.55% | -5.33% | 7.22% | 7.30% | 13.22% |
2022 | -10.48% | 0.44% | -3.28% | -11.08% | -0.45% | -3.54% | 14.25% | -5.01% | -10.66% | 1.50% | 10.60% | -6.38% | -24.34% |
2021 | -1.05% | 4.09% | 0.24% | 4.30% | 0.02% | 0.84% | -6.02% | 14.91% | -0.45% | -2.29% | 14.08% |
Expense Ratio
Portfolio 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Portfolio is 3, meaning it’s performing worse than 97% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
---|---|---|---|---|---|
AMZN Amazon.com, Inc. | 0.06 | 0.33 | 1.04 | 0.07 | 0.20 |
ZTS Zoetis Inc. | -0.17 | -0.07 | 0.99 | -0.11 | -0.38 |
ODFL Old Dominion Freight Line, Inc. | -0.35 | -0.30 | 0.96 | -0.38 | -0.83 |
JD JD.com, Inc. | 0.15 | 0.66 | 1.08 | 0.12 | 0.43 |
BABA Alibaba Group Holding Limited | 1.29 | 1.92 | 1.24 | 0.85 | 3.62 |
ENPH Enphase Energy, Inc. | -0.84 | -1.24 | 0.85 | -0.64 | -1.37 |
BUD Anheuser-Busch InBev SA/NV | 0.34 | 0.95 | 1.12 | 0.32 | 0.89 |
NKE NIKE, Inc. | -0.91 | -1.15 | 0.82 | -0.54 | -1.62 |
BX The Blackstone Group Inc. | 0.43 | 0.89 | 1.11 | 0.45 | 1.17 |
CPNG Coupang, Inc. | 0.49 | 0.64 | 1.09 | 0.16 | 0.91 |
WIRE Encore Wire Corporation | 0.85 | 2.81 | 2.15 | 0.63 | 14.53 |
DIS The Walt Disney Company | 0.03 | 0.29 | 1.04 | 0.02 | 0.12 |
EL The Estee Lauder Companies Inc. | -1.08 | -1.53 | 0.78 | -0.60 | -1.29 |
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Dividends
Dividend yield
Portfolio provided a 1.15% dividend yield over the last twelve months.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 1.15% | 1.00% | 0.81% | 0.83% | 0.37% | 0.40% | 0.66% | 1.12% | 0.94% | 1.02% | 0.99% | 0.76% |
Portfolio components: | ||||||||||||
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% |
ZTS Zoetis Inc. | 1.17% | 1.06% | 0.76% | 0.89% | 0.41% | 0.48% | 0.50% | 0.59% | 0.58% | 0.71% | 0.69% | 0.67% |
ODFL Old Dominion Freight Line, Inc. | 0.67% | 0.59% | 0.39% | 0.42% | 0.22% | 0.31% | 0.36% | 0.74% | 0.30% | 0.00% | 0.00% | 0.00% |
JD JD.com, Inc. | 2.89% | 2.13% | 2.08% | 2.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BABA Alibaba Group Holding Limited | 0.53% | 0.78% | 1.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ENPH Enphase Energy, 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% |
BUD Anheuser-Busch InBev SA/NV | 1.56% | 1.76% | 1.28% | 0.67% | 0.98% | 0.81% | 2.45% | 3.84% | 2.88% | 3.03% | 2.58% | 2.38% |
NKE NIKE, Inc. | 2.64% | 2.00% | 1.28% | 1.07% | 0.68% | 0.71% | 0.89% | 1.11% | 1.18% | 1.30% | 0.93% | 1.04% |
BX The Blackstone Group Inc. | 2.91% | 2.00% | 2.54% | 6.66% | 2.76% | 2.95% | 3.43% | 8.12% | 7.25% | 8.44% | 9.76% | 5.57% |
CPNG Coupang, 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% |
WIRE Encore Wire Corporation | 0.01% | 0.02% | 0.04% | 0.06% | 0.04% | 0.17% | 0.14% | 0.16% | 0.16% | 0.18% | 0.16% | 0.21% |
DIS The Walt Disney Company | 0.90% | 0.85% | 0.33% | 0.00% | 0.00% | 0.00% | 1.22% | 1.57% | 1.51% | 1.43% | 1.30% | 1.22% |
EL The Estee Lauder Companies Inc. | 3.31% | 3.11% | 1.81% | 0.99% | 0.59% | 0.56% | 0.86% | 1.21% | 1.10% | 1.62% | 1.16% | 1.10% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Portfolio . 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 Portfolio was 35.12%, occurring on May 11, 2022. The portfolio has not yet recovered.
The current Portfolio drawdown is 19.64%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-35.12% | Nov 17, 2021 | 121 | May 11, 2022 | — | — | — |
-9.05% | Sep 8, 2021 | 19 | Oct 4, 2021 | 11 | Oct 19, 2021 | 30 |
-6.11% | Apr 28, 2021 | 12 | May 13, 2021 | 27 | Jun 22, 2021 | 39 |
-5.31% | Jul 14, 2021 | 27 | Aug 19, 2021 | 9 | Sep 1, 2021 | 36 |
-4.68% | Mar 16, 2021 | 8 | Mar 25, 2021 | 10 | Apr 9, 2021 | 18 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 13 assets, with an effective number of assets of 11.68, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.
Asset Correlations Table
^GSPC | WIRE | BUD | ENPH | JD | CPNG | BABA | ZTS | ODFL | AMZN | DIS | NKE | EL | BX | Portfolio | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
^GSPC | 1.00 | 0.44 | 0.42 | 0.44 | 0.33 | 0.40 | 0.35 | 0.54 | 0.58 | 0.71 | 0.61 | 0.56 | 0.55 | 0.70 | 0.79 |
WIRE | 0.44 | 1.00 | 0.22 | 0.23 | 0.18 | 0.18 | 0.14 | 0.27 | 0.40 | 0.25 | 0.35 | 0.33 | 0.29 | 0.38 | 0.45 |
BUD | 0.42 | 0.22 | 1.00 | 0.19 | 0.27 | 0.24 | 0.31 | 0.32 | 0.25 | 0.26 | 0.34 | 0.33 | 0.37 | 0.34 | 0.46 |
ENPH | 0.44 | 0.23 | 0.19 | 1.00 | 0.31 | 0.30 | 0.29 | 0.28 | 0.31 | 0.32 | 0.29 | 0.32 | 0.35 | 0.37 | 0.60 |
JD | 0.33 | 0.18 | 0.27 | 0.31 | 1.00 | 0.36 | 0.76 | 0.23 | 0.19 | 0.27 | 0.28 | 0.30 | 0.35 | 0.29 | 0.60 |
CPNG | 0.40 | 0.18 | 0.24 | 0.30 | 0.36 | 1.00 | 0.42 | 0.26 | 0.29 | 0.39 | 0.37 | 0.34 | 0.31 | 0.37 | 0.59 |
BABA | 0.35 | 0.14 | 0.31 | 0.29 | 0.76 | 0.42 | 1.00 | 0.22 | 0.20 | 0.32 | 0.30 | 0.33 | 0.36 | 0.27 | 0.61 |
ZTS | 0.54 | 0.27 | 0.32 | 0.28 | 0.23 | 0.26 | 0.22 | 1.00 | 0.43 | 0.34 | 0.36 | 0.46 | 0.44 | 0.40 | 0.58 |
ODFL | 0.58 | 0.40 | 0.25 | 0.31 | 0.19 | 0.29 | 0.20 | 0.43 | 1.00 | 0.38 | 0.36 | 0.39 | 0.41 | 0.51 | 0.62 |
AMZN | 0.71 | 0.25 | 0.26 | 0.32 | 0.27 | 0.39 | 0.32 | 0.34 | 0.38 | 1.00 | 0.45 | 0.42 | 0.39 | 0.51 | 0.66 |
DIS | 0.61 | 0.35 | 0.34 | 0.29 | 0.28 | 0.37 | 0.30 | 0.36 | 0.36 | 0.45 | 1.00 | 0.47 | 0.43 | 0.52 | 0.61 |
NKE | 0.56 | 0.33 | 0.33 | 0.32 | 0.30 | 0.34 | 0.33 | 0.46 | 0.39 | 0.42 | 0.47 | 1.00 | 0.55 | 0.46 | 0.66 |
EL | 0.55 | 0.29 | 0.37 | 0.35 | 0.35 | 0.31 | 0.36 | 0.44 | 0.41 | 0.39 | 0.43 | 0.55 | 1.00 | 0.47 | 0.65 |
BX | 0.70 | 0.38 | 0.34 | 0.37 | 0.29 | 0.37 | 0.27 | 0.40 | 0.51 | 0.51 | 0.52 | 0.46 | 0.47 | 1.00 | 0.67 |
Portfolio | 0.79 | 0.45 | 0.46 | 0.60 | 0.60 | 0.59 | 0.61 | 0.58 | 0.62 | 0.66 | 0.61 | 0.66 | 0.65 | 0.67 | 1.00 |