PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Rocket Growth
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


TECL 24%ACWL.L 18%WITS.AS 16%ANRJ.L 11%CSPX.AS 10%EDGE.TO 7%AMZN 4%TSLA 4%AMTR 4%BLK 2%EquityEquity
PositionCategory/SectorWeight
ACWL.L
Lyxor MSCI All Country World UCITS ETF
Global Equities

18%

AMTR
ETRACS Alerian Midstream Energy Total Return Index ETN
MLPs

4%

AMZN
Amazon.com, Inc.
Consumer Cyclical

4%

ANRJ.L
Amundi ETF MSCI Europe Energy UCITS ETF
Energy Equities

11%

BLK
BlackRock, Inc.
Financial Services

2%

CSPX.AS
iShares Core S&P 500 UCITS ETF
Large Cap Blend Equities

10%

EDGE.TO
Evolve Innovation Index Fund

7%

TECL
Direxion Daily Technology Bull 3X Shares
Leveraged Equities, Leveraged

24%

TSLA
Tesla, Inc.
Consumer Cyclical

4%

WITS.AS
iShares MSCI World Information Technology Sector ESG UCITS ETF
Technology Equities

16%

S&P 500

Performance

Performance Chart

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


0.00%5.00%10.00%15.00%20.00%2024FebruaryMarchAprilMayJune
18.60%
14.20%
Rocket Growth
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 21, 2020, corresponding to the inception date of AMTR

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
12.69%2.92%15.76%23.89%13.23%10.77%
Rocket Growth 15.47%6.06%18.60%35.72%N/AN/A
CSPX.AS
iShares Core S&P 500 UCITS ETF
13.39%2.77%15.01%24.21%15.55%14.79%
WITS.AS
iShares MSCI World Information Technology Sector ESG UCITS ETF
20.34%7.50%22.73%39.17%N/AN/A
AMZN
Amazon.com, Inc.
23.23%0.35%25.79%47.82%14.93%27.70%
TSLA
Tesla, Inc.
-31.32%-0.72%-28.68%-34.03%64.48%28.70%
BLK
BlackRock, Inc.
-5.47%-3.51%-0.79%12.91%14.00%12.21%
EDGE.TO
Evolve Innovation Index Fund
2.97%1.36%7.64%8.91%12.11%N/A
ACWL.L
Lyxor MSCI All Country World UCITS ETF
9.59%1.57%12.62%18.53%23.68%N/A
TECL
Direxion Daily Technology Bull 3X Shares
35.51%19.12%38.02%76.48%43.94%42.41%
AMTR
ETRACS Alerian Midstream Energy Total Return Index ETN
12.57%0.97%14.33%24.99%N/AN/A
ANRJ.L
Amundi ETF MSCI Europe Energy UCITS ETF
6.12%-1.89%12.61%24.00%8.21%6.38%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.61%6.87%2.26%-6.98%6.56%15.47%
202314.04%-0.68%11.01%-0.29%8.10%9.82%4.40%-2.64%-7.30%-3.80%18.53%7.11%71.27%
2022-7.92%-4.55%4.08%-14.05%-1.16%-11.97%15.85%-8.07%-15.69%8.40%7.23%-10.84%-36.34%
20210.49%2.57%1.56%7.48%-0.87%7.80%3.08%4.64%-5.24%11.24%2.76%3.50%45.38%
2020-8.36%20.03%8.76%19.64%

Expense Ratio

Rocket Growth has a high expense ratio of 0.44%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for WITS.AS: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for CSPX.AS: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for TECL: current value at 1.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.08%
Expense ratio chart for AMTR: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
Expense ratio chart for ACWL.L: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%
Expense ratio chart for ANRJ.L: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Rocket Growth is 46, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of Rocket Growth is 4646
Rocket Growth
The Sharpe Ratio Rank of Rocket Growth is 4444Sharpe Ratio Rank
The Sortino Ratio Rank of Rocket Growth is 3838Sortino Ratio Rank
The Omega Ratio Rank of Rocket Growth is 4242Omega Ratio Rank
The Calmar Ratio Rank of Rocket Growth is 6161Calmar Ratio Rank
The Martin Ratio Rank of Rocket Growth is 4747Martin 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.


Rocket Growth
Sharpe ratio
The chart of Sharpe ratio for Rocket Growth , currently valued at 1.71, compared to the broader market0.002.004.001.71
Sortino ratio
The chart of Sortino ratio for Rocket Growth , currently valued at 2.32, compared to the broader market-2.000.002.004.006.002.32
Omega ratio
The chart of Omega ratio for Rocket Growth , currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for Rocket Growth , currently valued at 1.99, compared to the broader market0.002.004.006.008.0010.001.99
Martin ratio
The chart of Martin ratio for Rocket Growth , currently valued at 6.20, compared to the broader market0.0010.0020.0030.0040.0050.006.20
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.21, compared to the broader market0.002.004.002.21
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.13, compared to the broader market-2.000.002.004.006.003.13
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.39, compared to the broader market0.801.001.201.401.601.801.39
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.77, compared to the broader market0.002.004.006.008.0010.001.77
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.30, compared to the broader market0.0010.0020.0030.0040.0050.008.30

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
CSPX.AS
iShares Core S&P 500 UCITS ETF
2.283.431.422.018.47
WITS.AS
iShares MSCI World Information Technology Sector ESG UCITS ETF
2.062.841.353.028.52
AMZN
Amazon.com, Inc.
1.772.601.321.3610.09
TSLA
Tesla, Inc.
-0.75-1.010.88-0.58-1.34
BLK
BlackRock, Inc.
0.651.061.130.361.60
EDGE.TO
Evolve Innovation Index Fund
0.500.821.100.221.19
ACWL.L
Lyxor MSCI All Country World UCITS ETF
1.602.391.301.295.32
TECL
Direxion Daily Technology Bull 3X Shares
1.411.941.241.305.49
AMTR
ETRACS Alerian Midstream Energy Total Return Index ETN
1.972.761.342.4714.20
ANRJ.L
Amundi ETF MSCI Europe Energy UCITS ETF
1.462.151.282.257.54

Sharpe Ratio

The current Rocket Growth Sharpe ratio is 1.71. 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 1.43 to 2.37, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of Rocket Growth 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 Ratio1.502.002.503.003.502024FebruaryMarchAprilMayJune
1.71
2.21
Rocket Growth
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Rocket Growth granted a 0.18% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Rocket Growth 0.18%0.19%0.24%0.19%0.28%0.14%0.18%0.06%0.05%0.05%0.04%0.04%
CSPX.AS
iShares Core S&P 500 UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WITS.AS
iShares MSCI World Information Technology Sector ESG UCITS ETF
0.38%0.46%0.81%0.41%0.73%0.12%0.00%0.00%0.00%0.00%0.00%0.00%
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%
TSLA
Tesla, 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%
BLK
BlackRock, Inc.
2.67%2.46%2.75%1.80%2.01%2.63%3.06%1.95%2.41%2.56%2.16%2.12%
EDGE.TO
Evolve Innovation Index Fund
0.06%0.06%0.08%0.08%0.06%0.09%0.09%0.00%0.00%0.00%0.00%0.00%
ACWL.L
Lyxor MSCI All Country World UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TECL
Direxion Daily Technology Bull 3X Shares
0.25%0.28%0.22%0.32%0.52%0.25%0.47%0.10%0.00%0.00%0.00%0.00%
AMTR
ETRACS Alerian Midstream Energy Total Return Index ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ANRJ.L
Amundi ETF MSCI Europe Energy UCITS ETF
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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%2024FebruaryMarchAprilMayJune00
Rocket Growth
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Rocket Growth . 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 Rocket Growth was 41.54%, occurring on Oct 12, 2022. Recovery took 286 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-41.54%Dec 28, 2021206Oct 12, 2022286Nov 20, 2023492
-10.9%Mar 22, 202420Apr 19, 202418May 15, 202438
-10.51%Feb 16, 202115Mar 8, 202122Apr 8, 202137
-8.88%Apr 27, 202112May 12, 202122Jun 11, 202134
-8.36%Oct 22, 20207Oct 30, 20204Nov 5, 202011

Volatility

Volatility Chart

The current Rocket Growth volatility is 4.71%, 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%3.00%4.00%5.00%6.00%7.00%8.00%2024FebruaryMarchAprilMayJune
4.71%
2.41%
Rocket Growth
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.

ANRJ.LAMTRTSLAACWL.LAMZNBLKWITS.ASTECLEDGE.TOCSPX.AS
ANRJ.L1.000.580.160.300.080.300.280.180.340.40
AMTR0.581.000.220.250.220.470.200.320.450.36
TSLA0.160.221.000.250.450.390.390.540.530.40
ACWL.L0.300.250.251.000.310.380.500.400.400.57
AMZN0.080.220.450.311.000.480.440.720.510.42
BLK0.300.470.390.380.481.000.450.640.590.54
WITS.AS0.280.200.390.500.440.451.000.620.580.84
TECL0.180.320.540.400.720.640.621.000.680.58
EDGE.TO0.340.450.530.400.510.590.580.681.000.62
CSPX.AS0.400.360.400.570.420.540.840.580.621.00
The correlation results are calculated based on daily price changes starting from Oct 22, 2020