Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
ARBFX The Arbitrage Fund | Event Driven | 20% |
PQTPX PIMCO TRENDS Managed Futures Strategy Fund | Systematic Trend | 20% |
PSLDX PIMCO StocksPLUS Long Duration Fund Class I | Diversified Portfolio, Actively Managed | 20% |
QGMIX AQR Macro Opportunities Fund | Macro Trading | 20% |
QLEIX AQR Long-Short Equity Fund | Long-Short | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in twitter, 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 Every 3 months.
The earliest data available for this chart is Apr 9, 2014, corresponding to the inception date of QGMIX
Returns By Period
As of May 9, 2025, the twitter returned 0.03% Year-To-Date and 5.81% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.70% | 13.67% | -5.18% | 9.18% | 14.14% | 10.43% |
| 0.03% | 3.75% | 1.11% | 3.35% | 7.90% | 5.81% | |
| Portfolio components: | ||||||
QLEIX AQR Long-Short Equity Fund | 11.17% | 7.48% | 14.63% | 22.67% | 23.81% | 11.45% |
ARBFX The Arbitrage Fund | 2.33% | 1.69% | 0.91% | 4.98% | 0.42% | 0.41% |
PSLDX PIMCO StocksPLUS Long Duration Fund Class I | -5.06% | 13.70% | -9.45% | 7.08% | 6.71% | 11.31% |
PQTPX PIMCO TRENDS Managed Futures Strategy Fund | -9.55% | -3.89% | -5.44% | -12.83% | 1.26% | 1.58% |
QGMIX AQR Macro Opportunities Fund | 1.57% | 1.04% | 5.44% | -4.18% | 3.54% | 1.05% |
Monthly Returns
The table below presents the monthly returns of twitter, 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 | 1.40% | 1.98% | -0.94% | -2.02% | -0.33% | 0.03% | |||||||
| 2024 | 0.60% | 2.07% | 3.64% | -1.43% | 1.37% | -0.03% | 0.29% | -0.40% | 1.09% | -1.96% | 3.36% | -0.23% | 8.52% |
| 2023 | 3.63% | -0.17% | -1.88% | 0.92% | -0.93% | 3.34% | 0.74% | -0.87% | 0.17% | -1.53% | 3.36% | 3.53% | 10.52% |
| 2022 | 0.36% | 0.49% | 1.99% | -0.81% | 0.28% | -2.20% | 1.55% | -0.85% | -2.19% | 2.57% | 1.37% | -2.95% | -0.58% |
| 2021 | -0.07% | 1.59% | 3.10% | 2.41% | 1.50% | 0.51% | 0.21% | 0.67% | -0.71% | 2.12% | -1.90% | 3.01% | 13.02% |
| 2020 | 0.47% | -2.45% | -4.48% | 4.38% | 0.47% | 0.83% | 3.39% | 1.13% | -1.64% | -1.65% | 4.27% | 1.27% | 5.74% |
| 2019 | 1.85% | 1.05% | 2.28% | 1.19% | -2.16% | 2.71% | 0.96% | 1.54% | -0.56% | 0.62% | 1.30% | 0.31% | 11.57% |
| 2018 | 3.75% | -2.80% | -0.70% | -0.82% | 0.01% | -0.14% | 0.50% | 1.08% | -0.25% | -2.52% | 0.11% | -1.39% | -3.28% |
| 2017 | 0.48% | 1.74% | -0.27% | 0.33% | 0.68% | 0.08% | 1.69% | 1.32% | 0.22% | 1.58% | 0.71% | 0.09% | 8.95% |
| 2016 | 0.22% | 1.76% | 1.92% | -0.51% | -0.11% | 1.29% | 2.60% | 0.08% | -0.06% | -0.83% | -0.14% | -0.15% | 6.15% |
| 2015 | 1.43% | 1.01% | 0.34% | -1.44% | 0.03% | -2.04% | 2.16% | -2.55% | 0.98% | 2.20% | 0.22% | -2.47% | -0.30% |
| 2014 | 0.59% | 1.83% | 0.73% | 0.10% | 2.84% | -0.17% | 0.83% | 2.80% | 0.26% | 10.19% |
Expense Ratio
twitter has a high expense ratio of 1.21%, indicating above-average management fees. 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 twitter is 28, indicating average performance compared to other portfolios on our website. Here’s 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 | |
|---|---|---|---|---|---|
QLEIX AQR Long-Short Equity Fund | 2.37 | 2.97 | 1.47 | 3.20 | 14.35 |
ARBFX The Arbitrage Fund | 1.51 | 2.10 | 1.31 | 0.80 | 6.92 |
PSLDX PIMCO StocksPLUS Long Duration Fund Class I | 0.30 | 0.59 | 1.08 | 0.24 | 1.01 |
PQTPX PIMCO TRENDS Managed Futures Strategy Fund | -1.51 | -1.98 | 0.78 | -0.47 | -1.62 |
QGMIX AQR Macro Opportunities Fund | -0.43 | -0.46 | 0.94 | -0.25 | -0.58 |
Dividends
Dividend yield
twitter provided a 4.99% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.99% | 4.94% | 6.91% | 7.20% | 8.54% | 3.36% | 3.32% | 4.14% | 5.90% | 3.89% | 5.92% | 8.25% |
| Portfolio components: | ||||||||||||
QLEIX AQR Long-Short Equity Fund | 6.41% | 7.12% | 20.80% | 10.30% | 0.00% | 0.00% | 0.00% | 0.37% | 4.04% | 1.86% | 4.82% | 8.00% |
ARBFX The Arbitrage Fund | 0.44% | 0.45% | 0.00% | 0.76% | 0.00% | 0.00% | 0.00% | 0.49% | 0.68% | 0.00% | 0.00% | 0.00% |
PSLDX PIMCO StocksPLUS Long Duration Fund Class I | 16.22% | 15.23% | 3.67% | 2.66% | 38.80% | 11.13% | 14.09% | 15.58% | 24.52% | 11.55% | 12.08% | 23.01% |
PQTPX PIMCO TRENDS Managed Futures Strategy Fund | 0.00% | 0.00% | 0.00% | 14.80% | 2.40% | 4.73% | 2.49% | 0.32% | 0.20% | 0.00% | 7.40% | 10.07% |
QGMIX AQR Macro Opportunities Fund | 1.89% | 1.92% | 10.10% | 7.48% | 1.49% | 0.96% | 0.05% | 3.92% | 0.04% | 6.05% | 5.30% | 0.18% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the twitter. 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 twitter was 18.13%, occurring on Mar 24, 2023. Recovery took 67 trading sessions.
The current twitter drawdown is 3.27%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -18.13% | Mar 28, 2022 | 250 | Mar 24, 2023 | 67 | Jun 30, 2023 | 317 |
| -13.63% | Feb 20, 2020 | 21 | Mar 19, 2020 | 95 | Aug 4, 2020 | 116 |
| -8.97% | Jan 29, 2018 | 229 | Dec 24, 2018 | 131 | Jul 3, 2019 | 360 |
| -6.77% | Mar 3, 2025 | 27 | Apr 8, 2025 | — | — | — |
| -5.7% | Mar 23, 2015 | 109 | Aug 25, 2015 | 151 | Apr 1, 2016 | 260 |
Volatility
Volatility Chart
The current twitter volatility is 3.31%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 5 assets, with an effective number of assets of 5.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| ^GSPC | PQTPX | QGMIX | ARBFX | QLEIX | PSLDX | Portfolio | |
|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.01 | -0.05 | 0.49 | 0.50 | 0.76 | 0.67 |
| PQTPX | 0.01 | 1.00 | 0.31 | -0.04 | 0.06 | -0.01 | 0.39 |
| QGMIX | -0.05 | 0.31 | 1.00 | -0.04 | 0.11 | -0.09 | 0.33 |
| ARBFX | 0.49 | -0.04 | -0.04 | 1.00 | 0.24 | 0.41 | 0.41 |
| QLEIX | 0.50 | 0.06 | 0.11 | 0.24 | 1.00 | 0.34 | 0.63 |
| PSLDX | 0.76 | -0.01 | -0.09 | 0.41 | 0.34 | 1.00 | 0.74 |
| Portfolio | 0.67 | 0.39 | 0.33 | 0.41 | 0.63 | 0.74 | 1.00 |