High Octane
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in High Octane, 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 1, 2021, corresponding to the inception date of JXN
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 22.95% | 4.39% | 18.07% | 37.09% | 14.48% | 11.71% |
High Octane | 69.99% | 1.98% | 27.68% | 112.64% | N/A | N/A |
Portfolio components: | ||||||
Super Micro Computer, Inc. | 66.26% | 3.35% | -34.09% | 90.12% | 89.97% | 33.48% |
Duolingo, Inc. | 26.13% | 6.63% | 39.18% | 86.24% | N/A | N/A |
ON Semiconductor Corporation | -18.01% | -1.55% | 12.93% | -19.26% | 29.51% | 24.34% |
First Solar, Inc. | 16.41% | -16.51% | 13.77% | 33.02% | 29.48% | 13.56% |
Jackson Financial Inc. | 98.35% | 9.41% | 49.67% | 160.79% | N/A | N/A |
CPI Card Group Inc. | 23.66% | -13.87% | 33.77% | 54.90% | 61.18% | N/A |
Tecnoglass Inc. | 71.87% | 13.95% | 43.51% | 141.82% | 60.74% | 25.68% |
Monthly Returns
The table below presents the monthly returns of High Octane, 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 | 4.49% | 24.61% | 9.16% | -0.74% | 12.05% | -2.90% | 1.67% | 1.70% | 6.79% | 69.99% | |||
2023 | 14.62% | 3.81% | 18.03% | -5.71% | 14.19% | 7.99% | 10.15% | -7.82% | -3.44% | -12.09% | 19.36% | 11.73% | 87.70% |
2022 | -12.26% | -1.99% | 8.59% | -8.75% | 6.78% | -12.34% | 22.25% | 12.05% | -6.61% | 11.01% | 16.85% | 0.17% | 32.55% |
2021 | 2.12% | 8.49% | 0.35% | 1.33% | 12.66% |
Expense Ratio
High Octane 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 Rank
The current rank of High Octane is 59, 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.
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 | |
---|---|---|---|---|---|
Super Micro Computer, Inc. | 0.67 | 1.62 | 1.21 | 0.98 | 1.98 |
Duolingo, Inc. | 1.24 | 1.99 | 1.26 | 1.99 | 4.29 |
ON Semiconductor Corporation | -0.46 | -0.35 | 0.96 | -0.54 | -1.41 |
First Solar, Inc. | 0.58 | 1.26 | 1.15 | 0.72 | 1.91 |
Jackson Financial Inc. | 4.13 | 4.41 | 1.65 | 7.16 | 35.94 |
CPI Card Group Inc. | 0.75 | 1.45 | 1.18 | 0.73 | 4.46 |
Tecnoglass Inc. | 2.93 | 3.60 | 1.48 | 3.22 | 16.13 |
Dividends
Dividend yield
High Octane granted a 0.49% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
---|---|---|---|---|---|---|---|---|---|
High Octane | 0.49% | 0.84% | 1.09% | 0.26% | 0.24% | 1.02% | 0.78% | 2.31% | 0.74% |
Portfolio components: | |||||||||
Super Micro Computer, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Duolingo, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ON Semiconductor Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
First Solar, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Jackson Financial Inc. | 2.76% | 4.84% | 6.32% | 1.20% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CPI Card Group Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 12.26% | 4.34% |
Tecnoglass Inc. | 0.54% | 0.79% | 0.91% | 0.56% | 1.59% | 6.79% | 5.20% | 7.21% | 2.04% |
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 High Octane. 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 High Octane was 26.59%, occurring on Jun 16, 2022. Recovery took 37 trading sessions.
The current High Octane drawdown is 0.69%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-26.59% | Nov 18, 2021 | 145 | Jun 16, 2022 | 37 | Aug 10, 2022 | 182 |
-21.89% | Aug 1, 2023 | 64 | Oct 30, 2023 | 32 | Dec 14, 2023 | 96 |
-17.02% | May 29, 2024 | 49 | Aug 7, 2024 | 30 | Sep 19, 2024 | 79 |
-15.01% | Aug 19, 2022 | 40 | Oct 14, 2022 | 14 | Nov 3, 2022 | 54 |
-13.84% | Feb 16, 2024 | 3 | Feb 21, 2024 | 8 | Mar 4, 2024 | 11 |
Volatility
Volatility Chart
The current High Octane volatility is 5.63%, 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.
Diversification
Asset Correlations Table
PMTS | SMCI | DUOL | FSLR | JXN | TGLS | ON | |
---|---|---|---|---|---|---|---|
PMTS | 1.00 | 0.13 | 0.12 | 0.18 | 0.24 | 0.17 | 0.25 |
SMCI | 0.13 | 1.00 | 0.26 | 0.26 | 0.28 | 0.27 | 0.47 |
DUOL | 0.12 | 0.26 | 1.00 | 0.34 | 0.30 | 0.34 | 0.36 |
FSLR | 0.18 | 0.26 | 0.34 | 1.00 | 0.28 | 0.30 | 0.40 |
JXN | 0.24 | 0.28 | 0.30 | 0.28 | 1.00 | 0.39 | 0.43 |
TGLS | 0.17 | 0.27 | 0.34 | 0.30 | 0.39 | 1.00 | 0.44 |
ON | 0.25 | 0.47 | 0.36 | 0.40 | 0.43 | 0.44 | 1.00 |