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High Octane
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


SMCI 15%DUOL 15%ON 15%FSLR 15%JXN 15%TGLS 15%PMTS 10%EquityEquity
PositionCategory/SectorWeight
DUOL
Duolingo, Inc.
Technology

15%

FSLR
First Solar, Inc.
Technology

15%

JXN
Jackson Financial Inc.
Financial Services

15%

ON
ON Semiconductor Corporation
Technology

15%

PMTS
CPI Card Group Inc.
Financial Services

10%

SMCI
Super Micro Computer, Inc.
Technology

15%

TGLS
Tecnoglass Inc.
Basic Materials

15%

S&P 500

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


0.00%100.00%200.00%300.00%400.00%FebruaryMarchAprilMayJuneJuly
330.78%
21.68%
High Octane
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 1, 2021, corresponding to the inception date of JXN

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
15.41%0.33%13.74%21.39%13.11%10.77%
High Octane53.69%-0.18%54.98%68.88%N/AN/A
SMCI
Super Micro Computer, Inc.
180.30%-11.98%88.20%162.83%111.36%40.61%
DUOL
Duolingo, Inc.
-22.75%-15.15%-9.95%17.22%N/AN/A
ON
ON Semiconductor Corporation
-13.17%5.85%-1.81%-26.56%29.16%22.40%
FSLR
First Solar, Inc.
25.63%-16.39%48.32%9.36%26.66%13.08%
JXN
Jackson Financial Inc.
64.20%13.36%69.71%162.52%N/AN/A
PMTS
CPI Card Group Inc.
49.71%10.93%64.45%33.13%60.59%N/A
TGLS
Tecnoglass Inc.
13.04%20.84%17.57%8.95%49.91%19.58%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20244.49%24.61%9.16%-0.74%12.05%-2.90%53.69%
202314.62%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%
20212.12%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.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of High Octane is 68, 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 High Octane is 6868
High Octane
The Sharpe Ratio Rank of High Octane is 6464Sharpe Ratio Rank
The Sortino Ratio Rank of High Octane is 6262Sortino Ratio Rank
The Omega Ratio Rank of High Octane is 6161Omega Ratio Rank
The Calmar Ratio Rank of High Octane is 8484Calmar Ratio Rank
The Martin Ratio Rank of High Octane is 6969Martin 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.


High Octane
Sharpe ratio
The chart of Sharpe ratio for High Octane, currently valued at 1.79, compared to the broader market-1.000.001.002.003.004.001.79
Sortino ratio
The chart of Sortino ratio for High Octane, currently valued at 2.50, compared to the broader market-2.000.002.004.006.002.50
Omega ratio
The chart of Omega ratio for High Octane, currently valued at 1.30, compared to the broader market0.801.001.201.401.601.801.30
Calmar ratio
The chart of Calmar ratio for High Octane, currently valued at 2.99, compared to the broader market0.002.004.006.008.0010.002.99
Martin ratio
The chart of Martin ratio for High Octane, currently valued at 8.03, compared to the broader market0.0010.0020.0030.0040.008.03
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.82, compared to the broader market-1.000.001.002.003.004.001.82
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.59, compared to the broader market-2.000.002.004.006.002.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market0.801.001.201.401.601.801.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.45, compared to the broader market0.002.004.006.008.0010.001.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.82, compared to the broader market0.0010.0020.0030.0040.006.82

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SMCI
Super Micro Computer, Inc.
1.712.461.334.077.21
DUOL
Duolingo, Inc.
0.160.681.090.240.62
ON
ON Semiconductor Corporation
-0.64-0.670.92-0.66-1.02
FSLR
First Solar, Inc.
0.180.661.080.210.40
JXN
Jackson Financial Inc.
4.615.931.734.8039.28
PMTS
CPI Card Group Inc.
0.601.311.160.551.26
TGLS
Tecnoglass Inc.
0.120.531.070.130.31

Sharpe Ratio

The current High Octane Sharpe ratio is 1.79. 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 1.31 to 2.05, 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 High Octane 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 Ratio1.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.79
1.82
High Octane
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

High Octane granted a 0.60% dividend yield in the last twelve months.


TTM20232022202120202019201820172016
High Octane0.60%0.84%1.09%0.26%0.24%1.02%0.78%2.31%0.74%
SMCI
Super Micro Computer, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DUOL
Duolingo, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ON
ON Semiconductor Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FSLR
First Solar, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JXN
Jackson Financial Inc.
3.21%4.84%6.32%1.20%0.00%0.00%0.00%0.00%0.00%
PMTS
CPI Card Group Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%12.26%4.34%
TGLS
Tecnoglass Inc.
0.78%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.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%FebruaryMarchAprilMayJuneJuly
-5.38%
-2.86%
High Octane
Benchmark (^GSPC)
Portfolio components

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 5.38%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-26.59%Nov 18, 2021145Jun 16, 202237Aug 10, 2022182
-21.89%Aug 1, 202364Oct 30, 202332Dec 14, 202396
-15.01%Aug 19, 202240Oct 14, 202214Nov 3, 202254
-13.84%Feb 16, 20243Feb 21, 20248Mar 4, 202411
-11.04%Mar 14, 202426Apr 19, 202418May 15, 202444

Volatility

Volatility Chart

The current High Octane volatility is 6.90%, 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.


0.00%5.00%10.00%15.00%20.00%FebruaryMarchAprilMayJuneJuly
6.90%
2.76%
High Octane
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.

PMTSSMCIDUOLFSLRJXNTGLSON
PMTS1.000.140.110.180.220.160.23
SMCI0.141.000.250.260.280.270.48
DUOL0.110.251.000.340.280.330.37
FSLR0.180.260.341.000.280.310.39
JXN0.220.280.280.281.000.380.43
TGLS0.160.270.330.310.381.000.44
ON0.230.480.370.390.430.441.00
The correlation results are calculated based on daily price changes starting from Sep 2, 2021