High Octane
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SMCI Super Micro Computer, Inc. | Technology | 15% |
DUOL Duolingo, Inc. | Technology | 15% |
ON ON Semiconductor Corporation | Technology | 15% |
FSLR First Solar, Inc. | Technology | 15% |
JXN Jackson Financial Inc. | Financial Services | 15% |
TGLS Tecnoglass Inc. | Basic Materials | 15% |
PMTS CPI Card Group Inc. | Financial Services | 10% |
Performance
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
Returns
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.29% | 8.79% | 12.52% | 16.97% | -2.22% | N/A |
| High Octane | 1.50% | 13.74% | 53.75% | 102.02% | 49.95% | N/A |
| Portfolio components: | ||||||
SMCI Super Micro Computer, Inc. | -10.19% | 112.71% | 187.15% | 341.23% | 144.88% | N/A |
DUOL Duolingo, Inc. | 16.28% | 11.84% | 114.64% | 71.14% | 5.24% | N/A |
ON ON Semiconductor Corporation | 4.28% | 20.56% | 50.41% | 48.18% | 43.55% | N/A |
FSLR First Solar, Inc. | -6.86% | -23.05% | 8.45% | 25.11% | 30.52% | N/A |
JXN Jackson Financial Inc. | 15.82% | 13.37% | 17.24% | 41.98% | 17.77% | N/A |
PMTS CPI Card Group Inc. | -8.27% | -57.98% | -49.56% | 3.53% | -19.29% | N/A |
TGLS Tecnoglass Inc. | -1.88% | -11.79% | 9.05% | 74.92% | 20.96% | N/A |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| PMTS | DUOL | SMCI | FSLR | JXN | TGLS | ON | |
|---|---|---|---|---|---|---|---|
| PMTS | 1.00 | 0.08 | 0.14 | 0.13 | 0.24 | 0.17 | 0.24 |
| DUOL | 0.08 | 1.00 | 0.22 | 0.38 | 0.25 | 0.34 | 0.39 |
| SMCI | 0.14 | 0.22 | 1.00 | 0.27 | 0.30 | 0.31 | 0.53 |
| FSLR | 0.13 | 0.38 | 0.27 | 1.00 | 0.26 | 0.34 | 0.39 |
| JXN | 0.24 | 0.25 | 0.30 | 0.26 | 1.00 | 0.39 | 0.45 |
| TGLS | 0.17 | 0.34 | 0.31 | 0.34 | 0.39 | 1.00 | 0.47 |
| ON | 0.24 | 0.39 | 0.53 | 0.39 | 0.45 | 0.47 | 1.00 |
Dividend yield
High Octane granted a 1.08% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|
| High Octane | 1.08% | 1.14% | 0.29% | 0.24% | 1.06% | 0.88% | 2.50% | 0.83% |
| Portfolio components: | ||||||||
SMCI Super Micro Computer, Inc. | 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% |
ON ON Semiconductor Corporation | 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% |
JXN Jackson Financial Inc. | 6.23% | 6.67% | 1.34% | 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% | 12.26% | 4.47% |
TGLS Tecnoglass Inc. | 0.99% | 0.91% | 0.57% | 1.63% | 7.09% | 5.85% | 8.50% | 2.56% |
Expense Ratio
The 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
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 | Ulcer Index | |
|---|---|---|---|---|---|
SMCI Super Micro Computer, Inc. | 4.36 | ||||
DUOL Duolingo, Inc. | 0.97 | ||||
ON ON Semiconductor Corporation | 0.79 | ||||
FSLR First Solar, Inc. | 0.41 | ||||
JXN Jackson Financial Inc. | 0.68 | ||||
PMTS CPI Card Group Inc. | -0.06 | ||||
TGLS Tecnoglass Inc. | 1.04 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the High Octane. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the High Octane is 26.59%, recorded on Jun 16, 2022. It took 37 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26.59% | Nov 18, 2021 | 145 | Jun 16, 2022 | 37 | Aug 10, 2022 | 182 |
| -16.42% | Aug 1, 2023 | 13 | Aug 17, 2023 | — | — | — |
| -15.01% | Aug 19, 2022 | 40 | Oct 14, 2022 | 14 | Nov 3, 2022 | 54 |
| -8.01% | Apr 19, 2023 | 10 | May 2, 2023 | 12 | May 18, 2023 | 22 |
| -7.82% | Jun 13, 2023 | 9 | Jun 26, 2023 | 5 | Jul 3, 2023 | 14 |
Volatility Chart
The current High Octane volatility is 7.63%, 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.