High Octane
Asset Allocation
Position | Category/Sector | Target Weight |
---|---|---|
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% |
Performance
Performance Chart
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The earliest data available for this chart is Sep 1, 2021, corresponding to the inception date of JXN
Returns By Period
YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
High Octane | -1.34% | 18.95% | -3.76% | 10.52% | N/A | N/A |
Portfolio components: | ||||||
SMCI Super Micro Computer, Inc. | 4.95% | -5.02% | 30.46% | -59.94% | 65.91% | 25.97% |
DUOL Duolingo, Inc. | 58.14% | 61.78% | 56.86% | 172.57% | N/A | N/A |
ON ON Semiconductor Corporation | -35.00% | 17.49% | -41.80% | -41.84% | 21.29% | 12.76% |
FSLR First Solar, Inc. | -20.18% | 15.13% | -27.46% | -26.36% | 26.92% | 9.53% |
JXN Jackson Financial Inc. | -2.10% | 18.64% | -20.72% | 15.57% | N/A | N/A |
PMTS CPI Card Group Inc. | -28.04% | -8.58% | -22.93% | -1.51% | 93.08% | N/A |
TGLS Tecnoglass Inc. | 4.27% | 19.59% | 9.03% | 58.34% | 84.29% | 25.24% |
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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2025 | -2.15% | 0.68% | -9.14% | 0.11% | 10.09% | -1.34% | |||||||
2024 | 4.49% | 24.61% | 9.16% | -0.74% | 12.05% | -2.90% | 1.67% | 1.70% | 6.79% | -8.50% | 12.79% | -8.29% | 60.42% |
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%, meaning no management fees are charged. 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 High Octane is 13, meaning it’s performing worse than 87% of other portfolios on our website when it comes to balancing risk and reward. Below is 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 | |
---|---|---|---|---|---|
SMCI Super Micro Computer, Inc. | -0.53 | -0.40 | 0.95 | -0.72 | -1.16 |
DUOL Duolingo, Inc. | 2.67 | 2.27 | 1.32 | 2.77 | 5.83 |
ON ON Semiconductor Corporation | -0.74 | -0.94 | 0.89 | -0.60 | -1.60 |
FSLR First Solar, Inc. | -0.47 | -0.40 | 0.96 | -0.46 | -0.74 |
JXN Jackson Financial Inc. | 0.24 | 0.86 | 1.12 | 0.54 | 1.20 |
PMTS CPI Card Group Inc. | 0.04 | 0.54 | 1.08 | 0.09 | 0.31 |
TGLS Tecnoglass Inc. | 1.22 | 2.14 | 1.26 | 2.00 | 5.23 |
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Dividends
Dividend yield
High Octane provided a 0.61% dividend yield over the last twelve months.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 0.61% | 0.57% | 0.84% | 1.09% | 0.26% | 0.24% | 1.02% | 0.78% | 2.31% | 0.74% |
Portfolio components: | ||||||||||
SMCI Super Micro Computer, Inc. | 0.00% | 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% | 0.00% |
ON ON Semiconductor Corporation | 0.00% | 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% | 0.00% |
JXN Jackson Financial Inc. | 3.44% | 3.22% | 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% | 0.00% | 12.26% | 4.34% |
TGLS Tecnoglass Inc. | 0.63% | 0.61% | 0.79% | 0.91% | 0.57% | 1.62% | 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.
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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 32.68%, occurring on Apr 8, 2025. The portfolio has not yet recovered.
The current High Octane drawdown is 15.51%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-32.68% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
-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 |
-15.71% | Dec 9, 2024 | 37 | Feb 3, 2025 | 10 | Feb 18, 2025 | 47 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 7 assets, with an effective number of assets of 6.90, 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 | PMTS | FSLR | DUOL | SMCI | TGLS | JXN | ON | Portfolio | |
---|---|---|---|---|---|---|---|---|---|
^GSPC | 1.00 | 0.27 | 0.41 | 0.48 | 0.47 | 0.51 | 0.55 | 0.68 | 0.71 |
PMTS | 0.27 | 1.00 | 0.20 | 0.15 | 0.15 | 0.20 | 0.26 | 0.26 | 0.41 |
FSLR | 0.41 | 0.20 | 1.00 | 0.32 | 0.28 | 0.28 | 0.28 | 0.38 | 0.57 |
DUOL | 0.48 | 0.15 | 0.32 | 1.00 | 0.27 | 0.36 | 0.31 | 0.37 | 0.60 |
SMCI | 0.47 | 0.15 | 0.28 | 0.27 | 1.00 | 0.28 | 0.29 | 0.47 | 0.69 |
TGLS | 0.51 | 0.20 | 0.28 | 0.36 | 0.28 | 1.00 | 0.41 | 0.43 | 0.61 |
JXN | 0.55 | 0.26 | 0.28 | 0.31 | 0.29 | 0.41 | 1.00 | 0.44 | 0.57 |
ON | 0.68 | 0.26 | 0.38 | 0.37 | 0.47 | 0.43 | 0.44 | 1.00 | 0.72 |
Portfolio | 0.71 | 0.41 | 0.57 | 0.60 | 0.69 | 0.61 | 0.57 | 0.72 | 1.00 |