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High Octane
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


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


YTD1M6M1Y5Y*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/AN/A
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/AN/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/AN/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%
*Annualized

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
2025-2.15%0.68%-9.14%0.11%10.09%-1.34%
20244.49%24.61%9.16%-0.74%12.05%-2.90%1.67%1.70%6.79%-8.50%12.79%-8.29%60.42%
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%, 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.


The portfolio doesn't include any funds that charge management fees.

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.


The Risk-Adjusted Performance Rank of High Octane is 1313
Overall Rank
The Sharpe Ratio Rank of High Octane is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of High Octane is 1515
Sortino Ratio Rank
The Omega Ratio Rank of High Octane is 1313
Omega Ratio Rank
The Calmar Ratio Rank of High Octane is 1414
Calmar Ratio Rank
The Martin Ratio Rank of High Octane is 1212
Martin 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.



Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SMCI
Super Micro Computer, Inc.
-0.53-0.400.95-0.72-1.16
DUOL
Duolingo, Inc.
2.672.271.322.775.83
ON
ON Semiconductor Corporation
-0.74-0.940.89-0.60-1.60
FSLR
First Solar, Inc.
-0.47-0.400.96-0.46-0.74
JXN
Jackson Financial Inc.
0.240.861.120.541.20
PMTS
CPI Card Group Inc.
0.040.541.080.090.31
TGLS
Tecnoglass Inc.
1.222.141.262.005.23

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

High Octane Sharpe ratios as of May 11, 2025 (values are recalculated daily):

  • 1-Year: 0.23
  • All Time: 1.31

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.41 to 0.94, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of High Octane compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend yield

High Octane provided a 0.61% dividend yield over the last twelve months.


TTM202420232022202120202019201820172016
Portfolio0.61%0.57%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%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, 202534Apr 8, 2025
-26.59%Nov 18, 2021145Jun 16, 202237Aug 10, 2022182
-21.89%Aug 1, 202364Oct 30, 202332Dec 14, 202396
-17.02%May 29, 202449Aug 7, 202430Sep 19, 202479
-15.71%Dec 9, 202437Feb 3, 202510Feb 18, 202547

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

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

^GSPCPMTSFSLRDUOLSMCITGLSJXNONPortfolio
^GSPC1.000.270.410.480.470.510.550.680.71
PMTS0.271.000.200.150.150.200.260.260.41
FSLR0.410.201.000.320.280.280.280.380.57
DUOL0.480.150.321.000.270.360.310.370.60
SMCI0.470.150.280.271.000.280.290.470.69
TGLS0.510.200.280.360.281.000.410.430.61
JXN0.550.260.280.310.290.411.000.440.57
ON0.680.260.380.370.470.430.441.000.72
Portfolio0.710.410.570.600.690.610.570.721.00
The correlation results are calculated based on daily price changes starting from Sep 2, 2021