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High Octane

Last updated Sep 23, 2023

Asset Allocation


SMCI 15%DUOL 15%ON 15%FSLR 15%JXN 15%TGLS 15%PMTS 10%EquityEquity
PositionCategory/SectorWeight
SMCI
Super Micro Computer, Inc.
Technology15%
DUOL
Duolingo, Inc.
Technology15%
ON
ON Semiconductor Corporation
Technology15%
FSLR
First Solar, Inc.
Technology15%
JXN
Jackson Financial Inc.
Financial Services15%
TGLS
Tecnoglass Inc.
Basic Materials15%
PMTS
CPI Card Group Inc.
Financial Services10%

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


0.00%10.00%20.00%30.00%AprilMayJuneJulyAugustSeptember
13.55%
8.61%
High Octane
Benchmark (^GSPC)
Portfolio components

Returns


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-1.29%8.79%12.52%16.97%-2.22%N/A
High Octane1.50%13.74%53.75%102.02%49.95%N/A
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

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

PMTSDUOLSMCIFSLRJXNTGLSON
PMTS1.000.080.140.130.240.170.24
DUOL0.081.000.220.380.250.340.39
SMCI0.140.221.000.270.300.310.53
FSLR0.130.380.271.000.260.340.39
JXN0.240.250.300.261.000.390.45
TGLS0.170.340.310.340.391.000.47
ON0.240.390.530.390.450.471.00

Sharpe Ratio

The current High Octane Sharpe ratio is 2.69. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.002.69

The Sharpe ratio of High Octane is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.005.006.00AprilMayJuneJulyAugustSeptember
2.69
0.81
High Octane
Benchmark (^GSPC)
Portfolio components

Dividend yield

High Octane granted a 1.08% dividend yield in the last twelve months.


TTM2022202120202019201820172016
High Octane1.08%1.14%0.29%0.24%1.06%0.88%2.50%0.83%
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.


The portfolio doesn't hold funds that charge fees

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 ratioSortino ratioOmega ratioCalmar ratioUlcer 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.


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-14.52%
-9.93%
High Octane
Benchmark (^GSPC)
Portfolio components

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, 2021145Jun 16, 202237Aug 10, 2022182
-16.42%Aug 1, 202313Aug 17, 2023
-15.01%Aug 19, 202240Oct 14, 202214Nov 3, 202254
-8.01%Apr 19, 202310May 2, 202312May 18, 202322
-7.82%Jun 13, 20239Jun 26, 20235Jul 3, 202314

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.


2.00%4.00%6.00%8.00%10.00%12.00%AprilMayJuneJulyAugustSeptember
7.63%
3.41%
High Octane
Benchmark (^GSPC)
Portfolio components