Speculative
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
CRWD CrowdStrike Holdings, Inc. | Technology | 33.33% |
PLTR Palantir Technologies Inc. | Technology | 33.33% |
SNOW Snowflake Inc. | Technology | 33.33% |
Performance
Performance Chart
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The earliest data available for this chart is Sep 30, 2020, corresponding to the inception date of PLTR
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.30% | 12.79% | 1.49% | 12.35% | 15.12% | 10.89% |
| Speculative | 38.53% | 27.70% | 56.90% | 123.22% | N/A | N/A |
| Portfolio components: | ||||||
PLTR Palantir Technologies Inc. | 71.25% | 38.11% | 96.93% | 495.22% | N/A | N/A |
CRWD CrowdStrike Holdings, Inc. | 28.38% | 16.94% | 30.44% | 26.98% | 42.15% | N/A |
SNOW Snowflake Inc. | 18.57% | 27.64% | 45.35% | 13.11% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of Speculative, 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 | 14.34% | -0.62% | -9.33% | 23.76% | 8.65% | 38.53% | |||||||
| 2024 | 2.26% | 19.76% | -6.76% | -5.76% | -2.35% | 13.34% | -12.12% | 6.76% | 8.22% | 5.85% | 43.82% | 0.94% | 85.84% |
| 2023 | 10.24% | 4.10% | 7.55% | -8.22% | 44.07% | 1.25% | 13.51% | -12.47% | 2.45% | -2.30% | 32.98% | -0.02% | 118.44% |
| 2022 | -18.34% | -2.49% | 6.00% | -20.58% | -20.45% | 6.20% | 10.30% | -2.29% | -4.23% | 0.11% | -17.48% | -8.25% | -55.69% |
| 2021 | 15.71% | -14.74% | -10.06% | 4.71% | 3.13% | 10.05% | -2.32% | 15.18% | -7.11% | 13.19% | -15.42% | -5.51% | -0.31% |
| 2020 | -1.19% | 77.72% | -2.08% | 71.96% |
Expense Ratio
Speculative 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
With an overall rank of 96, Speculative is among the top 4% of 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 | |
|---|---|---|---|---|---|
PLTR Palantir Technologies Inc. | 7.02 | 5.26 | 1.72 | 10.76 | 37.52 |
CRWD CrowdStrike Holdings, Inc. | 0.56 | 1.18 | 1.15 | 0.75 | 1.69 |
SNOW Snowflake Inc. | 0.20 | 0.81 | 1.11 | 0.19 | 0.66 |
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Dividends
Dividend yield
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 Speculative. 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 Speculative was 68.64%, occurring on Jan 5, 2023. Recovery took 443 trading sessions.
The current Speculative drawdown is 1.62%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -68.64% | Nov 9, 2021 | 291 | Jan 5, 2023 | 443 | Oct 10, 2024 | 734 |
| -38.59% | Feb 10, 2021 | 65 | May 13, 2021 | 124 | Nov 8, 2021 | 189 |
| -34.58% | Feb 19, 2025 | 33 | Apr 4, 2025 | — | — | — |
| -15.72% | Dec 24, 2020 | 6 | Jan 4, 2021 | 14 | Jan 25, 2021 | 20 |
| -14.72% | Nov 27, 2020 | 4 | Dec 2, 2020 | 3 | Dec 7, 2020 | 7 |
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 3 assets, with an effective number of assets of 3.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | CRWD | SNOW | PLTR | Portfolio | |
|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.53 | 0.53 | 0.54 | 0.60 |
| CRWD | 0.53 | 1.00 | 0.60 | 0.56 | 0.81 |
| SNOW | 0.53 | 0.60 | 1.00 | 0.58 | 0.82 |
| PLTR | 0.54 | 0.56 | 0.58 | 1.00 | 0.86 |
| Portfolio | 0.60 | 0.81 | 0.82 | 0.86 | 1.00 |