SNOW
SNOW
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SNOW Snowflake Inc. | Technology | 100% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in SNOW, 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
The earliest data available for this chart is Sep 16, 2020, corresponding to the inception date of SNOW
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| SNOW | -34.31% | 6.15% | -20.47% | -21.18% | N/A | N/A |
| Portfolio components: | ||||||
SNOW Snowflake Inc. | -34.31% | 6.15% | -20.47% | -21.18% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of SNOW, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -1.69% | -3.76% | -14.17% | -3.96% | -12.26% | -0.80% | -3.49% | -12.39% | 0.55% | -0.03% | -34.31% | ||
| 2023 | 8.99% | -1.32% | -0.06% | -4.02% | 11.67% | 6.42% | 0.98% | -11.74% | -2.60% | -5.00% | 29.32% | 6.03% | 38.64% |
| 2022 | -18.55% | -3.71% | -13.75% | -25.18% | -25.54% | 8.94% | 7.80% | 20.71% | -6.07% | -5.68% | -10.85% | 0.45% | -57.63% |
| 2021 | -3.18% | -4.74% | -11.66% | 1.01% | 2.78% | 1.58% | 9.89% | 14.54% | -0.63% | 17.00% | -3.87% | -0.41% | 20.38% |
| 2020 | -1.15% | -0.39% | 30.33% | -13.64% | 10.82% |
Expense Ratio
SNOW 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
Risk-Adjusted Performance Rank
The current rank of SNOW is 1, indicating that it is in the bottom 1% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
SNOW Snowflake Inc. | -0.40 | -0.28 | 0.96 | -0.24 | -0.48 |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the SNOW. 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 SNOW was 72.99%, occurring on Sep 6, 2024. The portfolio has not yet recovered.
The current SNOW drawdown is 67.47%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -72.99% | Nov 17, 2021 | 704 | Sep 6, 2024 | — | — | — |
| -51.73% | Dec 9, 2020 | 107 | May 13, 2021 | 129 | Nov 15, 2021 | 236 |
| -20.97% | Oct 23, 2020 | 16 | Nov 13, 2020 | 8 | Nov 25, 2020 | 24 |
| -14.39% | Sep 17, 2020 | 5 | Sep 23, 2020 | 4 | Sep 29, 2020 | 9 |
| -12.36% | Sep 30, 2020 | 3 | Oct 2, 2020 | 13 | Oct 21, 2020 | 16 |
Volatility
Volatility Chart
The current SNOW volatility is 10.12%, 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.