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scion asset managment
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

scion asset managment

Last updated Nov 14, 2024

Asset Allocation

BABA 21.26%JD 13.97%REAL 13.89%FOUR 12.36%MOH 12.31%BIDU 10.49%ACIC 6.08%HPP 5.06%OLPX 2.92%BCAB 1.66%EquityEquity
PositionCategory/SectorWeight
ACIC
American Coastal Insurance Corp		Financial Services
6.08%
BABA
Alibaba Group Holding Limited		Consumer Cyclical
21.26%
BCAB
BioAtla, Inc.		Healthcare
1.66%
BIDU
Baidu, Inc.		Communication Services
10.49%
FOUR
Shift4 Payments, Inc.		Technology
12.36%
HPP
Hudson Pacific Properties, Inc.		Real Estate
5.06%
JD
JD.com, Inc.		Consumer Cyclical
13.97%
MOH
Molina Healthcare, Inc.		Healthcare
12.31%
OLPX
Olaplex Holdings, Inc.		Consumer Cyclical
2.92%
REAL
The RealReal, Inc.		Consumer Cyclical
13.89%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in scion asset managment, 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

-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
4.00%
12.76%
scion asset managment
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 30, 2021, corresponding to the inception date of OLPX

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		25.48%2.14%12.76%33.14%13.96%11.39%
scion asset managment22.22%-3.47%4.00%30.25%N/AN/A
Portfolio components:
BABA
Alibaba Group Holding Limited		19.71%-14.66%14.56%12.10%-12.74%-2.01%
JD
JD.com, Inc.		26.98%-19.14%6.16%37.35%2.61%3.52%
REAL
The RealReal, Inc.		105.97%24.70%-9.01%88.18%-25.29%N/A
FOUR
Shift4 Payments, Inc.		36.36%7.67%40.48%59.89%N/AN/A
MOH
Molina Healthcare, Inc.		-14.39%-9.06%-10.57%-14.76%19.05%20.33%
BIDU
Baidu, Inc.		-29.08%-14.78%-23.74%-22.90%-6.34%-10.29%
ACIC
American Coastal Insurance Corp		39.22%27.86%5.36%39.22%2.89%-1.80%
HPP
Hudson Pacific Properties, Inc.		-53.95%-6.44%-25.12%-24.39%-31.55%-14.05%
OLPX
Olaplex Holdings, Inc.		-31.10%-21.17%9.38%-3.31%N/AN/A
BCAB
BioAtla, Inc.		-19.11%-1.00%-33.67%23.60%N/AN/A

Monthly Returns

The table below presents the monthly returns of scion asset managment, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-6.96%2.95%13.61%-4.19%4.01%-9.43%9.75%-2.18%17.91%-4.99%22.22%
202322.36%-14.33%11.76%-7.44%-0.81%13.98%15.75%-5.47%-7.33%-14.64%17.43%6.84%33.13%
2022-4.07%-5.80%-3.13%-11.64%-9.15%-0.14%-4.79%6.53%-15.06%-12.40%14.72%5.98%-35.61%
20213.44%-4.51%-5.59%-6.74%

Expense Ratio

scion asset managment 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

Risk-Adjusted Performance Rank

The current rank of scion asset managment is 11, indicating that it is in the bottom 11% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of scion asset managment is 1111
Combined Rank
The Sharpe Ratio Rank of scion asset managment is 1111Sharpe Ratio Rank
The Sortino Ratio Rank of scion asset managment is 1111Sortino Ratio Rank
The Omega Ratio Rank of scion asset managment is 1010Omega Ratio Rank
The Calmar Ratio Rank of scion asset managment is 1313Calmar Ratio Rank
The Martin Ratio Rank of scion asset managment is 99Martin 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.

scion asset managment
Sharpe ratio
The chart of Sharpe ratio for scion asset managment, currently valued at 1.37, compared to the broader market0.002.004.006.001.37
Sortino ratio
The chart of Sortino ratio for scion asset managment, currently valued at 2.03, compared to the broader market-2.000.002.004.006.002.03
Omega ratio
The chart of Omega ratio for scion asset managment, currently valued at 1.24, compared to the broader market0.801.001.201.401.601.802.001.24
Calmar ratio
The chart of Calmar ratio for scion asset managment, currently valued at 1.11, compared to the broader market0.005.0010.0015.001.11
Martin ratio
The chart of Martin ratio for scion asset managment, currently valued at 4.72, compared to the broader market0.0010.0020.0030.0040.0050.0060.004.72
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.91, compared to the broader market0.002.004.006.002.91
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.88, compared to the broader market-2.000.002.004.006.003.88
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.55, compared to the broader market0.801.001.201.401.601.802.001.55
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.20, compared to the broader market0.005.0010.0015.004.20
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.80, compared to the broader market0.0010.0020.0030.0040.0050.0060.0018.80
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BABA
Alibaba Group Holding Limited		0.380.811.100.231.11
JD
JD.com, Inc.		0.791.571.180.562.57
REAL
The RealReal, Inc.		1.222.421.291.244.52
FOUR
Shift4 Payments, Inc.		1.672.381.302.214.99
MOH
Molina Healthcare, Inc.		-0.38-0.340.95-0.42-0.82
BIDU
Baidu, Inc.		-0.53-0.580.94-0.38-1.01
ACIC
American Coastal Insurance Corp		1.332.391.322.815.17
HPP
Hudson Pacific Properties, Inc.		-0.220.091.01-0.16-0.35
OLPX
Olaplex Holdings, Inc.		0.010.611.070.010.04
BCAB
BioAtla, Inc.		0.271.461.160.360.82

Sharpe Ratio

The current scion asset managment Sharpe ratio is 1.37. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 2.06 to 2.97, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of scion asset managment with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
1.37
2.91
scion asset managment
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

scion asset managment provided a 0.79% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
Portfolio0.79%0.77%1.17%0.54%0.47%0.25%0.26%0.23%0.21%0.17%0.13%0.17%
Portfolio components:
BABA
Alibaba Group Holding Limited		1.80%1.29%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JD
JD.com, Inc.		2.07%2.08%2.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
REAL
The RealReal, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FOUR
Shift4 Payments, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MOH
Molina Healthcare, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BIDU
Baidu, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ACIC
American Coastal Insurance Corp		0.00%0.00%5.66%5.53%4.20%1.90%1.44%1.39%1.52%1.17%0.73%0.85%
HPP
Hudson Pacific Properties, Inc.		2.38%4.03%10.28%4.05%4.16%2.66%3.44%2.92%2.30%2.04%1.66%2.29%
OLPX
Olaplex Holdings, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BCAB
BioAtla, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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.

-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-14.15%
-0.27%
scion asset managment
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the scion asset managment. 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 scion asset managment was 59.34%, occurring on Nov 9, 2022. The portfolio has not yet recovered.

The current scion asset managment drawdown is 14.15%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-59.34%Nov 17, 2021247Nov 9, 2022———
-7.44%Oct 22, 20218Nov 2, 20218Nov 12, 202116
-2.51%Oct 1, 20212Oct 4, 20213Oct 7, 20215
-1.53%Oct 11, 20211Oct 11, 20212Oct 13, 20213
-0.16%Nov 15, 20211Nov 15, 20211Nov 16, 20212

Volatility

Volatility Chart

The current scion asset managment volatility is 8.96%, 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%JuneJulyAugustSeptemberOctoberNovember
8.96%
3.75%
scion asset managment
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
MOHACICBCABHPPOLPXFOURREALJDBIDUBABA
MOH1.000.130.120.170.110.160.120.080.090.09
ACIC0.131.000.140.190.140.200.180.080.090.12
BCAB0.120.141.000.220.260.290.300.240.230.26
HPP0.170.190.221.000.360.370.410.210.210.21
OLPX0.110.140.260.361.000.370.400.300.310.28
FOUR0.160.200.290.370.371.000.500.310.340.33
REAL0.120.180.300.410.400.501.000.350.380.39
JD0.080.080.240.210.300.310.351.000.760.78
BIDU0.090.090.230.210.310.340.380.761.000.78
BABA0.090.120.260.210.280.330.390.780.781.00
The correlation results are calculated based on daily price changes starting from Oct 1, 2021