Fома
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Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AMPH Amphastar Pharmaceuticals, Inc. | Healthcare | 0.90% |
BOSS.DE Hugo Boss AG | Consumer Cyclical | 0.21% |
BTI British American Tobacco p.l.c. | Consumer Defensive | 5.31% |
DAVE Dave Inc. | Technology | 74.69% |
FLOW.AS Flow Traders BV | Financial Services | 1.71% |
GLEN.L Glencore plc | Basic Materials | 0.50% |
LI Li Auto Inc. | Consumer Cyclical | 1.17% |
MSFT Microsoft Corporation | Technology | 1.71% |
NEM Newmont Goldcorp Corporation | Basic Materials | 3.22% |
PERI Perion Network Ltd. | Communication Services | 1.04% |
SBUX Starbucks Corporation | Consumer Cyclical | 1.23% |
SPHY SPDR Portfolio High Yield Bond ETF | High Yield Bonds | 2.08% |
TLT iShares 20+ Year Treasury Bond ETF | Government Bonds | 4.16% |
ULTA Ulta Beauty, Inc. | Consumer Cyclical | 0.72% |
XPEL XPEL, Inc. | Consumer Cyclical | 1.35% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Fома, 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 Apr 26, 2021, corresponding to the inception date of DAVE
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.82% | 3.20% | 14.94% | 35.92% | 14.22% | 11.43% |
| Fома | 425.47% | 26.14% | 19.60% | 668.01% | N/A | N/A |
| Portfolio components: | ||||||
BTI British American Tobacco p.l.c. | 28.40% | -0.09% | 18.10% | 23.83% | 7.14% | 1.51% |
LI Li Auto Inc. | -35.00% | -10.06% | -7.84% | -38.34% | N/A | N/A |
FLOW.AS Flow Traders BV | 17.05% | -1.02% | 8.79% | 27.58% | 6.31% | N/A |
MSFT Microsoft Corporation | 11.77% | 0.41% | 0.71% | 14.85% | 24.42% | 25.80% |
AMPH Amphastar Pharmaceuticals, Inc. | -21.47% | 2.10% | 17.60% | -9.30% | 23.08% | 16.88% |
ULTA Ulta Beauty, Inc. | -22.34% | 2.69% | -5.26% | -2.55% | 9.32% | 11.92% |
BOSS.DE Hugo Boss AG | -39.25% | 1.92% | -15.06% | -26.44% | 3.87% | -4.96% |
TLT iShares 20+ Year Treasury Bond ETF | -3.80% | -1.44% | 3.32% | 9.05% | -5.28% | -0.12% |
NEM Newmont Goldcorp Corporation | 4.20% | -22.04% | 0.52% | 27.36% | 5.80% | 10.75% |
GLEN.L Glencore plc | -15.86% | -9.81% | -19.36% | -4.32% | 11.13% | 2.59% |
SPHY SPDR Portfolio High Yield Bond ETF | 8.91% | 0.87% | 6.79% | 15.10% | 4.92% | 4.61% |
XPEL XPEL, Inc. | -15.19% | 5.55% | 31.54% | 0.71% | 26.90% | 33.27% |
PERI Perion Network Ltd. | -71.17% | 12.52% | -28.17% | -67.62% | 11.95% | -6.29% |
SBUX Starbucks Corporation | 6.54% | 4.98% | 34.45% | -1.18% | 5.75% | 11.97% |
DAVE Dave Inc. | 606.74% | 35.36% | 20.69% | 1,039.62% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of Fома, 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 | 77.58% | 44.23% | 39.63% | 12.13% | 2.30% | -25.64% | 16.55% | 3.83% | 5.67% | -3.71% | 425.47% | ||
| 2023 | 0.35% | -6.77% | -18.97% | -5.52% | -3.97% | 0.41% | 13.21% | 17.33% | -16.94% | -12.44% | 12.33% | 30.24% | -2.40% |
| 2022 | 16.72% | -51.07% | 35.60% | -33.63% | -26.59% | -37.84% | -0.42% | -19.30% | -22.69% | -8.34% | 23.49% | -21.90% | -87.11% |
| 2021 | 0.03% | 1.80% | 0.85% | -0.11% | -0.09% | -1.03% | 1.38% | 0.25% | 3.24% | 6.43% |
Expense Ratio
Fома has an expense ratio of 0.01%, which is considered low compared to other funds. 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 risk-adjusted rank of Fома is 96, placing it in the top 4% 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 | |
|---|---|---|---|---|---|
BTI British American Tobacco p.l.c. | 1.13 | 1.56 | 1.24 | 0.72 | 4.27 |
LI Li Auto Inc. | -0.64 | -0.72 | 0.91 | -0.69 | -0.99 |
FLOW.AS Flow Traders BV | 0.61 | 0.97 | 1.17 | 0.37 | 2.44 |
MSFT Microsoft Corporation | 0.59 | 0.88 | 1.12 | 0.73 | 1.79 |
AMPH Amphastar Pharmaceuticals, Inc. | -0.36 | -0.25 | 0.97 | -0.33 | -0.52 |
ULTA Ulta Beauty, Inc. | -0.19 | -0.04 | 0.99 | -0.14 | -0.24 |
BOSS.DE Hugo Boss AG | -0.80 | -0.99 | 0.88 | -0.55 | -0.95 |
TLT iShares 20+ Year Treasury Bond ETF | 0.39 | 0.65 | 1.08 | 0.15 | 0.93 |
NEM Newmont Goldcorp Corporation | 0.52 | 0.92 | 1.13 | 0.31 | 1.67 |
GLEN.L Glencore plc | -0.46 | -0.49 | 0.94 | -0.41 | -1.04 |
SPHY SPDR Portfolio High Yield Bond ETF | 3.16 | 5.01 | 1.65 | 3.86 | 24.95 |
XPEL XPEL, Inc. | -0.02 | 0.52 | 1.09 | -0.03 | -0.07 |
PERI Perion Network Ltd. | -1.06 | -1.52 | 0.70 | -0.84 | -1.20 |
SBUX Starbucks Corporation | -0.05 | 0.21 | 1.03 | -0.05 | -0.12 |
DAVE Dave Inc. | 7.80 | 5.48 | 1.71 | 8.79 | 41.02 |
Dividends
Dividend yield
Fома provided a 1.45% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.45% | 2.58% | 0.94% | 0.94% | 1.00% | 0.85% | 0.89% | 0.59% | 0.56% | 2.49% | 1.55% | 0.68% |
| Portfolio components: | ||||||||||||
BTI British American Tobacco p.l.c. | 8.34% | 9.57% | 7.40% | 7.98% | 7.22% | 6.35% | 8.52% | 4.18% | 3.79% | 4.21% | 4.55% | 4.04% |
LI Li Auto 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% |
FLOW.AS Flow Traders BV | 0.69% | 6.12% | 4.85% | 10.87% | 16.81% | 6.27% | 6.11% | 5.00% | 4.73% | 1.10% | 0.00% | 0.00% |
MSFT Microsoft Corporation | 0.72% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
AMPH Amphastar Pharmaceuticals, 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% |
ULTA Ulta Beauty, 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% |
BOSS.DE Hugo Boss AG | 3.27% | 1.48% | 1.29% | 0.07% | 10.22% | 6.24% | 4.91% | 3.67% | 6.23% | 4.73% | 3.28% | 3.01% |
TLT iShares 20+ Year Treasury Bond ETF | 4.00% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% | 3.26% |
NEM Newmont Goldcorp Corporation | 2.72% | 3.87% | 4.66% | 3.55% | 1.74% | 3.31% | 1.62% | 0.67% | 0.37% | 0.56% | 1.19% | 5.32% |
GLEN.L Glencore plc | 108.01% | 300.59% | 3.83% | 2.31% | 6.71% | 6.74% | 5.12% | 1.58% | 0.00% | 395.16% | 205.52% | 3.31% |
SPHY SPDR Portfolio High Yield Bond ETF | 7.75% | 7.30% | 6.46% | 5.13% | 5.63% | 5.73% | 4.09% | 4.41% | 4.28% | 4.29% | 3.98% | 4.40% |
XPEL XPEL, 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% |
PERI Perion Network Ltd. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SBUX Starbucks Corporation | 1.70% | 2.25% | 2.02% | 1.57% | 1.57% | 1.69% | 2.05% | 1.83% | 1.53% | 0.87% | 0.00% | 0.00% |
DAVE Dave 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Fома. 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 Fома was 93.94%, occurring on May 19, 2023. The portfolio has not yet recovered.
The current Fома drawdown is 49.12%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -93.94% | Feb 2, 2022 | 335 | May 19, 2023 | — | — | — |
| -39.32% | Jan 3, 2022 | 7 | Jan 11, 2022 | 13 | Jan 28, 2022 | 20 |
| -1.91% | Apr 28, 2021 | 1 | Apr 28, 2021 | 20 | May 26, 2021 | 21 |
| -1.66% | Sep 13, 2021 | 14 | Sep 30, 2021 | 18 | Oct 26, 2021 | 32 |
| -1.55% | Dec 28, 2021 | 3 | Dec 30, 2021 | 1 | Dec 31, 2021 | 4 |
Volatility
Volatility Chart
The current Fома volatility is 25.37%, 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.
Diversification
Asset Correlations Table
| TLT | AMPH | DAVE | FLOW.AS | LI | NEM | BTI | GLEN.L | BOSS.DE | XPEL | ULTA | PERI | MSFT | SBUX | SPHY | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| TLT | 1.00 | -0.01 | 0.00 | 0.14 | 0.03 | 0.19 | 0.04 | -0.04 | 0.03 | 0.03 | 0.01 | -0.01 | 0.05 | 0.05 | 0.37 |
| AMPH | -0.01 | 1.00 | 0.06 | 0.07 | 0.03 | 0.12 | 0.21 | 0.09 | 0.09 | 0.21 | 0.14 | 0.18 | 0.15 | 0.17 | 0.19 |
| DAVE | 0.00 | 0.06 | 1.00 | 0.09 | 0.13 | 0.08 | 0.04 | 0.11 | 0.13 | 0.19 | 0.18 | 0.22 | 0.19 | 0.17 | 0.25 |
| FLOW.AS | 0.14 | 0.07 | 0.09 | 1.00 | 0.09 | 0.22 | 0.16 | 0.20 | 0.23 | 0.13 | 0.08 | 0.12 | 0.11 | 0.11 | 0.22 |
| LI | 0.03 | 0.03 | 0.13 | 0.09 | 1.00 | 0.10 | 0.11 | 0.20 | 0.23 | 0.20 | 0.21 | 0.30 | 0.23 | 0.25 | 0.26 |
| NEM | 0.19 | 0.12 | 0.08 | 0.22 | 0.10 | 1.00 | 0.30 | 0.34 | 0.15 | 0.13 | 0.09 | 0.10 | 0.13 | 0.18 | 0.27 |
| BTI | 0.04 | 0.21 | 0.04 | 0.16 | 0.11 | 0.30 | 1.00 | 0.29 | 0.23 | 0.15 | 0.19 | 0.12 | 0.15 | 0.24 | 0.29 |
| GLEN.L | -0.04 | 0.09 | 0.11 | 0.20 | 0.20 | 0.34 | 0.29 | 1.00 | 0.33 | 0.16 | 0.18 | 0.14 | 0.16 | 0.12 | 0.23 |
| BOSS.DE | 0.03 | 0.09 | 0.13 | 0.23 | 0.23 | 0.15 | 0.23 | 0.33 | 1.00 | 0.20 | 0.29 | 0.20 | 0.17 | 0.26 | 0.31 |
| XPEL | 0.03 | 0.21 | 0.19 | 0.13 | 0.20 | 0.13 | 0.15 | 0.16 | 0.20 | 1.00 | 0.35 | 0.36 | 0.28 | 0.32 | 0.40 |
| ULTA | 0.01 | 0.14 | 0.18 | 0.08 | 0.21 | 0.09 | 0.19 | 0.18 | 0.29 | 0.35 | 1.00 | 0.38 | 0.33 | 0.40 | 0.40 |
| PERI | -0.01 | 0.18 | 0.22 | 0.12 | 0.30 | 0.10 | 0.12 | 0.14 | 0.20 | 0.36 | 0.38 | 1.00 | 0.41 | 0.31 | 0.40 |
| MSFT | 0.05 | 0.15 | 0.19 | 0.11 | 0.23 | 0.13 | 0.15 | 0.16 | 0.17 | 0.28 | 0.33 | 0.41 | 1.00 | 0.42 | 0.52 |
| SBUX | 0.05 | 0.17 | 0.17 | 0.11 | 0.25 | 0.18 | 0.24 | 0.12 | 0.26 | 0.32 | 0.40 | 0.31 | 0.42 | 1.00 | 0.43 |
| SPHY | 0.37 | 0.19 | 0.25 | 0.22 | 0.26 | 0.27 | 0.29 | 0.23 | 0.31 | 0.40 | 0.40 | 0.40 | 0.52 | 0.43 | 1.00 |