Fома

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Fома

Currency in USD · Last updated May 25, 2025

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Asset Allocation

Position	Category/Sector	Target 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%

Benchmark

S&P 500

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Performance

Performance Chart

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The earliest data available for this chart is Apr 26, 2021, corresponding to the inception date of DAVE

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-1.34%	5.80%	-2.79%	9.39%	14.45%	10.68%
Fома	100.97%	91.92%	103.77%	276.42%	N/A	N/A
Portfolio components:
BTI British American Tobacco p.l.c.	26.81%	6.53%	25.75%	60.35%	11.68%	4.51%
LI Li Auto Inc.	20.51%	21.37%	29.76%	42.34%	N/A	N/A
FLOW.AS Flow Traders BV	51.91%	24.54%	52.20%	54.92%	5.53%	N/A
MSFT Microsoft Corporation	7.21%	16.45%	8.37%	5.46%	20.69%	27.26%
AMPH Amphastar Pharmaceuticals, Inc.	-34.10%	1.66%	-46.17%	-43.44%	5.71%	5.16%
ULTA Ulta Beauty, Inc.	-6.41%	5.47%	20.29%	6.62%	13.03%	10.49%
BOSS.DE Hugo Boss AG	0.40%	12.74%	12.02%	-10.09%	12.85%	-5.76%
TLT iShares 20+ Year Treasury Bond ETF	-1.82%	-3.83%	-4.45%	-3.60%	-10.17%	-1.12%
NEM Newmont Goldcorp Corporation	45.00%	-3.68%	25.15%	30.73%	0.01%	9.84%
GLEN.L Glencore plc	-17.58%	2.01%	-23.63%	-40.88%	12.77%	-0.68%
SPHY SPDR Portfolio High Yield Bond ETF	1.91%	0.89%	1.87%	8.33%	6.20%	4.67%
XPEL XPEL, Inc.	-13.65%	25.88%	-24.58%	-1.96%	19.59%	28.09%
PERI Perion Network Ltd.	27.04%	20.22%	26.29%	-8.50%	15.39%	0.57%
SBUX Starbucks Corporation	-6.35%	1.35%	-16.63%	9.68%	3.93%	7.33%
DAVE Dave Inc.	127.01%	119.34%	128.75%	367.92%	N/A	N/A

*Annualized

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
2025	9.00%	3.73%	-13.17%	11.28%	83.96%								100.97%
2024	77.58%	44.23%	39.64%	12.13%	2.29%	-25.65%	16.55%	3.83%	5.67%	-3.71%	115.76%	-9.94%	629.81%
2023	0.35%	-6.77%	-18.97%	-5.52%	-3.99%	0.41%	13.21%	17.33%	-16.94%	-12.44%	12.33%	30.23%	-2.42%
2022	16.72%	-51.07%	35.60%	-33.63%	-26.59%	-37.84%	-0.41%	-19.30%	-22.68%	-8.34%	23.50%	-21.90%	-87.11%
2021				0.03%	1.79%	0.85%	-0.11%	-0.09%	-1.03%	1.38%	0.25%	3.25%	6.44%

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

Fома has an expense ratio of 0.01%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

TLT

iShares 20+ Year Treasury Bond ETF

SPHY

SPDR Portfolio High Yield Bond ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 98, Fома is among the top 2% 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.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin 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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
BTI British American Tobacco p.l.c.	2.89	3.41	1.55	2.63	12.33
LI Li Auto Inc.	0.77	1.34	1.17	0.69	2.41
FLOW.AS Flow Traders BV	1.30	1.72	1.36	1.01	7.96
MSFT Microsoft Corporation	0.24	0.71	1.09	0.39	0.86
AMPH Amphastar Pharmaceuticals, Inc.	-1.10	-1.58	0.80	-0.65	-1.39
ULTA Ulta Beauty, Inc.	0.21	0.44	1.05	0.07	0.25
BOSS.DE Hugo Boss AG	-0.27	-0.19	0.98	-0.23	-0.71
TLT iShares 20+ Year Treasury Bond ETF	-0.23	-0.15	0.98	-0.07	-0.31
NEM Newmont Goldcorp Corporation	0.89	1.26	1.18	0.59	1.68
GLEN.L Glencore plc	-1.19	-1.71	0.78	-0.69	-1.51
SPHY SPDR Portfolio High Yield Bond ETF	1.52	2.17	1.33	1.70	8.96
XPEL XPEL, Inc.	0.05	0.31	1.04	-0.12	-0.48
PERI Perion Network Ltd.	-0.08	-0.00	1.00	-0.17	-0.44
SBUX Starbucks Corporation	0.25	0.66	1.09	0.20	0.63
DAVE Dave Inc.	3.42	3.74	1.48	3.62	21.40

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Fома Sharpe ratios as of May 25, 2025 (values are recalculated daily):

1-Year: 3.28
All Time: 0.23

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.49 to 1.03, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Fома compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

Fома provided a 0.83% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	0.83%	0.94%	1.12%	0.95%	0.94%	1.00%	0.85%	0.89%	0.59%	0.56%	0.57%	0.53%
Portfolio components:
BTI British American Tobacco p.l.c.	6.59%	8.18%	9.57%	7.40%	7.98%	7.22%	6.35%	8.52%	4.18%	3.79%	4.21%	4.55%
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	0.50%	0.70%	6.12%	4.85%	10.87%	16.81%	6.27%	6.11%	5.00%	4.73%	1.10%	0.00%
MSFT Microsoft Corporation	0.72%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%	2.48%
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	3.59%	3.08%	1.48%	1.29%	0.07%	10.22%	6.24%	4.91%	3.67%	6.23%	4.73%	3.28%
TLT iShares 20+ Year Treasury Bond ETF	4.48%	4.30%	3.38%	2.67%	1.50%	1.50%	2.27%	2.63%	2.43%	2.60%	2.61%	2.67%
NEM Newmont Goldcorp Corporation	1.86%	2.69%	3.87%	4.66%	3.55%	1.74%	3.31%	1.62%	0.67%	0.37%	0.56%	1.19%
GLEN.L Glencore plc	2.88%	2.86%	8.71%	5.55%	3.09%	6.70%	5.33%	3.85%	1.05%	0.00%	9.89%	2.06%
SPHY SPDR Portfolio High Yield Bond ETF	7.72%	7.80%	7.30%	6.47%	5.14%	5.63%	5.73%	4.09%	4.41%	4.27%	4.29%	3.98%
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	2.84%	2.54%	2.25%	2.02%	1.57%	1.57%	1.69%	2.05%	1.83%	1.53%	0.87%	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.

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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. Recovery took 508 trading sessions.

The current Fома drawdown is 0.58%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-93.94%	Feb 2, 2022	335	May 19, 2023	508	May 8, 2025	843
-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

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

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 15 assets, with an effective number of assets of 1.77, 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

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	^GSPC	TLT	FLOW.AS	AMPH	NEM	BTI	LI	GLEN.L	BOSS.DE	DAVE	XPEL	PERI	ULTA	SBUX	MSFT	SPHY	Portfolio
^GSPC	1.00	0.06	0.14	0.28	0.23	0.29	0.27	0.28	0.29	0.33	0.45	0.50	0.48	0.55	0.78	0.71	0.37
TLT	0.06	1.00	0.13	-0.00	0.17	0.05	0.02	-0.03	0.01	0.01	0.04	-0.00	0.03	0.06	0.05	0.38	0.04
FLOW.AS	0.14	0.13	1.00	0.06	0.21	0.16	0.08	0.17	0.20	0.07	0.11	0.09	0.04	0.08	0.09	0.19	0.09
AMPH	0.28	-0.00	0.06	1.00	0.11	0.20	0.05	0.08	0.09	0.05	0.22	0.16	0.17	0.19	0.15	0.20	0.08
NEM	0.23	0.17	0.21	0.11	1.00	0.30	0.10	0.33	0.12	0.09	0.12	0.10	0.07	0.17	0.12	0.25	0.13
BTI	0.29	0.05	0.16	0.20	0.30	1.00	0.13	0.25	0.18	0.04	0.12	0.10	0.17	0.23	0.13	0.27	0.08
LI	0.27	0.02	0.08	0.05	0.10	0.13	1.00	0.21	0.22	0.13	0.18	0.27	0.21	0.25	0.21	0.25	0.16
GLEN.L	0.28	-0.03	0.17	0.08	0.33	0.25	0.21	1.00	0.33	0.11	0.16	0.14	0.18	0.14	0.16	0.25	0.14
BOSS.DE	0.29	0.01	0.20	0.09	0.12	0.18	0.22	0.33	1.00	0.10	0.20	0.17	0.27	0.24	0.17	0.29	0.12
DAVE	0.33	0.01	0.07	0.05	0.09	0.04	0.13	0.11	0.10	1.00	0.22	0.22	0.21	0.19	0.23	0.28	0.99
XPEL	0.45	0.04	0.11	0.22	0.12	0.12	0.18	0.16	0.20	0.22	1.00	0.34	0.36	0.33	0.30	0.41	0.25
PERI	0.50	-0.00	0.09	0.16	0.10	0.10	0.27	0.14	0.17	0.22	0.34	1.00	0.36	0.30	0.39	0.39	0.26
ULTA	0.48	0.03	0.04	0.17	0.07	0.17	0.21	0.18	0.27	0.21	0.36	0.36	1.00	0.39	0.32	0.41	0.23
SBUX	0.55	0.06	0.08	0.19	0.17	0.23	0.25	0.14	0.24	0.19	0.33	0.30	0.39	1.00	0.39	0.44	0.22
MSFT	0.78	0.05	0.09	0.15	0.12	0.13	0.21	0.16	0.17	0.23	0.30	0.39	0.32	0.39	1.00	0.51	0.27
SPHY	0.71	0.38	0.19	0.20	0.25	0.27	0.25	0.25	0.29	0.28	0.41	0.39	0.41	0.44	0.51	1.00	0.32
Portfolio	0.37	0.04	0.09	0.08	0.13	0.08	0.16	0.14	0.12	0.99	0.25	0.26	0.23	0.22	0.27	0.32	1.00

The correlation results are calculated based on daily price changes starting from Apr 27, 2021

Go to the full Correlations tool for more customization options

Performance Analysis

Risk Analysis

Optimization

Factor Model

Fома

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

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