Beta Bottom to Top
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Beta Bottom to Top, 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 15, 2021, corresponding to the inception date of ONON
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
Beta Bottom to Top | 12.68% | 2.83% | 5.81% | 30.79% | N/A | N/A |
Portfolio components: | ||||||
Apache Corporation | -32.79% | -4.00% | -24.51% | -39.22% | 3.46% | -9.38% |
Caesars Entertainment, Inc. | -3.41% | 8.66% | 26.41% | 12.95% | 0.23% | 27.16% |
Ovintiv Inc. | -9.92% | 1.07% | -23.35% | -16.12% | 18.06% | -6.41% |
Square, Inc. | -5.34% | 9.33% | 0.30% | 86.69% | 3.59% | N/A |
Marathon Oil Corporation | 8.50% | -2.27% | -2.83% | -3.06% | 19.29% | -1.53% |
92.67% | 12.00% | 44.95% | 100.20% | N/A | N/A | |
37.29% | 7.82% | 11.90% | 55.20% | N/A | N/A | |
Cenovus Energy Inc. | 1.57% | -0.96% | -18.20% | -11.16% | 16.38% | -2.01% |
3.04% | 3.64% | 17.00% | 40.14% | N/A | N/A | |
On Holding AG | 85.06% | -2.39% | 57.20% | 97.19% | N/A | N/A |
Etsy, Inc. | -41.42% | -16.91% | -30.86% | -22.56% | 1.31% | N/A |
Cleveland-Cliffs Inc. | -32.81% | 7.52% | -18.82% | -15.20% | 14.24% | 2.73% |
NIO Inc. | -38.26% | -14.11% | 18.64% | -25.53% | 31.14% | N/A |
Diamondback Energy, Inc. | 17.72% | 2.94% | -10.74% | 17.72% | 20.59% | 12.41% |
AerCap Holdings N.V. | 29.50% | 0.83% | 13.91% | 57.23% | 10.74% | 8.33% |
Range Resources Corporation | 2.60% | 0.85% | -13.24% | -9.49% | 51.52% | -7.12% |
ON Semiconductor Corporation | -10.57% | 0.42% | 6.47% | 14.33% | 29.75% | 24.65% |
40.74% | 4.36% | 22.29% | 83.38% | N/A | N/A | |
Roku, Inc. | -16.64% | 2.69% | 32.52% | 35.60% | -12.33% | N/A |
Celsius Holdings, Inc. | -43.09% | -4.61% | -56.46% | -42.19% | 93.02% | 69.81% |
Bill.com Holdings, Inc. | -30.51% | 6.62% | -9.08% | -36.80% | N/A | N/A |
Autoliv, Inc. | -11.27% | 0.69% | -18.86% | 7.88% | 6.96% | 6.37% |
-41.92% | -4.74% | -26.50% | -22.65% | N/A | N/A | |
AppLovin Corporation | 332.22% | 34.83% | 144.07% | 368.94% | N/A | N/A |
NVIDIA Corporation | 185.29% | 16.35% | 63.51% | 243.27% | 95.48% | 77.28% |
Monthly Returns
The table below presents the monthly returns of Beta Bottom to Top, 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 | -5.68% | 12.10% | 6.65% | -5.56% | 5.04% | -4.19% | 0.60% | -0.95% | 2.06% | 12.68% | |||
2023 | 16.23% | -3.08% | 1.83% | -3.28% | 2.46% | 13.31% | 14.84% | -4.15% | -5.63% | -6.91% | 9.43% | 5.64% | 44.00% |
2022 | -9.09% | 5.12% | 5.16% | -12.71% | 4.04% | -16.57% | 16.53% | -2.14% | -14.67% | 10.24% | 9.97% | -10.15% | -19.30% |
2021 | -0.78% | 11.95% | -3.10% | -0.87% | 6.70% |
Expense Ratio
Beta Bottom to Top 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 Beta Bottom to Top 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.
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 | |
---|---|---|---|---|---|
Apache Corporation | -1.19 | -1.72 | 0.80 | -0.76 | -1.70 |
Caesars Entertainment, Inc. | 0.35 | 0.84 | 1.10 | 0.21 | 0.85 |
Ovintiv Inc. | -0.57 | -0.64 | 0.92 | -0.46 | -1.06 |
Square, Inc. | 1.79 | 2.41 | 1.30 | 0.97 | 4.65 |
Marathon Oil Corporation | -0.16 | -0.06 | 0.99 | -0.13 | -0.41 |
4.36 | 5.08 | 1.69 | 10.05 | 31.21 | |
1.82 | 2.76 | 1.33 | 3.68 | 7.17 | |
Cenovus Energy Inc. | -0.41 | -0.40 | 0.95 | -0.32 | -0.91 |
0.91 | 1.26 | 1.24 | 1.35 | 3.22 | |
On Holding AG | 2.26 | 3.11 | 1.35 | 2.04 | 13.43 |
Etsy, Inc. | -0.55 | -0.55 | 0.93 | -0.29 | -0.89 |
Cleveland-Cliffs Inc. | -0.39 | -0.33 | 0.96 | -0.22 | -0.53 |
NIO Inc. | -0.36 | -0.10 | 0.99 | -0.27 | -0.59 |
Diamondback Energy, Inc. | 0.61 | 1.01 | 1.13 | 0.86 | 2.47 |
AerCap Holdings N.V. | 2.78 | 3.63 | 1.44 | 5.30 | 21.09 |
Range Resources Corporation | -0.32 | -0.26 | 0.97 | -0.35 | -0.60 |
ON Semiconductor Corporation | -0.21 | 0.06 | 1.01 | -0.24 | -0.71 |
2.52 | 3.43 | 1.43 | 1.26 | 17.16 | |
Roku, Inc. | 0.59 | 1.25 | 1.18 | 0.42 | 1.02 |
Celsius Holdings, Inc. | -0.68 | -0.83 | 0.90 | -0.60 | -1.12 |
Bill.com Holdings, Inc. | -0.70 | -0.73 | 0.89 | -0.42 | -1.04 |
Autoliv, Inc. | 0.24 | 0.50 | 1.07 | 0.22 | 0.45 |
-0.68 | -0.77 | 0.90 | -0.53 | -1.06 | |
AppLovin Corporation | 6.39 | 5.88 | 1.73 | 5.49 | 51.87 |
NVIDIA Corporation | 4.84 | 4.43 | 1.58 | 9.20 | 29.13 |
Dividends
Dividend yield
Beta Bottom to Top provided a 1.05% dividend yield over the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Beta Bottom to Top | 1.05% | 0.86% | 0.78% | 0.33% | 0.69% | 1.08% | 1.00% | 0.68% | 0.63% | 1.58% | 1.22% | 0.92% |
Portfolio components: | ||||||||||||
Apache Corporation | 4.29% | 2.79% | 1.34% | 0.51% | 2.29% | 3.91% | 3.81% | 2.37% | 1.58% | 2.25% | 1.52% | 0.90% |
Caesars Entertainment, 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% |
Ovintiv Inc. | 3.09% | 2.62% | 1.87% | 1.39% | 2.61% | 1.60% | 1.04% | 0.45% | 0.51% | 5.50% | 2.02% | 3.71% |
Square, 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% |
Marathon Oil Corporation | 1.70% | 1.70% | 1.18% | 1.10% | 1.20% | 1.47% | 1.39% | 1.18% | 1.16% | 5.40% | 2.83% | 2.04% |
1.22% | 2.13% | 1.90% | 0.77% | 4.59% | 8.92% | 10.11% | 7.52% | 6.49% | 12.53% | 2.52% | 2.33% | |
0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
Cenovus Energy Inc. | 3.46% | 2.33% | 1.80% | 0.56% | 0.74% | 1.57% | 2.16% | 1.68% | 1.00% | 5.20% | 4.60% | 3.23% |
0.91% | 0.86% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
On Holding AG | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Etsy, 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% |
Cleveland-Cliffs Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.82% | 3.10% | 0.00% | 0.00% | 0.00% | 0.00% | 8.40% | 2.29% |
NIO 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% |
Diamondback Energy, Inc. | 6.13% | 5.15% | 6.55% | 1.62% | 3.10% | 0.74% | 0.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AerCap Holdings N.V. | 0.52% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Range Resources Corporation | 1.03% | 1.05% | 0.64% | 0.00% | 0.00% | 1.65% | 0.84% | 0.47% | 0.23% | 0.65% | 0.30% | 0.19% |
ON Semiconductor Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
Roku, 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% |
Celsius 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% |
Bill.com 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% |
Autoliv, Inc. | 2.83% | 2.41% | 3.37% | 1.82% | 1.35% | 2.94% | 3.02% | 1.87% | 2.03% | 1.78% | 2.00% | 2.18% |
1.04% | 0.48% | 0.82% | 0.45% | 0.50% | 0.89% | 1.73% | 1.10% | 2.33% | 5.11% | 4.55% | 4.25% | |
AppLovin Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
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 Beta Bottom to Top. 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 Beta Bottom to Top was 34.87%, occurring on Sep 26, 2022. Recovery took 199 trading sessions.
The current Beta Bottom to Top drawdown is 1.01%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-34.87% | Nov 9, 2021 | 221 | Sep 26, 2022 | 199 | Jul 13, 2023 | 420 |
-16.13% | Aug 1, 2023 | 64 | Oct 30, 2023 | 74 | Feb 15, 2024 | 138 |
-15.55% | Apr 10, 2024 | 81 | Aug 5, 2024 | — | — | — |
-4.31% | Sep 17, 2021 | 2 | Sep 20, 2021 | 3 | Sep 23, 2021 | 5 |
-3.73% | Sep 28, 2021 | 3 | Sep 30, 2021 | 5 | Oct 7, 2021 | 8 |
Volatility
Volatility Chart
The current Beta Bottom to Top volatility is 3.91%, 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
RRC | CELH | NIO | CVE | MRO | ETSY | CLF | FANG | ONON | APP | ROKU | NVDA | APA | TRGP | BILL | XPO | AER | OVV | ALV | STM | ON | WCC | ZBRA | SQ | CZR | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
RRC | 1.00 | 0.18 | 0.21 | 0.53 | 0.62 | 0.15 | 0.35 | 0.60 | 0.18 | 0.20 | 0.18 | 0.20 | 0.62 | 0.60 | 0.20 | 0.25 | 0.33 | 0.67 | 0.26 | 0.23 | 0.26 | 0.37 | 0.30 | 0.26 | 0.31 |
CELH | 0.18 | 1.00 | 0.38 | 0.19 | 0.19 | 0.38 | 0.31 | 0.18 | 0.45 | 0.44 | 0.44 | 0.43 | 0.25 | 0.23 | 0.44 | 0.37 | 0.35 | 0.25 | 0.36 | 0.38 | 0.41 | 0.38 | 0.41 | 0.47 | 0.44 |
NIO | 0.21 | 0.38 | 1.00 | 0.21 | 0.17 | 0.45 | 0.33 | 0.19 | 0.39 | 0.42 | 0.48 | 0.36 | 0.24 | 0.24 | 0.43 | 0.33 | 0.33 | 0.26 | 0.42 | 0.46 | 0.44 | 0.33 | 0.44 | 0.49 | 0.44 |
CVE | 0.53 | 0.19 | 0.21 | 1.00 | 0.79 | 0.13 | 0.36 | 0.76 | 0.20 | 0.17 | 0.13 | 0.20 | 0.77 | 0.67 | 0.20 | 0.27 | 0.37 | 0.77 | 0.34 | 0.23 | 0.26 | 0.37 | 0.25 | 0.23 | 0.30 |
MRO | 0.62 | 0.19 | 0.17 | 0.79 | 1.00 | 0.10 | 0.37 | 0.85 | 0.18 | 0.14 | 0.13 | 0.16 | 0.84 | 0.73 | 0.18 | 0.26 | 0.36 | 0.84 | 0.30 | 0.20 | 0.24 | 0.34 | 0.27 | 0.21 | 0.30 |
ETSY | 0.15 | 0.38 | 0.45 | 0.13 | 0.10 | 1.00 | 0.35 | 0.13 | 0.49 | 0.46 | 0.56 | 0.41 | 0.21 | 0.20 | 0.57 | 0.43 | 0.33 | 0.18 | 0.41 | 0.46 | 0.45 | 0.37 | 0.47 | 0.62 | 0.53 |
CLF | 0.35 | 0.31 | 0.33 | 0.36 | 0.37 | 0.35 | 1.00 | 0.36 | 0.33 | 0.32 | 0.34 | 0.35 | 0.38 | 0.40 | 0.36 | 0.39 | 0.41 | 0.42 | 0.38 | 0.41 | 0.38 | 0.50 | 0.37 | 0.38 | 0.43 |
FANG | 0.60 | 0.18 | 0.19 | 0.76 | 0.85 | 0.13 | 0.36 | 1.00 | 0.21 | 0.19 | 0.18 | 0.20 | 0.80 | 0.70 | 0.19 | 0.28 | 0.36 | 0.84 | 0.32 | 0.24 | 0.27 | 0.36 | 0.26 | 0.24 | 0.33 |
ONON | 0.18 | 0.45 | 0.39 | 0.20 | 0.18 | 0.49 | 0.33 | 0.21 | 1.00 | 0.48 | 0.51 | 0.44 | 0.23 | 0.24 | 0.51 | 0.40 | 0.35 | 0.24 | 0.40 | 0.44 | 0.44 | 0.43 | 0.48 | 0.55 | 0.50 |
APP | 0.20 | 0.44 | 0.42 | 0.17 | 0.14 | 0.46 | 0.32 | 0.19 | 0.48 | 1.00 | 0.54 | 0.54 | 0.19 | 0.24 | 0.58 | 0.44 | 0.37 | 0.22 | 0.41 | 0.44 | 0.45 | 0.39 | 0.50 | 0.58 | 0.50 |
ROKU | 0.18 | 0.44 | 0.48 | 0.13 | 0.13 | 0.56 | 0.34 | 0.18 | 0.51 | 0.54 | 1.00 | 0.44 | 0.19 | 0.19 | 0.60 | 0.40 | 0.37 | 0.22 | 0.39 | 0.44 | 0.42 | 0.39 | 0.52 | 0.66 | 0.57 |
NVDA | 0.20 | 0.43 | 0.36 | 0.20 | 0.16 | 0.41 | 0.35 | 0.20 | 0.44 | 0.54 | 0.44 | 1.00 | 0.19 | 0.26 | 0.45 | 0.50 | 0.42 | 0.21 | 0.41 | 0.64 | 0.63 | 0.45 | 0.52 | 0.53 | 0.43 |
APA | 0.62 | 0.25 | 0.24 | 0.77 | 0.84 | 0.21 | 0.38 | 0.80 | 0.23 | 0.19 | 0.19 | 0.19 | 1.00 | 0.73 | 0.24 | 0.29 | 0.35 | 0.82 | 0.35 | 0.25 | 0.29 | 0.38 | 0.33 | 0.28 | 0.35 |
TRGP | 0.60 | 0.23 | 0.24 | 0.67 | 0.73 | 0.20 | 0.40 | 0.70 | 0.24 | 0.24 | 0.19 | 0.26 | 0.73 | 1.00 | 0.25 | 0.37 | 0.42 | 0.72 | 0.36 | 0.28 | 0.30 | 0.43 | 0.35 | 0.29 | 0.38 |
BILL | 0.20 | 0.44 | 0.43 | 0.20 | 0.18 | 0.57 | 0.36 | 0.19 | 0.51 | 0.58 | 0.60 | 0.45 | 0.24 | 0.25 | 1.00 | 0.41 | 0.36 | 0.24 | 0.40 | 0.45 | 0.47 | 0.41 | 0.51 | 0.66 | 0.54 |
XPO | 0.25 | 0.37 | 0.33 | 0.27 | 0.26 | 0.43 | 0.39 | 0.28 | 0.40 | 0.44 | 0.40 | 0.50 | 0.29 | 0.37 | 0.41 | 1.00 | 0.50 | 0.32 | 0.45 | 0.48 | 0.49 | 0.56 | 0.53 | 0.50 | 0.50 |
AER | 0.33 | 0.35 | 0.33 | 0.37 | 0.36 | 0.33 | 0.41 | 0.36 | 0.35 | 0.37 | 0.37 | 0.42 | 0.35 | 0.42 | 0.36 | 0.50 | 1.00 | 0.38 | 0.52 | 0.47 | 0.46 | 0.57 | 0.46 | 0.46 | 0.49 |
OVV | 0.67 | 0.25 | 0.26 | 0.77 | 0.84 | 0.18 | 0.42 | 0.84 | 0.24 | 0.22 | 0.22 | 0.21 | 0.82 | 0.72 | 0.24 | 0.32 | 0.38 | 1.00 | 0.34 | 0.26 | 0.29 | 0.40 | 0.31 | 0.29 | 0.38 |
ALV | 0.26 | 0.36 | 0.42 | 0.34 | 0.30 | 0.41 | 0.38 | 0.32 | 0.40 | 0.41 | 0.39 | 0.41 | 0.35 | 0.36 | 0.40 | 0.45 | 0.52 | 0.34 | 1.00 | 0.59 | 0.55 | 0.54 | 0.51 | 0.47 | 0.52 |
STM | 0.23 | 0.38 | 0.46 | 0.23 | 0.20 | 0.46 | 0.41 | 0.24 | 0.44 | 0.44 | 0.44 | 0.64 | 0.25 | 0.28 | 0.45 | 0.48 | 0.47 | 0.26 | 0.59 | 1.00 | 0.81 | 0.54 | 0.59 | 0.53 | 0.52 |
ON | 0.26 | 0.41 | 0.44 | 0.26 | 0.24 | 0.45 | 0.38 | 0.27 | 0.44 | 0.45 | 0.42 | 0.63 | 0.29 | 0.30 | 0.47 | 0.49 | 0.46 | 0.29 | 0.55 | 0.81 | 1.00 | 0.56 | 0.61 | 0.50 | 0.53 |
WCC | 0.37 | 0.38 | 0.33 | 0.37 | 0.34 | 0.37 | 0.50 | 0.36 | 0.43 | 0.39 | 0.39 | 0.45 | 0.38 | 0.43 | 0.41 | 0.56 | 0.57 | 0.40 | 0.54 | 0.54 | 0.56 | 1.00 | 0.56 | 0.47 | 0.56 |
ZBRA | 0.30 | 0.41 | 0.44 | 0.25 | 0.27 | 0.47 | 0.37 | 0.26 | 0.48 | 0.50 | 0.52 | 0.52 | 0.33 | 0.35 | 0.51 | 0.53 | 0.46 | 0.31 | 0.51 | 0.59 | 0.61 | 0.56 | 1.00 | 0.57 | 0.56 |
SQ | 0.26 | 0.47 | 0.49 | 0.23 | 0.21 | 0.62 | 0.38 | 0.24 | 0.55 | 0.58 | 0.66 | 0.53 | 0.28 | 0.29 | 0.66 | 0.50 | 0.46 | 0.29 | 0.47 | 0.53 | 0.50 | 0.47 | 0.57 | 1.00 | 0.59 |
CZR | 0.31 | 0.44 | 0.44 | 0.30 | 0.30 | 0.53 | 0.43 | 0.33 | 0.50 | 0.50 | 0.57 | 0.43 | 0.35 | 0.38 | 0.54 | 0.50 | 0.49 | 0.38 | 0.52 | 0.52 | 0.53 | 0.56 | 0.56 | 0.59 | 1.00 |