Sofi Investment
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Sofi Investment , 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 19, 2019, corresponding to the inception date of DDOG
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 19.55% | 2.37% | 8.95% | 32.00% | 13.81% | 11.08% |
Sofi Investment | 5.27% | 3.22% | 1.32% | 26.98% | 16.38% | N/A |
Portfolio components: | ||||||
Vanguard Mega Cap Growth ETF | 23.30% | 1.89% | 10.58% | 40.87% | 19.85% | 16.17% |
salesforce.com, inc. | 1.84% | 3.34% | -13.04% | 29.82% | 11.65% | 16.65% |
Datadog, Inc. | -5.45% | -0.74% | -6.71% | 29.29% | 26.09% | N/A |
Atlassian Corporation Plc | -31.44% | 4.63% | -15.30% | -16.57% | 3.64% | N/A |
Twilio Inc. | -16.67% | 7.33% | 2.68% | 6.63% | -10.98% | N/A |
Workday, Inc. | -10.06% | 7.45% | -10.53% | 7.57% | 7.33% | 11.40% |
Monthly Returns
The table below presents the monthly returns of Sofi Investment , 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 | 2.52% | 2.04% | -1.39% | -5.60% | -1.59% | 8.23% | -1.53% | 2.62% | 5.27% | ||||
2023 | 13.85% | 0.95% | 7.76% | -4.50% | 14.71% | 2.23% | 5.86% | -1.20% | -6.40% | -4.16% | 18.47% | 6.80% | 64.66% |
2022 | -11.37% | -5.63% | 1.33% | -17.26% | -9.26% | -6.92% | 11.06% | -3.12% | -10.28% | 2.83% | -4.52% | -7.22% | -47.92% |
2021 | 0.06% | 0.93% | -2.50% | 6.75% | -1.58% | 7.97% | 4.23% | 7.94% | -3.03% | 9.42% | -1.95% | -0.79% | 29.73% |
2020 | 11.31% | -5.65% | -13.73% | 16.98% | 21.95% | 7.47% | 7.17% | 11.78% | -4.14% | -2.13% | 10.37% | 2.86% | 77.21% |
2019 | -3.38% | -0.33% | 6.89% | -1.01% | 1.90% |
Expense Ratio
Sofi Investment has an expense ratio of 0.04%, 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 rank of Sofi Investment is 9, indicating that it is in the bottom 9% 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 | |
---|---|---|---|---|---|
Vanguard Mega Cap Growth ETF | 2.14 | 2.79 | 1.38 | 2.33 | 10.46 |
salesforce.com, inc. | 0.75 | 1.11 | 1.19 | 0.70 | 2.01 |
Datadog, Inc. | 0.54 | 1.17 | 1.15 | 0.41 | 2.37 |
Atlassian Corporation Plc | -0.42 | -0.31 | 0.96 | -0.27 | -0.75 |
Twilio Inc. | 0.13 | 0.44 | 1.06 | 0.06 | 0.26 |
Workday, Inc. | 0.13 | 0.42 | 1.06 | 0.14 | 0.26 |
Dividends
Dividend yield
Sofi Investment granted a 0.21% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Sofi Investment | 0.21% | 0.25% | 0.35% | 0.21% | 0.32% | 0.43% | 0.56% | 0.61% | 0.76% | 0.72% | 0.63% | 0.65% |
Portfolio components: | ||||||||||||
Vanguard Mega Cap Growth ETF | 0.33% | 0.50% | 0.70% | 0.41% | 0.65% | 0.85% | 1.12% | 1.23% | 1.53% | 1.43% | 1.25% | 1.29% |
salesforce.com, inc. | 0.45% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Datadog, 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% |
Atlassian Corporation Plc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Twilio 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% |
Workday, 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 Sofi Investment . 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 Sofi Investment was 53.44%, occurring on Nov 9, 2022. The portfolio has not yet recovered.
The current Sofi Investment drawdown is 15.33%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-53.44% | Nov 17, 2021 | 247 | Nov 9, 2022 | — | — | — |
-32.55% | Feb 20, 2020 | 18 | Mar 16, 2020 | 38 | May 8, 2020 | 56 |
-15.1% | Feb 16, 2021 | 15 | Mar 8, 2021 | 74 | Jun 22, 2021 | 89 |
-11.79% | Oct 14, 2020 | 14 | Nov 2, 2020 | 31 | Dec 16, 2020 | 45 |
-11.4% | Sep 2, 2020 | 12 | Sep 18, 2020 | 15 | Oct 9, 2020 | 27 |
Volatility
Volatility Chart
The current Sofi Investment volatility is 5.95%, 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
DDOG | TWLO | TEAM | MGK | WDAY | CRM | |
---|---|---|---|---|---|---|
DDOG | 1.00 | 0.62 | 0.63 | 0.58 | 0.57 | 0.57 |
TWLO | 0.62 | 1.00 | 0.65 | 0.56 | 0.61 | 0.58 |
TEAM | 0.63 | 0.65 | 1.00 | 0.58 | 0.63 | 0.60 |
MGK | 0.58 | 0.56 | 0.58 | 1.00 | 0.66 | 0.72 |
WDAY | 0.57 | 0.61 | 0.63 | 0.66 | 1.00 | 0.68 |
CRM | 0.57 | 0.58 | 0.60 | 0.72 | 0.68 | 1.00 |