Sofi Investment
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
MGK Vanguard Mega Cap Growth ETF | Large Cap Blend Equities | 50% |
CRM salesforce.com, inc. | Technology | 10% |
DDOG Datadog, Inc. | Technology | 10% |
TEAM Atlassian Corporation Plc | Technology | 10% |
TWLO Twilio Inc. | Communication Services | 10% |
WDAY Workday, Inc. | Technology | 10% |
Performance
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
Returns
1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
Benchmark | 0.33% | 11.48% | 14.66% | 16.16% | 10.00% | N/A |
Sofi Investment | 1.38% | 19.87% | 39.88% | 20.74% | 14.30% | N/A |
Portfolio components: | ||||||
MGK Vanguard Mega Cap Growth ETF | 0.25% | 18.00% | 35.60% | 26.25% | 15.39% | N/A |
CRM salesforce.com, inc. | 3.03% | 13.65% | 60.67% | 44.30% | 8.52% | N/A |
DDOG Datadog, Inc. | -1.75% | 36.49% | 25.24% | -2.60% | 25.13% | N/A |
TEAM Atlassian Corporation Plc | 5.67% | 31.01% | 56.06% | -13.55% | 10.45% | N/A |
TWLO Twilio Inc. | -0.00% | -3.45% | 23.02% | -17.27% | -14.95% | N/A |
WDAY Workday, Inc. | 5.10% | 26.46% | 42.11% | 57.50% | 8.32% | N/A |
Returns over 1 year are annualized |
Asset Correlations Table
DDOG | TWLO | TEAM | CRM | MGK | WDAY | |
---|---|---|---|---|---|---|
DDOG | 1.00 | 0.64 | 0.66 | 0.58 | 0.59 | 0.60 |
TWLO | 0.64 | 1.00 | 0.67 | 0.61 | 0.59 | 0.64 |
TEAM | 0.66 | 0.67 | 1.00 | 0.62 | 0.63 | 0.66 |
CRM | 0.58 | 0.61 | 0.62 | 1.00 | 0.75 | 0.69 |
MGK | 0.59 | 0.59 | 0.63 | 0.75 | 1.00 | 0.69 |
WDAY | 0.60 | 0.64 | 0.66 | 0.69 | 0.69 | 1.00 |
Dividend yield
Sofi Investment granted a 0.33% dividend yield in the last twelve months.
TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Sofi Investment | 0.33% | 0.35% | 0.21% | 0.33% | 0.43% | 0.58% | 0.64% | 0.81% | 0.77% | 0.68% | 0.71% | 0.93% |
Portfolio components: | ||||||||||||
MGK Vanguard Mega Cap Growth ETF | 0.67% | 0.70% | 0.42% | 0.66% | 0.87% | 1.16% | 1.28% | 1.61% | 1.53% | 1.36% | 1.42% | 1.86% |
CRM salesforce.com, 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% |
DDOG 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% |
TEAM 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% |
TWLO 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% |
WDAY 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% |
Expense Ratio
The Sofi Investment has an expense ratio of 0.04% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
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 | Ulcer Index | |
---|---|---|---|---|---|
MGK Vanguard Mega Cap Growth ETF | 1.04 | ||||
CRM salesforce.com, inc. | 1.10 | ||||
DDOG Datadog, Inc. | 0.01 | ||||
TEAM Atlassian Corporation Plc | -0.26 | ||||
TWLO Twilio Inc. | -0.30 | ||||
WDAY Workday, Inc. | 1.39 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the Sofi Investment . A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the Sofi Investment is 53.44%, recorded on Nov 9, 2022. The portfolio has not recovered from it yet.
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 Chart
The current Sofi Investment volatility is 5.69%, 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.