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T212 US
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

T212 US

Last updated Nov 15, 2024

Asset Allocation

ZETA 11.11%TSM 11.11%TMUS 11.11%ROIV 11.11%POWL 11.11%NVDA 11.11%MSFT 11.11%GOOGL 11.11%CCL 11.11%EquityEquity
PositionCategory/SectorWeight
CCL
Carnival Corporation & Plc		Consumer Cyclical
11.11%
GOOGL
Alphabet Inc.		Communication Services
11.11%
MSFT
Microsoft Corporation		Technology
11.11%
NVDA
NVIDIA Corporation		Technology
11.11%
POWL
Powell Industries, Inc.		Industrials
11.11%
ROIV
Roivant Sciences Ltd.		Healthcare
11.11%
TMUS
T-Mobile US, Inc.		Communication Services
11.11%
TSM
Taiwan Semiconductor Manufacturing Company Limited		Technology
11.11%
ZETA
Zeta Global Holdings Corp.		Technology
11.11%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in T212 US, 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

0.00%10.00%20.00%30.00%40.00%50.00%JuneJulyAugustSeptemberOctoberNovember
33.90%
12.30%
T212 US
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 1, 2021, corresponding to the inception date of ROIV

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		24.72%2.30%12.31%32.12%13.81%11.31%
T212 US82.74%1.09%33.90%97.35%N/AN/A
Portfolio components:
ZETA
Zeta Global Holdings Corp.		96.94%-45.97%1.58%99.66%N/AN/A
TSM
Taiwan Semiconductor Manufacturing Company Limited		83.23%0.73%24.67%93.77%31.45%27.28%
TMUS
T-Mobile US, Inc.		49.93%9.55%46.37%64.02%25.45%24.14%
ROIV
Roivant Sciences Ltd.		3.65%-2.02%2.02%28.34%N/AN/A
POWL
Powell Industries, Inc.		241.66%13.59%83.94%258.23%54.28%25.14%
NVDA
NVIDIA Corporation		196.42%11.52%55.56%200.29%96.27%77.78%
MSFT
Microsoft Corporation		14.14%1.95%1.58%16.11%24.47%26.07%
GOOGL
Alphabet Inc.		26.00%6.12%1.05%30.75%21.48%20.52%
CCL
Carnival Corporation & Plc		31.12%12.81%63.15%66.85%-11.14%-3.64%

Monthly Returns

The table below presents the monthly returns of T212 US, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20246.87%15.52%-0.94%0.63%12.78%5.50%2.57%4.36%7.59%5.70%82.74%
202315.77%3.01%5.21%-1.08%14.86%10.40%4.93%0.46%-3.45%-6.32%11.55%8.36%81.36%
2022-6.15%1.09%-0.81%-14.58%2.83%-14.19%8.30%-0.39%-13.00%15.87%10.05%3.71%-11.95%
20215.17%-0.77%6.90%11.55%

Expense Ratio

T212 US 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.

The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of T212 US 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.

The Risk-Adjusted Performance Rank of T212 US is 9696
Combined Rank
The Sharpe Ratio Rank of T212 US is 9797Sharpe Ratio Rank
The Sortino Ratio Rank of T212 US is 9595Sortino Ratio Rank
The Omega Ratio Rank of T212 US is 9595Omega Ratio Rank
The Calmar Ratio Rank of T212 US is 9898Calmar Ratio Rank
The Martin Ratio Rank of T212 US is 9898Martin 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.

T212 US
Sharpe ratio
The chart of Sharpe ratio for T212 US, currently valued at 4.06, compared to the broader market0.002.004.006.004.06
Sortino ratio
The chart of Sortino ratio for T212 US, currently valued at 4.87, compared to the broader market-2.000.002.004.006.004.87
Omega ratio
The chart of Omega ratio for T212 US, currently valued at 1.67, compared to the broader market0.801.001.201.401.601.802.001.67
Calmar ratio
The chart of Calmar ratio for T212 US, currently valued at 10.65, compared to the broader market0.005.0010.0015.0010.65
Martin ratio
The chart of Martin ratio for T212 US, currently valued at 39.50, compared to the broader market0.0010.0020.0030.0040.0050.0039.50
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.66, compared to the broader market0.002.004.006.002.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.56, compared to the broader market-2.000.002.004.006.003.56
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.50, compared to the broader market0.801.001.201.401.601.802.001.50
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.81, compared to the broader market0.005.0010.0015.003.81
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 17.03, compared to the broader market0.0010.0020.0030.0040.0050.0017.03
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
ZETA
Zeta Global Holdings Corp.		1.521.871.351.9613.30
TSM
Taiwan Semiconductor Manufacturing Company Limited		2.383.061.383.2513.30
TMUS
T-Mobile US, Inc.		4.195.721.8112.6030.69
ROIV
Roivant Sciences Ltd.		0.781.361.150.703.47
POWL
Powell Industries, Inc.		2.813.811.466.7214.07
NVDA
NVIDIA Corporation		3.783.851.507.2322.81
MSFT
Microsoft Corporation		0.831.171.151.042.54
GOOGL
Alphabet Inc.		1.201.721.231.433.60
CCL
Carnival Corporation & Plc		1.752.421.301.615.14

Sharpe Ratio

The current T212 US Sharpe ratio is 4.06. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.86 to 2.74, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of T212 US with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.002.003.004.005.006.00JuneJulyAugustSeptemberOctoberNovember
4.06
2.66
T212 US
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

T212 US provided a 0.37% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
Portfolio0.37%0.46%0.73%0.65%0.94%1.22%1.54%1.17%1.19%1.34%1.14%2.41%
Portfolio components:
ZETA
Zeta Global Holdings Corp.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TSM
Taiwan Semiconductor Manufacturing Company Limited		1.16%1.78%2.48%1.56%1.58%3.49%3.55%2.32%2.61%2.54%1.79%2.30%
TMUS
T-Mobile US, Inc.		1.09%0.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%12.04%
ROIV
Roivant Sciences 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%
POWL
Powell Industries, Inc.		0.26%1.19%2.96%3.53%3.53%2.12%4.16%3.63%2.67%4.00%2.06%0.37%
NVDA
NVIDIA Corporation		0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%
MSFT
Microsoft Corporation		0.53%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
GOOGL
Alphabet Inc.		0.23%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CCL
Carnival Corporation & Plc		0.00%0.00%0.00%0.00%2.31%3.93%3.96%2.41%2.59%2.02%2.21%2.49%

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.

-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-8.88%
-0.87%
T212 US
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the T212 US. 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 T212 US was 35.94%, occurring on Sep 30, 2022. Recovery took 84 trading sessions.

The current T212 US drawdown is 8.88%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.94%Dec 28, 2021192Sep 30, 202284Feb 1, 2023276
-11.78%Aug 4, 202360Oct 27, 202312Nov 14, 202372
-9.16%Nov 10, 202114Nov 30, 202117Dec 23, 202131
-9.16%Jul 17, 202414Aug 5, 20249Aug 16, 202423
-8.88%Nov 12, 20243Nov 14, 2024———

Volatility

Volatility Chart

The current T212 US volatility is 9.82%, 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.

2.00%4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
9.82%
3.81%
T212 US
Benchmark (^GSPC)
Portfolio components

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.
ROIVTMUSPOWLZETACCLTSMGOOGLMSFTNVDA
ROIV1.000.180.170.220.290.230.190.240.26
TMUS0.181.000.220.160.250.160.280.320.24
POWL0.170.221.000.210.260.300.220.220.28
ZETA0.220.160.211.000.390.310.370.380.37
CCL0.290.250.260.391.000.380.400.390.46
TSM0.230.160.300.310.381.000.480.550.70
GOOGL0.190.280.220.370.400.481.000.730.58
MSFT0.240.320.220.380.390.550.731.000.66
NVDA0.260.240.280.370.460.700.580.661.00
The correlation results are calculated based on daily price changes starting from Oct 4, 2021