Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AEHR Aehr Test Systems | Technology | 12.50% |
FLGT Fulgent Genetics, Inc. | Healthcare | 12.50% |
FRHC Freedom Holding Corp. | Financial Services | 12.50% |
LSCC Lattice Semiconductor Corporation | Technology | 12.50% |
PERI Perion Network Ltd. | Communication Services | 12.50% |
SHOP Shopify Inc. | Technology | 12.50% |
TSLA Tesla, Inc. | Consumer Cyclical | 12.50% |
XPEL XPEL, Inc. | Consumer Cyclical | 12.50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Home Purchase, 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 Every 3 months.
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The earliest data available for this chart is Oct 3, 2017, corresponding to the inception date of FRHC
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio Home Purchase | 1.51% | 3.54% | 7.58% | 8.16% | 73.72% | 12.25% | 23.43% | — |
| Portfolio components: | ||||||||
TSLA Tesla, Inc. | -5.42% | -8.11% | -19.82% | -17.30% | 27.53% | 22.79% | 10.33% | 36.16% |
SHOP Shopify Inc. | -0.23% | -2.97% | -26.54% | -21.84% | 17.49% | 35.36% | 0.46% | 44.74% |
XPEL XPEL, Inc. | -1.23% | 2.32% | -11.52% | 28.56% | 45.69% | -13.29% | -4.21% | 49.25% |
FLGT Fulgent Genetics, Inc. | 2.31% | 21.97% | -35.97% | -26.55% | -4.54% | -18.41% | -30.05% | — |
PERI Perion Network Ltd. | 0.51% | 13.58% | 3.03% | 2.17% | 16.25% | -37.86% | -11.70% | 5.59% |
FRHC Freedom Holding Corp. | 2.57% | 19.28% | 24.62% | -12.18% | 10.24% | 28.62% | 21.78% | — |
LSCC Lattice Semiconductor Corporation | -0.54% | 1.65% | 29.14% | 30.40% | 85.51% | -0.15% | 14.31% | 33.09% |
AEHR Aehr Test Systems | 11.92% | 6.44% | 119.51% | 37.43% | 465.31% | 10.84% | 76.74% | 43.34% |
Monthly Returns
Based on dividend-adjusted daily data since Oct 4, 2017, Home Purchase's average daily return is +0.21%, while the average monthly return is +4.34%. At this rate, your investment would double in approximately 1.4 years.
Historically, 68% of months were positive and 32% were negative. The best month was Jan 2023 with a return of +31.9%, while the worst month was Oct 2023 at -23.4%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 6 months.
On a daily basis, Home Purchase closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +16.6%, while the worst single day was Mar 16, 2020 at -13.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.27% | 0.27% | 2.09% | 3.77% | 7.58% | ||||||||
| 2025 | -1.50% | -8.33% | -9.82% | 5.20% | 14.57% | 2.15% | 6.01% | 15.70% | 9.40% | -0.71% | 4.61% | -1.70% | 37.35% |
| 2024 | -11.84% | -1.11% | -4.20% | -9.73% | -3.79% | -4.55% | 15.48% | -2.92% | 1.74% | 0.43% | 11.47% | 5.77% | -6.50% |
| 2023 | 31.93% | 0.64% | 4.94% | -7.18% | 11.85% | 11.33% | 5.95% | -0.45% | -11.15% | -23.43% | 14.28% | 7.88% | 42.47% |
| 2022 | -23.26% | 1.19% | -5.19% | -19.80% | -0.60% | -7.27% | 23.84% | 1.21% | -8.12% | 12.50% | 14.47% | -15.38% | -31.70% |
| 2021 | 13.25% | 7.67% | -5.46% | 1.40% | 2.78% | 15.80% | 13.35% | 8.51% | 21.62% | 23.36% | -3.79% | 3.39% | 155.38% |
Benchmark Metrics
Home Purchase has an annualized alpha of 41.41%, beta of 1.35, and R² of 0.44 versus S&P 500 Index. Calculated based on daily prices since October 04, 2017.
- This portfolio captured 253.07% of S&P 500 Index gains but only 78.72% of its losses — a favorable profile for investors.
- R² of 0.44 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 41.41%
- Beta
- 1.35
- R²
- 0.44
- Upside Capture
- 253.07%
- Downside Capture
- 78.72%
Expense Ratio
Home Purchase has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
Home Purchase ranks 86 for risk / return — in the top 86% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.85 | 0.88 | +0.96 |
Sortino ratioReturn per unit of downside risk | 2.51 | 1.37 | +1.14 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.21 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 4.45 | 1.39 | +3.06 |
Martin ratioReturn relative to average drawdown | 17.32 | 6.43 | +10.89 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
TSLA Tesla, Inc. | 60 | 0.50 | 1.10 | 1.13 | 1.25 | 3.01 |
SHOP Shopify Inc. | 51 | 0.29 | 0.87 | 1.11 | 0.55 | 1.31 |
XPEL XPEL, Inc. | 71 | 1.00 | 1.78 | 1.21 | 1.63 | 4.42 |
FLGT Fulgent Genetics, Inc. | 37 | -0.08 | 0.34 | 1.06 | -0.05 | -0.15 |
PERI Perion Network Ltd. | 52 | 0.39 | 0.90 | 1.11 | 0.70 | 1.28 |
FRHC Freedom Holding Corp. | 46 | 0.24 | 0.65 | 1.08 | 0.33 | 0.61 |
LSCC Lattice Semiconductor Corporation | 81 | 1.38 | 2.10 | 1.29 | 3.05 | 8.67 |
AEHR Aehr Test Systems | 97 | 4.18 | 3.81 | 1.44 | 10.98 | 25.23 |
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Dividends
Dividend yield
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 Home Purchase. 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 Home Purchase was 52.93%, occurring on Jun 16, 2022. Recovery took 247 trading sessions.
The current Home Purchase drawdown is 3.51%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -52.93% | Nov 5, 2021 | 154 | Jun 16, 2022 | 247 | Jun 12, 2023 | 401 |
| -47.62% | Feb 20, 2020 | 20 | Mar 18, 2020 | 56 | Jun 8, 2020 | 76 |
| -46.37% | Jul 18, 2023 | 434 | Apr 8, 2025 | 112 | Sep 18, 2025 | 546 |
| -30.47% | Feb 12, 2021 | 63 | May 13, 2021 | 45 | Jul 19, 2021 | 108 |
| -21.1% | Aug 31, 2018 | 79 | Dec 24, 2018 | 35 | Feb 14, 2019 | 114 |
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 8 assets, with an effective number of assets of 8.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| Benchmark | FLGT | XPEL | FRHC | PERI | AEHR | TSLA | SHOP | LSCC | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.28 | 0.36 | 0.45 | 0.41 | 0.41 | 0.50 | 0.55 | 0.61 | 0.64 |
| FLGT | 0.28 | 1.00 | 0.21 | 0.19 | 0.24 | 0.21 | 0.21 | 0.27 | 0.25 | 0.50 |
| XPEL | 0.36 | 0.21 | 1.00 | 0.22 | 0.25 | 0.26 | 0.25 | 0.28 | 0.30 | 0.51 |
| FRHC | 0.45 | 0.19 | 0.22 | 1.00 | 0.26 | 0.25 | 0.29 | 0.35 | 0.35 | 0.51 |
| PERI | 0.41 | 0.24 | 0.25 | 0.26 | 1.00 | 0.28 | 0.30 | 0.36 | 0.35 | 0.55 |
| AEHR | 0.41 | 0.21 | 0.26 | 0.25 | 0.28 | 1.00 | 0.32 | 0.31 | 0.42 | 0.65 |
| TSLA | 0.50 | 0.21 | 0.25 | 0.29 | 0.30 | 0.32 | 1.00 | 0.42 | 0.39 | 0.60 |
| SHOP | 0.55 | 0.27 | 0.28 | 0.35 | 0.36 | 0.31 | 0.42 | 1.00 | 0.45 | 0.63 |
| LSCC | 0.61 | 0.25 | 0.30 | 0.35 | 0.35 | 0.42 | 0.39 | 0.45 | 1.00 | 0.64 |
| Portfolio | 0.64 | 0.50 | 0.51 | 0.51 | 0.55 | 0.65 | 0.60 | 0.63 | 0.64 | 1.00 |