WNEIC Flagship Fund
The WNE Investment Club's first fund raised, which continues to be the main fund.
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BIL SPDR Barclays 1-3 Month T-Bill ETF | Government Bonds | 81.82% |
CROX Crocs, Inc. | Consumer Cyclical | 12.39% |
PERI Perion Network Ltd. | Communication Services | 2.91% |
WMPN William Penn Bancorporation | Financial Services | 2.88% |
Transactions
| Date | Type | Symbol | Quantity | Price |
|---|---|---|---|---|
| Sep 6, 2023 | Buy | Crocs, Inc. | 2 | $98.35 |
| Sep 6, 2023 | Sell | SPDR Barclays 1-3 Month T-Bill ETF | 2 | $91.49 |
| Aug 14, 2023 | Buy | SPDR Barclays 1-3 Month T-Bill ETF | 11 | $91.59 |
| Jul 28, 2023 | Buy | SPDR Barclays 1-3 Month T-Bill ETF | 8 | $91.79 |
| Jul 24, 2023 | Sell | PerkinElmer, Inc. | 1 | $130.25 |
| Jul 13, 2023 | Sell | Activision Blizzard, Inc. | 1 | $89.74 |
| Jul 13, 2023 | Sell | Meta Platforms, Inc. | 1 | $314.33 |
| Jul 13, 2023 | Sell | Tesla, Inc. | 1 | $277.95 |
| Jul 12, 2023 | Buy | SPDR Barclays 1-3 Month T-Bill ETF | 2 | $91.57 |
| Apr 26, 2023 | Buy | Perion Network Ltd. | 2 | $35.82 |
Performance
The chart shows the growth of an initial investment of $10,000 in WNEIC Flagship Fund, 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% | 1.76% | N/A |
| WNEIC Flagship Fund | -1.64% | 21.55% | 20.75% | 39.64% | 13.45% | N/A |
| Portfolio components: | ||||||
PKI PerkinElmer, Inc. | 0.00% | -8.66% | -18.46% | -9.18% | -17.38% | N/A |
VTNR Vertex Energy, Inc. | 22.55% | -39.76% | -19.35% | -19.48% | -30.36% | N/A |
ATVI Activision Blizzard, Inc. | 0.98% | 17.42% | 22.22% | 24.21% | 13.81% | N/A |
TSLA Tesla, Inc. | 12.61% | 36.61% | 113.18% | -12.70% | -15.54% | N/A |
META Meta Platforms, Inc. | 4.20% | 46.70% | 149.02% | 110.86% | 40.03% | N/A |
CROX Crocs, Inc. | -10.73% | -27.25% | -18.90% | 17.60% | 18.41% | N/A |
WMPN William Penn Bancorporation | 3.11% | 5.93% | 1.90% | 6.94% | 1.74% | N/A |
PERI Perion Network Ltd. | -7.37% | -19.05% | 22.25% | 47.57% | 23.47% | N/A |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 0.41% | 2.37% | 3.39% | 4.35% | 3.42% | N/A |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| BIL | WMPN | VTNR | ATVI | PKI | TSLA | PERI | CROX | META | |
|---|---|---|---|---|---|---|---|---|---|
| BIL | 1.00 | 0.06 | -0.00 | 0.13 | 0.03 | -0.01 | -0.03 | 0.00 | 0.04 |
| WMPN | 0.06 | 1.00 | 0.18 | 0.15 | 0.12 | 0.17 | 0.12 | 0.19 | 0.12 |
| VTNR | -0.00 | 0.18 | 1.00 | 0.21 | 0.29 | 0.27 | 0.28 | 0.44 | 0.22 |
| ATVI | 0.13 | 0.15 | 0.21 | 1.00 | 0.29 | 0.34 | 0.29 | 0.30 | 0.40 |
| PKI | 0.03 | 0.12 | 0.29 | 0.29 | 1.00 | 0.34 | 0.32 | 0.41 | 0.48 |
| TSLA | -0.01 | 0.17 | 0.27 | 0.34 | 0.34 | 1.00 | 0.42 | 0.42 | 0.46 |
| PERI | -0.03 | 0.12 | 0.28 | 0.29 | 0.32 | 0.42 | 1.00 | 0.45 | 0.51 |
| CROX | 0.00 | 0.19 | 0.44 | 0.30 | 0.41 | 0.42 | 0.45 | 1.00 | 0.44 |
| META | 0.04 | 0.12 | 0.22 | 0.40 | 0.48 | 0.46 | 0.51 | 0.44 | 1.00 |
Expense Ratio
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 | |
|---|---|---|---|---|---|
PKI PerkinElmer, Inc. | N/A | ||||
VTNR Vertex Energy, Inc. | -0.37 | ||||
ATVI Activision Blizzard, Inc. | 0.99 | ||||
TSLA Tesla, Inc. | -0.25 | ||||
META Meta Platforms, Inc. | 2.00 | ||||
CROX Crocs, Inc. | 0.27 | ||||
WMPN William Penn Bancorporation | 0.32 | ||||
PERI Perion Network Ltd. | 1.07 | ||||
BIL SPDR Barclays 1-3 Month T-Bill ETF | 14.76 |
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 WNEIC Flagship Fund. 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 WNEIC Flagship Fund is 27.07%, recorded on Oct 12, 2022. It took 166 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.07% | Aug 12, 2022 | 43 | Oct 12, 2022 | 166 | Jun 12, 2023 | 209 |
| -15.73% | May 5, 2022 | 50 | Jul 18, 2022 | 10 | Aug 1, 2022 | 60 |
| -5.83% | Aug 2, 2022 | 6 | Aug 9, 2022 | 2 | Aug 11, 2022 | 8 |
| -4.71% | Jul 26, 2023 | 38 | Sep 18, 2023 | — | — | — |
| -4.14% | Jun 21, 2023 | 4 | Jun 26, 2023 | 5 | Jul 3, 2023 | 9 |
Volatility Chart
The current WNEIC Flagship Fund volatility is 1.02%, 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.