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WNEIC Flagship Fund

Last updated Sep 21, 2023

The WNE Investment Club's first fund raised, which continues to be the main fund.

Asset Allocation


BIL 81.82%CROX 12.39%PERI 2.91%WMPN 2.88%BondBondEquityEquity
PositionCategory/SectorWeight
BIL
SPDR Barclays 1-3 Month T-Bill ETF
Government Bonds81.82%
CROX
Crocs, Inc.
Consumer Cyclical12.39%
PERI
Perion Network Ltd.
Communication Services2.91%
WMPN
William Penn Bancorporation
Financial Services2.88%

Transactions


DateTypeSymbolQuantityPrice
Sep 6, 2023BuyCrocs, Inc.2$98.35
Sep 6, 2023SellSPDR Barclays 1-3 Month T-Bill ETF2$91.49
Aug 14, 2023BuySPDR Barclays 1-3 Month T-Bill ETF11$91.59
Jul 28, 2023BuySPDR Barclays 1-3 Month T-Bill ETF8$91.79
Jul 24, 2023SellPerkinElmer, Inc.1$130.25
Jul 13, 2023SellActivision Blizzard, Inc.1$89.74
Jul 13, 2023SellMeta Platforms, Inc.1$314.33
Jul 13, 2023SellTesla, Inc.1$277.95
Jul 12, 2023BuySPDR Barclays 1-3 Month T-Bill ETF2$91.57
Apr 26, 2023BuyPerion Network Ltd.2$35.82

1–10 of 23

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


-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%AprilMayJuneJulyAugustSeptember
20.78%
10.86%
WNEIC Flagship Fund
Benchmark (^GSPC)
Portfolio components

Returns


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark0.33%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
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

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

BILWMPNVTNRATVIPKITSLAPERICROXMETA
BIL1.000.06-0.000.130.03-0.01-0.030.000.04
WMPN0.061.000.180.150.120.170.120.190.12
VTNR-0.000.181.000.210.290.270.280.440.22
ATVI0.130.150.211.000.290.340.290.300.40
PKI0.030.120.290.291.000.340.320.410.48
TSLA-0.010.170.270.340.341.000.420.420.46
PERI-0.030.120.280.290.320.421.000.450.51
CROX0.000.190.440.300.410.420.451.000.44
META0.040.120.220.400.480.460.510.441.00

Sharpe Ratio

The current WNEIC Flagship Fund Sharpe ratio is 1.25. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.25

The Sharpe ratio of WNEIC Flagship Fund 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.


Rolling 12-month Sharpe Ratio0.000.501.00MayJuneJulyAugustSeptember
1.25
0.74
WNEIC Flagship Fund
Benchmark (^GSPC)
Portfolio components

Expense Ratio

Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.14%
0.00%2.15%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer 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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-4.64%
-4.07%
WNEIC Flagship Fund
Benchmark (^GSPC)
Portfolio components

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, 202243Oct 12, 2022166Jun 12, 2023209
-15.73%May 5, 202250Jul 18, 202210Aug 1, 202260
-5.83%Aug 2, 20226Aug 9, 20222Aug 11, 20228
-4.71%Jul 26, 202338Sep 18, 2023
-4.14%Jun 21, 20234Jun 26, 20235Jul 3, 20239

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.


0.00%2.00%4.00%6.00%8.00%10.00%AprilMayJuneJulyAugustSeptember
1.02%
3.47%
WNEIC Flagship Fund
Benchmark (^GSPC)
Portfolio components