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WNEIC Flagship Fund

Last updated Dec 9, 2023

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

Asset Allocation


BIL 80.21%CROX 14.35%WMPN 2.87%PERI 2.57%BondBondEquityEquity
PositionCategory/SectorWeight
BIL
SPDR Barclays 1-3 Month T-Bill ETF
Government Bonds80.21%
CROX
Crocs, Inc.
Consumer Cyclical14.35%
WMPN
William Penn Bancorporation
Financial Services2.87%
PERI
Perion Network Ltd.
Communication Services2.57%

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


-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
21.55%
7.18%
WNEIC Flagship Fund
Benchmark (^GSPC)
Portfolio components

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
WNEIC Flagship Fund23.00%3.66%11.75%23.94%N/AN/A
PKI
PerkinElmer, Inc.
N/AN/AN/AN/AN/AN/A
VTNR
Vertex Energy, Inc.
-48.06%-22.22%-47.04%-48.89%19.54%0.13%
ATVI
Activision Blizzard, Inc.
N/AN/AN/AN/AN/AN/A
TSLA
Tesla, Inc.
97.95%9.78%-0.23%40.59%59.23%38.44%
META
Meta Platforms, Inc.
176.51%4.06%25.59%188.52%19.36%20.85%
CROX
Crocs, Inc.
-4.33%25.02%-10.72%7.47%32.98%23.14%
WMPN
William Penn Bancorporation
3.66%2.30%27.77%8.30%11.28%33.07%
PERI
Perion Network Ltd.
10.20%-2.00%-16.88%6.53%60.05%-0.82%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
4.62%0.47%2.62%4.85%1.69%1.06%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20233.23%9.67%8.37%-0.67%-1.62%-0.41%2.65%

Sharpe Ratio

The current WNEIC Flagship Fund Sharpe ratio is 1.12. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.001.12

The Sharpe ratio of WNEIC Flagship Fund lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.12
1.25
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.
-0.73
ATVI
Activision Blizzard, Inc.
N/A
TSLA
Tesla, Inc.
0.70
META
Meta Platforms, Inc.
4.72
CROX
Crocs, Inc.
0.14
WMPN
William Penn Bancorporation
0.30
PERI
Perion Network Ltd.
0.16
BIL
SPDR Barclays 1-3 Month T-Bill ETF
17.14

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

BILWMPNVTNRATVIPKITSLAPERIMETACROX
BIL1.000.03-0.010.110.02-0.03-0.070.04-0.02
WMPN0.031.000.170.130.100.170.110.080.20
VTNR-0.010.171.000.180.260.240.270.190.42
ATVI0.110.130.181.000.280.320.270.380.29
PKI0.020.100.260.281.000.310.290.450.39
TSLA-0.030.170.240.320.311.000.430.450.41
PERI-0.070.110.270.270.290.431.000.520.46
META0.040.080.190.380.450.450.521.000.42
CROX-0.020.200.420.290.390.410.460.421.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.87%
0
WNEIC Flagship Fund
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the WNEIC Flagship Fund. 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 WNEIC Flagship Fund was 27.07%, occurring on Oct 12, 2022. Recovery took 166 trading sessions.


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
-6.53%Jul 26, 202378Nov 13, 2023
-5.83%Aug 2, 20226Aug 9, 20222Aug 11, 20228
-4.14%Jun 21, 20234Jun 26, 20235Jul 3, 20239

Volatility Chart

The current WNEIC Flagship Fund volatility is 2.00%, 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.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
2.00%
2.77%
WNEIC Flagship Fund
Benchmark (^GSPC)
Portfolio components
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