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 | 80.21% |
CROX Crocs, Inc. | Consumer Cyclical | 14.35% |
WMPN William Penn Bancorporation | Financial Services | 2.87% |
PERI Perion Network Ltd. | Communication Services | 2.57% |
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
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| WNEIC Flagship Fund | 23.00% | 3.66% | 11.75% | 23.94% | N/A | N/A |
| Portfolio components: | ||||||
PKI PerkinElmer, Inc. | N/A | N/A | N/A | N/A | N/A | N/A |
VTNR Vertex Energy, Inc. | -48.06% | -22.22% | -47.04% | -48.89% | 19.54% | 0.13% |
ATVI Activision Blizzard, Inc. | N/A | N/A | N/A | N/A | N/A | N/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
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 3.23% | 9.67% | 8.37% | -0.67% | -1.62% | -0.41% | 2.65% |
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. | -0.73 | ||||
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
| BIL | WMPN | VTNR | ATVI | PKI | TSLA | PERI | META | CROX | |
|---|---|---|---|---|---|---|---|---|---|
| BIL | 1.00 | 0.03 | -0.01 | 0.11 | 0.02 | -0.03 | -0.07 | 0.04 | -0.02 |
| WMPN | 0.03 | 1.00 | 0.17 | 0.13 | 0.10 | 0.17 | 0.11 | 0.08 | 0.20 |
| VTNR | -0.01 | 0.17 | 1.00 | 0.18 | 0.26 | 0.24 | 0.27 | 0.19 | 0.42 |
| ATVI | 0.11 | 0.13 | 0.18 | 1.00 | 0.28 | 0.32 | 0.27 | 0.38 | 0.29 |
| PKI | 0.02 | 0.10 | 0.26 | 0.28 | 1.00 | 0.31 | 0.29 | 0.45 | 0.39 |
| TSLA | -0.03 | 0.17 | 0.24 | 0.32 | 0.31 | 1.00 | 0.43 | 0.45 | 0.41 |
| PERI | -0.07 | 0.11 | 0.27 | 0.27 | 0.29 | 0.43 | 1.00 | 0.52 | 0.46 |
| META | 0.04 | 0.08 | 0.19 | 0.38 | 0.45 | 0.45 | 0.52 | 1.00 | 0.42 |
| CROX | -0.02 | 0.20 | 0.42 | 0.29 | 0.39 | 0.41 | 0.46 | 0.42 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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, 2022 | 43 | Oct 12, 2022 | 166 | Jun 12, 2023 | 209 |
| -15.73% | May 5, 2022 | 50 | Jul 18, 2022 | 10 | Aug 1, 2022 | 60 |
| -6.53% | Jul 26, 2023 | 78 | Nov 13, 2023 | — | — | — |
| -5.83% | Aug 2, 2022 | 6 | Aug 9, 2022 | 2 | Aug 11, 2022 | 8 |
| -4.14% | Jun 21, 2023 | 4 | Jun 26, 2023 | 5 | Jul 3, 2023 | 9 |
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.