smallcap2
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ALAR Alarum Technologies Ltd. | Technology | 14.29% |
CVNA Carvana Co. | Consumer Cyclical | 14.29% |
LABP Landos Biopharma, Inc. | Healthcare | 14.29% |
ROOT Root, Inc. | Financial Services | 14.29% |
SLNO Soleno Therapeutics, Inc. | Healthcare | 14.29% |
SWVL Swvl Holdings Corp | Technology | 14.29% |
ZJYL Jin Medical International Ltd | Healthcare | 14.29% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in smallcap2, 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
The earliest data available for this chart is Mar 28, 2023, corresponding to the inception date of ZJYL
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.79% | 0.18% | 7.53% | 26.42% | 13.48% | 10.85% |
| smallcap2 | 229.97% | -14.35% | 5.44% | 1,349.30% | N/A | N/A |
| Portfolio components: | ||||||
SLNO Soleno Therapeutics, Inc. | 33.04% | 5.00% | 23.53% | 1,204.51% | 14.10% | N/A |
ALAR Alarum Technologies Ltd. | 45.36% | -47.31% | -49.10% | 243.90% | -40.01% | N/A |
ROOT Root, Inc. | 276.34% | -16.28% | -23.82% | 265.19% | N/A | N/A |
SWVL Swvl Holdings Corp | 90.56% | -45.66% | -78.00% | 243.01% | N/A | N/A |
CVNA Carvana Co. | 205.31% | 4.83% | 84.28% | 269.78% | 16.50% | N/A |
ZJYL Jin Medical International Ltd | -79.04% | -23.98% | -19.50% | 205.70% | N/A | N/A |
LABP Landos Biopharma, Inc. | 526.50% | 0.00% | 198.96% | 487.95% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of smallcap2, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 41.72% | 28.23% | 92.61% | 9.92% | -4.68% | 3.42% | 4.67% | -10.86% | 229.97% | ||||
| 2023 | 6.64% | 1.93% | 27.69% | 32.88% | 18.31% | 3.21% | 73.67% | -20.69% | 26.54% | 145.67% | 864.26% |
Expense Ratio
smallcap2 has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of smallcap2 is 100, placing it in the top 0% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
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 | Martin ratio | |
|---|---|---|---|---|---|
SLNO Soleno Therapeutics, Inc. | 2.02 | 13.18 | 2.68 | 32.60 | 71.75 |
ALAR Alarum Technologies Ltd. | 2.14 | 2.70 | 1.33 | 3.17 | 8.99 |
ROOT Root, Inc. | 2.39 | 3.28 | 1.39 | 4.80 | 9.96 |
SWVL Swvl Holdings Corp | 1.37 | 2.54 | 1.36 | 2.82 | 5.89 |
CVNA Carvana Co. | 2.41 | 3.33 | 1.37 | 3.95 | 11.82 |
ZJYL Jin Medical International Ltd | 0.71 | 3.78 | 1.51 | 2.98 | 3.90 |
LABP Landos Biopharma, Inc. | 2.67 | 9.37 | 2.77 | 16.58 | 84.12 |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the smallcap2. 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 smallcap2 was 26.09%, occurring on Sep 10, 2024. The portfolio has not yet recovered.
The current smallcap2 drawdown is 25.32%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26.09% | Jul 17, 2024 | 39 | Sep 10, 2024 | — | — | — |
| -21.1% | Oct 2, 2023 | 20 | Oct 27, 2023 | 18 | Nov 22, 2023 | 38 |
| -20.09% | Jan 12, 2024 | 5 | Jan 19, 2024 | 8 | Jan 31, 2024 | 13 |
| -18.91% | Jul 20, 2023 | 21 | Aug 17, 2023 | 9 | Aug 30, 2023 | 30 |
| -17.12% | Apr 8, 2024 | 8 | Apr 17, 2024 | 13 | May 6, 2024 | 21 |
Volatility
Volatility Chart
The current smallcap2 volatility is 9.51%, 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.
Diversification
Asset Correlations Table
| LABP | SWVL | ZJYL | ALAR | SLNO | ROOT | CVNA | |
|---|---|---|---|---|---|---|---|
| LABP | 1.00 | 0.03 | 0.11 | -0.05 | 0.06 | 0.03 | 0.03 |
| SWVL | 0.03 | 1.00 | 0.04 | 0.10 | 0.04 | 0.10 | 0.11 |
| ZJYL | 0.11 | 0.04 | 1.00 | 0.03 | 0.11 | -0.08 | 0.07 |
| ALAR | -0.05 | 0.10 | 0.03 | 1.00 | 0.09 | 0.10 | 0.16 |
| SLNO | 0.06 | 0.04 | 0.11 | 0.09 | 1.00 | 0.12 | 0.25 |
| ROOT | 0.03 | 0.10 | -0.08 | 0.10 | 0.12 | 1.00 | 0.41 |
| CVNA | 0.03 | 0.11 | 0.07 | 0.16 | 0.25 | 0.41 | 1.00 |