Sanchez
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
TTD The Trade Desk, Inc. | Technology | 50.39% |
NVDA NVIDIA Corporation | Technology | 36.25% |
SHOP Shopify Inc. | Technology | 3.06% |
PINS Pinterest, Inc. | Communication Services | 1.74% |
ESTC Elastic N.V. | Technology | 1.64% |
DOCN DigitalOcean Holdings, Inc. | Technology | 1.55% |
PD PagerDuty, Inc. | Technology | 1.51% |
ROKU Roku, Inc. | Communication Services | 1.23% |
PL Planet Labs PBC | Industrials | 0.52% |
FRDPX Franklin Rising Dividends Fund | Large Cap Blend Equities | 0.5% |
TWLO Twilio Inc. | Communication Services | 0.44% |
TDOC Teladoc Health, Inc. | Healthcare | 0.44% |
FSLY Fastly, Inc. | Technology | 0.42% |
BIGC BigCommerce Holdings, Inc. | Technology | 0.17% |
JMIA Jumia Technologies AG | Consumer Cyclical | 0.08% |
NVTA Invitae Corporation | Healthcare | 0.04% |
CURI CuriosityStream Inc. | Communication Services | 0.03% |
Transactions
| Date | Type | Symbol | Quantity | Price |
|---|---|---|---|---|
| Jan 1, 2020 | Buy | Franklin Rising Dividends Fund | 27.178 | $0.00 |
| Jan 1, 2020 | Buy | Twilio Inc. | 34 | $0.00 |
| Jan 1, 2020 | Buy | The Trade Desk, Inc. | 300 | $0.00 |
| Jan 1, 2020 | Buy | Teladoc Health, Inc. | 100 | $0.00 |
| Jan 1, 2020 | Buy | Shopify Inc. | 25 | $0.00 |
| Jan 1, 2020 | Buy | Roku, Inc. | 80 | $0.00 |
| Jan 1, 2020 | Buy | Planet Labs PBC | 900 | $0.00 |
| Jan 1, 2020 | Buy | Pinterest, Inc. | 300 | $0.00 |
| Jan 1, 2020 | Buy | PagerDuty, Inc. | 300 | $0.00 |
| Jan 1, 2020 | Buy | NVIDIA Corporation | 100 | $0.00 |
Performance
The chart shows the growth of an initial investment of $10,000 in Sanchez, 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% | 2.10% | N/A |
| Sanchez | -0.94% | 31.96% | 89.63% | 54.41% | -1.24% | N/A |
| Portfolio components: | ||||||
FRDPX Franklin Rising Dividends Fund | -0.26% | 5.81% | 5.39% | 13.78% | 3.61% | N/A |
TWLO Twilio Inc. | -0.00% | -3.45% | 23.02% | -17.27% | -54.58% | N/A |
TTD The Trade Desk, Inc. | 4.96% | 30.07% | 74.64% | 27.03% | 1.94% | N/A |
TDOC Teladoc Health, Inc. | -10.21% | -15.39% | -13.32% | -28.92% | -60.45% | N/A |
SHOP Shopify Inc. | 5.58% | 24.42% | 64.13% | 86.48% | -25.79% | N/A |
ROKU Roku, Inc. | -9.12% | 13.12% | 75.65% | 8.94% | -49.50% | N/A |
PL Planet Labs PBC | -15.89% | -22.86% | -37.93% | -55.45% | -41.79% | N/A |
PINS Pinterest, Inc. | 0.19% | -2.14% | 11.29% | 13.01% | -35.26% | N/A |
PD PagerDuty, Inc. | -2.94% | -26.76% | -11.71% | 0.95% | -23.81% | N/A |
NVDA NVIDIA Corporation | -7.50% | 55.37% | 189.13% | 218.72% | 52.03% | N/A |
JMIA Jumia Technologies AG | -18.75% | -19.81% | -23.05% | -62.97% | -66.15% | N/A |
NVTA Invitae Corporation | -30.85% | -42.73% | -60.59% | -73.54% | -80.67% | N/A |
FSLY Fastly, Inc. | 0.47% | 21.46% | 136.39% | 121.26% | -41.84% | N/A |
ESTC Elastic N.V. | 26.45% | 36.70% | 48.33% | 1.26% | -19.62% | N/A |
DOCN DigitalOcean Holdings, Inc. | -25.37% | -32.12% | -5.42% | -41.24% | -21.76% | N/A |
CURI CuriosityStream Inc. | -18.33% | -48.68% | -41.03% | -57.45% | -72.38% | N/A |
BIGC BigCommerce Holdings, Inc. | -4.60% | 16.51% | 16.25% | -31.95% | -50.87% | N/A |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| CURI | PL | FRDPX | NVDA | NVTA | PINS | DOCN | BIGC | FSLY | ROKU | SHOP | ESTC | JMIA | PD | TWLO | TTD | TDOC | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CURI | 1.00 | 0.29 | 0.32 | 0.37 | 0.44 | 0.44 | 0.41 | 0.43 | 0.48 | 0.45 | 0.43 | 0.43 | 0.50 | 0.46 | 0.45 | 0.42 | 0.48 |
| PL | 0.29 | 1.00 | 0.41 | 0.37 | 0.47 | 0.45 | 0.45 | 0.49 | 0.50 | 0.48 | 0.49 | 0.45 | 0.53 | 0.45 | 0.48 | 0.48 | 0.48 |
| FRDPX | 0.32 | 0.41 | 1.00 | 0.63 | 0.41 | 0.45 | 0.49 | 0.47 | 0.42 | 0.45 | 0.51 | 0.50 | 0.47 | 0.48 | 0.47 | 0.56 | 0.51 |
| NVDA | 0.37 | 0.37 | 0.63 | 1.00 | 0.44 | 0.49 | 0.57 | 0.51 | 0.53 | 0.51 | 0.63 | 0.60 | 0.55 | 0.58 | 0.55 | 0.64 | 0.54 |
| NVTA | 0.44 | 0.47 | 0.41 | 0.44 | 1.00 | 0.56 | 0.55 | 0.61 | 0.63 | 0.65 | 0.59 | 0.59 | 0.67 | 0.63 | 0.63 | 0.59 | 0.71 |
| PINS | 0.44 | 0.45 | 0.45 | 0.49 | 0.56 | 1.00 | 0.52 | 0.61 | 0.61 | 0.70 | 0.63 | 0.60 | 0.63 | 0.60 | 0.65 | 0.64 | 0.65 |
| DOCN | 0.41 | 0.45 | 0.49 | 0.57 | 0.55 | 0.52 | 1.00 | 0.60 | 0.62 | 0.57 | 0.61 | 0.67 | 0.59 | 0.67 | 0.66 | 0.66 | 0.61 |
| BIGC | 0.43 | 0.49 | 0.47 | 0.51 | 0.61 | 0.61 | 0.60 | 1.00 | 0.62 | 0.63 | 0.64 | 0.64 | 0.66 | 0.71 | 0.64 | 0.65 | 0.69 |
| FSLY | 0.48 | 0.50 | 0.42 | 0.53 | 0.63 | 0.61 | 0.62 | 0.62 | 1.00 | 0.68 | 0.64 | 0.68 | 0.70 | 0.70 | 0.71 | 0.68 | 0.72 |
| ROKU | 0.45 | 0.48 | 0.45 | 0.51 | 0.65 | 0.70 | 0.57 | 0.63 | 0.68 | 1.00 | 0.69 | 0.65 | 0.69 | 0.65 | 0.72 | 0.71 | 0.71 |
| SHOP | 0.43 | 0.49 | 0.51 | 0.63 | 0.59 | 0.63 | 0.61 | 0.64 | 0.64 | 0.69 | 1.00 | 0.70 | 0.69 | 0.68 | 0.73 | 0.73 | 0.66 |
| ESTC | 0.43 | 0.45 | 0.50 | 0.60 | 0.59 | 0.60 | 0.67 | 0.64 | 0.68 | 0.65 | 0.70 | 1.00 | 0.65 | 0.76 | 0.76 | 0.73 | 0.67 |
| JMIA | 0.50 | 0.53 | 0.47 | 0.55 | 0.67 | 0.63 | 0.59 | 0.66 | 0.70 | 0.69 | 0.69 | 0.65 | 1.00 | 0.67 | 0.67 | 0.70 | 0.74 |
| PD | 0.46 | 0.45 | 0.48 | 0.58 | 0.63 | 0.60 | 0.67 | 0.71 | 0.70 | 0.65 | 0.68 | 0.76 | 0.67 | 1.00 | 0.74 | 0.70 | 0.73 |
| TWLO | 0.45 | 0.48 | 0.47 | 0.55 | 0.63 | 0.65 | 0.66 | 0.64 | 0.71 | 0.72 | 0.73 | 0.76 | 0.67 | 0.74 | 1.00 | 0.71 | 0.71 |
| TTD | 0.42 | 0.48 | 0.56 | 0.64 | 0.59 | 0.64 | 0.66 | 0.65 | 0.68 | 0.71 | 0.73 | 0.73 | 0.70 | 0.70 | 0.71 | 1.00 | 0.69 |
| TDOC | 0.48 | 0.48 | 0.51 | 0.54 | 0.71 | 0.65 | 0.61 | 0.69 | 0.72 | 0.71 | 0.66 | 0.67 | 0.74 | 0.73 | 0.71 | 0.69 | 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 | |
|---|---|---|---|---|---|
FRDPX Franklin Rising Dividends Fund | 0.70 | ||||
TWLO Twilio Inc. | -0.30 | ||||
TTD The Trade Desk, Inc. | 0.43 | ||||
TDOC Teladoc Health, Inc. | -0.52 | ||||
SHOP Shopify Inc. | 1.11 | ||||
ROKU Roku, Inc. | 0.00 | ||||
PL Planet Labs PBC | -0.97 | ||||
PINS Pinterest, Inc. | 0.13 | ||||
PD PagerDuty, Inc. | -0.05 | ||||
NVDA NVIDIA Corporation | 3.98 | ||||
JMIA Jumia Technologies AG | -0.83 | ||||
NVTA Invitae Corporation | -0.75 | ||||
FSLY Fastly, Inc. | 1.39 | ||||
ESTC Elastic N.V. | -0.15 | ||||
DOCN DigitalOcean Holdings, Inc. | -0.64 | ||||
CURI CuriosityStream Inc. | -0.75 | ||||
BIGC BigCommerce Holdings, Inc. | -0.48 |
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 Sanchez. 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 Sanchez is 65.79%, recorded on Nov 9, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -65.79% | Nov 17, 2021 | 247 | Nov 9, 2022 | — | — | — |
| -26.15% | Apr 27, 2021 | 13 | May 13, 2021 | 29 | Jun 24, 2021 | 42 |
| -16.45% | Jul 29, 2021 | 47 | Oct 4, 2021 | 25 | Nov 8, 2021 | 72 |
| -10.45% | Jun 29, 2021 | 13 | Jul 16, 2021 | 5 | Jul 23, 2021 | 18 |
| -6.28% | Nov 10, 2021 | 1 | Nov 10, 2021 | 2 | Nov 12, 2021 | 3 |
Volatility Chart
The current Sanchez volatility is 7.75%, 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.