Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
ISRG Intuitive Surgical, Inc. | Healthcare | 31.46% |
RKLB Rocket Lab USA, Inc. | Industrials | 26.08% |
BE Bloom Energy Corporation | Industrials | 24.14% |
ASTS AST SpaceMobile, Inc. | Communication Services | 18.32% |
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Performance Chart
The chart shows the growth of an initial investment of €10,000 in ASTS-BE-ISRG-RKLB, 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 Every 3 months.
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Returns By Period
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | -1.86% | 2.09% | 9.98% | 8.60% | 21.69% | 16.96% | 13.01% | 13.17% |
Portfolio ASTS-BE-ISRG-RKLB | -7.11% | 5.88% | 56.47% | 54.89% | 282.09% | 148.50% | — | — |
| Portfolio components: | ||||||||
ASTS AST SpaceMobile, Inc. | -12.06% | 27.58% | 31.40% | 27.95% | 196.78% | 146.09% | 64.40% | — |
BE Bloom Energy Corporation | -8.80% | 3.31% | 209.34% | 123.50% | 1,096.95% | 152.94% | 62.47% | — |
ISRG Intuitive Surgical, Inc. | 1.58% | -4.07% | -24.02% | -25.87% | -25.07% | 7.46% | 9.96% | 19.40% |
RKLB Rocket Lab USA, Inc. | -7.49% | 6.77% | 60.89% | 126.75% | 276.43% | 170.20% | — | — |
Monthly Returns
Based on dividend-adjusted daily data since Aug 25, 2021, ASTS-BE-ISRG-RKLB's average daily return is +0.27%, while the average monthly return is +6.08%. At this rate, an investment would double in approximately 1.0 years.
Historically, 58% of months were positive and 42% were negative. The best month was Nov 2024 with a return of +91.9%, while the worst month was Jan 2022 at -25.2%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, ASTS-BE-ISRG-RKLB closed higher 52% of trading days. The best single day was Aug 15, 2024 with a return of +19.5%, while the worst single day was May 9, 2022 at -10.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 26.93% | -8.30% | -6.13% | 30.72% | 25.39% | -12.63% | 56.47% | ||||||
| 2025 | 7.37% | -2.22% | -18.60% | 0.92% | 8.97% | 28.80% | 24.42% | 11.08% | 18.74% | 41.88% | -17.38% | 9.88% | 155.91% |
| 2024 | -12.77% | -4.27% | 3.13% | -8.03% | 59.19% | 12.89% | 18.31% | 14.04% | 7.28% | 1.86% | 91.94% | -8.55% | 268.35% |
| 2023 | 13.95% | -1.58% | -8.13% | -0.03% | 5.05% | 12.32% | 4.10% | -9.54% | -11.94% | -11.71% | 20.20% | 13.35% | 21.23% |
| 2022 | -25.18% | 17.07% | 9.11% | -14.71% | -13.07% | -12.69% | 21.30% | 22.32% | -22.33% | 13.82% | -7.01% | -9.26% | -31.53% |
| 2021 | 2.13% | 7.47% | 15.88% | -4.29% | -12.47% | 6.56% |
Benchmark Metrics
ASTS-BE-ISRG-RKLB has an annualized alpha of 58.71%, beta of 1.74, and R2 of 0.32 versus S&P 500 Index. Calculated based on daily prices since August 25, 2021.
- This portfolio captured 605.20% of S&P 500 Index gains and 182.48% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- R2 of 0.32 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 58.71%
- Beta
- 1.74
- R²
- 0.32
- Upside Capture
- 605.20%
- Downside Capture
- 182.48%
Expense Ratio
ASTS-BE-ISRG-RKLB has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
ASTS-BE-ISRG-RKLB ranks 91 for risk / return — in the top 91% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for ASTS-BE-ISRG-RKLB and compares them with S&P 500 Index.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 4.97 | 1.90 | +3.06 |
| Sortino ratioReturn per unit of downside risk | 4.04 | 2.48 | +1.56 |
| Omega ratioGain probability vs. loss probability | 1.51 | 1.35 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 11.22 | 3.12 | +8.11 |
| Martin ratioReturn relative to average drawdown | 31.82 | 11.62 | +20.19 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
ASTS AST SpaceMobile, Inc. | 85 | 1.95 | 2.48 | 1.29 | 4.36 | 8.68 |
BE Bloom Energy Corporation | 99 | 11.17 | 5.12 | 1.65 | 25.42 | 81.43 |
ISRG Intuitive Surgical, Inc. | 10 | -0.81 | -1.15 | 0.87 | -0.78 | -1.49 |
RKLB Rocket Lab USA, Inc. | 93 | 3.44 | 3.28 | 1.40 | 7.44 | 16.92 |
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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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the ASTS-BE-ISRG-RKLB. 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 ASTS-BE-ISRG-RKLB was 53.95%, occurring on Oct 27, 2023. Recovery took 176 trading sessions.
The current ASTS-BE-ISRG-RKLB drawdown is 16.71%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2023 bear market2023 | -53.95%Oct 2023 | 1y 11mo | 8mo 19d | 2y 8moNov 2021 - Jul 2024 |
2025 selloff2025 | -38.53%Apr 2025 | 1mo 22d | 3mo 4d | 4mo 26dFeb 2025 - Jul 2025 |
2026 bear market2026 | -26.97%Mar 2026 | 2mo 9d | 23d | 3mo 2dJan 2026 - Apr 2026 |
2025 bear market2025 | -25.01%Nov 2025 | 21d | 1mo 16d | 2mo 7dOct 2025 - Jan 2026 |
2024 bear market2024 | -20.19%Sep 2024 | 17d | 1mo 10d | 1mo 27dAug 2024 - Oct 2024 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 4 assets, with an effective number of assets of 3.86, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
1Y | 3Y | All Time | |
|---|---|---|---|
Diversification Ratio | 1.41 | 1.47 | 1.45 |
The portfolio has a diversification ratio of 1.45, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
ASTS-BE-ISRG-RKLB correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Aug 25, 2021 | 0.56 |
Benchmark Correlations
Correlation vs. S&P 500 Index. ISRG has the highest benchmark correlation at 0.66, while ASTS has the lowest at 0.35.
Asset Correlations Table
Find what ASTS-BE-ISRG-RKLB is missing
See which holdings overlap, where ASTS-BE-ISRG-RKLB is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification