Faves
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ENPH Enphase Energy, Inc. | Technology | 6% |
HIMS Hims & Hers Health, Inc. | Consumer Defensive | 7% |
MSTR MicroStrategy Incorporated | Technology | 10% |
PLTR Palantir Technologies Inc. | Technology | 15% |
SOFI SoFi Technologies, Inc. | Financial Services | 12% |
TSLA Tesla, Inc. | Consumer Cyclical | 50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Faves, 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 Nov 30, 2020, corresponding to the inception date of SOFI
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| Faves | 29.75% | 11.28% | 62.37% | 38.02% | N/A | N/A |
| Portfolio components: | ||||||
TSLA Tesla, Inc. | -11.36% | 12.16% | 20.19% | -13.87% | 70.90% | 30.90% |
PLTR Palantir Technologies Inc. | 55.10% | 10.50% | 62.87% | 64.89% | N/A | N/A |
SOFI SoFi Technologies, Inc. | -26.93% | 12.54% | -4.59% | -20.02% | N/A | N/A |
HIMS Hims & Hers Health, Inc. | 161.24% | 7.84% | 163.61% | 176.46% | N/A | N/A |
ENPH Enphase Energy, Inc. | -11.06% | 14.15% | 11.53% | -29.54% | 41.50% | 27.31% |
MSTR MicroStrategy Incorporated | 154.34% | 10.20% | 224.87% | 276.97% | 67.30% | 27.93% |
Monthly Returns
The table below presents the monthly returns of Faves, 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 | -19.40% | 30.75% | 4.63% | -4.81% | 5.42% | 5.31% | 29.75% | ||||||
| 2023 | 38.52% | 11.73% | 0.85% | -10.36% | 23.26% | 17.96% | 11.59% | -13.75% | -2.99% | -11.18% | 21.25% | 8.25% | 121.41% |
| 2022 | -18.31% | -3.49% | 14.94% | -22.81% | -8.65% | -10.93% | 33.20% | -9.64% | -5.38% | -2.48% | -11.27% | -22.49% | -56.53% |
| 2021 | 33.75% | -15.43% | -4.37% | 1.21% | -5.62% | 8.55% | -6.78% | 6.29% | 0.05% | 32.05% | -2.82% | -10.97% | 27.03% |
| 2020 | 17.93% | 17.93% |
Expense Ratio
Faves 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 rank of Faves is 16, indicating that it is in the bottom 16% 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 | |
|---|---|---|---|---|---|
TSLA Tesla, Inc. | -0.32 | -0.13 | 0.99 | -0.26 | -0.67 |
PLTR Palantir Technologies Inc. | 0.94 | 1.78 | 1.23 | 0.95 | 3.74 |
SOFI SoFi Technologies, Inc. | -0.36 | -0.15 | 0.98 | -0.29 | -0.67 |
HIMS Hims & Hers Health, Inc. | 2.58 | 3.57 | 1.42 | 2.36 | 10.04 |
ENPH Enphase Energy, Inc. | -0.55 | -0.54 | 0.94 | -0.45 | -1.01 |
MSTR MicroStrategy Incorporated | 2.86 | 3.17 | 1.39 | 3.54 | 13.23 |
Dividends
Dividend yield
Drawdowns
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 Faves. 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 Faves was 67.94%, occurring on Jan 3, 2023. Recovery took 377 trading sessions.
The current Faves drawdown is 10.51%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -67.94% | Nov 5, 2021 | 291 | Jan 3, 2023 | 377 | Jul 5, 2024 | 668 |
| -44.56% | Feb 10, 2021 | 65 | May 13, 2021 | 119 | Nov 1, 2021 | 184 |
| -10.51% | Jul 17, 2024 | 6 | Jul 24, 2024 | — | — | — |
| -5.12% | Dec 8, 2020 | 2 | Dec 9, 2020 | 6 | Dec 17, 2020 | 8 |
| -4.25% | Jan 11, 2021 | 1 | Jan 11, 2021 | 3 | Jan 14, 2021 | 4 |
Volatility
Volatility Chart
The current Faves volatility is 13.68%, 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
| HIMS | MSTR | ENPH | TSLA | SOFI | PLTR | |
|---|---|---|---|---|---|---|
| HIMS | 1.00 | 0.37 | 0.35 | 0.34 | 0.44 | 0.42 |
| MSTR | 0.37 | 1.00 | 0.39 | 0.44 | 0.45 | 0.48 |
| ENPH | 0.35 | 0.39 | 1.00 | 0.46 | 0.46 | 0.46 |
| TSLA | 0.34 | 0.44 | 0.46 | 1.00 | 0.46 | 0.51 |
| SOFI | 0.44 | 0.45 | 0.46 | 0.46 | 1.00 | 0.56 |
| PLTR | 0.42 | 0.48 | 0.46 | 0.51 | 0.56 | 1.00 |