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9/5/25
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

9/5/25

Currency in USD · Last updated May 23, 2025

Asset Allocation

V 12.8%COST 11.57%BSX 11.42%MCHI 8.8%MSFT 5.91%SPYG 5.19%CHWY 5.08%MELI 4.29%GOOGL 3.98%1211.HK 3.84%LLY 3.74%AMZN 3.7%ONON 3.39%META 2.97%1810.HK 2.8%BABA 2.6%NU 2.39%ANET 2%SMH 1.16%EquityEquity
PositionCategory/SectorTarget Weight
1211.HK
BYD Co Ltd-H		Consumer Cyclical
3.84%
1810.HK
Xiaomi Corp		Technology
2.80%
AMZN
Amazon.com, Inc.		Consumer Cyclical
3.70%
ANET
Arista Networks, Inc.		Technology
2%
BABA
Alibaba Group Holding Limited		Consumer Cyclical
2.60%
BSX
Boston Scientific Corporation		Healthcare
11.42%
CHWY
Chewy, Inc.		Consumer Cyclical
5.08%
COIN
Coinbase Global, Inc.		Technology
0.89%
COST
Costco Wholesale Corporation		Consumer Defensive
11.57%
GOOGL
Alphabet Inc Class A		Communication Services
3.98%
LLY
Eli Lilly and Company		Healthcare
3.74%
MCHI
iShares MSCI China ETF		China Equities
8.80%
MELI
MercadoLibre, Inc.		Consumer Cyclical
4.29%
META
Meta Platforms, Inc.		Communication Services
2.97%
MSFT
Microsoft Corporation		Technology
5.91%
NU
Nu Holdings Ltd.		Financial Services
2.39%
NVDA
NVIDIA Corporation		Technology
0.64%
ONON
On Holding AG		Consumer Cyclical
3.39%
RBRK
Rubrik, Inc.		Technology
0.85%
SMH
VanEck Vectors Semiconductor ETF		Technology Equities
1.16%
SPYG
SPDR Portfolio S&P 500 Growth ETF		Large Cap Growth Equities
5.19%
V
Visa Inc.		Financial Services
12.80%

S&P 500

Performance

Performance Chart

Loading data...

The earliest data available for this chart is Apr 25, 2024, corresponding to the inception date of RBRK

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		-1.34%7.94%-2.79%10.16%14.45%10.68%
9/5/2516.41%10.88%17.26%42.79%N/AN/A
Portfolio components:
V
Visa Inc.		12.24%5.91%14.46%29.86%13.93%18.65%
COST
Costco Wholesale Corporation		10.33%3.48%4.87%27.30%29.35%23.70%
NVDA
NVIDIA Corporation		-2.23%27.83%-7.49%26.53%70.95%74.49%
NU
Nu Holdings Ltd.		15.73%4.35%-13.80%3.63%N/AN/A
AMZN
Amazon.com, Inc.		-8.39%11.29%1.96%11.01%10.53%25.18%
META
Meta Platforms, Inc.		7.19%20.53%12.34%35.12%21.81%23.02%
GOOGL
Alphabet Inc Class A		-10.90%8.45%2.49%-2.46%19.09%19.99%
ANET
Arista Networks, Inc.		-17.49%28.89%-10.25%21.03%45.97%35.73%
MSFT
Microsoft Corporation		7.21%20.46%8.37%6.24%20.69%27.26%
SMH
VanEck Vectors Semiconductor ETF		-1.95%19.37%-2.50%-0.55%28.91%24.93%
RBRK
Rubrik, Inc.		39.40%38.99%78.47%178.11%N/AN/A
BABA
Alibaba Group Holding Limited		42.39%1.48%45.23%50.69%-9.18%2.92%
MELI
MercadoLibre, Inc.		47.48%17.19%25.08%46.88%24.41%33.04%
CHWY
Chewy, Inc.		31.14%24.14%25.88%170.11%0.54%N/A
COIN
Coinbase Global, Inc.		5.98%35.09%-13.62%20.24%N/AN/A
BSX
Boston Scientific Corporation		17.00%5.64%16.11%40.49%23.82%19.38%
ONON
On Holding AG		6.70%33.03%0.53%52.15%N/AN/A
LLY
Eli Lilly and Company		-7.20%-13.77%-4.23%-11.11%38.01%27.66%
1211.HK
BYD Co Ltd-H		73.14%18.05%78.77%120.99%61.48%24.21%
1810.HK
Xiaomi Corp		51.77%10.66%84.48%178.96%34.91%N/A
SPYG
SPDR Portfolio S&P 500 Growth ETF		0.06%12.24%2.11%17.66%16.70%14.71%
MCHI
iShares MSCI China ETF		16.90%6.04%20.11%24.46%0.45%0.45%
*Annualized

Monthly Returns

The table below presents the monthly returns of 9/5/25, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20258.61%3.32%-5.68%3.22%6.55%16.41%
20240.12%9.23%4.16%-2.28%7.09%4.70%0.02%5.58%0.10%31.92%

Expense Ratio

9/5/25 has an expense ratio of 0.06%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

SMH
VanEck Vectors Semiconductor ETF
MCHI
iShares MSCI China ETF
SPYG
SPDR Portfolio S&P 500 Growth ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 95, 9/5/25 is among the top 5% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of 9/5/25 is 9595
Overall Rank
The Sharpe Ratio Rank of 9/5/25 is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of 9/5/25 is 9595
Sortino Ratio Rank
The Omega Ratio Rank of 9/5/25 is 9696
Omega Ratio Rank
The Calmar Ratio Rank of 9/5/25 is 9494
Calmar Ratio Rank
The Martin Ratio Rank of 9/5/25 is 9494
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
V
Visa Inc.		1.341.901.292.057.18
COST
Costco Wholesale Corporation		1.231.631.221.464.18
NVDA
NVIDIA Corporation		0.440.861.110.541.31
NU
Nu Holdings Ltd.		0.070.351.050.020.05
AMZN
Amazon.com, Inc.		0.320.801.100.451.17
META
Meta Platforms, Inc.		0.941.521.201.023.10
GOOGL
Alphabet Inc Class A		-0.080.131.02-0.06-0.13
ANET
Arista Networks, Inc.		0.390.871.130.451.15
MSFT
Microsoft Corporation		0.240.711.090.390.86
SMH
VanEck Vectors Semiconductor ETF		-0.010.271.04-0.02-0.05
RBRK
Rubrik, Inc.		2.623.531.465.8116.40
BABA
Alibaba Group Holding Limited		1.101.831.241.703.50
MELI
MercadoLibre, Inc.		1.161.651.232.055.22
CHWY
Chewy, Inc.		2.972.991.354.139.56
COIN
Coinbase Global, Inc.		0.230.971.110.290.58
BSX
Boston Scientific Corporation		1.792.201.362.4710.03
ONON
On Holding AG		1.061.391.170.922.51
LLY
Eli Lilly and Company		-0.29-0.220.97-0.49-0.92
1211.HK
BYD Co Ltd-H		2.632.911.434.4110.41
1810.HK
Xiaomi Corp		3.473.731.555.4221.48
SPYG
SPDR Portfolio S&P 500 Growth ETF		0.701.131.160.812.70
MCHI
iShares MSCI China ETF		0.701.341.191.102.20

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

9/5/25 Sharpe ratios as of May 23, 2025 (values are recalculated daily):

  • 1-Year: 2.17
  • All Time: 2.52

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.47 to 0.99, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of 9/5/25 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

9/5/25 provided a 0.47% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio0.47%0.51%0.91%0.55%0.36%0.73%0.54%0.63%1.08%0.73%1.15%0.77%
Portfolio components:
V
Visa Inc.		0.65%0.68%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%0.64%
COST
Costco Wholesale Corporation		0.47%0.49%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%
NVDA
NVIDIA Corporation		0.03%0.03%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%
NU
Nu Holdings Ltd.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AMZN
Amazon.com, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
META
Meta Platforms, Inc.		0.32%0.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GOOGL
Alphabet Inc Class A		0.47%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ANET
Arista Networks, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MSFT
Microsoft Corporation		0.72%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%
SMH
VanEck Vectors Semiconductor ETF		0.45%0.44%0.60%1.18%0.51%0.69%1.50%1.88%1.43%0.80%2.14%1.16%
RBRK
Rubrik, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BABA
Alibaba Group Holding Limited		0.55%0.78%1.29%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MELI
MercadoLibre, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.19%0.38%0.36%0.52%
CHWY
Chewy, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
COIN
Coinbase Global, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BSX
Boston Scientific Corporation		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ONON
On Holding AG		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LLY
Eli Lilly and Company		0.78%0.67%0.78%1.07%1.23%1.75%1.96%1.95%2.46%2.77%2.37%2.84%
1211.HK
BYD Co Ltd-H		0.24%0.43%0.20%0.02%0.02%0.01%0.20%0.12%0.10%0.34%0.00%0.07%
1810.HK
Xiaomi Corp		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPYG
SPDR Portfolio S&P 500 Growth ETF		0.62%0.60%1.15%1.03%0.62%0.90%1.36%1.51%1.41%1.55%1.57%1.37%
MCHI
iShares MSCI China ETF		1.97%2.31%3.49%2.15%1.04%1.04%1.45%1.60%1.56%1.66%2.76%2.35%

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 9/5/25. 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 9/5/25 was 17.16%, occurring on Apr 8, 2025. Recovery took 23 trading sessions.

The current 9/5/25 drawdown is 1.09%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-17.16%Feb 19, 202535Apr 8, 202523May 12, 202558
-8.69%Jul 17, 202414Aug 5, 202410Aug 19, 202424
-3.51%Sep 2, 20245Sep 6, 20244Sep 12, 20249
-3.38%Nov 12, 20244Nov 15, 202412Dec 3, 202416
-3.32%Dec 12, 20245Dec 18, 202420Jan 17, 202525

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 22 assets, with an effective number of assets of 13.93, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPC1211.HK1810.HKVLLYBABAMCHICHWYMELIONONCOSTBSXRBRKNUCOINGOOGLMETANVDAAMZNMSFTANETSMHSPYGPortfolio
^GSPC1.000.060.100.450.420.310.310.410.430.470.550.510.480.520.590.620.590.690.670.720.680.810.940.81
1211.HK0.061.000.520.030.130.400.490.020.07-0.01-0.010.060.100.010.040.090.040.100.020.030.020.100.080.33
1810.HK0.100.521.000.130.070.410.520.020.120.060.030.040.150.070.070.010.030.070.030.040.150.140.080.34
V0.450.030.131.000.170.180.180.220.210.240.380.410.210.220.270.210.200.080.210.210.220.210.310.46
LLY0.420.130.070.171.000.090.070.220.270.300.410.400.220.270.200.180.340.280.220.250.310.310.390.44
BABA0.310.400.410.180.091.000.860.140.220.100.110.130.180.220.270.230.220.220.220.170.220.280.270.52
MCHI0.310.490.520.180.070.861.000.150.200.160.110.120.190.190.300.230.170.260.210.160.240.300.270.54
CHWY0.410.020.020.220.220.140.151.000.220.330.280.270.320.310.330.280.280.310.290.300.290.350.400.54
MELI0.430.070.120.210.270.220.200.221.000.310.320.300.280.470.300.300.270.350.320.280.300.340.410.50
ONON0.47-0.010.060.240.300.100.160.330.311.000.310.310.380.340.400.280.360.380.350.300.390.440.470.53
COST0.55-0.010.030.380.410.110.110.280.320.311.000.430.280.300.270.300.410.270.360.410.350.360.520.55
BSX0.510.060.040.410.400.130.120.270.300.310.431.000.310.280.360.340.390.290.330.350.350.330.460.56
RBRK0.480.100.150.210.220.180.190.320.280.380.280.311.000.350.420.420.470.390.470.430.440.450.500.53
NU0.520.010.070.220.270.220.190.310.470.340.300.280.351.000.450.410.380.440.450.430.430.460.530.52
COIN0.590.040.070.270.200.270.300.330.300.400.270.360.420.451.000.510.420.440.470.440.440.520.590.60
GOOGL0.620.090.010.210.180.230.230.280.300.280.300.340.420.410.511.000.570.440.630.620.420.500.680.58
META0.590.040.030.200.340.220.170.280.270.360.410.390.470.380.420.571.000.510.640.590.540.550.670.58
NVDA0.690.100.070.080.280.220.260.310.350.380.270.290.390.440.440.440.511.000.500.570.620.860.800.59
AMZN0.670.020.030.210.220.220.210.290.320.350.360.330.470.450.470.630.640.501.000.700.560.540.730.59
MSFT0.720.030.040.210.250.170.160.300.280.300.410.350.430.430.440.620.590.570.701.000.590.630.780.60
ANET0.680.020.150.220.310.220.240.290.300.390.350.350.440.430.440.420.540.620.560.591.000.700.730.62
SMH0.810.100.140.210.310.280.300.350.340.440.360.330.450.460.520.500.550.860.540.630.701.000.870.68
SPYG0.940.080.080.310.390.270.270.400.410.470.520.460.500.530.590.680.670.800.730.780.730.871.000.79
Portfolio0.810.330.340.460.440.520.540.540.500.530.550.560.530.520.600.580.580.590.590.600.620.680.791.00
The correlation results are calculated based on daily price changes starting from Apr 26, 2024