Smallcap
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
AppFolio, Inc. | Technology | 12.50% |
BellRing Brands, Inc. | Consumer Defensive | 12.50% |
Eagle Materials Inc. | Basic Materials | 12.50% |
Guidewire Software, Inc. | Technology | 12.50% |
Informatica Inc. | 12.50% | |
Light & Wonder Inc | Consumer Cyclical | 12.50% |
MKS Instruments, Inc. | Technology | 12.50% |
Sweetgreen, Inc. | Consumer Cyclical | 12.50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Smallcap, 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 18, 2021, corresponding to the inception date of SG
Returns By Period
YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
---|---|---|---|---|---|---|
S&P 500 | 25.25% | 0.08% | 9.66% | 25.65% | 13.17% | 11.11% |
Smallcap | 44.03% | -9.80% | 6.71% | 42.92% | N/A | N/A |
Portfolio components: | ||||||
AppFolio, Inc. | 43.76% | 2.75% | 4.37% | 40.52% | 17.73% | N/A |
BellRing Brands, Inc. | 37.36% | -3.13% | 31.43% | 36.82% | 26.97% | N/A |
Eagle Materials Inc. | 23.19% | -20.75% | 16.92% | 22.85% | 23.14% | 13.13% |
Guidewire Software, Inc. | 59.34% | -14.34% | 26.99% | 60.08% | 10.10% | 12.85% |
Informatica Inc. | -6.31% | 0.91% | -10.80% | -8.31% | N/A | N/A |
Light & Wonder Inc | 4.43% | -11.07% | -16.84% | 1.58% | 26.06% | 20.63% |
MKS Instruments, Inc. | 4.02% | -7.38% | -17.74% | 6.53% | -0.21% | 12.20% |
Sweetgreen, Inc. | 193.19% | -23.66% | 13.11% | 187.59% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of Smallcap, 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 | 5.25% | 12.42% | 15.45% | -9.16% | 5.57% | 4.60% | -2.23% | 2.45% | 4.44% | 0.29% | 10.34% | 44.03% | |
2023 | 13.33% | -1.55% | -0.07% | 0.29% | 8.61% | 12.38% | 4.69% | 3.91% | -6.24% | -5.23% | 14.82% | 7.84% | 63.32% |
2022 | -12.18% | -6.46% | 1.12% | -9.03% | -0.60% | -11.11% | 12.87% | -3.53% | -6.89% | 9.38% | -0.67% | -5.74% | -30.68% |
2021 | -8.02% | 7.37% | -1.23% |
Expense Ratio
Smallcap 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 Smallcap is 56, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
---|---|---|---|---|---|
AppFolio, Inc. | 0.89 | 1.81 | 1.24 | 1.41 | 3.57 |
BellRing Brands, Inc. | 1.39 | 1.90 | 1.24 | 1.80 | 5.14 |
Eagle Materials Inc. | 0.76 | 1.23 | 1.15 | 1.07 | 2.59 |
Guidewire Software, Inc. | 1.85 | 2.70 | 1.42 | 3.54 | 12.44 |
Informatica Inc. | -0.21 | -0.05 | 0.99 | -0.18 | -0.29 |
Light & Wonder Inc | 0.05 | 0.29 | 1.04 | 0.07 | 0.16 |
MKS Instruments, Inc. | 0.17 | 0.57 | 1.07 | 0.18 | 0.49 |
Sweetgreen, Inc. | 2.23 | 3.15 | 1.37 | 2.35 | 14.80 |
Dividends
Dividend yield
Smallcap provided a 0.15% dividend yield over the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 0.15% | 0.17% | 0.22% | 0.12% | 0.08% | 0.15% | 0.23% | 0.14% | 0.19% | 0.32% | 0.29% | 0.33% |
Portfolio components: | ||||||||||||
AppFolio, 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% |
BellRing Brands, 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% |
Eagle Materials Inc. | 0.40% | 0.49% | 0.75% | 0.45% | 0.10% | 0.44% | 0.66% | 0.35% | 0.41% | 0.66% | 0.53% | 0.52% |
Guidewire Software, 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% |
Informatica 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% |
Light & Wonder 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% |
MKS Instruments, Inc. | 0.83% | 0.86% | 1.04% | 0.49% | 0.53% | 0.73% | 1.21% | 0.75% | 1.14% | 1.88% | 1.79% | 2.14% |
Sweetgreen, 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% |
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 Smallcap. 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 Smallcap was 36.96%, occurring on Jun 16, 2022. Recovery took 302 trading sessions.
The current Smallcap drawdown is 10.65%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-36.96% | Nov 22, 2021 | 143 | Jun 16, 2022 | 302 | Aug 30, 2023 | 445 |
-12.94% | Sep 5, 2023 | 38 | Oct 26, 2023 | 21 | Nov 27, 2023 | 59 |
-12.03% | Mar 28, 2024 | 16 | Apr 19, 2024 | 18 | May 15, 2024 | 34 |
-11.71% | May 16, 2024 | 55 | Aug 5, 2024 | 14 | Aug 23, 2024 | 69 |
-10.65% | Dec 5, 2024 | 13 | Dec 23, 2024 | — | — | — |
Volatility
Volatility Chart
The current Smallcap volatility is 6.74%, 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
BRBR | SG | APPF | INFA | EXP | LNW | GWRE | MKSI | |
---|---|---|---|---|---|---|---|---|
BRBR | 1.00 | 0.22 | 0.28 | 0.24 | 0.36 | 0.33 | 0.26 | 0.26 |
SG | 0.22 | 1.00 | 0.33 | 0.41 | 0.43 | 0.39 | 0.41 | 0.44 |
APPF | 0.28 | 0.33 | 1.00 | 0.47 | 0.40 | 0.48 | 0.53 | 0.42 |
INFA | 0.24 | 0.41 | 0.47 | 1.00 | 0.38 | 0.44 | 0.55 | 0.49 |
EXP | 0.36 | 0.43 | 0.40 | 0.38 | 1.00 | 0.51 | 0.47 | 0.58 |
LNW | 0.33 | 0.39 | 0.48 | 0.44 | 0.51 | 1.00 | 0.48 | 0.52 |
GWRE | 0.26 | 0.41 | 0.53 | 0.55 | 0.47 | 0.48 | 1.00 | 0.53 |
MKSI | 0.26 | 0.44 | 0.42 | 0.49 | 0.58 | 0.52 | 0.53 | 1.00 |