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Travel/Fun

Last updated Sep 23, 2023

Asset Allocation


CLIX 26.76%PTON 19.47%CRSP 18.12%BAC 12%MARA 10.99%CMPS 6.84%MNMD 3.04%CRON 2.78%AlternativesAlternativesEquityEquity
PositionCategory/SectorWeight
CLIX
ProShares Long Online/Short Stores ETF
Long-Short26.76%
PTON
Peloton Interactive, Inc.
Consumer Cyclical19.47%
CRSP
CRISPR Therapeutics AG
Healthcare18.12%
BAC
Bank of America Corporation
Financial Services12%
MARA
Marathon Digital Holdings, Inc.
Financial Services10.99%
CMPS
COMPASS Pathways plc
Healthcare6.84%
MNMD
Mind Medicine (MindMed) Inc.
Healthcare3.04%
CRON
Cronos Group Inc.
Healthcare2.78%

Performance

The chart shows the growth of an initial investment of $10,000 in Travel/Fun, 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


0.00%10.00%20.00%30.00%AprilMayJuneJulyAugustSeptember
-4.96%
8.61%
Travel/Fun
Benchmark (^GSPC)
Portfolio components

Returns


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-1.29%8.79%12.52%16.97%9.17%N/A
Travel/Fun-8.31%-5.36%14.41%-6.41%-3.75%N/A
BAC
Bank of America Corporation
-2.62%3.51%-14.63%-10.37%5.58%N/A
CRON
Cronos Group Inc.
22.35%7.22%-18.11%-27.27%-26.71%N/A
CRSP
CRISPR Therapeutics AG
-8.38%4.74%11.91%-27.98%-19.07%N/A
PTON
Peloton Interactive, Inc.
-19.13%-53.20%-43.83%-47.59%-63.18%N/A
MARA
Marathon Digital Holdings, Inc.
-17.82%11.01%153.51%-8.45%65.18%N/A
CLIX
ProShares Long Online/Short Stores ETF
-2.18%10.22%16.99%4.13%-24.37%N/A
MNMD
Mind Medicine (MindMed) Inc.
-6.48%24.05%64.09%-37.11%-14.99%N/A
CMPS
COMPASS Pathways plc
-11.19%-22.02%-2.12%-33.39%-35.25%N/A

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

BACMNMDCMPSPTONMARACRONCRSPCLIX
BAC1.000.240.190.220.310.320.240.26
MNMD0.241.000.380.320.290.390.420.40
CMPS0.190.381.000.340.360.380.440.41
PTON0.220.320.341.000.370.410.460.59
MARA0.310.290.360.371.000.450.440.51
CRON0.320.390.380.410.451.000.460.49
CRSP0.240.420.440.460.440.461.000.55
CLIX0.260.400.410.590.510.490.551.00

Sharpe Ratio

The current Travel/Fun Sharpe ratio is -0.27. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

-1.000.001.002.003.004.00-0.27

The Sharpe ratio of Travel/Fun is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
-0.27
0.81
Travel/Fun
Benchmark (^GSPC)
Portfolio components

Dividend yield

Travel/Fun granted a 0.39% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Travel/Fun0.39%0.32%0.22%0.66%0.25%0.29%0.18%0.16%0.17%0.10%0.04%0.05%
BAC
Bank of America Corporation
3.26%2.66%1.84%2.53%2.05%2.46%1.51%1.31%1.40%0.80%0.31%0.41%
CRON
Cronos Group 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%
CRSP
CRISPR Therapeutics 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%
PTON
Peloton Interactive, 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%
MARA
Marathon Digital Holdings, 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%
CLIX
ProShares Long Online/Short Stores ETF
0.00%0.00%0.00%1.33%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MNMD
Mind Medicine (MindMed) 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%
CMPS
COMPASS Pathways plc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Expense Ratio

The Travel/Fun features an expense ratio of 0.17%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.65%
0.00%2.15%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BAC
Bank of America Corporation
-0.51
CRON
Cronos Group Inc.
-0.54
CRSP
CRISPR Therapeutics AG
-0.62
PTON
Peloton Interactive, Inc.
-0.62
MARA
Marathon Digital Holdings, Inc.
-0.16
CLIX
ProShares Long Online/Short Stores ETF
0.03
MNMD
Mind Medicine (MindMed) Inc.
-0.52
CMPS
COMPASS Pathways plc
-0.60

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-80.00%-60.00%-40.00%-20.00%0.00%AprilMayJuneJulyAugustSeptember
-70.07%
-9.93%
Travel/Fun
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Travel/Fun. 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 Travel/Fun is 74.44%, recorded on Dec 28, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-74.44%Feb 18, 2021470Dec 28, 2022
-13.61%Jan 15, 20218Jan 27, 20218Feb 8, 202116
-11.99%Dec 23, 20207Jan 4, 20213Jan 7, 202110
-11.14%Oct 21, 20209Nov 2, 20203Nov 5, 202012
-8.33%Nov 6, 20203Nov 10, 20208Nov 20, 202011

Volatility Chart

The current Travel/Fun volatility is 7.95%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%AprilMayJuneJulyAugustSeptember
7.95%
3.41%
Travel/Fun
Benchmark (^GSPC)
Portfolio components