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Travel/Fun
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

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

Performance

Performance Chart

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 Every 3 months.


0.00%20.00%40.00%60.00%80.00%December2025FebruaryMarchAprilMay
31.73%
70.63%
Travel/Fun
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 18, 2020, corresponding to the inception date of CMPS

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.70%13.67%-5.18%9.18%14.14%10.43%
Travel/Fun-7.27%23.17%-12.08%4.43%N/AN/A
BAC
Bank of America Corporation
-4.75%18.76%-5.97%13.04%14.90%12.07%
CRON
Cronos Group Inc.
-0.99%23.46%-2.91%-22.48%-18.13%N/A
CRSP
CRISPR Therapeutics AG
-8.18%15.57%-30.34%-32.18%-7.69%N/A
PTON
Peloton Interactive, Inc.
-25.17%30.20%-18.83%65.23%-31.53%N/A
MARA
Marathon Digital Holdings, Inc.
-14.79%35.84%-26.00%-28.87%74.15%-16.94%
CLIX
ProShares Long Online/Short Stores ETF
3.56%14.74%0.13%8.96%-6.82%N/A
MNMD
Mind Medicine (MindMed) Inc.
-7.18%32.11%-14.10%-32.78%0.51%N/A
CMPS
COMPASS Pathways plc
-0.53%41.35%-29.06%-55.76%N/AN/A
*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.37%-3.85%-14.13%7.59%0.03%-7.27%
2024-3.88%10.65%-2.23%-11.40%3.98%-2.06%5.34%-0.74%0.70%14.68%16.90%-15.52%11.89%
202339.81%-4.82%-2.28%-3.19%2.91%6.66%14.49%-15.77%-12.66%-6.81%25.08%20.11%62.93%
2022-14.31%-1.17%-3.24%-24.81%-3.38%-9.84%26.15%-2.97%-16.27%2.29%4.20%-21.26%-53.83%
202112.48%3.85%10.70%-2.03%-4.70%12.69%-11.67%1.79%-9.90%9.52%-17.76%-17.28%-17.88%
20205.35%5.57%42.78%29.42%105.51%

Expense Ratio

Travel/Fun has an expense ratio of 0.17%, 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.


Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Travel/Fun is 10, meaning it’s performing worse than 90% of other 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 Travel/Fun is 1010
Overall Rank
The Sharpe Ratio Rank of Travel/Fun is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of Travel/Fun is 1212
Sortino Ratio Rank
The Omega Ratio Rank of Travel/Fun is 1010
Omega Ratio Rank
The Calmar Ratio Rank of Travel/Fun is 88
Calmar Ratio Rank
The Martin Ratio Rank of Travel/Fun is 99
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
BAC
Bank of America Corporation
0.460.801.120.481.44
CRON
Cronos Group Inc.
-0.51-0.670.93-0.27-0.81
CRSP
CRISPR Therapeutics AG
-0.58-0.810.91-0.43-1.25
PTON
Peloton Interactive, Inc.
0.741.941.220.853.59
MARA
Marathon Digital Holdings, Inc.
-0.300.141.01-0.36-0.88
CLIX
ProShares Long Online/Short Stores ETF
0.420.601.080.121.09
MNMD
Mind Medicine (MindMed) Inc.
-0.42-0.100.99-0.32-1.02
CMPS
COMPASS Pathways plc
-0.77-1.050.87-0.59-1.37

The current Travel/Fun Sharpe ratio is 0.12. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 0.44 to 0.96, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Travel/Fun with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.12
0.48
Travel/Fun
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Travel/Fun provided a 0.38% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio0.38%0.40%0.33%0.31%0.21%0.64%0.22%0.26%0.16%0.14%0.14%0.08%
BAC
Bank of America Corporation
2.45%2.28%2.73%2.60%1.75%2.38%1.87%2.19%1.32%1.13%1.19%0.67%
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
0.32%0.46%0.00%0.00%0.00%1.33%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%

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.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-55.78%
-7.82%
Travel/Fun
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Travel/Fun. 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 Travel/Fun was 74.44%, occurring on Dec 28, 2022. The portfolio has not yet recovered.

The current Travel/Fun drawdown is 55.78%.


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
-8.35%Nov 6, 20203Nov 10, 20208Nov 20, 202011

Volatility

Volatility Chart

The current Travel/Fun volatility is 13.91%, 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.


0.00%5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
13.91%
11.21%
Travel/Fun
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 8 assets, with an effective number of assets of 5.71, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

^GSPCBACMNMDCMPSCRONPTONMARACRSPCLIXPortfolio
^GSPC1.000.570.400.350.420.420.480.440.580.60
BAC0.571.000.270.220.310.270.310.250.270.41
MNMD0.400.271.000.400.370.320.300.410.360.51
CMPS0.350.220.401.000.350.330.370.430.370.56
CRON0.420.310.370.351.000.370.400.440.430.55
PTON0.420.270.320.330.371.000.380.420.510.74
MARA0.480.310.300.370.400.381.000.430.480.75
CRSP0.440.250.410.430.440.420.431.000.510.71
CLIX0.580.270.360.370.430.510.480.511.000.70
Portfolio0.600.410.510.560.550.740.750.710.701.00
The correlation results are calculated based on daily price changes starting from Sep 21, 2020