Travel/Fun
Asset Allocation
Position | Category/Sector | Target Weight |
---|---|---|
BAC Bank of America Corporation | Financial Services | 12% |
CLIX ProShares Long Online/Short Stores ETF | Long-Short | 26.76% |
CMPS COMPASS Pathways plc | Healthcare | 6.84% |
CRON Cronos Group Inc. | Healthcare | 2.78% |
CRSP CRISPR Therapeutics AG | Healthcare | 18.12% |
MARA Marathon Digital Holdings, Inc. | Financial Services | 10.99% |
MNMD Mind Medicine (MindMed) Inc. | Healthcare | 3.04% |
PTON Peloton Interactive, Inc. | Consumer Cyclical | 19.47% |
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.
The earliest data available for this chart is Sep 18, 2020, corresponding to the inception date of CMPS
Returns By Period
YTD | 1M | 6M | 1Y | 5Y* | 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/A | N/A |
Portfolio components: | ||||||
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/A | N/A |
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.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2025 | 4.37% | -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% |
2023 | 39.81% | -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% |
2021 | 12.48% | 3.85% | 10.70% | -2.03% | -4.70% | 12.69% | -11.67% | 1.79% | -9.90% | 9.52% | -17.76% | -17.28% | -17.88% |
2020 | 5.35% | 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.
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 | |
---|---|---|---|---|---|
BAC Bank of America Corporation | 0.46 | 0.80 | 1.12 | 0.48 | 1.44 |
CRON Cronos Group Inc. | -0.51 | -0.67 | 0.93 | -0.27 | -0.81 |
CRSP CRISPR Therapeutics AG | -0.58 | -0.81 | 0.91 | -0.43 | -1.25 |
PTON Peloton Interactive, Inc. | 0.74 | 1.94 | 1.22 | 0.85 | 3.59 |
MARA Marathon Digital Holdings, Inc. | -0.30 | 0.14 | 1.01 | -0.36 | -0.88 |
CLIX ProShares Long Online/Short Stores ETF | 0.42 | 0.60 | 1.08 | 0.12 | 1.09 |
MNMD Mind Medicine (MindMed) Inc. | -0.42 | -0.10 | 0.99 | -0.32 | -1.02 |
CMPS COMPASS Pathways plc | -0.77 | -1.05 | 0.87 | -0.59 | -1.37 |
Dividends
Dividend yield
Travel/Fun provided a 0.38% dividend yield over the last twelve months.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 0.38% | 0.40% | 0.33% | 0.31% | 0.21% | 0.64% | 0.22% | 0.26% | 0.16% | 0.14% | 0.14% | 0.08% |
Portfolio components: | ||||||||||||
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.
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, 2021 | 470 | Dec 28, 2022 | — | — | — |
-13.61% | Jan 15, 2021 | 8 | Jan 27, 2021 | 8 | Feb 8, 2021 | 16 |
-11.99% | Dec 23, 2020 | 7 | Jan 4, 2021 | 3 | Jan 7, 2021 | 10 |
-11.14% | Oct 21, 2020 | 9 | Nov 2, 2020 | 3 | Nov 5, 2020 | 12 |
-8.35% | Nov 6, 2020 | 3 | Nov 10, 2020 | 8 | Nov 20, 2020 | 11 |
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.
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
^GSPC | BAC | MNMD | CMPS | CRON | PTON | MARA | CRSP | CLIX | Portfolio | |
---|---|---|---|---|---|---|---|---|---|---|
^GSPC | 1.00 | 0.57 | 0.40 | 0.35 | 0.42 | 0.42 | 0.48 | 0.44 | 0.58 | 0.60 |
BAC | 0.57 | 1.00 | 0.27 | 0.22 | 0.31 | 0.27 | 0.31 | 0.25 | 0.27 | 0.41 |
MNMD | 0.40 | 0.27 | 1.00 | 0.40 | 0.37 | 0.32 | 0.30 | 0.41 | 0.36 | 0.51 |
CMPS | 0.35 | 0.22 | 0.40 | 1.00 | 0.35 | 0.33 | 0.37 | 0.43 | 0.37 | 0.56 |
CRON | 0.42 | 0.31 | 0.37 | 0.35 | 1.00 | 0.37 | 0.40 | 0.44 | 0.43 | 0.55 |
PTON | 0.42 | 0.27 | 0.32 | 0.33 | 0.37 | 1.00 | 0.38 | 0.42 | 0.51 | 0.74 |
MARA | 0.48 | 0.31 | 0.30 | 0.37 | 0.40 | 0.38 | 1.00 | 0.43 | 0.48 | 0.75 |
CRSP | 0.44 | 0.25 | 0.41 | 0.43 | 0.44 | 0.42 | 0.43 | 1.00 | 0.51 | 0.71 |
CLIX | 0.58 | 0.27 | 0.36 | 0.37 | 0.43 | 0.51 | 0.48 | 0.51 | 1.00 | 0.70 |
Portfolio | 0.60 | 0.41 | 0.51 | 0.56 | 0.55 | 0.74 | 0.75 | 0.71 | 0.70 | 1.00 |