Above the ground
High return with OK risk, combined with low return with LOW risk.
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Above the ground, 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 5, 2021, corresponding to the inception date of SARK
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.79% | 0.18% | 7.53% | 26.42% | 13.48% | 10.85% |
| Above the ground | 21.59% | -0.45% | 7.52% | 24.10% | N/A | N/A |
| Portfolio components: | ||||||
NVDA NVIDIA Corporation | 128.98% | -12.78% | 25.47% | 160.58% | 92.83% | 73.79% |
FICO Fair Isaac Corporation | 63.26% | 8.36% | 52.59% | 108.83% | 43.67% | 41.89% |
CAT Caterpillar Inc. | 21.60% | 3.04% | 0.40% | 29.22% | 25.53% | 16.37% |
LLY Eli Lilly and Company | 56.00% | -1.83% | 17.46% | 58.45% | 53.06% | 32.47% |
VKTX Viking Therapeutics, Inc. | 246.32% | -3.27% | -9.28% | 367.03% | 56.79% | N/A |
BTC-USD Bitcoin | 45.86% | 3.62% | -9.22% | 126.56% | 43.36% | 65.54% |
ETH-USD Ethereum | 3.87% | -10.15% | -32.55% | 44.18% | 61.15% | N/A |
HEI HEICO Corporation | 44.85% | 8.33% | 34.68% | 55.78% | 15.41% | 26.40% |
FTAI Fortress Transportation and Infrastructure Investors LLC | 175.73% | 9.81% | 101.04% | 267.88% | 65.39% | N/A |
PGR The Progressive Corporation | 62.73% | 8.36% | 25.37% | 82.06% | 30.72% | 29.37% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 3.82% | 0.46% | 2.64% | 5.39% | 2.17% | 1.48% |
VMFXX Vanguard Federal Money Market Fund | 3.59% | 0.45% | 2.70% | 5.45% | 2.25% | 1.49% |
ENIAX SEI Institutional Investments Trust Opportunistic Income Fund | 6.49% | 0.87% | 4.25% | 9.50% | 4.48% | 3.78% |
USFR WisdomTree Bloomberg Floating Rate Treasury Fund | 3.87% | 0.35% | 2.57% | 5.31% | 2.41% | 2.27% |
SARK Tradr Short Innovation Daily ETF | 6.43% | -7.09% | 3.25% | -17.82% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of Above the ground, 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 | 4.92% | 6.43% | 2.95% | 2.04% | 2.12% | 0.56% | 0.58% | 1.30% | 21.59% | ||||
| 2023 | -0.73% | 1.29% | 2.74% | 3.13% | -1.16% | 0.00% | -1.91% | 3.40% | 1.18% | 2.74% | -1.97% | 1.09% | 10.04% |
| 2022 | 2.15% | 0.18% | 1.17% | 3.77% | -0.59% | -0.48% | 0.06% | -0.46% | -0.42% | 2.73% | 0.85% | 6.11% | 15.91% |
| 2021 | 1.49% | 1.96% | 3.49% |
Expense Ratio
Above the ground has an expense ratio of 0.21%, which is considered low compared to other funds. 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 risk-adjusted rank of Above the ground is 92, placing it in the top 8% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
NVDA NVIDIA Corporation | 3.28 | 3.48 | 1.44 | 4.17 | 20.02 |
FICO Fair Isaac Corporation | 2.97 | 3.23 | 1.46 | 2.73 | 15.93 |
CAT Caterpillar Inc. | 1.38 | 1.83 | 1.25 | 0.73 | 4.26 |
LLY Eli Lilly and Company | 2.30 | 3.12 | 1.41 | 1.64 | 13.78 |
VKTX Viking Therapeutics, Inc. | 2.24 | 4.49 | 1.58 | 5.37 | 12.55 |
BTC-USD Bitcoin | 0.90 | 1.56 | 1.16 | 0.47 | 3.94 |
ETH-USD Ethereum | -0.18 | 0.19 | 1.02 | 0.02 | -0.54 |
HEI HEICO Corporation | 4.00 | 4.83 | 1.64 | 4.68 | 32.26 |
FTAI Fortress Transportation and Infrastructure Investors LLC | 7.73 | 6.02 | 1.85 | 16.33 | 86.33 |
PGR The Progressive Corporation | 4.50 | 5.92 | 1.79 | 7.04 | 39.43 |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 16.85 | 400.60 | 333.86 | 77.11 | 7,856.08 |
VMFXX Vanguard Federal Money Market Fund | 3.53 | — | — | — | — |
ENIAX SEI Institutional Investments Trust Opportunistic Income Fund | 9.07 | 33.58 | 17.11 | 14.14 | 475.73 |
USFR WisdomTree Bloomberg Floating Rate Treasury Fund | 13.52 | 50.84 | 11.83 | 14.27 | 697.54 |
SARK Tradr Short Innovation Daily ETF | 0.01 | 0.40 | 1.05 | 0.00 | 0.05 |
Dividends
Dividend yield
Above the ground granted a 5.83% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Above the ground | 5.83% | 5.83% | 5.91% | 0.71% | 1.09% | 2.02% | 1.76% | 1.10% | 0.88% | 0.70% | 0.68% | 0.46% |
| Portfolio components: | ||||||||||||
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
FICO Fair Isaac Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.07% | 0.08% | 0.11% | 0.13% |
CAT Caterpillar Inc. | 1.50% | 1.69% | 1.93% | 2.07% | 2.26% | 2.56% | 2.58% | 1.97% | 3.32% | 4.33% | 2.84% | 1.89% |
LLY Eli Lilly and Company | 0.56% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
VKTX Viking Therapeutics, 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% |
BTC-USD Bitcoin | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ETH-USD Ethereum | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HEI HEICO Corporation | 0.08% | 0.11% | 0.12% | 0.12% | 0.12% | 0.12% | 0.14% | 0.08% | 0.22% | 0.28% | 1.02% | 0.80% |
FTAI Fortress Transportation and Infrastructure Investors LLC | 0.95% | 2.59% | 6.97% | 4.56% | 5.63% | 6.76% | 9.21% | 6.62% | 9.93% | 4.26% | 0.00% | 0.00% |
PGR The Progressive Corporation | 0.45% | 0.25% | 0.31% | 6.23% | 2.68% | 3.87% | 1.86% | 1.21% | 2.50% | 2.16% | 5.53% | 1.05% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 5.23% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% | 0.00% | 0.00% | 0.00% |
VMFXX Vanguard Federal Money Market Fund | 5.30% | 4.97% | 1.54% | 0.01% | 0.45% | 2.12% | 1.61% | 0.50% | 0.00% | 0.00% | 0.00% | 0.01% |
ENIAX SEI Institutional Investments Trust Opportunistic Income Fund | 7.22% | 7.09% | 4.07% | 2.66% | 4.05% | 4.32% | 3.96% | 3.02% | 2.75% | 2.54% | 2.56% | 1.69% |
USFR WisdomTree Bloomberg Floating Rate Treasury Fund | 5.39% | 5.12% | 1.78% | 0.01% | 0.40% | 2.08% | 1.67% | 1.03% | 0.29% | 0.00% | 0.00% | 0.00% |
SARK Tradr Short Innovation Daily ETF | 11.81% | 12.57% | 25.22% | 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 Above the ground. 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 Above the ground was 7.03%, occurring on Jun 26, 2022. Recovery took 176 trading sessions.
The current Above the ground drawdown is 3.21%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -7.03% | May 12, 2022 | 46 | Jun 26, 2022 | 176 | Dec 19, 2022 | 222 |
| -5.69% | Mar 15, 2022 | 15 | Mar 29, 2022 | 41 | May 9, 2022 | 56 |
| -3.74% | May 4, 2023 | 77 | Jul 19, 2023 | 28 | Aug 16, 2023 | 105 |
| -3.26% | Aug 8, 2024 | 16 | Aug 23, 2024 | — | — | — |
| -2.83% | Mar 7, 2024 | 5 | Mar 11, 2024 | 17 | Mar 28, 2024 | 22 |
Volatility
Volatility Chart
The current Above the ground volatility is 2.58%, 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
| VMFXX | USFR | BIL | ENIAX | PGR | LLY | VKTX | ETH-USD | BTC-USD | CAT | FTAI | FICO | HEI | NVDA | SARK | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| VMFXX | 1.00 | 0.07 | 0.03 | 0.07 | -0.01 | -0.01 | 0.04 | -0.04 | -0.07 | -0.03 | 0.02 | -0.03 | 0.02 | -0.02 | -0.00 |
| USFR | 0.07 | 1.00 | 0.40 | 0.11 | 0.01 | -0.02 | -0.00 | 0.02 | 0.04 | -0.02 | 0.02 | 0.03 | 0.03 | -0.00 | 0.03 |
| BIL | 0.03 | 0.40 | 1.00 | 0.18 | 0.07 | 0.03 | 0.01 | 0.02 | 0.03 | 0.01 | 0.06 | 0.08 | 0.04 | 0.08 | 0.00 |
| ENIAX | 0.07 | 0.11 | 0.18 | 1.00 | 0.04 | 0.05 | 0.05 | 0.02 | 0.04 | 0.16 | 0.12 | 0.19 | 0.15 | 0.17 | -0.15 |
| PGR | -0.01 | 0.01 | 0.07 | 0.04 | 1.00 | 0.22 | 0.05 | 0.05 | 0.06 | 0.26 | 0.18 | 0.19 | 0.32 | 0.09 | -0.06 |
| LLY | -0.01 | -0.02 | 0.03 | 0.05 | 0.22 | 1.00 | 0.22 | 0.07 | 0.07 | 0.16 | 0.15 | 0.18 | 0.24 | 0.21 | -0.15 |
| VKTX | 0.04 | -0.00 | 0.01 | 0.05 | 0.05 | 0.22 | 1.00 | 0.20 | 0.20 | 0.24 | 0.25 | 0.28 | 0.22 | 0.29 | -0.42 |
| ETH-USD | -0.04 | 0.02 | 0.02 | 0.02 | 0.05 | 0.07 | 0.20 | 1.00 | 0.85 | 0.19 | 0.18 | 0.19 | 0.21 | 0.29 | -0.32 |
| BTC-USD | -0.07 | 0.04 | 0.03 | 0.04 | 0.06 | 0.07 | 0.20 | 0.85 | 1.00 | 0.20 | 0.17 | 0.21 | 0.20 | 0.29 | -0.37 |
| CAT | -0.03 | -0.02 | 0.01 | 0.16 | 0.26 | 0.16 | 0.24 | 0.19 | 0.20 | 1.00 | 0.39 | 0.30 | 0.42 | 0.34 | -0.36 |
| FTAI | 0.02 | 0.02 | 0.06 | 0.12 | 0.18 | 0.15 | 0.25 | 0.18 | 0.17 | 0.39 | 1.00 | 0.36 | 0.40 | 0.36 | -0.41 |
| FICO | -0.03 | 0.03 | 0.08 | 0.19 | 0.19 | 0.18 | 0.28 | 0.19 | 0.21 | 0.30 | 0.36 | 1.00 | 0.41 | 0.45 | -0.47 |
| HEI | 0.02 | 0.03 | 0.04 | 0.15 | 0.32 | 0.24 | 0.22 | 0.21 | 0.20 | 0.42 | 0.40 | 0.41 | 1.00 | 0.38 | -0.36 |
| NVDA | -0.02 | -0.00 | 0.08 | 0.17 | 0.09 | 0.21 | 0.29 | 0.29 | 0.29 | 0.34 | 0.36 | 0.45 | 0.38 | 1.00 | -0.53 |
| SARK | -0.00 | 0.03 | 0.00 | -0.15 | -0.06 | -0.15 | -0.42 | -0.32 | -0.37 | -0.36 | -0.41 | -0.47 | -0.36 | -0.53 | 1.00 |