Retirement Fund

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Retirement Fund

Currency in USD · Last updated May 30, 2025

Asset Allocation

Position	Category/Sector	Target Weight
AXON Axon Enterprise, Inc.	Industrials	6.67%
CASY Casey's General Stores, Inc.	Consumer Defensive	6.67%
COST Costco Wholesale Corporation	Consumer Defensive	6.67%
CVNA Carvana Co.	Consumer Cyclical	6.67%
GEV GE Vernova Inc.	Utilities	6.67%
HOOD Robinhood Markets, Inc.	Technology	6.67%
HWM Howmet Aerospace Inc.	Industrials	6.67%
NOW ServiceNow, Inc.	Technology	6.67%
ORLY O'Reilly Automotive, Inc.	Consumer Cyclical	6.67%
PANW Palo Alto Networks, Inc.	Technology	6.67%
PLTR Palantir Technologies Inc.	Technology	6.67%
RDDT Reddit, Inc.	Communication Services	6.67%
SFM Sprouts Farmers Market, Inc.	Consumer Defensive	6.67%
SNEX StoneX Group Inc.	Financial Services	6.67%
SPOT Spotify Technology S.A.	Communication Services	6.67%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

Loading data...

The earliest data available for this chart is Mar 27, 2024, corresponding to the inception date of GEV

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	0.52%	6.32%	-1.44%	12.25%	14.20%	10.84%
Retirement Fund	27.90%	8.77%	24.94%	117.81%	N/A	N/A
Portfolio components:
AXON Axon Enterprise, Inc.	22.88%	19.50%	15.01%	156.97%	57.25%	37.20%
SFM Sprouts Farmers Market, Inc.	31.76%	-2.83%	10.17%	111.51%	46.13%	18.58%
HWM Howmet Aerospace Inc.	55.74%	23.78%	45.96%	102.93%	67.45%	N/A
PLTR Palantir Technologies Inc.	61.73%	5.38%	85.19%	484.15%	N/A	N/A
CVNA Carvana Co.	57.18%	31.22%	25.37%	204.28%	28.01%	N/A
HOOD Robinhood Markets, Inc.	71.63%	29.53%	69.85%	203.30%	N/A	N/A
SPOT Spotify Technology S.A.	42.31%	10.35%	33.97%	107.03%	28.61%	N/A
GEV GE Vernova Inc.	43.35%	26.93%	40.72%	166.12%	N/A	N/A
CASY Casey's General Stores, Inc.	11.43%	-4.84%	4.88%	36.06%	23.28%	18.25%
COST Costco Wholesale Corporation	10.36%	1.85%	5.16%	25.72%	28.85%	23.78%
RDDT Reddit, Inc.	-33.29%	-10.73%	-22.14%	89.16%	N/A	N/A
SNEX StoneX Group Inc.	28.75%	-6.29%	21.07%	67.11%	29.97%	18.71%
ORLY O'Reilly Automotive, Inc.	14.02%	-3.37%	8.69%	41.15%	26.51%	19.78%
NOW ServiceNow, Inc.	-4.23%	7.68%	-2.51%	38.86%	21.22%	29.65%
PANW Palo Alto Networks, Inc.	2.12%	-0.44%	-3.31%	21.09%	36.50%	20.66%

*Annualized

Monthly Returns

The table below presents the monthly returns of Retirement Fund, 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	13.96%	-1.77%	-7.57%	14.01%	8.42%								27.90%
2024			-1.00%	-2.10%	8.80%	8.89%	4.59%	5.53%	7.74%	13.49%	21.56%	-3.07%	82.58%

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

Retirement Fund has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 98, Retirement Fund is among the top 2% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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 ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AXON Axon Enterprise, Inc.	2.81	3.67	1.57	5.18	13.52
SFM Sprouts Farmers Market, Inc.	2.97	3.10	1.47	4.08	11.93
HWM Howmet Aerospace Inc.	2.69	3.29	1.47	5.22	19.23
PLTR Palantir Technologies Inc.	6.80	5.14	1.70	11.87	35.83
CVNA Carvana Co.	2.83	2.82	1.40	4.48	13.02
HOOD Robinhood Markets, Inc.	2.74	2.93	1.40	4.44	11.84
SPOT Spotify Technology S.A.	2.47	3.17	1.41	4.34	15.87
GEV GE Vernova Inc.	2.96	2.92	1.43	4.33	12.54
CASY Casey's General Stores, Inc.	1.13	1.67	1.20	2.01	6.23
COST Costco Wholesale Corporation	1.18	1.63	1.22	1.46	4.18
RDDT Reddit, Inc.	1.02	2.08	1.25	1.62	3.64
SNEX StoneX Group Inc.	2.00	2.63	1.34	3.85	12.76
ORLY O'Reilly Automotive, Inc.	2.02	2.56	1.31	2.30	11.67
NOW ServiceNow, Inc.	0.90	1.45	1.20	0.98	2.69
PANW Palo Alto Networks, Inc.	0.59	0.85	1.11	0.58	1.73

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Retirement Fund Sharpe ratios as of May 30, 2025 (values are recalculated daily):

1-Year: 3.68
All Time: 3.43

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.58 to 1.14, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Retirement Fund compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

Retirement Fund provided a 0.08% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	0.08%	0.08%	0.25%	0.11%	0.09%	0.28%	0.13%	0.22%	0.45%	0.16%	0.32%	0.12%
Portfolio components:
AXON Axon Enterprise, 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%
SFM Sprouts Farmers Market, 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%
HWM Howmet Aerospace Inc.	0.21%	0.24%	0.31%	0.25%	0.13%	0.05%	0.39%	1.42%	0.88%	0.49%	0.00%	0.00%
PLTR Palantir Technologies 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%
CVNA Carvana Co.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
HOOD Robinhood Markets, 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%
SPOT Spotify Technology S.A.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
GEV GE Vernova Inc.	0.11%	0.08%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
CASY Casey's General Stores, Inc.	0.45%	0.47%	0.59%	0.65%	0.69%	0.72%	0.77%	0.86%	1.13%	0.77%	0.70%	0.84%
COST Costco Wholesale Corporation	0.47%	0.49%	2.87%	0.76%	0.54%	3.38%	0.86%	1.08%	4.81%	1.09%	4.06%	0.97%
RDDT Reddit, 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%
SNEX StoneX 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%
ORLY O'Reilly Automotive, 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%
NOW ServiceNow, 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%
PANW Palo Alto Networks, 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.

Loading data...

Worst Drawdowns

The table below displays the maximum drawdowns of the Retirement Fund. 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 Retirement Fund was 25.81%, occurring on Apr 4, 2025. Recovery took 26 trading sessions.

The current Retirement Fund drawdown is 1.25%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-25.81%	Feb 18, 2025	34	Apr 4, 2025	26	May 13, 2025	60
-7.72%	Dec 9, 2024	16	Dec 31, 2024	12	Jan 21, 2025	28
-7.17%	Mar 28, 2024	16	Apr 19, 2024	9	May 2, 2024	25
-6.78%	Aug 1, 2024	3	Aug 5, 2024	6	Aug 13, 2024	9
-4.34%	Jul 17, 2024	6	Jul 24, 2024	5	Jul 31, 2024	11

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading data...

Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 15 assets, with an effective number of assets of 15.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

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

	^GSPC	ORLY	CASY	RDDT	COST	SNEX	SPOT	SFM	CVNA	GEV	PANW	HOOD	PLTR	NOW	HWM	AXON	Portfolio
^GSPC	1.00	0.22	0.38	0.44	0.56	0.51	0.40	0.41	0.52	0.57	0.59	0.59	0.60	0.64	0.62	0.57	0.77
ORLY	0.22	1.00	0.36	-0.01	0.33	0.12	0.14	0.26	0.06	-0.00	0.11	0.10	0.08	0.09	0.14	0.08	0.18
CASY	0.38	0.36	1.00	0.20	0.41	0.27	0.22	0.49	0.26	0.22	0.28	0.25	0.22	0.23	0.29	0.24	0.39
RDDT	0.44	-0.01	0.20	1.00	0.24	0.27	0.35	0.31	0.37	0.32	0.32	0.45	0.40	0.40	0.35	0.37	0.63
COST	0.56	0.33	0.41	0.24	1.00	0.18	0.30	0.42	0.32	0.27	0.37	0.31	0.32	0.36	0.32	0.33	0.46
SNEX	0.51	0.12	0.27	0.27	0.18	1.00	0.25	0.40	0.34	0.42	0.32	0.39	0.34	0.37	0.56	0.39	0.53
SPOT	0.40	0.14	0.22	0.35	0.30	0.25	1.00	0.33	0.32	0.34	0.34	0.45	0.42	0.44	0.40	0.39	0.58
SFM	0.41	0.26	0.49	0.31	0.42	0.40	0.33	1.00	0.39	0.36	0.38	0.34	0.29	0.36	0.43	0.35	0.56
CVNA	0.52	0.06	0.26	0.37	0.32	0.34	0.32	0.39	1.00	0.45	0.38	0.44	0.47	0.44	0.42	0.44	0.67
GEV	0.57	-0.00	0.22	0.32	0.27	0.42	0.34	0.36	0.45	1.00	0.48	0.41	0.45	0.46	0.52	0.53	0.65
PANW	0.59	0.11	0.28	0.32	0.37	0.32	0.34	0.38	0.38	0.48	1.00	0.45	0.48	0.60	0.40	0.51	0.62
HOOD	0.59	0.10	0.25	0.45	0.31	0.39	0.45	0.34	0.44	0.41	0.45	1.00	0.50	0.44	0.45	0.51	0.71
PLTR	0.60	0.08	0.22	0.40	0.32	0.34	0.42	0.29	0.47	0.45	0.48	0.50	1.00	0.54	0.42	0.59	0.71
NOW	0.64	0.09	0.23	0.40	0.36	0.37	0.44	0.36	0.44	0.46	0.60	0.44	0.54	1.00	0.45	0.52	0.67
HWM	0.62	0.14	0.29	0.35	0.32	0.56	0.40	0.43	0.42	0.52	0.40	0.45	0.42	0.45	1.00	0.56	0.66
AXON	0.57	0.08	0.24	0.37	0.33	0.39	0.39	0.35	0.44	0.53	0.51	0.51	0.59	0.52	0.56	1.00	0.71
Portfolio	0.77	0.18	0.39	0.63	0.46	0.53	0.58	0.56	0.67	0.65	0.62	0.71	0.71	0.67	0.66	0.71	1.00

The correlation results are calculated based on daily price changes starting from Mar 28, 2024

Go to the full Correlations tool for more customization options

Performance Analysis

Risk Analysis

Optimization

Factor Model

Retirement Fund

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

Community