Monez

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Monez

Currency in USD · Last updated May 30, 2025

Asset Allocation

Position	Category/Sector	Target Weight
CVNA Carvana Co.	Consumer Cyclical	7.14%
DRS Leonardo DRS Inc. Common Stock	Industrials	7.14%
FICO Fair Isaac Corporation	Technology	7.14%
GEV GE Vernova Inc.	Utilities	7.14%
HOOD Robinhood Markets, Inc.	Technology	7.14%
HWM Howmet Aerospace Inc.	Industrials	7.14%
LRN Stride, Inc.	Consumer Defensive	7.14%
NFLX Netflix, Inc.	Communication Services	7.14%
PLTR Palantir Technologies Inc.	Technology	7.14%
SFM Sprouts Farmers Market, Inc.	Consumer Defensive	7.14%
SNEX StoneX Group Inc.	Financial Services	7.14%
SPOT Spotify Technology S.A.	Communication Services	7.14%
TKO TKO Group Holdings Inc.	Communication Services	7.14%
TPL Texas Pacific Land Corporation	Energy	7.14%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

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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%
Monez	36.39%	8.34%	26.61%	126.16%	N/A	N/A
Portfolio components:
PLTR Palantir Technologies Inc.	61.73%	5.38%	85.19%	484.15%	N/A	N/A
GEV GE Vernova Inc.	43.35%	26.93%	40.72%	166.12%	N/A	N/A
NFLX Netflix, Inc.	32.93%	5.26%	35.05%	81.00%	23.07%	29.55%
LRN Stride, Inc.	43.18%	4.36%	39.02%	114.98%	43.31%	26.74%
SNEX StoneX Group Inc.	28.75%	-6.29%	21.07%	67.11%	29.97%	18.71%
DRS Leonardo DRS Inc. Common Stock	29.88%	12.63%	21.07%	80.64%	N/A	N/A
TPL Texas Pacific Land Corporation	8.47%	-9.92%	-26.63%	99.02%	45.92%	39.19%
SFM Sprouts Farmers Market, Inc.	31.76%	-2.83%	10.17%	111.51%	46.13%	18.58%
FICO Fair Isaac Corporation	-15.37%	-14.10%	-28.42%	24.24%	33.15%	34.33%
HOOD Robinhood Markets, Inc.	71.63%	29.53%	69.85%	203.30%	N/A	N/A
HWM Howmet Aerospace Inc.	55.74%	23.78%	45.96%	102.93%	67.45%	N/A
SPOT Spotify Technology S.A.	42.31%	10.35%	33.97%	107.03%	28.61%	N/A
TKO TKO Group Holdings Inc.	10.59%	-3.82%	13.71%	44.41%	N/A	N/A
CVNA Carvana Co.	57.18%	31.22%	25.37%	204.28%	28.01%	N/A

*Annualized

Monthly Returns

The table below presents the monthly returns of Monez , 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	16.18%	0.18%	-5.06%	14.31%	7.97%								36.39%
2024			-0.04%	-0.82%	12.68%	7.08%	7.44%	5.94%	8.13%	11.07%	23.68%	-7.52%	87.04%

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

Expense Ratio

Monez 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 99, Monez is among the top 1% 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
PLTR Palantir Technologies Inc.	6.80	5.14	1.70	11.87	35.83
GEV GE Vernova Inc.	2.96	2.92	1.43	4.33	12.54
NFLX Netflix, Inc.	2.52	3.34	1.44	4.34	14.21
LRN Stride, Inc.	2.30	4.14	1.55	4.41	17.30
SNEX StoneX Group Inc.	2.00	2.63	1.34	3.85	12.76
DRS Leonardo DRS Inc. Common Stock	1.95	2.34	1.33	3.29	9.48
TPL Texas Pacific Land Corporation	1.77	2.36	1.34	2.66	5.70
SFM Sprouts Farmers Market, Inc.	2.97	3.10	1.47	4.08	11.93
FICO Fair Isaac Corporation	0.61	0.92	1.14	0.59	1.52
HOOD Robinhood Markets, Inc.	2.74	2.93	1.40	4.44	11.84
HWM Howmet Aerospace Inc.	2.69	3.29	1.47	5.22	19.23
SPOT Spotify Technology S.A.	2.47	3.17	1.41	4.34	15.87
TKO TKO Group Holdings Inc.	1.44	2.01	1.28	2.19	5.95
CVNA Carvana Co.	2.83	2.82	1.40	4.48	13.02

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.

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

1-Year: 3.96
All Time: 3.97

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 Monez compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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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

Monez provided a 0.16% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	0.16%	0.14%	0.42%	0.12%	0.07%	0.26%	0.08%	0.16%	0.09%	0.05%	0.02%	0.02%
Portfolio components:
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%
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%
NFLX Netflix, 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%
LRN Stride, 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%
DRS Leonardo DRS Inc. Common Stock	0.43%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
TPL Texas Pacific Land Corporation	1.30%	1.58%	0.83%	1.37%	0.88%	3.58%	0.77%	0.75%	0.30%	0.10%	0.22%	0.23%
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%
FICO Fair Isaac Corporation	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.01%	0.07%	0.08%	0.11%
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%
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%
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%
TKO TKO Group Holdings Inc.	0.24%	0.00%	4.73%	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%

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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the Monez . 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 Monez was 22.92%, occurring on Apr 4, 2025. Recovery took 18 trading sessions.

The current Monez drawdown is 3.18%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-22.92%	Feb 18, 2025	34	Apr 4, 2025	18	May 1, 2025	52
-9.32%	Dec 9, 2024	16	Dec 31, 2024	12	Jan 21, 2025	28
-7.2%	Aug 1, 2024	3	Aug 5, 2024	4	Aug 9, 2024	7
-5.5%	Mar 28, 2024	16	Apr 19, 2024	5	Apr 26, 2024	21
-5.09%	Sep 3, 2024	4	Sep 6, 2024	5	Sep 13, 2024	9

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.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 14 assets, with an effective number of assets of 14.00, 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	TKO	TPL	LRN	SFM	SPOT	FICO	CVNA	SNEX	DRS	NFLX	PLTR	GEV	HOOD	HWM	Portfolio
^GSPC	1.00	0.38	0.40	0.35	0.41	0.40	0.55	0.52	0.51	0.56	0.57	0.60	0.57	0.59	0.62	0.75
TKO	0.38	1.00	0.30	0.26	0.27	0.32	0.26	0.27	0.36	0.30	0.36	0.30	0.30	0.38	0.42	0.49
TPL	0.40	0.30	1.00	0.30	0.29	0.24	0.29	0.33	0.38	0.42	0.23	0.32	0.37	0.37	0.39	0.56
LRN	0.35	0.26	0.30	1.00	0.38	0.28	0.32	0.31	0.45	0.36	0.31	0.32	0.32	0.35	0.39	0.54
SFM	0.41	0.27	0.29	0.38	1.00	0.33	0.40	0.39	0.40	0.33	0.36	0.29	0.36	0.34	0.43	0.56
SPOT	0.40	0.32	0.24	0.28	0.33	1.00	0.35	0.32	0.25	0.31	0.58	0.42	0.34	0.45	0.40	0.58
FICO	0.55	0.26	0.29	0.32	0.40	0.35	1.00	0.42	0.33	0.42	0.39	0.38	0.38	0.36	0.45	0.58
CVNA	0.52	0.27	0.33	0.31	0.39	0.32	0.42	1.00	0.34	0.31	0.38	0.47	0.45	0.44	0.42	0.66
SNEX	0.51	0.36	0.38	0.45	0.40	0.25	0.33	0.34	1.00	0.42	0.32	0.34	0.42	0.39	0.56	0.57
DRS	0.56	0.30	0.42	0.36	0.33	0.31	0.42	0.31	0.42	1.00	0.38	0.34	0.44	0.40	0.60	0.61
NFLX	0.57	0.36	0.23	0.31	0.36	0.58	0.39	0.38	0.32	0.38	1.00	0.49	0.41	0.47	0.45	0.63
PLTR	0.60	0.30	0.32	0.32	0.29	0.42	0.38	0.47	0.34	0.34	0.49	1.00	0.45	0.50	0.42	0.69
GEV	0.57	0.30	0.37	0.32	0.36	0.34	0.38	0.45	0.42	0.44	0.41	0.45	1.00	0.41	0.52	0.68
HOOD	0.59	0.38	0.37	0.35	0.34	0.45	0.36	0.44	0.39	0.40	0.47	0.50	0.41	1.00	0.45	0.70
HWM	0.62	0.42	0.39	0.39	0.43	0.40	0.45	0.42	0.56	0.60	0.45	0.42	0.52	0.45	1.00	0.71
Portfolio	0.75	0.49	0.56	0.54	0.56	0.58	0.58	0.66	0.57	0.61	0.63	0.69	0.68	0.70	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

Monez

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

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