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ONLY STOCKS AND ETFS (NO BONDS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

ONLY STOCKS AND ETFS (NO BONDS

Last updated Dec 4, 2024

as the title says

not a recomended buy. Each stock here is rather overvalued and already high market cap, so furthur growth is hard. Also, SARK has been doing really well the past 2 years due to the underpreformance of ARKK. However, ARKK did rather good before 2022, which would have been detrimental to SARK, and thus detrimental to the whole portfolio. Instead of this portfolio, I recommend Hoping Future = Present

Asset Allocation

BTC-USD 3%ETH-USD 3%SARK 34%NVDA 6%FICO 6%CAT 6%LLY 6%VKTX 6%HEI 6%FTAI 6%PGR 6%HWM 6%SFM 6%CryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorWeight
BTC-USD
Bitcoin
3%
CAT
Caterpillar Inc.		Industrials
6%
ETH-USD
Ethereum
3%
FICO
Fair Isaac Corporation		Technology
6%
FTAI
Fortress Transportation and Infrastructure Investors LLC		Industrials
6%
HEI
HEICO Corporation		Industrials
6%
HWM
Howmet Aerospace Inc.		Industrials
6%
LLY
Eli Lilly and Company		Healthcare
6%
NVDA
NVIDIA Corporation		Technology
6%
PGR
The Progressive Corporation		Financial Services
6%
SARK
Tradr Short Innovation Daily ETF		Inverse Equities, Leveraged
34%
SFM
Sprouts Farmers Market, Inc.		Consumer Defensive
6%
VKTX
Viking Therapeutics, Inc.		Healthcare
6%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in ONLY STOCKS AND ETFS (NO BONDS, 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

0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
47.29%
14.34%
ONLY STOCKS AND ETFS (NO BONDS
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Nov 5, 2021, corresponding to the inception date of SARK

Returns By Period

YTD1M6M1Y5Y (annualized)10Y (annualized)
^GSPC
S&P 500		26.84%5.60%14.34%32.39%14.23%11.32%
ONLY STOCKS AND ETFS (NO BONDS131.82%32.28%47.29%138.03%N/AN/A
Portfolio components:
NVDA
NVIDIA Corporation		183.27%3.59%20.47%208.27%93.70%75.74%
FICO
Fair Isaac Corporation		101.49%17.92%80.03%108.95%45.57%41.58%
CAT
Caterpillar Inc.		37.20%5.17%22.82%59.24%25.96%18.15%
LLY
Eli Lilly and Company		40.44%-0.52%-2.01%39.78%48.78%29.99%
VKTX
Viking Therapeutics, Inc.		170.07%-31.04%-10.62%233.29%48.71%N/A
HEI
HEICO Corporation		49.97%8.99%17.28%50.44%16.32%25.91%
FTAI
Fortress Transportation and Infrastructure Investors LLC		252.27%13.38%107.12%287.24%68.07%N/A
PGR
The Progressive Corporation		65.92%8.19%24.00%61.73%32.47%28.68%
SARK
Tradr Short Innovation Daily ETF		81.74%77.84%52.10%68.14%N/AN/A
HWM
Howmet Aerospace Inc.		120.76%19.16%44.97%125.81%38.98%N/A
BTC-USD
Bitcoin		127.14%39.66%36.04%128.68%66.74%74.12%
ETH-USD
Ethereum		58.70%47.40%-5.03%61.41%89.22%N/A
SFM
Sprouts Farmers Market, Inc.		214.11%16.06%92.88%232.72%50.22%17.43%

Monthly Returns

The table below presents the monthly returns of ONLY STOCKS AND ETFS (NO BONDS, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
202411.59%20.75%6.11%3.38%7.52%1.41%3.47%3.90%-1.56%3.40%34.55%131.82%
2023-0.45%3.05%8.11%6.54%-2.30%1.64%-3.84%7.31%0.74%3.97%-1.31%4.31%30.53%
20222.56%1.32%4.19%4.58%-0.77%-2.28%3.97%-2.25%-3.48%10.15%3.88%13.23%39.54%
20211.68%6.43%8.22%

Expense Ratio

ONLY STOCKS AND ETFS (NO BONDS has an expense ratio of 0.26%, 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.

SARK
Tradr Short Innovation Daily ETF
Expense ratio chart for SARK: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of ONLY STOCKS AND ETFS (NO BONDS is 83, placing it in the top 17% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of ONLY STOCKS AND ETFS (NO BONDS is 8383
Overall Rank
The Sharpe Ratio Rank of ONLY STOCKS AND ETFS (NO BONDS is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of ONLY STOCKS AND ETFS (NO BONDS is 9999
Sortino Ratio Rank
The Omega Ratio Rank of ONLY STOCKS AND ETFS (NO BONDS is 9898
Omega Ratio Rank
The Calmar Ratio Rank of ONLY STOCKS AND ETFS (NO BONDS is 9292
Calmar Ratio Rank
The Martin Ratio Rank of ONLY STOCKS AND ETFS (NO BONDS is 9898
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.

Sharpe ratio
The chart of Sharpe ratio for ONLY STOCKS AND ETFS (NO BONDS, currently valued at 1.86, compared to the broader market0.002.004.006.001.862.59
The chart of Sortino ratio for ONLY STOCKS AND ETFS (NO BONDS, currently valued at 7.61, compared to the broader market-2.000.002.004.006.007.613.45
The chart of Omega ratio for ONLY STOCKS AND ETFS (NO BONDS, currently valued at 1.94, compared to the broader market0.801.001.201.401.601.802.001.941.48
The chart of Calmar ratio for ONLY STOCKS AND ETFS (NO BONDS, currently valued at 5.97, compared to the broader market0.005.0010.0015.005.973.73
The chart of Martin ratio for ONLY STOCKS AND ETFS (NO BONDS, currently valued at 41.06, compared to the broader market0.0010.0020.0030.0040.0050.0041.0616.58
ONLY STOCKS AND ETFS (NO BONDS
^GSPC
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
NVDA
NVIDIA Corporation		1.522.081.261.428.64
FICO
Fair Isaac Corporation		4.704.941.704.5434.04
CAT
Caterpillar Inc.		0.711.191.150.342.39
LLY
Eli Lilly and Company		0.250.591.080.060.93
VKTX
Viking Therapeutics, Inc.		-0.61-0.720.925.74-1.83
HEI
HEICO Corporation		3.033.821.493.1725.98
FTAI
Fortress Transportation and Infrastructure Investors LLC		5.724.911.6712.3466.62
PGR
The Progressive Corporation		2.062.941.362.3815.26
SARK
Tradr Short Innovation Daily ETF		0.534.801.590.955.37
HWM
Howmet Aerospace Inc.		3.344.921.647.2431.61
BTC-USD
Bitcoin		1.141.851.180.915.00
ETH-USD
Ethereum		0.020.541.050.000.06
SFM
Sprouts Farmers Market, Inc.		7.298.982.2317.2085.45

The current ONLY STOCKS AND ETFS (NO BONDS Sharpe ratio is 1.86. 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 1.87 to 2.70, 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 ONLY STOCKS AND ETFS (NO BONDS 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 Ratio1.002.003.004.005.006.007.00JulyAugustSeptemberOctoberNovemberDecember
1.86
2.59
ONLY STOCKS AND ETFS (NO BONDS
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

ONLY STOCKS AND ETFS (NO BONDS provided a 2.56% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
Portfolio2.56%4.62%9.22%0.86%0.76%0.96%1.06%0.81%1.18%0.88%0.84%0.58%
Portfolio components:
NVDA
NVIDIA Corporation		0.01%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%
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.		1.36%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		0.64%0.78%1.07%1.23%1.75%1.96%1.95%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%
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		0.74%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		0.44%0.25%0.31%6.23%2.68%3.89%1.86%1.21%2.50%2.16%5.53%1.05%
SARK
Tradr Short Innovation Daily ETF		6.92%12.57%25.22%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HWM
Howmet Aerospace Inc.		0.22%0.31%0.25%0.13%0.05%0.39%1.42%0.88%0.49%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%
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%

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.

-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.13%
0
ONLY STOCKS AND ETFS (NO BONDS
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the ONLY STOCKS AND ETFS (NO BONDS. 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 ONLY STOCKS AND ETFS (NO BONDS was 12.54%, occurring on Jun 23, 2022. Recovery took 134 trading sessions.

The current ONLY STOCKS AND ETFS (NO BONDS drawdown is 3.13%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-12.54%May 12, 202243Jun 23, 2022134Nov 4, 2022177
-8.79%Mar 15, 202221Apr 4, 202237May 11, 202258
-8.56%Oct 13, 202437Nov 18, 20249Nov 27, 202446
-7.42%Mar 7, 20245Mar 11, 202423Apr 3, 202428
-6.27%May 4, 202371Jul 13, 202332Aug 14, 2023103

Volatility

Volatility Chart

The current ONLY STOCKS AND ETFS (NO BONDS volatility is 37.40%, 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%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
37.40%
3.39%
ONLY STOCKS AND ETFS (NO BONDS
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
LLYPGRSFMVKTXETH-USDBTC-USDFTAICATFICONVDASARKHEIHWM
LLY1.000.210.120.220.060.060.160.150.200.21-0.150.230.17
PGR0.211.000.190.070.050.060.190.260.180.08-0.060.330.29
SFM0.120.191.000.110.060.090.190.270.240.15-0.170.260.23
VKTX0.220.070.111.000.190.190.260.230.270.29-0.400.210.27
ETH-USD0.060.050.060.191.000.830.190.190.190.28-0.330.190.19
BTC-USD0.060.060.090.190.831.000.190.200.210.27-0.370.190.20
FTAI0.160.190.190.260.190.191.000.370.360.35-0.410.400.45
CAT0.150.260.270.230.190.200.371.000.290.33-0.360.410.51
FICO0.200.180.240.270.190.210.360.291.000.44-0.450.410.40
NVDA0.210.080.150.290.280.270.350.330.441.00-0.510.370.38
SARK-0.15-0.06-0.17-0.40-0.33-0.37-0.41-0.36-0.45-0.511.00-0.35-0.38
HEI0.230.330.260.210.190.190.400.410.410.37-0.351.000.62
HWM0.170.290.230.270.190.200.450.510.400.38-0.380.621.00
The correlation results are calculated based on daily price changes starting from Nov 6, 2021
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