Dobby
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
MRVL Marvell Technology Group Ltd. | Technology | 20% |
TSLA Tesla, Inc. | Consumer Cyclical | 40% |
VGT Vanguard Information Technology ETF | Technology Equities | 40% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Dobby, 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 Jun 29, 2010, corresponding to the inception date of TSLA
Returns By Period
As of Jul 25, 2024, the Dobby returned 4.62% Year-To-Date and 28.67% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| Dobby | 5.03% | 2.18% | 12.03% | 6.37% | 45.67% | 28.71% |
| Portfolio components: | ||||||
TSLA Tesla, Inc. | -11.36% | 12.16% | 20.19% | -13.87% | 70.90% | 30.91% |
MRVL Marvell Technology Group Ltd. | 6.39% | -6.19% | -5.79% | 0.54% | 19.25% | 18.25% |
VGT Vanguard Information Technology ETF | 15.09% | -3.59% | 10.66% | 25.31% | 21.09% | 20.21% |
Monthly Returns
The table below presents the monthly returns of Dobby, 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 | -6.50% | 6.03% | -3.94% | -1.98% | 2.78% | 8.05% | 5.03% | ||||||
| 2023 | 23.53% | 9.64% | 2.44% | -10.37% | 22.01% | 13.44% | 3.83% | -4.47% | -5.26% | -11.15% | 16.49% | 5.01% | 75.80% |
| 2022 | -11.35% | -5.42% | 11.61% | -16.19% | -5.33% | -13.58% | 23.90% | -8.45% | -7.67% | -4.24% | 0.60% | -19.44% | -47.86% |
| 2021 | 6.38% | -7.05% | 0.22% | 3.03% | -4.24% | 10.55% | 2.56% | 4.43% | -0.38% | 23.44% | 3.10% | 1.62% | 49.15% |
| 2020 | 21.90% | -2.80% | -14.34% | 29.54% | 9.91% | 16.91% | 16.48% | 39.65% | -9.35% | -6.64% | 27.92% | 13.34% | 237.15% |
| 2019 | 3.10% | 6.29% | -2.77% | 2.00% | -13.88% | 11.91% | 6.72% | -5.34% | 4.09% | 13.28% | 5.66% | 13.73% | 49.93% |
| 2018 | 10.27% | -1.14% | -12.41% | 3.30% | 2.73% | 8.05% | -4.18% | 3.69% | -5.97% | 3.15% | 0.87% | -5.09% | 1.00% |
| 2017 | 10.34% | 2.48% | 5.19% | 5.79% | 8.10% | 0.87% | -3.73% | 8.01% | -1.26% | 2.54% | 2.06% | -0.53% | 46.65% |
| 2016 | -10.46% | 1.52% | 12.71% | -0.57% | -0.57% | -4.14% | 11.92% | -1.72% | 1.47% | -1.82% | 0.53% | 4.77% | 12.09% |
| 2015 | -3.42% | 4.16% | -5.48% | 7.52% | 5.81% | 0.71% | -0.54% | -6.72% | -4.29% | -4.14% | 5.95% | 0.45% | -1.32% |
| 2014 | 7.93% | 17.55% | -6.74% | -0.32% | 0.98% | 5.82% | -3.97% | 10.66% | -5.25% | 0.55% | 3.79% | -3.65% | 27.60% |
| 2013 | 10.64% | -0.57% | 5.60% | 17.44% | 40.68% | 6.65% | 14.32% | 9.78% | 7.45% | -4.69% | -1.63% | 7.29% | 177.62% |
Expense Ratio
Dobby has an expense ratio of 0.04%, 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 rank of Dobby is 4, indicating that it is in the bottom 4% 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 | |
|---|---|---|---|---|---|
TSLA Tesla, Inc. | -0.32 | -0.13 | 0.99 | -0.26 | -0.67 |
MRVL Marvell Technology Group Ltd. | 0.01 | 0.33 | 1.04 | 0.01 | 0.03 |
VGT Vanguard Information Technology ETF | 1.24 | 1.72 | 1.22 | 1.79 | 5.44 |
Dividends
Dividend yield
Dobby granted a 0.34% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dobby | 0.34% | 0.34% | 0.49% | 0.30% | 0.43% | 0.63% | 0.81% | 0.62% | 0.87% | 1.06% | 0.78% | 0.76% |
| Portfolio components: | ||||||||||||
TSLA Tesla, 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% |
MRVL Marvell Technology Group Ltd. | 0.38% | 0.40% | 0.65% | 0.21% | 0.50% | 0.90% | 1.48% | 1.12% | 1.73% | 2.72% | 1.66% | 1.67% |
VGT Vanguard Information Technology ETF | 0.67% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Dobby. 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 Dobby was 54.06%, occurring on Jan 5, 2023. Recovery took 375 trading sessions.
The current Dobby drawdown is 13.53%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -54.06% | Jan 4, 2022 | 253 | Jan 5, 2023 | 375 | Jul 5, 2024 | 628 |
| -47.54% | Feb 20, 2020 | 20 | Mar 18, 2020 | 53 | Jun 3, 2020 | 73 |
| -31.25% | Jul 21, 2015 | 142 | Feb 10, 2016 | 222 | Dec 27, 2016 | 364 |
| -27.89% | Nov 26, 2010 | 186 | Aug 22, 2011 | 123 | Feb 16, 2012 | 309 |
| -25.5% | Mar 28, 2012 | 147 | Oct 24, 2012 | 105 | Apr 1, 2013 | 252 |
Volatility
Volatility Chart
The current Dobby volatility is 14.54%, 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
| TSLA | MRVL | VGT | |
|---|---|---|---|
| TSLA | 1.00 | 0.33 | 0.47 |
| MRVL | 0.33 | 1.00 | 0.65 |
| VGT | 0.47 | 0.65 | 1.00 |