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SHORT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


VMFXX 20000000%SPAXX 20000000%SWVXX 20000000%BondBondCurrencyCurrencyEquityEquity
PositionCategory/SectorTarget Weight
SPAXX
Fidelity Government Money Market Fund
Money Market
20,000,000%
SWVXX
Schwab Value Advantage Money Fund
20,000,000%
USD=X
USD Cash
-59,999,900%
VMFXX
Vanguard Federal Money Market Fund
Money Market
20,000,000%

S&P 500

Performance

Performance Chart


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The earliest data available for this chart is Dec 15, 1999, corresponding to the inception date of SPAXX

Returns By Period

As of May 28, 2025, the SHORT returned 189,676.99% Year-To-Date and 961,697,275,662.71% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
0.12%6.51%-1.84%10.98%14.10%10.82%
SHORT189,676.99%0.00%631,930,802.25%35,720,360,034,209,925.00%24,416,185,593,114.22%961,697,275,662.71%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%
VMFXX
Vanguard Federal Money Market Fund
0.69%0.00%1.46%4.14%2.51%1.72%
SWVXX
Schwab Value Advantage Money Fund
1.03%0.00%1.79%4.20%2.55%1.73%
SPAXX
Fidelity Government Money Market Fund
0.65%0.00%1.37%3.90%2.32%1.28%
*Annualized

Monthly Returns

The table below presents the monthly returns of SHORT, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025126.51%26.33%66,218.52%0.00%0.00%189,676.99%
2024307,611.20%81.37%31.94%337,440.56%77.00%30.53%337,262.98%53.37%218,629.36%170.01%34.74%247,035.17%584,300,000,000,000,000,000.00%
2023238,024.45%85.10%176,899.97%106.02%100.51%182,904.59%158.15%62.30%27.47%339,736.54%75.96%37.81%259,590,930,078,629,500.00%
20224,509.71%0.00%2,262.70%191.70%295.01%36,074.43%183.43%149.44%88,930.01%190.99%77.07%44.83%21,323,021,322,886.70%
20210.00%94.75%0.00%0.00%2,267.32%0.00%0.00%0.00%2,262.96%95.94%0.00%0.00%213,354.41%
202067.36%51.59%32,195.39%77.03%21.76%2,348.51%191.71%65.72%0.00%0.00%2,263.21%2,267.57%11,695,791,478.69%
201958.50%52.27%47,959.82%177.04%36.01%70,861.98%158.22%56.27%66,748.91%146.19%56.28%84,082.01%2,709,708,705,814,791.80%
201864.87%51.45%39.97%54,088.87%99.82%36,734.02%215.72%70.95%21.50%65,318.15%110.54%95,294.30%1,200,964,656,822,329.90%
20170.00%9,500.06%98.96%11,863.80%99.16%0.00%30,821.14%92.01%21,235.56%184.48%74.82%47,226.62%1,356,908,594,824,978.50%
20160.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
20150.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
20140.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

SHORT 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.


Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 100, SHORT is among the top 0% 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.


The Risk-Adjusted Performance Rank of SHORT is 100100
Overall Rank
The Sharpe Ratio Rank of SHORT is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of SHORT is 100100
Sortino Ratio Rank
The Omega Ratio Rank of SHORT is 100100
Omega Ratio Rank
The Calmar Ratio Rank of SHORT is 100100
Calmar Ratio Rank
The Martin Ratio Rank of SHORT is 100100
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 ratioSortino ratioOmega ratioCalmar ratioMartin ratio
USD=X
USD Cash
VMFXX
Vanguard Federal Money Market Fund
3.18
SWVXX
Schwab Value Advantage Money Fund
3.30
SPAXX
Fidelity Government Money Market Fund
2.96

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.

SHORT Sharpe ratios as of May 28, 2025 (values are recalculated daily):

  • 1-Year: 27,253,825,599.66
  • 5-Year: 47,542,035.54
  • 10-Year: 2,921,646.03
  • All Time: 8.09

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 0.55 to 1.08, 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 SHORT 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

SHORT provided a 1,847,400.00% dividend yield over the last twelve months.


TTM20242023202220212020201920182017
Portfolio1,847,400.00%1,984,200.00%1,929,800.00%568,800.00%4,800.00%142,200.00%620,600.00%321,200.00%101,000.00%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VMFXX
Vanguard Federal Money Market Fund
4.76%5.11%4.97%1.54%0.01%0.45%2.12%1.61%0.50%
SWVXX
Schwab Value Advantage Money Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPAXX
Fidelity Government Money Market Fund
4.48%4.81%4.68%1.30%0.01%0.26%0.98%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 SHORT. 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 SHORT was -0.00%, occurring on Sep 30, 2023. Recovery took 1 trading session.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

0%Sep 30, 20231Sep 30, 20231Oct 2, 20232
0%Mar 30, 20181Mar 30, 201811Apr 16, 201812
0%Dec 31, 20221Dec 31, 20222Jan 3, 20233
0%Sep 28, 20181Sep 28, 201811Oct 15, 201812
0%Mar 31, 20211Mar 31, 202133May 17, 202134
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

Asset Correlations Table

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

^GSPCUSD=XSWVXXSPAXXVMFXXPortfolio
^GSPC1.000.000.02-0.02-0.010.01
USD=X0.000.000.000.000.000.00
SWVXX0.020.001.000.040.120.68
SPAXX-0.020.000.041.000.560.52
VMFXX-0.010.000.120.561.000.66
Portfolio0.010.000.680.520.661.00
The correlation results are calculated based on daily price changes starting from Dec 16, 1999
Go to the full Correlations tool for more customization options