kipling
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AXON Axon Enterprise, Inc. | Industrials | 12.50% |
DECK Deckers Outdoor Corporation | Consumer Cyclical | 12.50% |
LLY Eli Lilly and Company | Healthcare | 12.50% |
NVDA NVIDIA Corporation | Technology | 12.50% |
PGR The Progressive Corporation | Financial Services | 12.50% |
TPL Texas Pacific Land Corporation | Energy | 12.50% |
TTD The Trade Desk, Inc. | Technology | 12.50% |
VST Vistra Corp. | Utilities | 12.50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in kipling, 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 Oct 4, 2016, corresponding to the inception date of VST
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y (annualized) | 10Y (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 26.84% | 5.60% | 14.34% | 32.39% | 14.23% | 11.32% |
| kipling | 140.90% | 22.78% | 56.34% | 146.23% | 63.29% | N/A |
| Portfolio components: | ||||||
DECK Deckers Outdoor Corporation | 82.10% | 28.30% | 14.10% | 75.44% | 49.43% | 28.65% |
AXON Axon Enterprise, Inc. | 159.31% | 57.31% | 142.51% | 183.51% | 56.09% | 39.14% |
NVDA NVIDIA Corporation | 183.27% | 3.59% | 20.47% | 208.27% | 93.70% | 75.74% |
VST Vistra Corp. | 303.59% | 28.99% | 73.01% | 321.18% | 48.64% | N/A |
PGR The Progressive Corporation | 65.92% | 8.19% | 24.00% | 61.73% | 32.47% | 28.68% |
LLY Eli Lilly and Company | 40.44% | -0.52% | -2.01% | 39.78% | 48.78% | 29.99% |
TPL Texas Pacific Land Corporation | 207.07% | 34.02% | 172.98% | 202.32% | 51.04% | 43.54% |
TTD The Trade Desk, Inc. | 93.39% | 16.75% | 47.29% | 102.39% | 42.23% | N/A |
Monthly Returns
The table below presents the monthly returns of kipling, 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 | 6.45% | 20.18% | 9.66% | -1.58% | 13.12% | 2.51% | -1.89% | 11.34% | 5.93% | 6.52% | 20.54% | 140.90% | |
| 2023 | 6.96% | 2.36% | 9.03% | 0.35% | 3.91% | 7.77% | 5.06% | 8.49% | -2.33% | 2.50% | 6.07% | 2.66% | 66.68% |
| 2022 | -10.90% | 2.96% | 3.38% | -7.95% | 3.01% | -7.67% | 13.06% | 2.78% | -5.29% | 12.52% | 11.70% | -6.98% | 6.82% |
| 2021 | 7.82% | 5.13% | 3.38% | 3.67% | -2.77% | 17.02% | 1.87% | 1.33% | -9.32% | 9.75% | 7.39% | -0.40% | 51.85% |
| 2020 | 4.74% | -3.59% | -14.22% | 20.49% | 7.56% | 10.04% | 1.00% | 5.42% | 0.98% | 0.42% | 18.69% | 5.42% | 66.90% |
| 2019 | 12.59% | 12.22% | 2.63% | 5.56% | -6.71% | 5.62% | 1.46% | -4.12% | -2.14% | -0.29% | 14.38% | 2.59% | 50.21% |
| 2018 | 7.36% | 6.80% | 0.08% | 3.95% | 24.85% | -0.39% | 2.45% | 15.28% | 2.94% | -8.45% | -5.31% | -7.23% | 45.04% |
| 2017 | 4.80% | 4.88% | -1.56% | 0.50% | 11.67% | 1.59% | 3.72% | 2.56% | 5.78% | 3.17% | -0.45% | 2.18% | 45.66% |
| 2016 | -1.08% | 9.26% | 5.66% | 14.20% |
Expense Ratio
kipling has an expense ratio of 0.00%, indicating no management fees are charged. 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 risk-adjusted rank of kipling is 99, placing it in the top 1% 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 | |
|---|---|---|---|---|---|
DECK Deckers Outdoor Corporation | 1.99 | 2.93 | 1.37 | 3.37 | 7.36 |
AXON Axon Enterprise, Inc. | 4.31 | 7.76 | 1.96 | 12.07 | 33.56 |
NVDA NVIDIA Corporation | 3.84 | 3.86 | 1.50 | 7.39 | 23.49 |
VST Vistra Corp. | 6.00 | 4.82 | 1.64 | 9.49 | 25.50 |
PGR The Progressive Corporation | 3.05 | 4.06 | 1.54 | 8.83 | 23.34 |
LLY Eli Lilly and Company | 1.33 | 1.94 | 1.26 | 1.66 | 5.48 |
TPL Texas Pacific Land Corporation | 3.94 | 4.75 | 1.67 | 3.75 | 35.80 |
TTD The Trade Desk, Inc. | 2.24 | 2.90 | 1.39 | 2.20 | 14.72 |
Dividends
Dividend yield
kipling provided a 0.35% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.35% | 0.50% | 0.75% | 1.38% | 1.36% | 1.13% | 0.63% | 0.53% | 2.60% | 0.74% | 1.29% | 0.95% |
| Portfolio components: | ||||||||||||
DECK Deckers Outdoor Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
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% |
VST Vistra Corp. | 0.56% | 2.13% | 3.12% | 2.64% | 2.75% | 2.17% | 0.00% | 0.00% | 14.97% | 0.00% | 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% |
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% |
TPL Texas Pacific Land Corporation | 1.11% | 0.83% | 1.37% | 0.88% | 3.58% | 0.77% | 0.75% | 0.30% | 0.10% | 0.22% | 0.23% | 0.81% |
TTD The Trade Desk, 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the kipling. 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 kipling was 37.22%, occurring on Mar 18, 2020. Recovery took 51 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -37.22% | Feb 20, 2020 | 20 | Mar 18, 2020 | 51 | Jun 1, 2020 | 71 |
| -26.34% | Oct 1, 2018 | 59 | Dec 24, 2018 | 40 | Feb 22, 2019 | 99 |
| -24.81% | Nov 26, 2021 | 115 | May 11, 2022 | 65 | Aug 15, 2022 | 180 |
| -14.08% | Aug 16, 2022 | 29 | Sep 26, 2022 | 30 | Nov 7, 2022 | 59 |
| -13.25% | Aug 31, 2021 | 24 | Oct 4, 2021 | 22 | Nov 3, 2021 | 46 |
Volatility
Volatility Chart
The current kipling volatility is 8.51%, 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
| LLY | PGR | TPL | VST | DECK | AXON | TTD | NVDA | |
|---|---|---|---|---|---|---|---|---|
| LLY | 1.00 | 0.27 | 0.09 | 0.19 | 0.17 | 0.16 | 0.15 | 0.20 |
| PGR | 0.27 | 1.00 | 0.18 | 0.22 | 0.22 | 0.15 | 0.16 | 0.16 |
| TPL | 0.09 | 0.18 | 1.00 | 0.25 | 0.21 | 0.21 | 0.22 | 0.20 |
| VST | 0.19 | 0.22 | 0.25 | 1.00 | 0.25 | 0.18 | 0.19 | 0.24 |
| DECK | 0.17 | 0.22 | 0.21 | 0.25 | 1.00 | 0.34 | 0.34 | 0.34 |
| AXON | 0.16 | 0.15 | 0.21 | 0.18 | 0.34 | 1.00 | 0.42 | 0.40 |
| TTD | 0.15 | 0.16 | 0.22 | 0.19 | 0.34 | 0.42 | 1.00 | 0.50 |
| NVDA | 0.20 | 0.16 | 0.20 | 0.24 | 0.34 | 0.40 | 0.50 | 1.00 |