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CORE - Robotics and Quantum

Last updated Mar 2, 2024

Asset Allocation


ROK 10%ISRG 10%DE 10%ZBRA 10%ABB 10%TER 10%PTC 10%PATH 10%IBM 10%IONQ 10%EquityEquity
PositionCategory/SectorWeight
ROK
Rockwell Automation, Inc.
Industrials

10%

ISRG
Intuitive Surgical, Inc.
Healthcare

10%

DE
Deere & Company
Industrials

10%

ZBRA
Zebra Technologies Corporation
Technology

10%

ABB
ABB Ltd
Industrials

10%

TER
Teradyne, Inc.
Technology

10%

PTC
PTC Inc.
Technology

10%

PATH
UiPath Inc.
Technology

10%

IBM
International Business Machines Corporation
Technology

10%

IONQ
IonQ, Inc.
Technology

10%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in CORE - Robotics and Quantum, 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


-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%OctoberNovemberDecember2024FebruaryMarch
15.69%
23.09%
CORE - Robotics and Quantum
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 21, 2021, corresponding to the inception date of PATH

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
CORE - Robotics and Quantum1.18%4.16%6.58%37.95%N/AN/A
ROK
Rockwell Automation, Inc.
-6.49%8.33%-7.10%-2.77%12.19%11.08%
ISRG
Intuitive Surgical, Inc.
17.95%3.68%28.19%69.41%16.42%23.10%
DE
Deere & Company
-8.01%-6.30%-11.55%-13.36%19.36%17.84%
ZBRA
Zebra Technologies Corporation
5.97%17.51%4.96%-6.40%7.46%15.03%
ABB
ABB Ltd
0.00%0.00%0.00%21.35%N/AN/A
TER
Teradyne, Inc.
-2.32%10.00%-2.15%3.23%21.48%19.03%
PTC
PTC Inc.
7.32%5.05%27.95%50.40%14.95%16.74%
PATH
UiPath Inc.
-4.87%0.81%48.71%50.61%N/AN/A
IBM
International Business Machines Corporation
16.12%2.22%29.83%51.90%12.49%4.90%
IONQ
IonQ, Inc.
-13.96%3.80%-39.12%111.93%N/AN/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-3.93%3.47%
2023-5.16%-5.83%-9.17%11.83%10.81%

Sharpe Ratio

The current CORE - Robotics and Quantum Sharpe ratio is 1.78. A Sharpe ratio greater than 1.0 is considered acceptable.

0.002.004.001.78

The Sharpe ratio of CORE - Robotics and Quantum lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
1.78
2.44
CORE - Robotics and Quantum
Benchmark (^GSPC)
Portfolio components

Dividend yield

CORE - Robotics and Quantum granted a 0.94% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
CORE - Robotics and Quantum0.94%0.96%1.09%0.96%1.12%1.23%1.51%1.05%1.23%1.48%1.20%0.87%
ROK
Rockwell Automation, Inc.
1.68%1.54%1.76%1.24%1.65%1.94%2.42%1.59%2.18%2.61%2.15%1.77%
ISRG
Intuitive Surgical, 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%
DE
Deere & Company
1.45%1.33%1.05%1.14%1.13%1.75%1.84%1.53%2.33%3.15%2.61%2.23%
ZBRA
Zebra Technologies 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%
ABB
ABB Ltd
2.28%2.28%2.88%2.29%2.95%3.26%4.24%2.84%3.56%4.28%3.73%2.73%
TER
Teradyne, Inc.
0.43%0.41%0.50%0.24%0.33%0.53%1.15%0.67%0.94%1.16%0.91%0.00%
PTC
PTC 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%
PATH
UiPath 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%
IBM
International Business Machines Corporation
3.53%4.05%4.68%4.74%5.17%4.79%5.46%3.84%3.31%3.63%2.65%1.97%
IONQ
IonQ, 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%

Expense Ratio

The CORE - Robotics and Quantum 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.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
CORE - Robotics and Quantum
1.78
ROK
Rockwell Automation, Inc.
0.02
ISRG
Intuitive Surgical, Inc.
2.60
DE
Deere & Company
-0.44
ZBRA
Zebra Technologies Corporation
-0.10
ABB
ABB Ltd
1.69
TER
Teradyne, Inc.
0.15
PTC
PTC Inc.
2.63
PATH
UiPath Inc.
1.01
IBM
International Business Machines Corporation
2.91
IONQ
IonQ, Inc.
1.45

Asset Correlations Table

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

IBMDEIONQPATHABBISRGPTCROKTERZBRA
IBM1.000.360.220.230.370.320.350.440.350.37
DE0.361.000.240.250.390.320.330.430.390.38
IONQ0.220.241.000.560.290.440.400.350.450.48
PATH0.230.250.561.000.340.420.530.390.510.55
ABB0.370.390.290.341.000.430.480.570.500.50
ISRG0.320.320.440.420.431.000.570.520.560.54
PTC0.350.330.400.530.480.571.000.530.610.58
ROK0.440.430.350.390.570.520.531.000.560.63
TER0.350.390.450.510.500.560.610.561.000.66
ZBRA0.370.380.480.550.500.540.580.630.661.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-5.95%
0
CORE - Robotics and Quantum
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the CORE - Robotics and Quantum. 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 CORE - Robotics and Quantum was 46.77%, occurring on Oct 14, 2022. The portfolio has not yet recovered.

The current CORE - Robotics and Quantum drawdown is 5.95%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-46.77%Nov 18, 2021228Oct 14, 2022
-12.08%Sep 7, 202126Oct 12, 202114Nov 1, 202140
-6.45%Apr 27, 202112May 12, 202133Jun 29, 202145
-4.83%Jul 12, 20216Jul 19, 20214Jul 23, 202110
-4.59%Nov 10, 20211Nov 10, 20214Nov 16, 20215

Volatility Chart

The current CORE - Robotics and Quantum volatility is 5.82%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%OctoberNovemberDecember2024FebruaryMarch
5.82%
3.47%
CORE - Robotics and Quantum
Benchmark (^GSPC)
Portfolio components
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