Himanshu Somani
Money Market focused portfolio
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
CIG Companhia Energética de Minas Gerais | Utilities | 0.83% |
CPRT Copart, Inc. | Industrials | 0.96% |
CROX Crocs, Inc. | Consumer Cyclical | 1.20% |
CVX Chevron Corporation | Energy | 2.68% |
GUSTX GMO U.S. Treasury Fund | Government Bonds | 78.13% |
JNK SPDR Barclays High Yield Bond ETF | High Yield Bonds | 3.88% |
LLY Eli Lilly and Company | Healthcare | 2.12% |
REGN Regeneron Pharmaceuticals, Inc. | Healthcare | 1.06% |
SRLN SPDR Blackstone Senior Loan ETF | High Yield Bonds | 1.35% |
VFH Vanguard Financials ETF | Financials Equities | 0.86% |
VRTX Vertex Pharmaceuticals Incorporated | Healthcare | 1.61% |
WMT Walmart Inc. | Consumer Defensive | 2.49% |
XLK Technology Select Sector SPDR Fund | Technology Equities | 2.83% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Himanshu Somani, 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 every 3 months.
The earliest data available for this chart is Apr 4, 2013, corresponding to the inception date of SRLN
Returns By Period
As of May 3, 2025, the Himanshu Somani returned 1.19% Year-To-Date and 4.65% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.31% | 0.28% | -0.74% | 12.29% | 15.01% | 10.56% |
| Himanshu Somani | 1.19% | -0.07% | 1.75% | 5.64% | 6.25% | 4.65% |
| Portfolio components: | ||||||
VFH Vanguard Financials ETF | 1.43% | -1.09% | 6.38% | 23.60% | 19.86% | 11.61% |
JNK SPDR Barclays High Yield Bond ETF | 1.28% | -0.10% | 2.10% | 7.69% | 5.45% | 3.64% |
SRLN SPDR Blackstone Senior Loan ETF | 0.15% | 0.43% | 1.66% | 5.83% | 6.55% | 3.75% |
XLK Technology Select Sector SPDR Fund | -6.68% | 3.38% | -2.93% | 10.69% | 20.55% | 19.19% |
CIG Companhia Energética de Minas Gerais | 9.34% | 10.47% | 3.67% | 6.35% | 20.01% | 1.17% |
CPRT Copart, Inc. | 6.67% | 6.53% | 18.90% | 12.54% | 25.60% | 30.23% |
CROX Crocs, Inc. | -10.99% | -12.60% | -8.21% | -23.05% | 34.69% | 22.05% |
CVX Chevron Corporation | -3.32% | -16.80% | -7.58% | -10.10% | 14.12% | 7.02% |
LLY Eli Lilly and Company | 6.87% | 0.66% | 0.91% | 9.67% | 41.75% | 30.08% |
REGN Regeneron Pharmaceuticals, Inc. | -14.87% | -3.20% | -28.12% | -35.33% | 2.91% | 2.69% |
VRTX Vertex Pharmaceuticals Incorporated | 24.45% | 3.65% | 6.37% | 25.24% | 14.51% | 15.20% |
WMT Walmart Inc. | 9.60% | 10.02% | 20.75% | 67.25% | 21.05% | 16.57% |
GUSTX GMO U.S. Treasury Fund | 0.86% | 0.00% | 1.61% | 4.21% | 2.31% | 1.38% |
Monthly Returns
The table below presents the monthly returns of Himanshu Somani, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.07% | 0.77% | -0.70% | 0.03% | 0.03% | 1.19% | |||||||
| 2024 | 0.98% | 1.55% | 1.16% | -0.26% | 1.73% | 0.63% | 0.50% | 1.30% | 0.13% | -0.38% | 1.24% | -0.63% | 8.21% |
| 2023 | 1.09% | -0.70% | 1.13% | 1.17% | 0.16% | 1.54% | 0.56% | 0.74% | -0.02% | 0.04% | 1.41% | 1.02% | 8.42% |
| 2022 | -0.67% | -0.33% | 1.57% | -0.93% | -0.13% | -1.56% | 2.25% | -0.40% | -0.88% | 2.22% | 1.65% | -0.54% | 2.17% |
| 2021 | 0.33% | 0.22% | 0.37% | 0.80% | 0.45% | 0.83% | 0.52% | 0.68% | -0.79% | 1.12% | -0.20% | 0.86% | 5.31% |
| 2020 | 0.06% | -1.11% | -1.51% | 2.89% | 1.52% | 0.66% | 0.41% | 0.81% | -0.67% | -0.57% | 2.40% | 0.85% | 5.77% |
| 2019 | 1.45% | 0.71% | 0.16% | 0.12% | -0.98% | 1.23% | 0.24% | 0.15% | 0.55% | 1.05% | 0.83% | 1.10% | 6.80% |
| 2018 | 0.75% | -1.00% | 0.41% | 0.08% | 0.30% | 0.39% | 0.91% | 0.85% | -0.10% | -0.29% | 1.07% | -0.92% | 2.46% |
| 2017 | 0.57% | 0.85% | 0.52% | -0.02% | 0.44% | 0.36% | 0.88% | 0.28% | 0.37% | 0.29% | 0.57% | 0.58% | 5.84% |
| 2016 | -1.16% | -0.17% | 1.35% | 0.20% | 0.75% | 0.48% | 1.05% | -0.50% | 0.12% | -0.56% | 0.09% | 0.38% | 2.02% |
| 2015 | -0.63% | 0.66% | -0.07% | 0.48% | 0.33% | -0.57% | 0.03% | -1.20% | -0.81% | 1.05% | 0.11% | -0.37% | -1.02% |
| 2014 | -0.34% | 0.85% | -0.02% | 0.24% | 0.18% | 0.92% | -0.05% | 0.67% | -0.48% | 0.20% | 0.72% | -0.19% | 2.73% |
Expense Ratio
Himanshu Somani has an expense ratio of 0.04%, which is considered low. 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 93, Himanshu Somani is among the top 7% 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.
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 | |
|---|---|---|---|---|---|
VFH Vanguard Financials ETF | 1.16 | 1.66 | 1.25 | 1.42 | 5.32 |
JNK SPDR Barclays High Yield Bond ETF | 1.51 | 2.21 | 1.32 | 1.75 | 9.01 |
SRLN SPDR Blackstone Senior Loan ETF | 1.60 | 2.32 | 1.49 | 1.43 | 8.73 |
XLK Technology Select Sector SPDR Fund | 0.37 | 0.71 | 1.10 | 0.43 | 1.39 |
CIG Companhia Energética de Minas Gerais | 0.49 | 0.94 | 1.11 | 0.41 | 2.03 |
CPRT Copart, Inc. | 0.52 | 0.98 | 1.12 | 0.71 | 1.58 |
CROX Crocs, Inc. | -0.42 | -0.32 | 0.96 | -0.42 | -0.81 |
CVX Chevron Corporation | -0.42 | -0.39 | 0.94 | -0.47 | -1.25 |
LLY Eli Lilly and Company | 0.16 | 0.49 | 1.07 | 0.25 | 0.50 |
REGN Regeneron Pharmaceuticals, Inc. | -1.07 | -1.43 | 0.82 | -0.59 | -1.04 |
VRTX Vertex Pharmaceuticals Incorporated | 1.05 | 1.42 | 1.21 | 1.19 | 3.21 |
WMT Walmart Inc. | 2.75 | 3.62 | 1.51 | 3.11 | 10.51 |
GUSTX GMO U.S. Treasury Fund | 2.89 | 8.42 | 4.44 | 20.96 | 71.21 |
Dividends
Dividend yield
Himanshu Somani provided a 3.65% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.65% | 4.55% | 3.82% | 2.16% | 0.60% | 0.97% | 1.44% | 0.61% | 0.56% | 0.73% | 0.79% | 0.80% |
| Portfolio components: | ||||||||||||
VFH Vanguard Financials ETF | 1.83% | 1.75% | 2.08% | 2.31% | 1.87% | 2.21% | 2.17% | 2.30% | 1.53% | 1.63% | 2.00% | 1.85% |
JNK SPDR Barclays High Yield Bond ETF | 6.71% | 6.63% | 6.38% | 6.06% | 4.27% | 5.11% | 5.44% | 5.90% | 5.60% | 6.06% | 6.59% | 5.99% |
SRLN SPDR Blackstone Senior Loan ETF | 8.37% | 8.58% | 8.44% | 5.72% | 4.45% | 4.91% | 5.39% | 4.98% | 4.01% | 3.94% | 4.43% | 3.66% |
XLK Technology Select Sector SPDR Fund | 0.72% | 0.66% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% |
CIG Companhia Energética de Minas Gerais | 11.11% | 15.40% | 11.31% | 15.27% | 10.95% | 4.48% | 3.34% | 5.25% | 4.42% | 12.54% | 14.67% | 27.26% |
CPRT Copart, 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% |
CROX Crocs, 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% |
CVX Chevron Corporation | 4.77% | 4.50% | 4.05% | 3.16% | 4.52% | 6.11% | 3.95% | 4.12% | 3.45% | 3.64% | 4.76% | 3.75% |
LLY Eli Lilly and Company | 0.66% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.95% | 2.46% | 2.77% | 2.37% | 2.84% |
REGN Regeneron Pharmaceuticals, Inc. | 0.15% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VRTX Vertex Pharmaceuticals Incorporated | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WMT Walmart Inc. | 0.87% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.87% | 3.17% | 2.22% |
GUSTX GMO U.S. Treasury Fund | 3.82% | 4.93% | 4.05% | 1.95% | 0.08% | 0.49% | 1.13% | 0.00% | 0.00% | 0.05% | 0.04% | 0.01% |
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 Himanshu Somani. 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 Himanshu Somani was 5.68%, occurring on Mar 23, 2020. Recovery took 39 trading sessions.
The current Himanshu Somani drawdown is 0.76%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -5.68% | Feb 20, 2020 | 23 | Mar 23, 2020 | 39 | May 18, 2020 | 62 |
| -4.21% | May 19, 2015 | 186 | Feb 11, 2016 | 104 | Jul 12, 2016 | 290 |
| -3.48% | Apr 14, 2022 | 44 | Jun 16, 2022 | 93 | Oct 28, 2022 | 137 |
| -2.84% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -2.53% | Dec 4, 2018 | 14 | Dec 24, 2018 | 16 | Jan 17, 2019 | 30 |
Volatility
Volatility Chart
The current Himanshu Somani volatility is 2.22%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 13 assets, with an effective number of assets of 1.62, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | GUSTX | CIG | WMT | LLY | SRLN | CROX | REGN | CVX | VRTX | CPRT | JNK | VFH | XLK | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | -0.05 | 0.31 | 0.41 | 0.42 | 0.45 | 0.47 | 0.42 | 0.49 | 0.44 | 0.64 | 0.70 | 0.78 | 0.89 | 0.83 |
| GUSTX | -0.05 | 1.00 | 0.01 | 0.01 | -0.00 | -0.03 | -0.05 | -0.01 | -0.03 | -0.00 | -0.03 | -0.01 | -0.08 | -0.04 | 0.12 |
| CIG | 0.31 | 0.01 | 1.00 | 0.12 | 0.12 | 0.21 | 0.16 | 0.14 | 0.24 | 0.14 | 0.18 | 0.33 | 0.28 | 0.24 | 0.40 |
| WMT | 0.41 | 0.01 | 0.12 | 1.00 | 0.26 | 0.19 | 0.17 | 0.21 | 0.20 | 0.21 | 0.27 | 0.26 | 0.33 | 0.33 | 0.47 |
| LLY | 0.42 | -0.00 | 0.12 | 0.26 | 1.00 | 0.15 | 0.14 | 0.38 | 0.20 | 0.37 | 0.27 | 0.26 | 0.29 | 0.35 | 0.53 |
| SRLN | 0.45 | -0.03 | 0.21 | 0.19 | 0.15 | 1.00 | 0.26 | 0.17 | 0.29 | 0.19 | 0.32 | 0.48 | 0.39 | 0.40 | 0.42 |
| CROX | 0.47 | -0.05 | 0.16 | 0.17 | 0.14 | 0.26 | 1.00 | 0.19 | 0.25 | 0.20 | 0.39 | 0.38 | 0.43 | 0.41 | 0.54 |
| REGN | 0.42 | -0.01 | 0.14 | 0.21 | 0.38 | 0.17 | 0.19 | 1.00 | 0.17 | 0.54 | 0.29 | 0.31 | 0.29 | 0.37 | 0.53 |
| CVX | 0.49 | -0.03 | 0.24 | 0.20 | 0.20 | 0.29 | 0.25 | 0.17 | 1.00 | 0.21 | 0.27 | 0.39 | 0.52 | 0.33 | 0.55 |
| VRTX | 0.44 | -0.00 | 0.14 | 0.21 | 0.37 | 0.19 | 0.20 | 0.54 | 0.21 | 1.00 | 0.31 | 0.32 | 0.31 | 0.40 | 0.57 |
| CPRT | 0.64 | -0.03 | 0.18 | 0.27 | 0.27 | 0.32 | 0.39 | 0.29 | 0.27 | 0.31 | 1.00 | 0.47 | 0.53 | 0.59 | 0.58 |
| JNK | 0.70 | -0.01 | 0.33 | 0.26 | 0.26 | 0.48 | 0.38 | 0.31 | 0.39 | 0.32 | 0.47 | 1.00 | 0.57 | 0.62 | 0.65 |
| VFH | 0.78 | -0.08 | 0.28 | 0.33 | 0.29 | 0.39 | 0.43 | 0.29 | 0.52 | 0.31 | 0.53 | 0.57 | 1.00 | 0.58 | 0.66 |
| XLK | 0.89 | -0.04 | 0.24 | 0.33 | 0.35 | 0.40 | 0.41 | 0.37 | 0.33 | 0.40 | 0.59 | 0.62 | 0.58 | 1.00 | 0.72 |
| Portfolio | 0.83 | 0.12 | 0.40 | 0.47 | 0.53 | 0.42 | 0.54 | 0.53 | 0.55 | 0.57 | 0.58 | 0.65 | 0.66 | 0.72 | 1.00 |