optimized stocks
PRESTIGE.NS 0.112720 NVDA 0.093578 BYMA.BA 0.072806 RECLTD.NS 0.149959 FTAI 0.126519 AUROPHARMA.NS 0.215650 TRAK 0.114206 TALK 0.072248 YANG 0.042314
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
FTAI Fortress Transportation and Infrastructure Investors LLC | Industrials | 40% |
NVDA NVIDIA Corporation | Technology | 11.30% |
TALK Talkspace, Inc. | Healthcare | 11.70% |
TRAK Park City Group Inc | Technology | 30% |
YANG Direxion Daily China 3x Bear Shares | Leveraged Equities, Leveraged, China Equities | 7% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in optimized stocks, 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 Jul 30, 2020, corresponding to the inception date of TALK
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.78% | -0.38% | 11.47% | 18.82% | 12.44% | 10.64% |
| optimized stocks | 90.62% | 10.34% | 67.83% | 146.18% | N/A | N/A |
| Portfolio components: | ||||||
FTAI Fortress Transportation and Infrastructure Investors LLC | 137.58% | 9.61% | 113.64% | 234.36% | 63.62% | N/A |
TRAK Park City Group Inc | 86.41% | 26.89% | 51.46% | 87.58% | 30.00% | 5.24% |
TALK Talkspace, Inc. | -18.11% | -7.14% | -5.88% | 46.48% | N/A | N/A |
NVDA NVIDIA Corporation | 130.74% | -9.39% | 85.44% | 151.44% | 92.64% | 75.22% |
YANG Direxion Daily China 3x Bear Shares | -28.32% | 9.12% | -36.94% | 4.73% | -27.55% | -30.69% |
Monthly Returns
The table below presents the monthly returns of optimized stocks, 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 | 17.06% | 12.91% | 12.97% | -1.60% | 10.46% | 9.56% | 90.62% | ||||||
| 2023 | 22.66% | 12.72% | 4.45% | 4.38% | 17.06% | 15.51% | 3.51% | 4.94% | -0.71% | 4.57% | 9.15% | 8.08% | 171.20% |
| 2022 | 1.22% | -9.77% | -1.44% | -15.05% | 1.25% | -9.29% | 18.18% | -5.47% | -6.55% | 6.19% | 0.26% | -7.62% | -27.88% |
| 2021 | 4.41% | 7.75% | 2.26% | -2.39% | 6.49% | 4.70% | -6.32% | -2.67% | -4.18% | 3.53% | -3.13% | 7.78% | 18.26% |
| 2020 | 0.35% | 8.60% | 3.76% | -8.89% | 16.55% | 6.59% | 27.99% |
Expense Ratio
optimized stocks has an expense ratio of 0.07%, 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 risk-adjusted rank of optimized stocks 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 | |
|---|---|---|---|---|---|
FTAI Fortress Transportation and Infrastructure Investors LLC | 6.64 | 6.14 | 1.81 | 19.25 | 64.42 |
TRAK Park City Group Inc | 2.17 | 2.86 | 1.35 | 5.09 | 11.06 |
TALK Talkspace, Inc. | 1.02 | 1.78 | 1.23 | 0.70 | 3.34 |
NVDA NVIDIA Corporation | 3.35 | 3.74 | 1.47 | 7.89 | 21.82 |
YANG Direxion Daily China 3x Bear Shares | -0.04 | 0.49 | 1.06 | -0.03 | -0.09 |
Dividends
Dividend yield
optimized stocks granted a 0.89% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| optimized stocks | 0.89% | 1.52% | 2.89% | 1.83% | 2.31% | 2.84% | 3.77% | 2.68% | 4.02% | 1.84% | 0.19% | 0.22% |
| Portfolio components: | ||||||||||||
FTAI Fortress Transportation and Infrastructure Investors LLC | 1.10% | 2.59% | 6.97% | 4.56% | 5.63% | 6.76% | 9.21% | 6.62% | 9.93% | 4.26% | 0.00% | 0.00% |
TRAK Park City Group Inc | 0.35% | 0.76% | 0.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TALK Talkspace, 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 | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
YANG Direxion Daily China 3x Bear Shares | 4.92% | 3.66% | 0.00% | 0.00% | 0.68% | 1.54% | 0.56% | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the optimized stocks. 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 optimized stocks was 38.02%, occurring on May 12, 2022. Recovery took 253 trading sessions.
The current optimized stocks drawdown is 1.45%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -38.02% | Feb 10, 2022 | 64 | May 12, 2022 | 253 | May 16, 2023 | 317 |
| -19.84% | Jun 24, 2021 | 151 | Jan 27, 2022 | 9 | Feb 9, 2022 | 160 |
| -12.8% | Feb 11, 2021 | 10 | Feb 25, 2021 | 80 | Jun 21, 2021 | 90 |
| -12.04% | Oct 13, 2020 | 16 | Nov 3, 2020 | 11 | Nov 18, 2020 | 27 |
| -9.57% | Apr 8, 2024 | 10 | Apr 19, 2024 | 22 | May 21, 2024 | 32 |
Volatility
Volatility Chart
The current optimized stocks volatility is 9.78%, 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
| TRAK | TALK | YANG | FTAI | NVDA | |
|---|---|---|---|---|---|
| TRAK | 1.00 | 0.14 | -0.17 | 0.17 | 0.18 |
| TALK | 0.14 | 1.00 | -0.17 | 0.22 | 0.20 |
| YANG | -0.17 | -0.17 | 1.00 | -0.23 | -0.33 |
| FTAI | 0.17 | 0.22 | -0.23 | 1.00 | 0.29 |
| NVDA | 0.18 | 0.20 | -0.33 | 0.29 | 1.00 |