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fRANK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
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Diversification

fRANK

Currency in USD · Last updated May 23, 2025

Asset Allocation

EMR 6%LLY 6%MA 6%NRG 6%OSIS 6%POWL 6%UNM 6%STRL 5.88%CLS 5.24%NEE 4.11%FTNT 3.98%PPC 3.8%MOD 3.58%SYF 3.16%BYDDY 3.01%QCOM 2.91%TSM 2.89%MU 2.64%NVDA 2.49%GOOGL 2.03%UBER 1.82%SKYW 1.77%AMZN 1.69%APP 1%CRM 1%CRWD 1%META 1%PLTR 1%S 1%DOCU 1%EquityEquity
PositionCategory/SectorTarget Weight
AMZN
Amazon.com, Inc.		Consumer Cyclical
1.69%
APP
AppLovin Corporation		Technology
1%
BYDDY
BYD Company Limited ADR		Consumer Cyclical
3.01%
CLS
Celestica Inc.		Technology
5.24%
CRM
salesforce.com, inc.		Technology
1%
CRWD
CrowdStrike Holdings, Inc.		Technology
1%
DOCU
DocuSign, Inc.		Technology
1%
EMR
Emerson Electric Co.		Industrials
6%
FTNT
Fortinet, Inc.		Technology
3.98%
GOOGL
Alphabet Inc Class A		Communication Services
2.03%
LLY
Eli Lilly and Company		Healthcare
6%
MA
Mastercard Inc		Financial Services
6%
META
Meta Platforms, Inc.		Communication Services
1%
MOD
Modine Manufacturing Company		Consumer Cyclical
3.58%
MU
Micron Technology, Inc.		Technology
2.64%
NEE
NextEra Energy, Inc.		Utilities
4.11%
NRG
NRG Energy, Inc.		Utilities
6%
NVDA
NVIDIA Corporation		Technology
2.49%
OSIS
OSI Systems, Inc.		Technology
6%
PLTR
Palantir Technologies Inc.		Technology
1%
POWL
Powell Industries, Inc.		Industrials
6%
PPC
Pilgrim's Pride Corporation		Consumer Defensive
3.80%
QCOM
QUALCOMM Incorporated		Technology
2.91%
S
SentinelOne, Inc.		Technology
1%
SKYW
SkyWest, Inc.		Industrials
1.77%
STRL
Sterling Construction Company, Inc.		Industrials
5.88%
SYF
Synchrony Financial		Financial Services
3.16%
TSM
Taiwan Semiconductor Manufacturing Company Limited		Technology
2.89%
UBER
Uber Technologies, Inc.		Technology
1.82%
UNM
Unum Group		Financial Services
6%

S&P 500

Performance

Performance Chart

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The earliest data available for this chart is Jun 30, 2021, corresponding to the inception date of S

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		-1.34%7.94%-2.79%10.16%14.45%10.68%
fRANK12.03%15.03%7.08%42.10%N/AN/A
Portfolio components:
AMZN
Amazon.com, Inc.		-8.39%11.29%1.96%11.01%10.53%25.18%
APP
AppLovin Corporation		9.41%40.40%6.29%347.00%N/AN/A
CLS
Celestica Inc.		29.44%35.47%34.00%115.77%80.07%25.11%
CRM
salesforce.com, inc.		-18.18%9.04%-19.93%-1.38%9.11%14.10%
CRWD
CrowdStrike Holdings, Inc.		33.15%18.10%22.38%33.08%40.84%N/A
EMR
Emerson Electric Co.		-3.77%17.50%-8.31%6.99%18.74%9.82%
FTNT
Fortinet, Inc.		9.19%6.35%11.20%69.31%29.31%29.37%
GOOGL
Alphabet Inc Class A		-10.90%8.45%2.49%-2.46%19.09%19.99%
LLY
Eli Lilly and Company		-7.20%-13.77%-4.23%-11.11%38.01%27.66%
MA
Mastercard Inc		7.36%6.33%8.54%25.64%14.47%20.62%
META
Meta Platforms, Inc.		7.19%20.53%12.34%35.12%21.81%23.02%
MOD
Modine Manufacturing Company		-22.53%16.71%-37.29%-7.14%82.63%22.45%
MU
Micron Technology, Inc.		11.09%28.03%-8.79%-25.71%16.27%13.33%
NEE
NextEra Energy, Inc.		-4.70%0.73%-10.11%-7.50%5.51%13.24%
NRG
NRG Energy, Inc.		76.39%55.29%66.67%98.22%38.97%22.88%
NVDA
NVIDIA Corporation		-2.23%27.83%-7.49%26.53%70.95%74.49%
OSIS
OSI Systems, Inc.		35.84%17.49%37.92%63.34%25.97%12.26%
PLTR
Palantir Technologies Inc.		63.04%22.31%91.62%495.13%N/AN/A
POWL
Powell Industries, Inc.		-20.96%0.16%-39.57%-4.93%49.69%20.31%
PPC
Pilgrim's Pride Corporation		23.32%-9.12%8.25%56.75%22.04%8.76%
QCOM
QUALCOMM Incorporated		-4.85%3.50%-6.29%-26.50%15.53%10.85%
S
SentinelOne, Inc.		-10.99%14.15%-30.76%-9.02%N/AN/A
SKYW
SkyWest, Inc.		-2.21%12.56%-12.49%33.04%28.29%21.49%
STRL
Sterling Construction Company, Inc.		9.47%31.64%-6.16%47.01%84.35%47.79%
SYF
Synchrony Financial		-12.22%14.32%-13.54%33.12%26.16%5.91%
TSM
Taiwan Semiconductor Manufacturing Company Limited		-2.41%21.65%1.71%23.91%33.39%26.25%
UNM
Unum Group		10.56%2.03%6.47%56.47%45.61%12.34%
DOCU
DocuSign, Inc.		-5.93%8.46%1.90%47.61%-8.65%N/A
UBER
Uber Technologies, Inc.		45.47%18.95%22.71%37.97%20.30%N/A
BYDDY
BYD Company Limited ADR		74.00%17.42%77.10%126.17%61.82%24.45%
*Annualized

Monthly Returns

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

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20256.74%-2.03%-7.57%5.00%10.40%12.03%
20245.00%16.79%3.85%-2.04%9.45%0.54%1.87%3.25%6.59%3.58%13.78%-4.84%72.61%
202311.14%-0.40%3.70%0.27%11.25%8.08%7.50%6.47%-4.13%-2.34%7.43%9.44%74.35%
2022-5.33%-2.12%0.46%-7.20%9.20%-8.81%8.69%-3.65%-10.68%12.28%6.45%-4.22%-7.88%
20211.04%3.52%-5.58%4.52%-0.66%4.85%7.52%

Expense Ratio

fRANK 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.

The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 88, fRANK is among the top 12% 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 fRANK is 8888
Overall Rank
The Sharpe Ratio Rank of fRANK is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of fRANK is 8686
Sortino Ratio Rank
The Omega Ratio Rank of fRANK is 8888
Omega Ratio Rank
The Calmar Ratio Rank of fRANK is 9090
Calmar Ratio Rank
The Martin Ratio Rank of fRANK is 8888
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
AMZN
Amazon.com, Inc.		0.320.641.080.320.82
APP
AppLovin Corporation		3.803.471.505.6514.13
CLS
Celestica Inc.		1.542.101.302.355.81
CRM
salesforce.com, inc.		-0.040.161.02-0.09-0.21
CRWD
CrowdStrike Holdings, Inc.		0.631.121.140.681.55
EMR
Emerson Electric Co.		0.220.491.070.200.52
FTNT
Fortinet, Inc.		1.652.731.372.209.31
GOOGL
Alphabet Inc Class A		-0.08-0.001.00-0.16-0.34
LLY
Eli Lilly and Company		-0.29-0.140.98-0.42-0.79
MA
Mastercard Inc		1.221.581.231.405.98
META
Meta Platforms, Inc.		0.961.541.201.043.16
MOD
Modine Manufacturing Company		-0.100.301.04-0.22-0.48
MU
Micron Technology, Inc.		-0.41-0.220.97-0.46-0.75
NEE
NextEra Energy, Inc.		-0.26-0.250.97-0.38-0.75
NRG
NRG Energy, Inc.		1.802.441.333.5710.30
NVDA
NVIDIA Corporation		0.451.221.151.022.50
OSIS
OSI Systems, Inc.		1.632.241.282.787.31
PLTR
Palantir Technologies Inc.		6.965.131.6911.8335.74
POWL
Powell Industries, Inc.		-0.060.481.06-0.12-0.20
PPC
Pilgrim's Pride Corporation		1.631.761.252.796.51
QCOM
QUALCOMM Incorporated		-0.61-0.640.92-0.59-0.98
S
SentinelOne, Inc.		-0.19-0.041.00-0.16-0.60
SKYW
SkyWest, Inc.		0.821.231.150.841.99
STRL
Sterling Construction Company, Inc.		0.761.241.170.872.05
SYF
Synchrony Financial		0.751.191.160.722.05
TSM
Taiwan Semiconductor Manufacturing Company Limited		0.521.081.140.721.91
UNM
Unum Group		2.042.691.403.5812.24
DOCU
DocuSign, Inc.		0.961.671.210.492.89
UBER
Uber Technologies, Inc.		0.881.461.191.222.65
BYDDY
BYD Company Limited ADR		2.782.951.373.0810.14

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.

fRANK Sharpe ratios as of May 23, 2025 (values are recalculated daily):

  • 1-Year: 1.38
  • All Time: 1.52

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 0.47 to 0.99, 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 fRANK compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

fRANK provided a 1.24% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio1.24%0.77%0.99%1.20%1.14%1.24%1.05%1.28%1.03%1.71%2.42%1.02%
Portfolio components:
AMZN
Amazon.com, 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%
APP
AppLovin 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%
CLS
Celestica 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%
CRM
salesforce.com, inc.		0.59%0.48%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CRWD
CrowdStrike Holdings, 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%
EMR
Emerson Electric Co.		1.78%1.70%2.14%2.15%2.18%2.49%2.58%3.26%2.76%3.42%3.94%2.85%
FTNT
Fortinet, 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%
GOOGL
Alphabet Inc Class A		0.47%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LLY
Eli Lilly and Company		0.78%0.67%0.78%1.07%1.23%1.75%1.96%1.95%2.46%2.77%2.37%2.84%
MA
Mastercard Inc		0.50%0.50%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%0.51%
META
Meta Platforms, Inc.		0.32%0.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MOD
Modine Manufacturing Company		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MU
Micron Technology, Inc.		0.49%0.55%0.54%0.89%0.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NEE
NextEra Energy, Inc.		3.12%2.87%3.08%2.03%1.65%1.81%2.06%2.55%2.52%2.91%2.96%2.73%
NRG
NRG Energy, Inc.		1.07%1.81%2.92%4.40%3.02%3.20%0.30%0.30%0.42%1.92%4.93%2.00%
NVDA
NVIDIA Corporation		0.03%0.03%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%
OSIS
OSI Systems, 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%
PLTR
Palantir Technologies 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%
POWL
Powell Industries, Inc.		0.61%0.48%1.19%2.96%3.53%3.53%2.12%4.16%3.63%2.67%4.00%2.06%
PPC
Pilgrim's Pride Corporation		12.70%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%14.48%26.12%0.00%
QCOM
QUALCOMM Incorporated		2.34%2.18%2.18%2.67%1.47%1.69%2.81%4.27%3.50%3.17%3.72%2.17%
S
SentinelOne, 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%
SKYW
SkyWest, Inc.		0.00%0.00%0.00%0.00%0.00%0.35%0.74%0.90%0.60%0.66%0.84%1.51%
STRL
Sterling Construction Company, 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%
SYF
Synchrony Financial		1.85%1.54%2.51%2.74%1.90%2.54%2.39%3.07%1.45%0.72%0.00%0.00%
TSM
Taiwan Semiconductor Manufacturing Company Limited		1.29%1.18%1.78%2.48%1.56%1.58%3.49%3.55%2.32%2.61%2.54%1.79%
UNM
Unum Group		2.10%2.15%3.07%3.07%4.76%4.97%3.74%3.34%1.57%1.75%2.10%1.78%
DOCU
DocuSign, 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%
UBER
Uber Technologies, 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%
BYDDY
BYD Company Limited ADR		0.73%1.26%0.60%0.07%0.07%0.03%0.60%0.36%0.30%1.06%0.00%0.20%

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 fRANK. 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 fRANK was 22.57%, occurring on Apr 4, 2025. Recovery took 26 trading sessions.

The current fRANK drawdown is 2.72%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.57%Jan 24, 202550Apr 4, 202526May 13, 202576
-21.13%Nov 17, 2021219Sep 30, 202283Jan 31, 2023302
-11.26%Jul 17, 202414Aug 5, 202414Aug 23, 202428
-8.42%Sep 5, 202339Oct 27, 202312Nov 14, 202351
-7.7%Feb 16, 202317Mar 13, 202324Apr 17, 202341

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 30 assets, with an effective number of assets of 22.55, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCPPCNEELLYBYDDYUNMPOWLNRGOSISSKYWMASTRLSYFUBERMODSFTNTAPPDOCUCLSCRWDMUGOOGLEMRTSMPLTRMETACRMQCOMAMZNNVDAPortfolio
^GSPC1.000.280.380.360.320.420.430.500.520.530.650.530.590.540.530.560.630.560.590.590.590.620.710.690.630.620.670.670.720.720.710.87
PPC0.281.000.230.080.130.230.160.230.230.230.240.200.300.160.200.120.120.180.150.160.130.150.140.230.150.130.190.170.190.130.120.32
NEE0.380.231.000.230.100.150.110.340.240.110.290.160.200.160.140.140.200.170.190.100.100.110.200.300.110.170.170.190.170.210.120.30
LLY0.360.080.231.000.080.130.150.200.230.140.260.200.090.150.180.160.270.170.160.200.230.150.220.240.180.160.270.230.180.240.240.35
BYDDY0.320.130.100.081.000.120.110.160.160.180.230.200.210.240.220.240.190.270.250.180.210.290.290.260.280.280.230.240.300.270.280.35
UNM0.420.230.150.130.121.000.320.340.350.430.380.360.540.220.350.120.190.160.170.340.120.240.200.450.220.160.220.200.300.180.180.48
POWL0.430.160.110.150.110.321.000.340.360.400.270.510.390.290.490.250.220.290.280.410.280.360.250.420.340.290.300.280.380.280.310.63
NRG0.500.230.340.200.160.340.341.000.340.340.310.390.360.280.390.210.290.310.280.410.300.380.290.420.330.310.330.330.340.320.350.57
OSIS0.520.230.240.230.160.350.360.341.000.370.330.440.410.310.440.250.300.270.300.370.300.300.320.500.310.320.300.320.370.310.290.58
SKYW0.530.230.110.140.180.430.400.340.371.000.350.490.550.460.460.310.300.350.360.450.340.390.340.440.380.400.400.370.380.410.390.61
MA0.650.240.290.260.230.380.270.310.330.351.000.340.460.410.350.350.430.330.390.350.350.350.450.490.360.380.430.460.440.430.370.58
STRL0.530.200.160.200.200.360.510.390.440.490.341.000.430.350.590.320.340.360.340.460.350.420.310.500.420.370.360.360.410.350.430.70
SYF0.590.300.200.090.210.540.390.360.410.550.460.431.000.370.450.320.320.350.380.400.310.410.350.530.360.400.380.360.430.390.350.61
UBER0.540.160.160.150.240.220.290.280.310.460.410.350.371.000.370.460.410.470.510.380.470.400.420.360.410.510.480.470.430.510.460.57
MOD0.530.200.140.180.220.350.490.390.440.460.350.590.450.371.000.310.320.350.310.510.330.440.320.510.440.390.370.360.450.360.410.68
S0.560.120.140.160.240.120.250.210.250.310.350.320.320.460.311.000.550.570.610.370.710.380.460.310.430.580.480.600.440.550.520.55
FTNT0.630.120.200.270.190.190.220.290.300.300.430.340.320.410.320.551.000.470.540.400.630.410.500.420.410.520.460.560.460.510.540.60
APP0.560.180.170.170.270.160.290.310.270.350.330.360.350.470.350.570.471.000.530.430.570.420.490.350.440.610.530.550.420.550.540.59
DOCU0.590.150.190.160.250.170.280.280.300.360.390.340.380.510.310.610.540.531.000.340.600.410.490.340.400.600.490.620.440.540.490.57
CLS0.590.160.100.200.180.340.410.410.370.450.350.460.400.380.510.370.400.430.341.000.430.520.410.490.550.470.450.430.530.450.540.72
CRWD0.590.130.100.230.210.120.280.300.300.340.350.350.310.470.330.710.630.570.600.431.000.410.490.350.450.620.490.600.450.580.560.60
MU0.620.150.110.150.290.240.360.380.300.390.350.420.410.400.440.380.410.420.410.520.411.000.470.440.640.450.490.430.660.480.640.66
GOOGL0.710.140.200.220.290.200.250.290.320.340.450.310.350.420.320.460.500.490.490.410.490.471.000.430.490.470.630.530.510.690.570.59
EMR0.690.230.300.240.260.450.420.420.500.440.490.500.530.360.510.310.420.350.340.490.350.440.431.000.450.390.390.420.500.430.430.70
TSM0.630.150.110.180.280.220.340.330.310.380.360.420.360.410.440.430.410.440.400.550.450.640.490.451.000.470.510.480.670.510.690.67
PLTR0.620.130.170.160.280.160.290.310.320.400.380.370.400.510.390.580.520.610.600.470.620.450.470.390.471.000.510.550.470.570.550.62
META0.670.190.170.270.230.220.300.330.300.400.430.360.380.480.370.480.460.530.490.450.490.490.630.390.510.511.000.550.510.630.590.62
CRM0.670.170.190.230.240.200.280.330.320.370.460.360.360.470.360.600.560.550.620.430.600.430.530.420.480.550.551.000.510.610.560.62
QCOM0.720.190.170.180.300.300.380.340.370.380.440.410.430.430.450.440.460.420.440.530.450.660.510.500.670.470.510.511.000.530.650.70
AMZN0.720.130.210.240.270.180.280.320.310.410.430.350.390.510.360.550.510.550.540.450.580.480.690.430.510.570.630.610.531.000.600.63
NVDA0.710.120.120.240.280.180.310.350.290.390.370.430.350.460.410.520.540.540.490.540.560.640.570.430.690.550.590.560.650.601.000.69
Portfolio0.870.320.300.350.350.480.630.570.580.610.580.700.610.570.680.550.600.590.570.720.600.660.590.700.670.620.620.620.700.630.691.00
The correlation results are calculated based on daily price changes starting from Jul 1, 2021