Sharpe Guy
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AAPL Apple Inc | Technology | 6.70% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 6.70% |
BABA Alibaba Group Holding Limited | Consumer Cyclical | 6.70% |
BIDU Baidu, Inc. | Communication Services | 6.70% |
GLD SPDR Gold Trust | Precious Metals, Gold | 6.70% |
GOOGL Alphabet Inc. | Communication Services | 6.70% |
META Meta Platforms, Inc. | Communication Services | 6.70% |
MMM 3M Company | Industrials | 6.50% |
NFLX Netflix, Inc. | Communication Services | 6.70% |
NVDA NVIDIA Corporation | Technology | 6.70% |
SHY iShares 1-3 Year Treasury Bond ETF | Government Bonds | 6.70% |
TCEHY Tencent Holdings Limited | Communication Services | 6.70% |
TLT iShares 20+ Year Treasury Bond ETF | Government Bonds | 6.60% |
TSLA Tesla, Inc. | Consumer Cyclical | 6.70% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 6.50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Sharpe Guy, 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 Sep 19, 2014, corresponding to the inception date of BABA
Returns By Period
As of Apr 22, 2025, the Sharpe Guy returned -5.97% Year-To-Date and 20.17% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -12.30% | -8.99% | -11.89% | 3.84% | 13.06% | 9.34% |
| Sharpe Guy | -5.97% | -9.24% | -0.32% | 28.09% | 18.97% | 20.17% |
| Portfolio components: | ||||||
NVDA NVIDIA Corporation | -27.83% | -17.66% | -32.55% | 27.21% | 68.88% | 68.60% |
BABA Alibaba Group Holding Limited | 29.91% | -18.49% | 9.16% | 60.84% | -11.76% | 2.91% |
TSLA Tesla, Inc. | -43.67% | -8.53% | 3.95% | 54.71% | 36.22% | 31.75% |
AMZN Amazon.com, Inc. | -23.73% | -14.72% | -11.50% | -4.19% | 7.23% | 22.43% |
GOOGL Alphabet Inc. | -21.90% | -9.95% | -9.79% | -3.71% | 18.80% | 17.92% |
NFLX Netflix, Inc. | 10.84% | 2.88% | 27.96% | 77.99% | 18.66% | 28.72% |
BIDU Baidu, Inc. | -1.58% | -12.23% | -9.43% | -12.70% | -4.01% | -9.19% |
META Meta Platforms, Inc. | -17.15% | -18.72% | -15.59% | 1.11% | 21.81% | 19.64% |
AAPL Apple Inc | -22.78% | -11.50% | -18.14% | 17.62% | 23.69% | 20.91% |
TCEHY Tencent Holdings Limited | 9.42% | -11.46% | 7.48% | 50.55% | 4.14% | 12.04% |
SHY iShares 1-3 Year Treasury Bond ETF | 1.87% | 0.49% | 2.29% | 6.02% | 1.07% | 1.38% |
GLD SPDR Gold Trust | 30.34% | 13.32% | 25.62% | 42.78% | 14.37% | 10.85% |
VTI Vanguard Total Stock Market ETF | -12.53% | -9.10% | -11.69% | 4.39% | 14.36% | 10.59% |
TLT iShares 20+ Year Treasury Bond ETF | -0.50% | -4.84% | -4.78% | 0.49% | -10.37% | -1.49% |
MMM 3M Company | -1.84% | -16.14% | -5.53% | 39.77% | 5.08% | 2.88% |
Monthly Returns
The table below presents the monthly returns of Sharpe Guy, 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 | 5.32% | 0.47% | -3.77% | -7.66% | -5.97% | ||||||||
| 2024 | -1.20% | 6.13% | 3.60% | -0.13% | 5.81% | 3.64% | 2.77% | 1.89% | 8.21% | -1.62% | 4.68% | 2.29% | 42.01% |
| 2023 | 16.43% | -0.48% | 9.49% | -3.09% | 6.52% | 7.32% | 6.51% | -2.81% | -6.43% | -3.48% | 8.88% | 3.60% | 48.20% |
| 2022 | -5.19% | -6.30% | 1.31% | -13.49% | -0.91% | -5.02% | 7.17% | -3.53% | -9.76% | -5.05% | 10.78% | -4.90% | -31.61% |
| 2021 | 2.84% | -0.41% | -1.78% | 4.92% | -1.31% | 4.63% | -2.09% | 2.82% | -4.02% | 8.39% | 0.03% | -1.43% | 12.53% |
| 2020 | 5.38% | -0.51% | -6.29% | 13.30% | 5.02% | 7.82% | 9.50% | 14.45% | -5.22% | -0.31% | 5.41% | 7.26% | 68.75% |
| 2019 | 9.62% | 1.25% | 3.01% | 1.64% | -11.36% | 8.10% | 1.38% | -2.30% | 0.01% | 5.62% | 5.28% | 6.38% | 30.46% |
| 2018 | 11.47% | -1.56% | -4.81% | 0.94% | 5.09% | 1.78% | -1.18% | 2.90% | -2.25% | -8.48% | 0.13% | -6.24% | -3.69% |
| 2017 | 6.79% | 2.28% | 3.56% | 3.86% | 6.80% | 0.10% | 6.06% | 3.28% | 0.79% | 5.10% | 0.72% | -0.20% | 46.47% |
| 2016 | -6.43% | 1.25% | 7.87% | -0.70% | 4.36% | -1.03% | 5.58% | 2.59% | 3.54% | -0.10% | -1.87% | 2.81% | 18.45% |
| 2015 | 3.25% | 2.74% | -1.66% | 4.18% | 2.73% | -0.42% | 2.97% | -3.69% | -1.55% | 11.67% | 4.45% | -2.30% | 23.70% |
| 2014 | -2.40% | 1.70% | 3.18% | -3.45% | -1.12% |
Expense Ratio
Sharpe Guy has an expense ratio of 0.05%, 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 89, Sharpe Guy is among the top 11% 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 | |
|---|---|---|---|---|---|
NVDA NVIDIA Corporation | 0.25 | 0.77 | 1.10 | 0.42 | 1.13 |
BABA Alibaba Group Holding Limited | 1.33 | 1.97 | 1.25 | 0.79 | 3.88 |
TSLA Tesla, Inc. | 0.63 | 1.44 | 1.17 | 0.71 | 2.11 |
AMZN Amazon.com, Inc. | -0.23 | -0.10 | 0.99 | -0.25 | -0.75 |
GOOGL Alphabet Inc. | -0.14 | 0.01 | 1.00 | -0.15 | -0.37 |
NFLX Netflix, Inc. | 1.81 | 2.44 | 1.34 | 2.99 | 10.01 |
BIDU Baidu, Inc. | -0.28 | -0.11 | 0.99 | -0.16 | -0.57 |
META Meta Platforms, Inc. | -0.04 | 0.20 | 1.03 | -0.05 | -0.16 |
AAPL Apple Inc | 0.48 | 0.90 | 1.13 | 0.47 | 1.83 |
TCEHY Tencent Holdings Limited | 1.40 | 2.02 | 1.26 | 0.94 | 4.83 |
SHY iShares 1-3 Year Treasury Bond ETF | 3.69 | 6.49 | 1.84 | 6.19 | 17.78 |
GLD SPDR Gold Trust | 2.63 | 3.46 | 1.46 | 5.38 | 14.44 |
VTI Vanguard Total Stock Market ETF | 0.17 | 0.38 | 1.06 | 0.17 | 0.74 |
TLT iShares 20+ Year Treasury Bond ETF | 0.02 | 0.13 | 1.02 | 0.01 | 0.05 |
MMM 3M Company | 1.20 | 2.25 | 1.30 | 0.91 | 8.19 |
Dividends
Dividend yield
Sharpe Guy provided a 0.99% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.99% | 0.98% | 1.45% | 1.03% | 0.47% | 0.54% | 0.72% | 0.78% | 0.59% | 0.68% | 0.74% | 0.68% |
| Portfolio components: | ||||||||||||
NVDA NVIDIA Corporation | 0.03% | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% |
BABA Alibaba Group Holding Limited | 0.60% | 0.78% | 1.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TSLA Tesla, 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% |
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% |
GOOGL Alphabet Inc. | 0.54% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NFLX Netflix, 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% |
BIDU Baidu, 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% |
META Meta Platforms, Inc. | 0.42% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AAPL Apple Inc | 0.52% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% |
TCEHY Tencent Holdings Limited | 0.75% | 0.82% | 6.80% | 4.27% | 0.35% | 0.22% | 0.26% | 0.29% | 0.15% | 0.25% | 0.23% | 0.04% |
SHY iShares 1-3 Year Treasury Bond ETF | 3.95% | 3.92% | 2.99% | 1.30% | 0.24% | 0.94% | 2.12% | 1.72% | 0.98% | 0.71% | 0.54% | 0.36% |
GLD SPDR Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.48% | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% |
TLT iShares 20+ Year Treasury Bond ETF | 4.38% | 4.30% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% |
MMM 3M Company | 2.24% | 2.60% | 5.49% | 4.97% | 3.33% | 3.36% | 3.26% | 2.86% | 2.00% | 2.49% | 2.72% | 2.08% |
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 Sharpe Guy. 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 Sharpe Guy was 40.06%, occurring on Nov 9, 2022. Recovery took 313 trading sessions.
The current Sharpe Guy drawdown is 14.44%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -40.06% | Nov 22, 2021 | 244 | Nov 9, 2022 | 313 | Feb 9, 2024 | 557 |
| -25.74% | Feb 20, 2020 | 20 | Mar 18, 2020 | 44 | May 20, 2020 | 64 |
| -22.07% | Jun 15, 2018 | 133 | Dec 24, 2018 | 232 | Nov 25, 2019 | 365 |
| -17.91% | Feb 18, 2025 | 36 | Apr 8, 2025 | — | — | — |
| -15.31% | Dec 2, 2015 | 47 | Feb 9, 2016 | 39 | Apr 6, 2016 | 86 |
Volatility
Volatility Chart
The current Sharpe Guy volatility is 13.05%, 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 15 assets, with an effective number of assets of 15.00, 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
| GLD | SHY | TLT | MMM | TSLA | TCEHY | NFLX | BABA | BIDU | NVDA | AAPL | META | AMZN | GOOGL | VTI | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| GLD | 1.00 | 0.39 | 0.31 | 0.01 | 0.01 | 0.07 | 0.03 | 0.03 | 0.04 | 0.01 | -0.00 | 0.03 | 0.01 | 0.03 | 0.02 |
| SHY | 0.39 | 1.00 | 0.61 | -0.06 | -0.07 | -0.07 | -0.02 | -0.08 | -0.09 | -0.08 | -0.05 | -0.04 | -0.03 | -0.04 | -0.10 |
| TLT | 0.31 | 0.61 | 1.00 | -0.14 | -0.06 | -0.10 | -0.03 | -0.09 | -0.10 | -0.07 | -0.09 | -0.08 | -0.06 | -0.10 | -0.17 |
| MMM | 0.01 | -0.06 | -0.14 | 1.00 | 0.21 | 0.27 | 0.25 | 0.27 | 0.27 | 0.30 | 0.37 | 0.30 | 0.31 | 0.37 | 0.60 |
| TSLA | 0.01 | -0.07 | -0.06 | 0.21 | 1.00 | 0.29 | 0.39 | 0.31 | 0.34 | 0.42 | 0.41 | 0.36 | 0.42 | 0.38 | 0.48 |
| TCEHY | 0.07 | -0.07 | -0.10 | 0.27 | 0.29 | 1.00 | 0.33 | 0.65 | 0.60 | 0.36 | 0.37 | 0.35 | 0.37 | 0.37 | 0.45 |
| NFLX | 0.03 | -0.02 | -0.03 | 0.25 | 0.39 | 0.33 | 1.00 | 0.37 | 0.36 | 0.47 | 0.44 | 0.51 | 0.55 | 0.48 | 0.51 |
| BABA | 0.03 | -0.08 | -0.09 | 0.27 | 0.31 | 0.65 | 0.37 | 1.00 | 0.66 | 0.38 | 0.37 | 0.40 | 0.41 | 0.40 | 0.45 |
| BIDU | 0.04 | -0.09 | -0.10 | 0.27 | 0.34 | 0.60 | 0.36 | 0.66 | 1.00 | 0.38 | 0.38 | 0.38 | 0.39 | 0.42 | 0.47 |
| NVDA | 0.01 | -0.08 | -0.07 | 0.30 | 0.42 | 0.36 | 0.47 | 0.38 | 0.38 | 1.00 | 0.52 | 0.52 | 0.54 | 0.53 | 0.63 |
| AAPL | -0.00 | -0.05 | -0.09 | 0.37 | 0.41 | 0.37 | 0.44 | 0.37 | 0.38 | 0.52 | 1.00 | 0.51 | 0.56 | 0.58 | 0.67 |
| META | 0.03 | -0.04 | -0.08 | 0.30 | 0.36 | 0.35 | 0.51 | 0.40 | 0.38 | 0.52 | 0.51 | 1.00 | 0.61 | 0.65 | 0.60 |
| AMZN | 0.01 | -0.03 | -0.06 | 0.31 | 0.42 | 0.37 | 0.55 | 0.41 | 0.39 | 0.54 | 0.56 | 0.61 | 1.00 | 0.68 | 0.63 |
| GOOGL | 0.03 | -0.04 | -0.10 | 0.37 | 0.38 | 0.37 | 0.48 | 0.40 | 0.42 | 0.53 | 0.58 | 0.65 | 0.68 | 1.00 | 0.68 |
| VTI | 0.02 | -0.10 | -0.17 | 0.60 | 0.48 | 0.45 | 0.51 | 0.45 | 0.47 | 0.63 | 0.67 | 0.60 | 0.63 | 0.68 | 1.00 |