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TEST 2024
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

TEST 2024

Last updated Nov 9, 2024

Asset Allocation

SMCI 29.8%NVDA 23.22%MOD 14.05%AMZN 9.1%DRCT 7.15%ARQT 6.85%SOUN 5.98%GCT 3.85%EquityEquity
PositionCategory/SectorWeight
AMZN
Amazon.com, Inc.		Consumer Cyclical
9.10%
ARQT
Arcutis Biotherapeutics, Inc.		Healthcare
6.85%
DRCT
Direct Digital Holdings Inc		Communication Services
7.15%
GCT
GigaCloud Technology Inc		Technology
3.85%
MOD
Modine Manufacturing Company		Consumer Cyclical
14.05%
NVDA
NVIDIA Corporation		Technology
23.22%
SMCI
Super Micro Computer, Inc.		Technology
29.80%
SOUN
SoundHound AI Inc		Technology
5.98%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in TEST 2024, 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

-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-5.87%
14.80%
TEST 2024
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Aug 18, 2022, corresponding to the inception date of GCT

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		25.70%3.51%14.80%37.91%14.18%11.41%
TEST 202495.02%-6.89%-5.87%180.72%N/AN/A
Portfolio components:
NVDA
NVIDIA Corporation		198.17%9.51%64.28%205.52%95.71%77.81%
SMCI
Super Micro Computer, Inc.		-13.74%-47.23%-69.29%-7.83%63.22%21.99%
MOD
Modine Manufacturing Company		114.61%-2.16%24.23%183.70%78.92%26.41%
GCT
GigaCloud Technology Inc		52.66%18.50%-25.22%200.00%N/AN/A
DRCT
Direct Digital Holdings Inc		-82.66%7.95%-35.01%-36.14%N/AN/A
ARQT
Arcutis Biotherapeutics, Inc.		234.98%10.63%38.01%467.98%N/AN/A
AMZN
Amazon.com, Inc.		37.01%11.53%11.04%45.01%18.48%29.64%
SOUN
SoundHound AI Inc		239.62%48.76%41.45%302.23%N/AN/A

Monthly Returns

The table below presents the monthly returns of TEST 2024, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
202437.23%60.50%5.14%-12.64%5.79%4.86%-0.30%-11.81%-1.23%-6.67%95.02%
202320.01%12.08%2.73%-0.81%44.48%13.58%13.52%-0.81%-8.91%-11.72%41.98%17.20%238.88%
2022-10.77%-16.54%13.57%16.43%-6.78%-8.20%

Expense Ratio

TEST 2024 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

Risk-Adjusted Performance Rank

The current rank of TEST 2024 is 62, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of TEST 2024 is 6262
Combined Rank
The Sharpe Ratio Rank of TEST 2024 is 9292Sharpe Ratio Rank
The Sortino Ratio Rank of TEST 2024 is 5151Sortino Ratio Rank
The Omega Ratio Rank of TEST 2024 is 4848Omega Ratio Rank
The Calmar Ratio Rank of TEST 2024 is 9191Calmar Ratio Rank
The Martin Ratio Rank of TEST 2024 is 2828Martin 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.

TEST 2024
Sharpe ratio
The chart of Sharpe ratio for TEST 2024, currently valued at 3.50, compared to the broader market0.002.004.006.003.50
Sortino ratio
The chart of Sortino ratio for TEST 2024, currently valued at 3.61, compared to the broader market-2.000.002.004.006.003.61
Omega ratio
The chart of Omega ratio for TEST 2024, currently valued at 1.47, compared to the broader market0.801.001.201.401.601.802.001.47
Calmar ratio
The chart of Calmar ratio for TEST 2024, currently valued at 5.72, compared to the broader market0.005.0010.0015.005.72
Martin ratio
The chart of Martin ratio for TEST 2024, currently valued at 11.54, compared to the broader market0.0010.0020.0030.0040.0050.0060.0011.54
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.97, compared to the broader market0.002.004.006.002.97
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.97, compared to the broader market-2.000.002.004.006.003.97
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.56, compared to the broader market0.801.001.201.401.601.802.001.56
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.93, compared to the broader market0.005.0010.0015.003.93
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 19.39, compared to the broader market0.0010.0020.0030.0040.0050.0060.0019.39
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
NVDA
NVIDIA Corporation		4.204.081.538.0325.31
SMCI
Super Micro Computer, Inc.		-0.050.711.10-0.07-0.15
MOD
Modine Manufacturing Company		3.493.441.489.0825.50
GCT
GigaCloud Technology Inc		1.762.481.302.245.91
DRCT
Direct Digital Holdings Inc		0.011.431.170.030.03
ARQT
Arcutis Biotherapeutics, Inc.		4.424.071.474.2118.54
AMZN
Amazon.com, Inc.		1.732.391.312.397.92
SOUN
SoundHound AI Inc		2.423.701.424.698.17

Sharpe Ratio

The current TEST 2024 Sharpe ratio is 3.50. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 2.17 to 3.06, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of TEST 2024 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.002.003.004.005.006.007.008.00JuneJulyAugustSeptemberOctoberNovember
3.50
2.97
TEST 2024
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

TEST 2024 provided a 0.00% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
Portfolio0.00%0.01%0.03%0.01%0.03%0.06%0.11%0.07%0.11%0.28%0.39%0.45%
Portfolio components:
NVDA
NVIDIA Corporation		0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%
SMCI
Super Micro Computer, 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%
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%
GCT
GigaCloud Technology 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%
DRCT
Direct Digital 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%
ARQT
Arcutis Biotherapeutics, 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%
SOUN
SoundHound AI 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%

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.

-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-26.41%
0
TEST 2024
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the TEST 2024. 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 TEST 2024 was 34.66%, occurring on Sep 6, 2024. The portfolio has not yet recovered.

The current TEST 2024 drawdown is 26.41%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.66%Mar 14, 2024122Sep 6, 2024———
-32.34%Aug 22, 202237Oct 12, 202273Jan 27, 2023110
-24%Aug 8, 202357Oct 26, 202316Nov 17, 202373
-14.3%Feb 16, 20243Feb 21, 20241Feb 22, 20244
-14.01%Feb 9, 202322Mar 13, 202336May 3, 202358

Volatility

Volatility Chart

The current TEST 2024 volatility is 17.32%, 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.

0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
17.32%
3.92%
TEST 2024
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
ARQTDRCTGCTSOUNAMZNMODSMCINVDA
ARQT1.000.190.120.200.120.230.160.07
DRCT0.191.000.130.160.150.170.140.16
GCT0.120.131.000.160.200.190.150.15
SOUN0.200.160.161.000.210.230.220.19
AMZN0.120.150.200.211.000.320.340.53
MOD0.230.170.190.230.321.000.360.38
SMCI0.160.140.150.220.340.361.000.51
NVDA0.070.160.150.190.530.380.511.00
The correlation results are calculated based on daily price changes starting from Aug 19, 2022