noob
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
APPS Digital Turbine, Inc. | Technology | 3% |
GOOGL Alphabet Inc. | Communication Services | 52% |
SPOT Spotify Technology S.A. | Communication Services | 30% |
WBD Warner Bros. Discovery, Inc. | Communication Services | 15% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in noob, 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 Apr 3, 2018, corresponding to the inception date of SPOT
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.95% | 4.39% | 18.07% | 37.09% | 14.48% | 11.71% |
| noob | 32.27% | 1.21% | 17.35% | 47.33% | 19.95% | N/A |
| Portfolio components: | ||||||
APPS Digital Turbine, Inc. | -51.75% | 18.64% | 77.96% | -35.73% | -13.91% | -2.24% |
SPOT Spotify Technology S.A. | 101.63% | 3.75% | 39.17% | 152.72% | 26.34% | N/A |
WBD Warner Bros. Discovery, Inc. | -31.28% | -5.10% | -7.67% | -24.30% | -22.68% | -14.24% |
GOOGL Alphabet Inc. | 17.28% | -0.10% | 4.83% | 20.81% | 21.20% | 19.84% |
Monthly Returns
The table below presents the monthly returns of noob, 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 | 2.16% | 3.35% | 5.20% | 2.78% | 6.52% | 3.67% | 3.83% | -2.28% | 3.89% | 32.27% | |||
| 2023 | 27.99% | -2.99% | 11.44% | 0.19% | 8.30% | 2.20% | 4.73% | 1.68% | -5.44% | -2.63% | 8.19% | 5.47% | 71.68% |
| 2022 | -6.38% | -5.26% | -1.64% | -24.01% | 2.39% | -11.59% | 11.81% | -6.90% | -14.95% | -0.62% | 1.80% | -10.08% | -51.67% |
| 2021 | 7.99% | 11.36% | -5.92% | 3.29% | -3.26% | 5.99% | -1.11% | 4.64% | -6.60% | 13.84% | -9.50% | 0.96% | 20.47% |
| 2020 | 0.00% | -6.15% | -14.67% | 19.10% | 9.28% | 17.45% | 2.89% | 10.99% | -7.51% | 3.58% | 16.76% | 5.06% | 64.27% |
| 2019 | 12.67% | 2.83% | 1.23% | 2.71% | -8.09% | 6.77% | 8.31% | -5.10% | -3.83% | 10.11% | 5.17% | 2.09% | 38.16% |
| 2018 | 3.01% | 1.96% | 7.19% | 6.43% | 1.97% | -0.75% | -9.84% | -0.66% | -10.63% | -2.94% |
Expense Ratio
noob 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of noob is 17, indicating that it is in the bottom 17% 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 | |
|---|---|---|---|---|---|
APPS Digital Turbine, Inc. | -0.37 | 0.01 | 1.00 | -0.40 | -0.72 |
SPOT Spotify Technology S.A. | 4.30 | 5.39 | 1.69 | 2.62 | 40.63 |
WBD Warner Bros. Discovery, Inc. | -0.51 | -0.45 | 0.94 | -0.29 | -0.86 |
GOOGL Alphabet Inc. | 0.67 | 1.03 | 1.15 | 0.85 | 2.19 |
Dividends
Dividend yield
noob granted a 0.13% dividend yield in the last twelve months.
| TTM | |
|---|---|
| noob | 0.13% |
| Portfolio components: | |
APPS Digital Turbine, Inc. | 0.00% |
SPOT Spotify Technology S.A. | 0.00% |
WBD Warner Bros. Discovery, Inc. | 0.00% |
GOOGL Alphabet Inc. | 0.24% |
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 noob. 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 noob was 58.11%, occurring on Nov 9, 2022. Recovery took 474 trading sessions.
The current noob drawdown is 2.24%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -58.11% | Nov 8, 2021 | 254 | Nov 9, 2022 | 474 | Oct 1, 2024 | 728 |
| -28.99% | Jan 22, 2020 | 43 | Mar 23, 2020 | 44 | May 26, 2020 | 87 |
| -26.6% | Jul 27, 2018 | 104 | Dec 24, 2018 | 147 | Jul 26, 2019 | 251 |
| -18.45% | Mar 17, 2021 | 41 | May 13, 2021 | 117 | Oct 28, 2021 | 158 |
| -13.14% | Sep 3, 2020 | 15 | Sep 24, 2020 | 30 | Nov 5, 2020 | 45 |
Volatility
Volatility Chart
The current noob volatility is 4.02%, 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
| WBD | SPOT | APPS | GOOGL | |
|---|---|---|---|---|
| WBD | 1.00 | 0.23 | 0.33 | 0.26 |
| SPOT | 0.23 | 1.00 | 0.37 | 0.46 |
| APPS | 0.33 | 0.37 | 1.00 | 0.37 |
| GOOGL | 0.26 | 0.46 | 0.37 | 1.00 |