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noob
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


GOOGL 52%SPOT 30%WBD 15%APPS 3%EquityEquity
PositionCategory/SectorWeight
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%

S&P 500

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


80.00%100.00%120.00%140.00%160.00%180.00%FebruaryMarchAprilMayJuneJuly
178.95%
110.56%
noob
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 3, 2018, corresponding to the inception date of SPOT

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
15.41%0.33%13.74%21.39%13.11%10.77%
noob26.70%4.39%22.75%37.49%18.94%N/A
APPS
Digital Turbine, Inc.
-68.37%50.69%-59.44%-79.25%-15.57%-5.70%
SPOT
Spotify Technology S.A.
57.04%-4.78%44.15%71.09%15.44%N/A
WBD
Warner Bros. Discovery, Inc.
-23.81%24.03%-16.23%-33.87%-22.75%-14.78%
GOOGL
Alphabet Inc.
27.33%1.47%21.51%49.21%25.79%19.45%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.16%3.35%5.20%2.78%6.52%3.67%26.70%
202327.99%-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%
20217.99%11.36%-5.92%3.29%-3.26%5.99%-1.11%4.64%-6.60%13.84%-9.50%0.96%20.47%
20200.00%-6.15%-14.67%19.10%9.28%17.45%2.89%10.99%-7.51%3.58%16.76%5.06%64.27%
201912.67%2.83%1.23%2.71%-8.09%6.77%8.31%-5.10%-3.83%10.11%5.17%2.09%38.16%
20183.01%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.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of noob is 38, 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 noob is 3838
noob
The Sharpe Ratio Rank of noob is 2929Sharpe Ratio Rank
The Sortino Ratio Rank of noob is 2525Sortino Ratio Rank
The Omega Ratio Rank of noob is 3030Omega Ratio Rank
The Calmar Ratio Rank of noob is 2424Calmar Ratio Rank
The Martin Ratio Rank of noob is 8181Martin 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.


noob
Sharpe ratio
The chart of Sharpe ratio for noob, currently valued at 1.46, compared to the broader market-1.000.001.002.003.004.005.001.46
Sortino ratio
The chart of Sortino ratio for noob, currently valued at 2.03, compared to the broader market-2.000.002.004.006.002.03
Omega ratio
The chart of Omega ratio for noob, currently valued at 1.27, compared to the broader market0.801.001.201.401.601.801.27
Calmar ratio
The chart of Calmar ratio for noob, currently valued at 0.94, compared to the broader market0.002.004.006.008.0010.000.94
Martin ratio
The chart of Martin ratio for noob, currently valued at 12.10, compared to the broader market0.0010.0020.0030.0040.0012.10
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.82, compared to the broader market-1.000.001.002.003.004.005.001.82
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.59, compared to the broader market-2.000.002.004.006.002.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market0.801.001.201.401.601.801.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.45, compared to the broader market0.002.004.006.008.0010.001.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.82, compared to the broader market0.0010.0020.0030.0040.006.82

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
APPS
Digital Turbine, Inc.
-1.08-2.420.73-0.81-1.31
SPOT
Spotify Technology S.A.
1.652.231.311.008.05
WBD
Warner Bros. Discovery, Inc.
-0.70-0.790.90-0.38-1.04
GOOGL
Alphabet Inc.
1.662.211.312.2410.04

Sharpe Ratio

The current noob Sharpe ratio is 1.60. 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 1.63 to 2.48, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of noob 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 Ratio1.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.46
1.82
noob
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

noob granted a 0.06% dividend yield in the last twelve months.


TTM
noob0.06%
APPS
Digital Turbine, Inc.
0.00%
SPOT
Spotify Technology S.A.
0.00%
WBD
Warner Bros. Discovery, Inc.
0.00%
GOOGL
Alphabet Inc.
0.11%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%FebruaryMarchAprilMayJuneJuly
-5.12%
-2.86%
noob
Benchmark (^GSPC)
Portfolio components

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. The portfolio has not yet recovered.

The current noob drawdown is 3.90%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-58.11%Nov 8, 2021254Nov 9, 2022
-28.99%Jan 22, 202043Mar 23, 202044May 26, 202087
-26.6%Jul 27, 2018104Dec 24, 2018147Jul 26, 2019251
-18.45%Mar 17, 202141May 13, 2021117Oct 28, 2021158
-13.14%Sep 3, 202015Sep 24, 202030Nov 5, 202045

Volatility

Volatility Chart

The current noob volatility is 4.09%, 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.


2.00%4.00%6.00%8.00%10.00%FebruaryMarchAprilMayJuneJuly
4.09%
2.76%
noob
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.

WBDAPPSSPOTGOOGL
WBD1.000.320.230.25
APPS0.321.000.380.37
SPOT0.230.381.000.46
GOOGL0.250.370.461.00
The correlation results are calculated based on daily price changes starting from Apr 4, 2018