noob
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
GOOGL Alphabet Inc. | Communication Services | 52% |
SPOT Spotify Technology S.A. | Communication Services | 30% |
WBD Warner Bros. Discovery, Inc. | Communication Services | 15% |
APPS Digital Turbine, Inc. | Technology | 3% |
Performance
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
Returns
As of Sep 21, 2023, the noob returned 59.97% Year-To-Date and 14.07% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.06% | 11.82% | 14.66% | 14.17% | 8.51% | 10.01% |
| noob | 5.82% | 18.74% | 59.97% | 32.86% | 11.71% | 14.07% |
| Portfolio components: | ||||||
APPS Digital Turbine, Inc. | -26.35% | -37.84% | -56.89% | -60.49% | 39.51% | 24.11% |
SPOT Spotify Technology S.A. | 21.35% | 25.41% | 103.64% | 65.30% | -1.69% | 1.40% |
WBD Warner Bros. Discovery, Inc. | -9.09% | -20.74% | 21.31% | -12.94% | -18.46% | -11.22% |
GOOGL Alphabet Inc. | 4.18% | 29.38% | 51.58% | 32.23% | 18.00% | 19.34% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| WBD | APPS | GOOGL | SPOT | |
|---|---|---|---|---|
| WBD | 1.00 | 0.30 | 0.28 | 0.27 |
| APPS | 0.30 | 1.00 | 0.40 | 0.42 |
| GOOGL | 0.28 | 0.40 | 1.00 | 0.48 |
| SPOT | 0.27 | 0.42 | 0.48 | 1.00 |
Dividend yield
Expense Ratio
The 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
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 | Ulcer Index | |
|---|---|---|---|---|---|
APPS Digital Turbine, Inc. | -0.60 | ||||
SPOT Spotify Technology S.A. | 1.32 | ||||
WBD Warner Bros. Discovery, Inc. | -0.18 | ||||
GOOGL Alphabet Inc. | 0.87 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the noob. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the noob is 58.11%, recorded on Nov 9, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -58.11% | Nov 8, 2021 | 254 | Nov 9, 2022 | — | — | — |
| -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 Chart
The current noob volatility is 5.86%, 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.