New v5

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

New v5

Currency in USD · Last updated Jun 14, 2025

Asset Allocation

Position	Category/Sector	Target Weight
CAKE The Cheesecake Factory Incorporated	Consumer Cyclical	5.50%
COIN Coinbase Global, Inc.	Technology	1%
COST Costco Wholesale Corporation	Consumer Defensive	22%
MA Mastercard Inc	Financial Services	18.50%
MQ Marqeta, Inc.	Technology	2%
NFLX Netflix, Inc.	Communication Services	10%
OPEN Opendoor Technologies Inc.	Real Estate	1%
PLTR Palantir Technologies Inc.	Technology	4.50%
PYPL PayPal Holdings, Inc.	Financial Services	5%
SOFI SoFi Technologies, Inc.	Financial Services	1.50%
SPGI S&P Global Inc.	Financial Services	11%
TOST Toast, Inc.	Technology	1.50%
TSLA Tesla, Inc.	Consumer Cyclical	2.50%
TXRH Texas Roadhouse, Inc.	Consumer Cyclical	9%
WYNN Wynn Resorts, Limited	Consumer Cyclical	5%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Sep 22, 2021, corresponding to the inception date of TOST

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	2.58%	1.25%	-0.67%	11.07%	14.15%	11.08%
New v5	12.38%	-0.97%	7.22%	42.66%	N/A	N/A
Portfolio components:
COST Costco Wholesale Corporation	7.69%	-4.04%	-0.62%	15.63%	28.97%	23.66%
MA Mastercard Inc	8.33%	-2.50%	7.57%	28.65%	14.00%	20.35%
SPGI S&P Global Inc.	1.77%	-3.16%	0.79%	17.10%	10.04%	18.19%
NFLX Netflix, Inc.	37.48%	2.84%	33.03%	83.06%	22.30%	29.29%
TXRH Texas Roadhouse, Inc.	7.70%	0.33%	3.62%	16.86%	31.67%	19.95%
CAKE The Cheesecake Factory Incorporated	25.97%	5.49%	16.35%	53.40%	21.91%	2.87%
PYPL PayPal Holdings, Inc.	-15.34%	0.11%	-20.85%	19.17%	-15.10%	N/A
WYNN Wynn Resorts, Limited	3.38%	-8.43%	-0.68%	0.91%	0.46%	-0.17%
PLTR Palantir Technologies Inc.	86.98%	9.18%	86.68%	499.96%	N/A	N/A
TSLA Tesla, Inc.	-18.50%	-5.96%	-28.92%	84.89%	37.85%	34.10%
MQ Marqeta, Inc.	46.97%	10.52%	38.21%	9.00%	N/A	N/A
TOST Toast, Inc.	16.95%	-4.67%	10.38%	87.63%	N/A	N/A
SOFI SoFi Technologies, Inc.	-3.25%	7.04%	-11.73%	130.65%	N/A	N/A
COIN Coinbase Global, Inc.	5.34%	-1.84%	-17.04%	6.98%	N/A	N/A
OPEN Opendoor Technologies Inc.	-65.23%	-29.07%	-71.03%	-73.00%	N/A	N/A

*Annualized

Monthly Returns

The table below presents the monthly returns of New v5, 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	6.01%	0.84%	-7.37%	5.33%	8.55%	-0.73%							12.38%
2024	2.32%	8.88%	0.23%	-3.92%	5.63%	2.36%	2.12%	4.72%	3.91%	2.75%	13.79%	-3.19%	45.91%
2023	16.30%	-4.42%	2.46%	-0.15%	5.51%	8.69%	4.70%	-4.52%	-4.23%	-2.79%	12.03%	8.05%	46.94%
2022	-9.90%	-2.96%	1.58%	-12.61%	-6.26%	-8.31%	16.20%	-3.87%	-6.36%	10.34%	3.70%	-8.19%	-26.69%
2021									-0.85%	6.12%	-4.92%	2.81%	2.85%

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

New v5 has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 91, New v5 is among the top 9% 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.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin 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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
COST Costco Wholesale Corporation	0.70	1.14	1.15	0.97	2.71
MA Mastercard Inc	1.33	1.82	1.27	1.74	7.45
SPGI S&P Global Inc.	0.79	1.09	1.15	0.81	2.70
NFLX Netflix, Inc.	2.59	3.48	1.46	4.62	15.10
TXRH Texas Roadhouse, Inc.	0.59	0.96	1.11	0.56	1.40
CAKE The Cheesecake Factory Incorporated	1.38	1.90	1.23	1.92	6.39
PYPL PayPal Holdings, Inc.	0.52	0.75	1.10	0.18	0.92
WYNN Wynn Resorts, Limited	0.02	0.26	1.03	-0.03	-0.08
PLTR Palantir Technologies Inc.	6.95	5.11	1.69	12.19	36.73
TSLA Tesla, Inc.	1.15	1.91	1.23	1.51	3.33
MQ Marqeta, Inc.	0.14	0.49	1.09	0.01	0.04
TOST Toast, Inc.	1.82	2.44	1.31	1.36	7.54
SOFI SoFi Technologies, Inc.	2.16	2.32	1.29	1.52	6.09
COIN Coinbase Global, Inc.	0.08	0.72	1.08	0.04	0.09
OPEN Opendoor Technologies Inc.	-0.84	-1.58	0.82	-0.77	-1.55

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

New v5 Sharpe ratios as of Jun 14, 2025 (values are recalculated daily):

1-Year: 1.97
All Time: 0.73

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.51 to 1.09, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of New v5 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

New v5 provided a 0.56% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	0.56%	0.59%	1.19%	0.70%	0.40%	1.06%	0.88%	0.91%	1.60%	0.86%	1.64%	0.89%
Portfolio components:
COST Costco Wholesale Corporation	0.49%	0.49%	2.87%	0.76%	0.54%	3.38%	0.86%	1.08%	4.81%	1.09%	4.06%	0.97%
MA Mastercard Inc	0.50%	0.50%	0.53%	0.56%	0.49%	0.45%	0.44%	0.53%	0.58%	0.74%	0.66%	0.51%
SPGI S&P Global Inc.	0.74%	0.73%	0.82%	0.99%	0.65%	0.82%	0.84%	1.18%	0.97%	1.34%	1.34%	1.35%
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%
TXRH Texas Roadhouse, Inc.	1.34%	1.35%	1.80%	2.02%	1.34%	0.46%	2.13%	1.68%	1.59%	1.58%	1.90%	1.78%
CAKE The Cheesecake Factory Incorporated	1.83%	2.28%	3.08%	2.55%	0.00%	0.97%	3.55%	2.85%	2.20%	1.47%	1.58%	1.21%
PYPL PayPal 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%
WYNN Wynn Resorts, Limited	1.13%	1.16%	0.82%	0.00%	0.00%	0.89%	2.70%	2.78%	1.19%	2.31%	4.34%	4.20%
PLTR Palantir Technologies 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%
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%
MQ Marqeta, 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%
TOST Toast, 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%
SOFI SoFi Technologies, 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%
COIN Coinbase Global, 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%
OPEN Opendoor Technologies 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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the New v5. 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 New v5 was 38.79%, occurring on Jun 16, 2022. Recovery took 378 trading sessions.

The current New v5 drawdown is 3.01%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-38.79%	Nov 8, 2021	153	Jun 16, 2022	378	Dec 18, 2023	531
-19.53%	Feb 19, 2025	35	Apr 8, 2025	25	May 14, 2025	60
-7.82%	Jul 17, 2024	14	Aug 5, 2024	8	Aug 15, 2024	22
-7.33%	Dec 9, 2024	23	Jan 13, 2025	12	Jan 30, 2025	35
-6.82%	Mar 21, 2024	21	Apr 19, 2024	18	May 15, 2024	39

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 15 assets, with an effective number of assets of 8.03, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	Benchmark	COST	WYNN	CAKE	TXRH	TSLA	MA	SPGI	MQ	NFLX	OPEN	COIN	TOST	PYPL	SOFI	PLTR	Portfolio
Benchmark	1.00	0.62	0.51	0.44	0.49	0.59	0.66	0.70	0.50	0.59	0.54	0.56	0.59	0.64	0.59	0.63	0.86
COST	0.62	1.00	0.20	0.26	0.33	0.38	0.46	0.51	0.25	0.40	0.31	0.34	0.36	0.35	0.32	0.37	0.65
WYNN	0.51	0.20	1.00	0.40	0.34	0.35	0.38	0.30	0.39	0.37	0.38	0.36	0.40	0.45	0.42	0.39	0.54
CAKE	0.44	0.26	0.40	1.00	0.69	0.30	0.35	0.29	0.36	0.30	0.42	0.37	0.45	0.40	0.42	0.38	0.58
TXRH	0.49	0.33	0.34	0.69	1.00	0.33	0.38	0.37	0.31	0.33	0.34	0.35	0.43	0.38	0.38	0.38	0.61
TSLA	0.59	0.38	0.35	0.30	0.33	1.00	0.34	0.37	0.40	0.46	0.42	0.50	0.42	0.46	0.51	0.53	0.63
MA	0.66	0.46	0.38	0.35	0.38	0.34	1.00	0.57	0.40	0.40	0.36	0.33	0.39	0.50	0.39	0.41	0.70
SPGI	0.70	0.51	0.30	0.29	0.37	0.37	0.57	1.00	0.38	0.41	0.42	0.38	0.43	0.48	0.41	0.44	0.68
MQ	0.50	0.25	0.39	0.36	0.31	0.40	0.40	0.38	1.00	0.41	0.52	0.49	0.54	0.56	0.55	0.51	0.60
NFLX	0.59	0.40	0.37	0.30	0.33	0.46	0.40	0.41	0.41	1.00	0.42	0.44	0.46	0.49	0.47	0.54	0.69
OPEN	0.54	0.31	0.38	0.42	0.34	0.42	0.36	0.42	0.52	0.42	1.00	0.51	0.53	0.49	0.60	0.54	0.62
COIN	0.56	0.34	0.36	0.37	0.35	0.50	0.33	0.38	0.49	0.44	0.51	1.00	0.52	0.50	0.60	0.58	0.62
TOST	0.59	0.36	0.40	0.45	0.43	0.42	0.39	0.43	0.54	0.46	0.53	0.52	1.00	0.54	0.58	0.57	0.67
PYPL	0.64	0.35	0.45	0.40	0.38	0.46	0.50	0.48	0.56	0.49	0.49	0.50	0.54	1.00	0.58	0.54	0.71
SOFI	0.59	0.32	0.42	0.42	0.38	0.51	0.39	0.41	0.55	0.47	0.60	0.60	0.58	0.58	1.00	0.64	0.68
PLTR	0.63	0.37	0.39	0.38	0.38	0.53	0.41	0.44	0.51	0.54	0.54	0.58	0.57	0.54	0.64	1.00	0.74
Portfolio	0.86	0.65	0.54	0.58	0.61	0.63	0.70	0.68	0.60	0.69	0.62	0.62	0.67	0.71	0.68	0.74	1.00

The correlation results are calculated based on daily price changes starting from Sep 23, 2021

Go to the full Correlations tool for more customization options

Performance Analysis

Risk Analysis

Optimization

Factor Model

New v5

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

Community