Very Sharpe
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
IAU iShares Gold Trust | Precious Metals, Gold | 12.50% |
LCSIX LoCorr Long/Short Commodity Strategies Fund | Systematic Trend | 25% |
PGTYX Putnam Global Technology Fund | Technology Equities | 12.50% |
QLEIX AQR Long-Short Equity Fund | Long-Short | 12.50% |
UUP Invesco DB US Dollar Index Bullish Fund | Currency | 37.50% |
Performance
Performance Chart
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The earliest data available for this chart is Jul 16, 2013, corresponding to the inception date of QLEIX
Returns By Period
As of May 21, 2025, the Very Sharpe returned 2.62% Year-To-Date and 7.60% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.00% | 12.45% | 0.40% | 11.91% | 15.04% | 10.82% |
| Very Sharpe | 2.62% | 3.53% | 2.77% | 6.54% | 8.70% | 7.60% |
| Portfolio components: | ||||||
LCSIX LoCorr Long/Short Commodity Strategies Fund | -0.34% | -1.14% | -4.44% | -10.49% | 0.96% | 4.82% |
QLEIX AQR Long-Short Equity Fund | 14.23% | 6.83% | 16.25% | 25.24% | 23.76% | 9.70% |
PGTYX Putnam Global Technology Fund | -0.06% | 22.13% | -1.35% | 10.18% | 17.18% | 18.58% |
IAU iShares Gold Trust | 25.47% | -0.81% | 24.89% | 35.37% | 13.51% | 10.30% |
UUP Invesco DB US Dollar Index Bullish Fund | -6.15% | 1.14% | -3.56% | 0.90% | 2.85% | 2.37% |
Monthly Returns
The table below presents the monthly returns of Very Sharpe, 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 | 2.13% | -0.21% | -0.32% | -0.85% | 1.87% | 2.62% | |||||||
| 2024 | 2.36% | 1.30% | 2.66% | 0.53% | 1.50% | 1.46% | -0.57% | -0.39% | 1.04% | 1.17% | 1.62% | -0.12% | 13.24% |
| 2023 | 2.48% | 0.39% | 1.22% | -0.12% | 1.64% | 0.41% | 1.14% | 0.58% | 0.87% | 0.60% | 1.74% | 0.04% | 11.52% |
| 2022 | 0.45% | 0.44% | 1.59% | 0.75% | -0.18% | -1.33% | 1.04% | 0.02% | -1.42% | 1.54% | 1.22% | -1.35% | 2.72% |
| 2021 | 0.24% | 1.47% | 1.58% | 1.43% | 0.78% | 0.75% | 0.23% | 0.43% | 0.25% | 1.45% | 0.09% | 1.65% | 10.83% |
| 2020 | 2.50% | -0.06% | 0.19% | 2.77% | 0.36% | 1.31% | 0.52% | 0.42% | -0.32% | -1.25% | 0.30% | 2.05% | 9.08% |
| 2019 | 1.07% | 1.67% | 0.99% | 1.01% | -1.08% | 1.53% | 1.11% | 0.48% | -0.27% | -0.41% | 0.76% | 0.66% | 7.75% |
| 2018 | 1.51% | -0.78% | 0.11% | 1.07% | 2.45% | -0.88% | 0.11% | 0.48% | 0.37% | -1.40% | 0.76% | -1.76% | 1.98% |
| 2017 | 0.96% | 1.26% | 0.81% | 0.17% | -0.96% | -0.68% | -0.14% | 2.93% | 0.39% | 1.43% | -0.56% | 0.32% | 6.02% |
| 2016 | 1.32% | 1.20% | -0.66% | -0.95% | 1.47% | 0.62% | 1.65% | -0.28% | 0.34% | 0.77% | 0.19% | -0.87% | 4.85% |
| 2015 | 2.89% | 0.36% | 1.14% | -1.96% | 2.51% | -1.20% | 1.72% | -1.17% | 0.43% | 2.85% | 1.68% | 0.83% | 10.39% |
| 2014 | 1.03% | 1.70% | 0.01% | 0.11% | 1.12% | 1.06% | 1.25% | 1.78% | 1.98% | 0.91% | 1.55% | 0.12% | 13.33% |
Expense Ratio
Very Sharpe has a high expense ratio of 0.99%, indicating above-average management fees. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 76, Very Sharpe is among the top 24% 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.
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 | |
|---|---|---|---|---|---|
LCSIX LoCorr Long/Short Commodity Strategies Fund | -1.61 | -1.85 | 0.77 | -0.72 | -1.47 |
QLEIX AQR Long-Short Equity Fund | 2.63 | 3.28 | 1.52 | 3.57 | 16.04 |
PGTYX Putnam Global Technology Fund | 0.33 | 0.71 | 1.10 | 0.39 | 1.19 |
IAU iShares Gold Trust | 1.99 | 2.86 | 1.36 | 4.69 | 11.96 |
UUP Invesco DB US Dollar Index Bullish Fund | 0.12 | 0.23 | 1.03 | 0.11 | 0.30 |
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Dividends
Dividend yield
Very Sharpe provided a 4.05% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.05% | 4.04% | 5.56% | 4.52% | 4.43% | 2.44% | 1.22% | 3.60% | 1.39% | 1.16% | 3.01% | 4.11% |
| Portfolio components: | ||||||||||||
LCSIX LoCorr Long/Short Commodity Strategies Fund | 2.71% | 2.70% | 1.88% | 10.75% | 7.14% | 2.94% | 0.54% | 12.36% | 0.02% | 3.21% | 7.36% | 9.86% |
QLEIX AQR Long-Short Equity Fund | 6.23% | 7.12% | 20.80% | 10.30% | 0.00% | 0.00% | 0.00% | 0.37% | 4.04% | 1.86% | 4.82% | 8.00% |
PGTYX Putnam Global Technology Fund | 6.40% | 6.40% | 0.57% | 1.71% | 21.15% | 13.60% | 2.63% | 0.49% | 6.75% | 1.01% | 4.56% | 5.14% |
IAU iShares Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UUP Invesco DB US Dollar Index Bullish Fund | 4.77% | 4.48% | 6.45% | 0.89% | 0.00% | 0.00% | 2.03% | 1.08% | 0.10% | 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 Very Sharpe. 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 Very Sharpe was 6.58%, occurring on Mar 16, 2020. Recovery took 26 trading sessions.
The current Very Sharpe drawdown is 0.80%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -6.58% | Feb 20, 2020 | 18 | Mar 16, 2020 | 26 | Apr 22, 2020 | 44 |
| -5.94% | Feb 11, 2025 | 40 | Apr 8, 2025 | — | — | — |
| -3.89% | Oct 4, 2018 | 56 | Dec 24, 2018 | 40 | Feb 22, 2019 | 96 |
| -3.73% | Jul 17, 2024 | 14 | Aug 5, 2024 | 47 | Oct 10, 2024 | 61 |
| -3.03% | Apr 13, 2015 | 18 | May 6, 2015 | 49 | Jul 16, 2015 | 67 |
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 5 assets, with an effective number of assets of 4.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | LCSIX | IAU | UUP | QLEIX | PGTYX | Portfolio | |
|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | -0.05 | -0.00 | -0.12 | 0.50 | 0.85 | 0.54 |
| LCSIX | -0.05 | 1.00 | 0.10 | -0.04 | -0.01 | -0.04 | 0.41 |
| IAU | -0.00 | 0.10 | 1.00 | -0.47 | -0.04 | 0.01 | 0.17 |
| UUP | -0.12 | -0.04 | -0.47 | 1.00 | -0.06 | -0.12 | 0.28 |
| QLEIX | 0.50 | -0.01 | -0.04 | -0.06 | 1.00 | 0.38 | 0.44 |
| PGTYX | 0.85 | -0.04 | 0.01 | -0.12 | 0.38 | 1.00 | 0.59 |
| Portfolio | 0.54 | 0.41 | 0.17 | 0.28 | 0.44 | 0.59 | 1.00 |