Story Fund
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AMZN Amazon.com, Inc. | Consumer Cyclical | 39% |
GOOGL Alphabet Inc Class A | Communication Services | 14% |
MSFT Microsoft Corporation | Technology | 7% |
NFLX Netflix, Inc. | Communication Services | 33% |
SPGI S&P Global Inc. | Financial Services | 7% |
Performance
Performance Chart
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The earliest data available for this chart is Aug 19, 2004, corresponding to the inception date of GOOGL
Returns By Period
As of May 25, 2025, the Story Fund returned 6.08% Year-To-Date and 28.21% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -1.34% | 5.80% | -2.79% | 9.39% | 14.45% | 10.68% |
| Story Fund | 6.08% | 8.07% | 12.13% | 30.39% | 19.05% | 28.21% |
| Portfolio components: | ||||||
AMZN Amazon.com, Inc. | -8.39% | 7.75% | 1.96% | 11.20% | 10.53% | 25.18% |
NFLX Netflix, Inc. | 32.99% | 8.07% | 32.03% | 83.28% | 22.52% | 29.70% |
GOOGL Alphabet Inc Class A | -10.90% | 5.77% | 2.49% | -3.27% | 19.09% | 19.99% |
SPGI S&P Global Inc. | 2.59% | 5.98% | -0.51% | 17.25% | 11.27% | 18.28% |
MSFT Microsoft Corporation | 7.21% | 16.45% | 8.37% | 5.46% | 20.69% | 27.26% |
Monthly Returns
The table below presents the monthly returns of Story Fund, 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 | 7.72% | -6.47% | -7.53% | 6.52% | 6.88% | 6.08% | |||||||
| 2024 | 6.64% | 7.50% | 2.27% | -3.80% | 7.04% | 6.99% | -4.19% | 1.79% | 2.48% | 1.76% | 11.06% | 3.54% | 51.04% |
| 2023 | 18.25% | -8.21% | 9.40% | 0.63% | 14.61% | 7.39% | 2.17% | 1.07% | -8.50% | 4.30% | 12.03% | 3.51% | 68.11% |
| 2022 | -15.88% | -2.01% | 2.72% | -29.29% | -1.33% | -9.18% | 22.39% | -4.33% | -5.28% | 4.43% | 2.18% | -8.13% | -41.67% |
| 2021 | -0.47% | 0.94% | -0.10% | 7.38% | -3.72% | 5.94% | 0.19% | 6.70% | -1.61% | 8.94% | -1.85% | -3.28% | 19.58% |
| 2020 | 7.65% | -2.06% | -0.51% | 18.88% | 1.30% | 8.47% | 9.39% | 8.67% | -7.30% | -2.57% | 5.05% | 4.13% | 60.92% |
| 2019 | 16.78% | 1.07% | 4.17% | 5.84% | -7.11% | 5.73% | -2.10% | -4.33% | -3.27% | 4.39% | 4.87% | 2.85% | 30.35% |
| 2018 | 25.82% | 4.00% | -2.04% | 4.93% | 7.63% | 6.23% | -1.10% | 8.82% | -0.30% | -16.56% | 1.17% | -8.27% | 27.78% |
| 2017 | 9.93% | 2.31% | 3.57% | 4.40% | 6.90% | -4.54% | 8.92% | -1.26% | 0.97% | 10.26% | 1.72% | 0.97% | 52.59% |
| 2016 | -12.93% | -2.82% | 8.21% | -0.77% | 9.85% | -4.96% | 5.76% | 2.87% | 4.25% | 6.79% | -4.79% | 2.07% | 11.63% |
| 2015 | 14.57% | 7.63% | -5.92% | 17.55% | 4.90% | 1.72% | 19.94% | -2.37% | -4.39% | 14.27% | 7.89% | -1.12% | 98.58% |
| 2014 | 0.37% | 4.48% | -11.40% | -7.42% | 12.62% | 3.96% | -2.87% | 8.07% | -3.23% | -6.24% | 0.67% | -5.08% | -8.36% |
Expense Ratio
Story Fund 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 81, Story Fund is among the top 19% 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 | |
|---|---|---|---|---|---|
AMZN Amazon.com, Inc. | 0.32 | 0.64 | 1.08 | 0.32 | 0.82 |
NFLX Netflix, Inc. | 2.70 | 3.31 | 1.44 | 4.29 | 14.04 |
GOOGL Alphabet Inc Class A | -0.08 | -0.00 | 1.00 | -0.16 | -0.34 |
SPGI S&P Global Inc. | 0.81 | 1.15 | 1.16 | 0.87 | 2.99 |
MSFT Microsoft Corporation | 0.24 | 0.51 | 1.07 | 0.24 | 0.54 |
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Dividends
Dividend yield
Story Fund provided a 0.17% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.17% | 0.15% | 0.11% | 0.14% | 0.09% | 0.12% | 0.14% | 0.20% | 0.20% | 0.26% | 0.26% | 0.27% |
| Portfolio components: | ||||||||||||
AMZN Amazon.com, 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% |
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% |
GOOGL Alphabet Inc Class A | 0.47% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPGI S&P Global Inc. | 0.72% | 0.73% | 0.82% | 0.99% | 0.65% | 0.82% | 0.84% | 1.18% | 0.97% | 1.34% | 1.34% | 1.35% |
MSFT Microsoft Corporation | 0.72% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% |
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 Story Fund. 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 Story Fund was 52.57%, occurring on Jun 14, 2022. Recovery took 411 trading sessions.
The current Story Fund drawdown is 2.85%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -52.57% | Nov 19, 2021 | 142 | Jun 14, 2022 | 411 | Feb 2, 2024 | 553 |
| -51.42% | Apr 22, 2008 | 150 | Nov 20, 2008 | 96 | Apr 13, 2009 | 246 |
| -38.04% | Jul 20, 2011 | 91 | Nov 25, 2011 | 282 | Jan 11, 2013 | 373 |
| -31.02% | Sep 28, 2018 | 60 | Dec 24, 2018 | 81 | Apr 23, 2019 | 141 |
| -30.99% | Nov 28, 2005 | 166 | Jul 26, 2006 | 78 | Nov 14, 2006 | 244 |
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 3.44, 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 | SPGI | NFLX | GOOGL | MSFT | AMZN | Portfolio | |
|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.65 | 0.43 | 0.63 | 0.69 | 0.61 | 0.65 |
| SPGI | 0.65 | 1.00 | 0.29 | 0.43 | 0.48 | 0.42 | 0.47 |
| NFLX | 0.43 | 0.29 | 1.00 | 0.37 | 0.37 | 0.46 | 0.81 |
| GOOGL | 0.63 | 0.43 | 0.37 | 1.00 | 0.55 | 0.58 | 0.65 |
| MSFT | 0.69 | 0.48 | 0.37 | 0.55 | 1.00 | 0.55 | 0.59 |
| AMZN | 0.61 | 0.42 | 0.46 | 0.58 | 0.55 | 1.00 | 0.83 |
| Portfolio | 0.65 | 0.47 | 0.81 | 0.65 | 0.59 | 0.83 | 1.00 |