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eVTOL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


ACHR 40%JOBY 30%BLDE 15%LILM 15%EquityEquity
PositionCategory/SectorWeight
ACHR
Archer Aviation Inc.
Industrials
40%
BLDE
Blade Air Mobility, Inc.
Industrials
15%
JOBY
Joby Aviation, Inc.
Industrials
30%
LILM
Lilium N.V.
Industrials
15%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in eVTOL, 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


-60.00%-40.00%-20.00%0.00%20.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
-25.91%
33.49%
eVTOL
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 14, 2021, corresponding to the inception date of LILM

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
24.34%0.23%8.53%24.95%13.01%11.06%
eVTOL24.05%36.73%75.80%20.60%N/AN/A
BLDE
Blade Air Mobility, Inc.
8.78%16.36%21.52%12.28%-17.16%N/A
ACHR
Archer Aviation Inc.
54.56%57.12%159.29%47.13%N/AN/A
JOBY
Joby Aviation, Inc.
15.64%8.46%48.17%11.45%N/AN/A
LILM
Lilium N.V.
-94.06%-25.43%-91.16%-94.21%N/AN/A
*Annualized

Monthly Returns

The table below presents the monthly returns of eVTOL, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-20.73%4.09%-4.80%-6.53%-8.59%5.15%13.07%-16.73%-3.00%-9.37%127.68%24.05%
202337.48%0.62%-11.36%-20.82%49.90%55.73%18.30%-7.05%-24.73%-12.15%32.01%7.48%133.82%
2022-40.80%4.75%32.86%-10.52%-6.73%-22.65%23.29%-10.25%-20.11%5.67%-10.87%-23.07%-65.93%
20214.57%-21.69%-5.11%-3.50%-25.01%

Expense Ratio

eVTOL 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 eVTOL is 6, meaning it’s performing worse than 94% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of eVTOL is 66
Overall Rank
The Sharpe Ratio Rank of eVTOL is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of eVTOL is 99
Sortino Ratio Rank
The Omega Ratio Rank of eVTOL is 88
Omega Ratio Rank
The Calmar Ratio Rank of eVTOL is 66
Calmar Ratio Rank
The Martin Ratio Rank of eVTOL is 44
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.


Sharpe ratio
The chart of Sharpe ratio for eVTOL, currently valued at 0.36, compared to the broader market-6.00-4.00-2.000.002.004.000.372.10
The chart of Sortino ratio for eVTOL, currently valued at 1.09, compared to the broader market-6.00-4.00-2.000.002.004.006.001.092.80
The chart of Omega ratio for eVTOL, currently valued at 1.12, compared to the broader market0.400.600.801.001.201.401.601.801.121.39
The chart of Calmar ratio for eVTOL, currently valued at 0.36, compared to the broader market0.002.004.006.008.0010.0012.000.363.09
The chart of Martin ratio for eVTOL, currently valued at 0.86, compared to the broader market0.0010.0020.0030.0040.0050.000.8613.49
eVTOL
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BLDE
Blade Air Mobility, Inc.
0.230.861.110.220.95
ACHR
Archer Aviation Inc.
0.631.601.180.731.40
JOBY
Joby Aviation, Inc.
0.230.971.110.300.69
LILM
Lilium N.V.
-0.51-0.810.87-0.95-1.95

The current eVTOL Sharpe ratio is 0.29. 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 1.28 to 2.10, 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 eVTOL 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 Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.37
2.10
eVTOL
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield


eVTOL doesn't pay dividends

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.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-32.73%
-2.62%
eVTOL
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the eVTOL. 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 eVTOL was 79.31%, occurring on Apr 26, 2023. The portfolio has not yet recovered.

The current eVTOL drawdown is 33.81%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-79.31%Sep 24, 2021399Apr 26, 2023
-4.87%Sep 20, 20211Sep 20, 20213Sep 23, 20214
-2.48%Sep 15, 20211Sep 15, 20211Sep 16, 20212

Volatility

Volatility Chart

The current eVTOL volatility is 38.77%, 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.


0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
38.77%
3.79%
eVTOL
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.

LILMBLDEACHRJOBY
LILM1.000.360.440.49
BLDE0.361.000.460.51
ACHR0.440.461.000.64
JOBY0.490.510.641.00
The correlation results are calculated based on daily price changes starting from Sep 15, 2021
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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