Be not afraid
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 10% |
AMD Advanced Micro Devices, Inc. | Technology | 10% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 10% |
BRK-B Berkshire Hathaway Inc. | Financial Services | 10% |
CDNS Cadence Design Systems, Inc. | Technology | 10% |
CPRT Copart, Inc. | Industrials | 10% |
ON ON Semiconductor Corporation | Technology | 10% |
SMCI Super Micro Computer, Inc. | Technology | 10% |
TSLA Tesla, Inc. | Consumer Cyclical | 10% |
VGT Vanguard Information Technology ETF | Technology Equities | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Be not afraid, 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
The earliest data available for this chart is Jun 29, 2010, corresponding to the inception date of TSLA
Returns By Period
As of Jul 25, 2024, the Be not afraid returned 26.87% Year-To-Date and 35.68% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| Be not afraid | 25.15% | -4.43% | 17.22% | 31.33% | 43.67% | 35.47% |
| Portfolio components: | ||||||
AMD Advanced Micro Devices, Inc. | -6.17% | -12.20% | -21.96% | 24.50% | 32.47% | 43.42% |
AMZN Amazon.com, Inc. | 18.37% | -7.11% | 13.03% | 40.23% | 13.14% | 27.45% |
AAPL Apple Inc | 13.26% | 1.99% | 13.33% | 13.16% | 34.21% | 25.96% |
BRK-B Berkshire Hathaway Inc. | 21.49% | 5.61% | 12.43% | 24.04% | 15.64% | 13.06% |
CDNS Cadence Design Systems, Inc. | -5.14% | -16.47% | -11.13% | 10.00% | 27.83% | 31.50% |
CPRT Copart, Inc. | 2.92% | -7.69% | 4.93% | 14.10% | 20.54% | 28.11% |
ON ON Semiconductor Corporation | -19.14% | -0.92% | -5.82% | -33.86% | 25.17% | 22.82% |
SMCI Super Micro Computer, Inc. | 144.71% | -16.31% | 46.71% | 112.50% | 106.56% | 38.83% |
TSLA Tesla, Inc. | -11.36% | 12.16% | 20.19% | -13.87% | 70.90% | 30.91% |
VGT Vanguard Information Technology ETF | 15.09% | -3.59% | 10.66% | 25.31% | 21.09% | 20.21% |
Monthly Returns
The table below presents the monthly returns of Be not afraid, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 7.12% | 17.69% | 3.17% | -6.04% | 2.68% | 4.23% | 25.15% | ||||||
| 2023 | 13.03% | 6.43% | 8.57% | -2.80% | 22.85% | 8.17% | 5.67% | -3.84% | -4.38% | -6.57% | 13.85% | 4.99% | 83.07% |
| 2022 | -10.10% | -0.68% | 4.40% | -11.83% | 3.33% | -12.61% | 23.35% | -2.59% | -11.21% | 2.60% | 10.83% | -12.02% | -20.78% |
| 2021 | -1.34% | 0.81% | 2.22% | 4.14% | -2.56% | 5.17% | 5.08% | 4.38% | -3.29% | 11.05% | 8.86% | 1.66% | 41.45% |
| 2020 | 10.22% | -8.16% | -11.86% | 20.10% | 6.38% | 9.37% | 16.49% | 16.78% | -6.66% | -2.77% | 15.46% | 10.19% | 95.81% |
| 2019 | 10.12% | 7.21% | 4.27% | 6.03% | -9.88% | 9.49% | 2.36% | -3.85% | 2.01% | 8.25% | 6.28% | 9.65% | 63.14% |
| 2018 | 12.22% | -4.07% | -5.68% | 2.62% | 10.97% | 2.43% | 2.10% | 10.26% | -0.79% | -10.40% | 3.57% | -8.35% | 12.51% |
| 2017 | 3.33% | 9.44% | 2.84% | 0.10% | 3.22% | -0.52% | 3.58% | 4.48% | -1.47% | 3.79% | 3.05% | -0.90% | 35.10% |
| 2016 | -8.00% | 2.80% | 11.40% | 0.49% | 6.96% | -0.47% | 6.80% | 2.50% | 2.87% | -1.00% | 4.73% | 6.41% | 40.01% |
| 2015 | -0.06% | 9.14% | -5.46% | -0.51% | 5.64% | -2.03% | -0.40% | -5.00% | -1.50% | 9.09% | 2.41% | -0.18% | 10.36% |
| 2014 | -0.46% | 8.73% | -2.47% | 2.14% | 1.56% | 5.85% | -2.87% | 7.08% | -3.68% | 0.05% | 6.13% | -1.02% | 22.03% |
| 2013 | 7.84% | -1.66% | 1.48% | 3.34% | 19.62% | -0.06% | 6.59% | 0.62% | 5.35% | -0.20% | 3.68% | 6.27% | 65.17% |
Expense Ratio
Be not afraid has an expense ratio of 0.01%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Be not afraid is 40, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
AMD Advanced Micro Devices, Inc. | 0.47 | 0.98 | 1.12 | 0.53 | 1.47 |
AMZN Amazon.com, Inc. | 1.41 | 2.15 | 1.26 | 1.09 | 7.87 |
AAPL Apple Inc | 0.57 | 0.97 | 1.12 | 0.78 | 1.54 |
BRK-B Berkshire Hathaway Inc. | 1.98 | 2.86 | 1.34 | 2.36 | 7.03 |
CDNS Cadence Design Systems, Inc. | 0.30 | 0.61 | 1.07 | 0.40 | 1.38 |
CPRT Copart, Inc. | 0.57 | 0.93 | 1.11 | 0.90 | 2.38 |
ON ON Semiconductor Corporation | -0.70 | -0.80 | 0.90 | -0.74 | -1.13 |
SMCI Super Micro Computer, Inc. | 1.22 | 2.10 | 1.28 | 2.81 | 5.06 |
TSLA Tesla, Inc. | -0.32 | -0.13 | 0.99 | -0.26 | -0.67 |
VGT Vanguard Information Technology ETF | 1.24 | 1.72 | 1.22 | 1.79 | 5.44 |
Dividends
Dividend yield
Be not afraid granted a 0.11% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Be not afraid | 0.11% | 0.11% | 0.16% | 0.11% | 0.14% | 0.21% | 0.31% | 0.24% | 0.32% | 0.32% | 0.28% | 0.32% |
| Portfolio components: | ||||||||||||
AMD Advanced Micro Devices, 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% |
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% |
AAPL Apple Inc | 0.45% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
BRK-B Berkshire Hathaway 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% |
CDNS Cadence Design Systems, 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% |
CPRT Copart, 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% |
ON ON Semiconductor Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SMCI Super Micro Computer, 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% |
VGT Vanguard Information Technology ETF | 0.67% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Be not afraid. 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 Be not afraid was 37.34%, occurring on Mar 18, 2020. Recovery took 56 trading sessions.
The current Be not afraid drawdown is 11.26%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -37.34% | Feb 20, 2020 | 20 | Mar 18, 2020 | 56 | Jun 8, 2020 | 76 |
| -28.24% | Jan 4, 2022 | 114 | Jun 16, 2022 | 198 | Mar 31, 2023 | 312 |
| -24.63% | Sep 17, 2018 | 69 | Dec 24, 2018 | 59 | Mar 21, 2019 | 128 |
| -21.87% | Mar 28, 2012 | 161 | Nov 15, 2012 | 115 | May 3, 2013 | 276 |
| -20.34% | May 11, 2011 | 72 | Aug 22, 2011 | 113 | Feb 2, 2012 | 185 |
Volatility
Volatility Chart
The current Be not afraid volatility is 9.29%, 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.
Diversification
Asset Correlations Table
| TSLA | SMCI | BRK-B | AMD | AMZN | CPRT | AAPL | ON | CDNS | VGT | |
|---|---|---|---|---|---|---|---|---|---|---|
| TSLA | 1.00 | 0.26 | 0.25 | 0.34 | 0.38 | 0.32 | 0.37 | 0.39 | 0.36 | 0.47 |
| SMCI | 0.26 | 1.00 | 0.34 | 0.37 | 0.29 | 0.37 | 0.32 | 0.41 | 0.36 | 0.48 |
| BRK-B | 0.25 | 0.34 | 1.00 | 0.31 | 0.37 | 0.46 | 0.40 | 0.41 | 0.41 | 0.55 |
| AMD | 0.34 | 0.37 | 0.31 | 1.00 | 0.43 | 0.39 | 0.41 | 0.52 | 0.48 | 0.60 |
| AMZN | 0.38 | 0.29 | 0.37 | 0.43 | 1.00 | 0.42 | 0.49 | 0.41 | 0.51 | 0.66 |
| CPRT | 0.32 | 0.37 | 0.46 | 0.39 | 0.42 | 1.00 | 0.42 | 0.45 | 0.54 | 0.60 |
| AAPL | 0.37 | 0.32 | 0.40 | 0.41 | 0.49 | 0.42 | 1.00 | 0.45 | 0.49 | 0.75 |
| ON | 0.39 | 0.41 | 0.41 | 0.52 | 0.41 | 0.45 | 0.45 | 1.00 | 0.54 | 0.68 |
| CDNS | 0.36 | 0.36 | 0.41 | 0.48 | 0.51 | 0.54 | 0.49 | 0.54 | 1.00 | 0.73 |
| VGT | 0.47 | 0.48 | 0.55 | 0.60 | 0.66 | 0.60 | 0.75 | 0.68 | 0.73 | 1.00 |