Asset Allocation
Find the right asset allocation for Situational Awareness Portfolio
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in Situational Awareness Portfolio, 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 Every 3 months.
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Returns By Period
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | -0.57% | 1.39% | 9.73% | 10.46% | 24.50% | 19.43% | 12.21% | 13.75% |
Portfolio Situational Awareness Portfolio | -0.93% | 8.87% | 146.35% | 156.18% | — | — | — | — |
| Portfolio components: | ||||||||
APLD Applied Digital Corporation | -0.43% | 8.72% | 88.70% | 90.88% | 300.61% | 72.91% | 107.95% | 128.36% |
BE Bloom Energy Corporation | 2.32% | 1.79% | 223.26% | 220.60% | 1,126.01% | 153.90% | 62.37% | — |
BTDR Bitdeer Technologies Group Class A Ordinary Shares | -0.38% | 36.70% | 62.80% | 82.32% | 34.59% | 16.95% | — | — |
BW Babcock & Wilcox Enterprises, Inc. | 1.84% | -21.92% | 169.10% | 223.12% | 1,524.86% | 38.15% | 16.89% | -22.04% |
CIFR Cipher Digital Inc. | 0.69% | 28.92% | 77.57% | 74.85% | 566.92% | 104.83% | — | — |
CLSK CleanSpark, Inc. | 0.70% | 31.66% | 70.55% | 45.53% | 79.42% | 64.46% | -2.76% | -5.38% |
COHR Coherent, Inc. | -7.50% | 0.09% | 107.41% | 118.50% | 374.01% | 91.08% | 40.73% | 34.48% |
CORZ Core Scientific, Inc | -0.50% | 15.99% | 92.86% | 90.63% | 132.45% | — | — | — |
CRWV CoreWeave, Inc. | 9.67% | 9.07% | 63.43% | 68.39% | -26.16% | — | — | — |
EQT EQT Corporation | 1.22% | -8.63% | -3.62% | -3.11% | -10.66% | 10.58% | 21.83% | 2.96% |
Monthly Returns
Based on dividend-adjusted daily data since Aug 7, 2025, Situational Awareness Portfolio's average daily return is +0.76%, while the average monthly return is +16.37%. At this rate, an investment would double in approximately 0.4 years.
Historically, 73% of months were positive and 27% were negative. The best month was Apr 2026 with a return of +60.2%, while the worst month was Nov 2025 at -9.7%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 2 months.
On a daily basis, Situational Awareness Portfolio closed higher 61% of trading days. The best single day was Feb 6, 2026 with a return of +10.3%, while the worst single day was Nov 13, 2025 at -11.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 37.80% | 0.59% | -5.94% | 60.19% | 14.52% | 3.00% | 146.35% | ||||||
| 2025 | 15.21% | 45.42% | 26.37% | -9.73% | -7.39% | 76.99% |
Benchmark Metrics
Situational Awareness Portfolio has an annualized alpha of 251.79%, beta of 3.24, and R2 of 0.43 versus S&P 500 Index. Calculated based on daily prices since August 07, 2025.
- This portfolio captured 2736.29% of S&P 500 Index gains and 138.75% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- R2 of 0.43 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 251.79%
- Beta
- 3.24
- R²
- 0.43
- Upside Capture
- 2,736.29%
- Downside Capture
- 138.75%
Expense Ratio
Situational Awareness Portfolio 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.
Return for Risk
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for Situational Awareness Portfolio and compares them with S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | 1.98 | — |
| Sortino ratioReturn per unit of downside risk | — | 2.70 | — |
| Omega ratioGain probability vs. loss probability | — | 1.36 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.71 | — |
| Martin ratioReturn relative to average drawdown | — | 12.15 | — |
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
APLD Applied Digital Corporation | 92 | 2.84 | 3.23 | 1.37 | 6.02 | 14.73 |
BE Bloom Energy Corporation | 99 | 10.58 | 4.97 | 1.63 | 24.78 | 76.82 |
BTDR Bitdeer Technologies Group Class A Ordinary Shares | 55 | 0.35 | 1.21 | 1.14 | 0.48 | 0.81 |
BW Babcock & Wilcox Enterprises, Inc. | 99 | 12.19 | 5.47 | 1.67 | 45.77 | 123.06 |
CIFR Cipher Digital Inc. | 96 | 5.25 | 3.93 | 1.46 | 11.13 | 22.33 |
CLSK CleanSpark, Inc. | 67 | 0.90 | 1.72 | 1.20 | 1.23 | 2.04 |
COHR Coherent, Inc. | 97 | 5.08 | 3.87 | 1.54 | 14.22 | 38.88 |
CORZ Core Scientific, Inc | 83 | 1.84 | 2.47 | 1.32 | 3.27 | 6.33 |
CRWV CoreWeave, Inc. | 32 | -0.28 | 0.22 | 1.03 | -0.40 | -0.59 |
EQT EQT Corporation | 25 | -0.33 | -0.25 | 0.97 | -0.43 | -0.91 |
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Dividends
Dividend yield
Situational Awareness Portfolio provided a 0.12% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.12% | 0.11% | 0.38% | 0.40% | 0.92% | 0.50% | 0.49% | 0.40% | 0.41% | 0.40% | 0.44% | 0.41% |
| Portfolio components: | ||||||||||||
APLD Applied Digital 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% |
BE Bloom Energy 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% |
BTDR Bitdeer Technologies Group Class A Ordinary Shares | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BW Babcock & Wilcox Enterprises, Inc. | 2.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CIFR Cipher Digital 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% |
CLSK CleanSpark, 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% |
COHR Coherent, 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% |
CORZ Core Scientific, 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% |
CRWV CoreWeave, 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% |
EQT EQT Corporation | 1.27% | 1.19% | 1.37% | 1.57% | 1.63% | 0.00% | 0.24% | 1.10% | 0.42% | 0.21% | 0.18% | 0.23% |
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 Situational Awareness Portfolio. 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 Situational Awareness Portfolio was 26.12%, occurring on Nov 20, 2025. Recovery took 33 trading sessions.
The current Situational Awareness Portfolio drawdown is 1.59%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 bear market2025 | -26.12%Nov 2025 | 14d | 1mo 20d | 2mo 4dNov 2025 - Jan 2026 |
2026 bear market2026 | -21.22%Mar 2026 | 1mo 2d | 9d | 1mo 11dFeb 2026 - Apr 2026 |
2026 correction2026 | -15.75%Feb 2026 | 7d | 19d | 26dJan 2026 - Feb 2026 |
2026 correction2026 | -14.67%Jun 2026 | 7d | — | 14d 19hJun 2026 - now |
2025 correction2025 | -12.15%Oct 2025 | 6d | 5d | 11dOct 2025 - Oct 2025 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
AI Analysis
Thesis
The portfolio is a concentrated wager on AI infrastructure and adjacent power/compute/crypto-adjacent names, with a second thread in industrial and energy inputs that can rhyme with the same cycle.
The numbers
- The diversification ratio is 1.47, at the 74.1th percentile on the platform, so there is real diversification benefit, though not the sort that makes single-factor risk disappear by magic.
- Effective asset count is 8.47 of 25, which says the names are spread around, but the portfolio behaves more like about eight independent bets than twenty-five.
- Mean pairwise correlation is 0.30, with a high of 0.80; the portfolio is diversified, but several sleeves are still tied to the same operating rhythm.
What works
- The portfolio has genuine cross-cluster breadth: semiconductor equipment, crypto miners, utilities-like compute plays, industrials, and a few energy names do not all answer to exactly the same earnings driver.
- Positions like EQT (Energy) and INFY (Technology) have near-zero portfolio correlation, which helps keep the whole thing from becoming one long enthusiasm for the same trade.
- The top weights are not all the same name in disguise, which is a modest but real virtue.
What does not
- The biggest cluster, BTDR (Bitdeer Technologies Group), IREN (Iris Energy), CLSK (CleanSpark), KEEL, CIFR (Cipher Mining), RIOT (Riot Platforms), HUT (Hut 8), is mostly one factor with better branding.
- CRWV (CoreWeave), APLD (Applied Digital), and CORZ (Core Scientific) also move together, so the portfolio has a second, separate pocket of crowded correlation.
- INTC (Intel), LITE, COHR (Coherent), and TSEM (Tower Semiconductor) are not independent propositions so much as variations on the semiconductor capex theme.
Stress Scenario
- A drawdown in AI spending, hashprice, or financing conditions would likely hit the compute and mining clusters at once; correlation tends to rise when the market stops admiring the story and starts checking the balance sheet.
- If semiconductor capex softens while power and data-center economics tighten, the portfolio’s supposed variety narrows quickly.
Worth knowing
- Portfolios with this structure often look more diversified in the names than in the economic drivers.
- The negative or near-zero correlations in EQT, INFY, and KRC matter mostly because they are rare in a portfolio otherwise organized around overlapping cyclical narratives.
Diversification Metrics
Number of Effective Assets
The portfolio contains 25 assets, with an effective number of assets of 8.47, reflecting the diversification based on asset allocation. Your portfolio is dominated by one or two holdings, which significantly increases concentration risk. Consider rebalancing toward more even weights or adding additional positions.
Diversification Ratio
All Time | |
|---|---|
Diversification Ratio | 1.47 |
The portfolio has a diversification ratio of 1.47, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
Situational Awareness Portfolio correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Aug 7, 2025 | 0.62 |
Benchmark Correlations
Correlation vs. S&P 500 Index. RIOT has the highest benchmark correlation at 0.56, while EQT has the lowest at 0.04.
Portfolio Correlations
Correlation vs. Situational Awareness Portfolio. BE has the highest portfolio correlation at 0.79, while EQT has the lowest at -0.02.
Asset Correlations Table
Find what Situational Awareness Portfolio is missing
See which holdings overlap, where Situational Awareness Portfolio is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification