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CORE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


NVDA 10.06%META 8.22%UBER 7.48%FCX 4.78%LLY 4.7%MSFT 4.63%CCJ 4.56%FLR 4.34%ET 4.21%USD=X 3.96%AAPL 3.91%PWR 3.83%CCL 3.71%AMZN 3.49%NFLX 3.42%SMCI 3.13%J 3.05%GOOGL 2.83%PLTR 2.68%AMD 2.32%HUT 2.29%AVGO 2.26%CRWD 2.12%TSM 2.06%AXP 1.96%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc.
Technology

3.91%

AMD
Advanced Micro Devices, Inc.
Technology

2.32%

AMZN
Amazon.com, Inc.
Consumer Cyclical

3.49%

AVGO
Broadcom Inc.
Technology

2.26%

AXP
American Express Company
Financial Services

1.96%

CCJ
Cameco Corporation
Energy

4.56%

CCL
Carnival Corporation & Plc
Consumer Cyclical

3.71%

CRWD
CrowdStrike Holdings, Inc.
Technology

2.12%

ET
Energy Transfer LP
Energy

4.21%

FCX
Freeport-McMoRan Inc.
Basic Materials

4.78%

FLR
Fluor Corporation
Industrials

4.34%

GOOGL
Alphabet Inc.
Communication Services

2.83%

HUT
Hut 8 Corp. Common Stock
Financial Services

2.29%

J
Jacobs Engineering Group Inc.
Industrials

3.05%

LLY
Eli Lilly and Company
Healthcare

4.70%

META
Meta Platforms, Inc.
Communication Services

8.22%

MSFT
Microsoft Corporation
Technology

4.63%

NFLX
Netflix, Inc.
Communication Services

3.42%

NVDA
NVIDIA Corporation
Technology

10.06%

PLTR
Palantir Technologies Inc.
Technology

2.68%

PWR

3.83%

SMCI

3.13%

TSM

2.06%

UBER

7.48%

USD=X

3.96%

S&P 500

Performance

Performance Chart

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


50.00%100.00%150.00%200.00%250.00%300.00%NovemberDecember2024FebruaryMarchApril
261.07%
47.70%
CORE
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 30, 2020, corresponding to the inception date of PLTR

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
CORE21.54%-7.53%45.81%91.65%N/AN/A
NVDA
NVIDIA Corporation
53.88%-19.18%84.14%181.07%75.20%67.31%
META
Meta Platforms, Inc.
36.06%-5.59%56.03%126.21%22.01%22.59%
UBER
12.39%-13.75%61.08%124.46%N/AN/A
FCX
Freeport-McMoRan Inc.
17.31%10.33%47.40%26.89%30.33%5.35%
LLY
Eli Lilly and Company
24.82%-5.75%24.68%90.11%46.80%31.08%
MSFT
Microsoft Corporation
6.33%-6.91%22.65%40.82%27.75%28.03%
CCJ
Cameco Corporation
11.60%11.37%26.20%89.07%33.06%8.85%
FLR
Fluor Corporation
0.10%-4.74%12.96%32.78%-0.21%-5.55%
ET
Energy Transfer LP
16.85%1.35%17.89%35.70%10.45%3.60%
AAPL
Apple Inc.
-14.19%-4.23%-4.31%0.52%27.48%25.77%
PWR
12.76%-4.91%47.81%46.95%N/AN/A
CCL
Carnival Corporation & Plc
-23.84%-17.33%28.01%50.53%-22.77%-7.66%
AMZN
Amazon.com, Inc.
14.93%-2.37%39.51%63.27%13.42%26.68%
NFLX
Netflix, Inc.
14.00%-11.62%38.43%69.23%9.03%26.46%
SMCI
151.06%-26.64%187.09%564.97%N/AN/A
J
Jacobs Engineering Group Inc.
11.03%-4.13%8.97%26.39%14.24%9.01%
GOOGL
Alphabet Inc.
10.31%2.20%13.64%46.18%19.96%18.94%
PLTR
Palantir Technologies Inc.
19.22%-15.34%27.06%150.24%N/AN/A
AMD
Advanced Micro Devices, Inc.
-0.52%-18.37%44.03%65.83%39.62%42.40%
HUT
Hut 8 Corp. Common Stock
-39.66%-7.68%-13.44%-4.73%8.12%N/A
AVGO
Broadcom Inc.
8.38%-10.99%42.38%94.11%34.78%37.88%
CRWD
CrowdStrike Holdings, Inc.
10.70%-13.72%58.11%113.72%N/AN/A
TSM
23.28%-9.14%41.06%52.33%N/AN/A
AXP
American Express Company
24.11%2.56%64.23%43.03%16.88%11.90%
USD=X
0.00%0.00%0.00%0.00%N/AN/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20247.25%15.03%5.63%
2023-3.78%-2.53%13.20%6.41%

Expense Ratio

The CORE 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 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.


CORE
Sharpe ratio
No data
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
NVDA
NVIDIA Corporation
3.544.401.548.1226.76
META
Meta Platforms, Inc.
3.364.891.582.7027.99
UBER
FCX
Freeport-McMoRan Inc.
0.591.101.120.581.60
LLY
Eli Lilly and Company
3.284.631.617.9024.99
MSFT
Microsoft Corporation
1.792.571.312.107.69
CCJ
Cameco Corporation
2.373.061.372.0611.46
FLR
Fluor Corporation
0.801.451.180.444.70
ET
Energy Transfer LP
2.443.511.421.1320.49
AAPL
Apple Inc.
-0.050.061.01-0.06-0.13
PWR
CCL
Carnival Corporation & Plc
0.931.641.180.512.31
AMZN
Amazon.com, Inc.
2.293.111.381.4914.38
NFLX
Netflix, Inc.
1.982.871.381.338.12
SMCI
J
Jacobs Engineering Group Inc.
1.251.731.241.036.00
GOOGL
Alphabet Inc.
1.772.271.321.5610.03
PLTR
Palantir Technologies Inc.
2.003.091.371.749.34
AMD
Advanced Micro Devices, Inc.
1.301.951.241.274.91
HUT
Hut 8 Corp. Common Stock
-0.140.551.06-0.16-0.31
AVGO
Broadcom Inc.
2.583.551.436.6818.15
CRWD
CrowdStrike Holdings, Inc.
2.713.211.421.8720.51
TSM
AXP
American Express Company
1.852.591.341.565.30
USD=X

Sharpe Ratio


Chart placeholderNot enough data

Dividends

Dividend yield

CORE granted a 0.61% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
CORE0.61%0.68%0.72%0.59%1.19%1.25%1.24%1.03%1.03%1.50%1.17%1.35%
NVDA
NVIDIA Corporation
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%
META
Meta Platforms, Inc.
0.10%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UBER
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FCX
Freeport-McMoRan Inc.
1.21%1.40%1.56%0.53%0.19%1.49%1.43%0.00%0.00%8.27%5.21%6.75%
LLY
Eli Lilly and Company
0.65%0.78%1.07%1.23%1.75%1.96%1.94%2.46%2.77%2.37%2.84%3.84%
MSFT
Microsoft Corporation
0.72%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
CCJ
Cameco Corporation
0.18%0.20%0.39%0.29%0.46%0.68%0.53%3.37%2.88%2.49%2.19%1.85%
FLR
Fluor Corporation
0.00%0.00%0.00%0.00%0.63%3.87%2.61%1.63%1.60%1.78%1.39%0.80%
ET
Energy Transfer LP
7.89%8.95%7.33%7.41%17.27%9.51%9.24%6.66%5.90%7.42%2.61%3.19%
AAPL
Apple Inc.
0.58%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
PWR
0.14%0.15%0.25%0.16%0.29%0.42%0.13%0.00%0.00%0.00%0.00%0.00%
CCL
Carnival Corporation & Plc
0.00%0.00%0.00%0.00%2.31%3.93%3.96%2.41%2.59%2.02%2.21%2.49%
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%
SMCI
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
J
Jacobs Engineering Group Inc.
0.74%0.80%0.77%0.60%0.70%0.76%1.03%0.91%0.00%0.00%0.00%0.00%
GOOGL
Alphabet 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%
PLTR
Palantir Technologies 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%
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%
HUT
Hut 8 Corp. Common Stock
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AVGO
Broadcom Inc.
1.64%1.71%3.02%2.24%3.05%3.54%3.11%1.94%1.52%1.23%1.34%1.87%
CRWD
CrowdStrike Holdings, 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%
TSM
1.53%1.78%2.48%1.56%1.58%3.49%3.55%2.32%2.61%2.54%1.79%2.30%
AXP
American Express Company
1.08%1.24%1.35%1.05%1.42%1.29%1.51%1.32%1.61%1.58%1.05%0.95%
USD=X
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-7.90%
-5.46%
CORE
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the CORE. 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 CORE was 35.10%, occurring on Oct 14, 2022. Recovery took 153 trading sessions.

The current CORE drawdown is 7.90%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.1%Nov 9, 2021244Oct 14, 2022153May 17, 2023397
-9.65%Aug 1, 202363Oct 26, 202311Nov 10, 202374
-7.9%Mar 26, 202419Apr 19, 2024
-7.18%Oct 13, 202012Oct 28, 20205Nov 4, 202017
-7.15%Mar 16, 20217Mar 24, 20218Apr 5, 202115

Volatility

Volatility Chart

The current CORE volatility is 5.43%, 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.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2024FebruaryMarchApril
5.43%
3.15%
CORE
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.

USD=XLLYETFLRCCJHUTJSMCIFCXCCLCRWDPWRNFLXPLTRUBERAXPTSMMETAAAPLGOOGLAMZNAMDMSFTAVGONVDA
USD=X0.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.00
LLY0.001.000.120.100.110.060.250.190.090.040.170.200.190.070.100.180.130.220.270.230.220.160.300.230.20
ET0.000.121.000.420.390.230.360.240.450.310.130.360.140.210.240.450.220.200.210.240.190.210.160.220.20
FLR0.000.100.421.000.360.240.470.300.510.400.150.530.150.300.320.490.320.240.210.230.200.290.170.290.26
CCJ0.000.110.390.361.000.300.300.260.480.340.280.370.240.310.330.340.290.280.270.280.270.320.260.300.31
HUT0.000.060.230.240.301.000.240.250.360.370.370.290.330.420.340.330.350.360.350.370.370.370.370.360.41
J0.000.250.360.470.300.241.000.330.440.330.210.580.230.260.300.510.330.310.330.320.280.290.340.370.30
SMCI0.000.190.240.300.260.250.331.000.280.320.290.340.320.310.340.370.450.360.330.330.340.470.360.480.49
FCX0.000.090.450.510.480.360.440.281.000.430.220.470.250.310.350.480.400.300.290.340.300.320.270.350.32
CCL0.000.040.310.400.340.370.330.320.431.000.310.400.300.440.510.530.340.360.320.370.360.360.300.350.38
CRWD0.000.170.130.150.280.370.210.290.220.311.000.310.470.570.460.290.410.430.430.430.540.500.500.480.55
PWR0.000.200.360.530.370.290.580.340.470.400.311.000.270.340.340.500.380.320.370.330.300.340.350.440.38
NFLX0.000.190.140.150.240.330.230.320.250.300.470.271.000.440.430.300.390.580.510.490.570.480.530.490.52
PLTR0.000.070.210.300.310.420.260.310.310.440.570.340.441.000.500.330.420.440.420.410.500.490.430.430.51
UBER0.000.100.240.320.330.340.300.340.350.510.460.340.430.501.000.420.420.450.390.430.490.440.400.420.48
AXP0.000.180.450.490.340.330.510.370.480.530.290.500.300.330.421.000.410.390.390.430.380.350.370.430.39
TSM0.000.130.220.320.290.350.330.450.400.340.410.380.390.420.420.411.000.480.510.510.490.640.540.660.66
META0.000.220.200.240.280.360.310.360.300.360.430.320.580.440.450.390.481.000.560.650.620.550.630.560.60
AAPL0.000.270.210.210.270.350.330.330.290.320.430.370.510.420.390.390.510.561.000.650.640.530.710.600.58
GOOGL0.000.230.240.230.280.370.320.330.340.370.430.330.490.410.430.430.510.650.651.000.680.540.740.550.58
AMZN0.000.220.190.200.270.370.280.340.300.360.540.300.570.500.490.380.490.620.640.681.000.580.700.570.62
AMD0.000.160.210.290.320.370.290.470.320.360.500.340.480.490.440.350.640.550.530.540.581.000.600.650.78
MSFT0.000.300.160.170.260.370.340.360.270.300.500.350.530.430.400.370.540.630.710.740.700.601.000.630.67
AVGO0.000.230.220.290.300.360.370.480.350.350.480.440.490.430.420.430.660.560.600.550.570.650.631.000.69
NVDA0.000.200.200.260.310.410.300.490.320.380.550.380.520.510.480.390.660.600.580.580.620.780.670.691.00