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Trade Ideas

Last updated Nov 15, 2024

Asset Allocation

WT 4.35%GDYN 4.35%BSY 4.35%COCO 4.35%LPG 4.35%DECK 4.35%MORF 4.35%CEIX 4.35%AMR 4.35%WINA 4.35%PODD 4.35%LOGI 4.35%ROKU 4.35%NVT 4.35%SUN 4.35%KRUS 4.35%FICO 4.35%MDB 4.35%NET 4.35%FIVN 4.35%HWM 4.35%TDG 4.35%AJG 4.35%EquityEquity
PositionCategory/SectorWeight
AJG
Arthur J. Gallagher & Co.		Financial Services
4.35%
AMR
Alpha Metallurgical Resources, Inc.		Basic Materials
4.35%
BSY
Bentley Systems, Incorporated		Technology
4.35%
CEIX
CONSOL Energy Inc.		Energy
4.35%
COCO
The Vita Coco Company, Inc.		Consumer Defensive
4.35%
DECK
Deckers Outdoor Corporation		Consumer Cyclical
4.35%
FICO
Fair Isaac Corporation		Technology
4.35%
FIVN
Five9, Inc.		Technology
4.35%
GDYN
Grid Dynamics Holdings, Inc.		Technology
4.35%
HWM
Howmet Aerospace Inc.		Industrials
4.35%
KRUS
Kura Sushi USA, Inc.		Consumer Cyclical
4.35%
LOGI
Logitech International SA		Technology
4.35%
LPG
Dorian LPG Ltd.		Energy
4.35%
MDB
MongoDB, Inc.		Technology
4.35%
MORF
Morphic Holding, Inc.		Healthcare
4.35%
NET
Cloudflare, Inc.		Technology
4.35%
NVT
nVent Electric plc		Industrials
4.35%
PODD
Insulet Corporation		Healthcare
4.35%
ROKU
Roku, Inc.		Communication Services
4.35%
SUN
Sunoco LP		Energy
4.35%
TDG
4.35%
WINA
4.35%
WT
4.35%

Performance

Performance Chart

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

-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
13.24%
12.31%
Trade Ideas
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 21, 2021, corresponding to the inception date of COCO

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		24.72%2.30%12.31%32.12%13.81%11.31%
Trade Ideas19.58%5.06%13.24%31.01%N/AN/A
Portfolio components:
WT
67.73%13.11%22.89%73.75%N/AN/A
GDYN
Grid Dynamics Holdings, Inc.		27.76%11.23%62.50%44.08%9.87%N/A
BSY
Bentley Systems, Incorporated		-7.50%-3.80%-14.04%-9.00%N/AN/A
COCO
The Vita Coco Company, Inc.		31.97%15.14%28.90%14.82%N/AN/A
LPG
Dorian LPG Ltd.		-29.68%-14.93%-33.20%-17.10%33.68%13.37%
DECK
Deckers Outdoor Corporation		58.75%9.27%19.82%67.82%44.80%27.66%
MORF
Morphic Holding, Inc.		97.33%0.00%75.62%144.80%N/AN/A
CEIX
CONSOL Energy Inc.		23.25%14.53%40.66%24.13%61.25%N/A
AMR
Alpha Metallurgical Resources, Inc.		-30.43%6.93%-18.48%-2.73%94.30%N/A
WINA
-2.02%10.37%8.93%-5.76%N/AN/A
PODD
Insulet Corporation		20.36%13.51%40.88%50.53%7.71%19.33%
LOGI
Logitech International SA		-15.12%-10.49%-9.58%-5.40%14.82%21.28%
ROKU
Roku, Inc.		-18.92%-5.84%21.34%-18.42%-13.96%N/A
NVT
nVent Electric plc		26.54%1.06%-7.57%40.57%28.04%N/A
SUN
Sunoco LP		-8.27%0.06%0.22%1.65%19.55%11.06%
KRUS
Kura Sushi USA, Inc.		22.95%11.22%-19.50%58.86%30.94%N/A
FICO
Fair Isaac Corporation		99.58%12.72%65.42%127.55%46.31%41.76%
MDB
MongoDB, Inc.		-28.68%2.43%-21.18%-25.72%16.73%N/A
NET
Cloudflare, Inc.		10.41%-1.99%22.34%29.83%40.70%N/A
FIVN
Five9, Inc.		-50.49%28.12%-27.68%-43.58%-9.87%22.96%
HWM
Howmet Aerospace Inc.		109.84%9.04%37.40%120.30%37.19%N/A
TDG
32.73%-8.54%4.38%40.02%N/AN/A
AJG
Arthur J. Gallagher & Co.		31.96%2.48%15.85%23.55%27.94%22.41%

Monthly Returns

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

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.71%4.88%1.02%-5.44%5.36%-1.69%5.18%0.49%2.07%0.13%19.58%
20239.81%4.08%2.27%1.54%5.91%9.58%6.63%-1.60%-3.43%-4.02%20.08%4.38%67.89%
2022-9.81%3.40%4.82%-4.90%-0.89%-7.54%15.91%1.37%-10.17%6.73%6.25%-3.41%-1.51%
2021-0.52%-2.96%2.59%-0.96%

Expense Ratio

Trade Ideas 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 Trade Ideas is 34, 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.

The Risk-Adjusted Performance Rank of Trade Ideas is 3434
Combined Rank
The Sharpe Ratio Rank of Trade Ideas is 2323Sharpe Ratio Rank
The Sortino Ratio Rank of Trade Ideas is 2323Sortino Ratio Rank
The Omega Ratio Rank of Trade Ideas is 2121Omega Ratio Rank
The Calmar Ratio Rank of Trade Ideas is 7272Calmar Ratio Rank
The Martin Ratio Rank of Trade Ideas is 3131Martin 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.

Trade Ideas
Sharpe ratio
The chart of Sharpe ratio for Trade Ideas, currently valued at 1.78, compared to the broader market0.002.004.006.001.78
Sortino ratio
The chart of Sortino ratio for Trade Ideas, currently valued at 2.45, compared to the broader market-2.000.002.004.006.002.45
Omega ratio
The chart of Omega ratio for Trade Ideas, currently valued at 1.30, compared to the broader market0.801.001.201.401.601.802.001.30
Calmar ratio
The chart of Calmar ratio for Trade Ideas, currently valued at 3.98, compared to the broader market0.005.0010.0015.003.98
Martin ratio
The chart of Martin ratio for Trade Ideas, currently valued at 10.56, compared to the broader market0.0010.0020.0030.0040.0050.0010.56
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.66, compared to the broader market0.002.004.006.002.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.56, compared to the broader market-2.000.002.004.006.003.56
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.50, compared to the broader market0.801.001.201.401.601.802.001.50
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.81, compared to the broader market0.005.0010.0015.003.81
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 17.03, compared to the broader market0.0010.0020.0030.0040.0050.0017.03
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
WT
2.333.021.383.217.87
GDYN
Grid Dynamics Holdings, Inc.		1.051.661.200.562.75
BSY
Bentley Systems, Incorporated		-0.32-0.250.97-0.37-0.95
COCO
The Vita Coco Company, Inc.		0.460.971.120.481.17
LPG
Dorian LPG Ltd.		-0.41-0.340.96-0.37-0.77
DECK
Deckers Outdoor Corporation		1.772.671.332.966.49
MORF
Morphic Holding, Inc.		1.724.081.592.3210.28
CEIX
CONSOL Energy Inc.		0.591.071.130.751.44
AMR
Alpha Metallurgical Resources, Inc.		-0.060.311.04-0.05-0.09
WINA
-0.24-0.130.99-0.31-0.46
PODD
Insulet Corporation		1.351.891.251.003.65
LOGI
Logitech International SA		-0.130.031.00-0.17-0.35
ROKU
Roku, Inc.		-0.29-0.040.99-0.19-0.44
NVT
nVent Electric plc		1.171.651.231.413.43
SUN
Sunoco LP		0.080.301.030.090.16
KRUS
Kura Sushi USA, Inc.		0.951.591.221.062.28
FICO
Fair Isaac Corporation		4.204.381.647.5225.19
MDB
MongoDB, Inc.		-0.50-0.430.94-0.43-0.74
NET
Cloudflare, Inc.		0.651.231.160.441.50
FIVN
Five9, Inc.		-0.83-1.030.86-0.51-0.97
HWM
Howmet Aerospace Inc.		3.585.071.7212.8732.92
TDG
1.772.251.303.3710.44
AJG
Arthur J. Gallagher & Co.		1.171.551.221.714.46

Sharpe Ratio

The current Trade Ideas Sharpe ratio is 1.78. 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 1.86 to 2.73, 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 Trade Ideas 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.78
2.66
Trade Ideas
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Trade Ideas provided a 1.73% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
Portfolio1.73%1.20%2.41%1.13%0.92%1.36%0.94%1.87%1.34%0.77%1.31%1.04%
Portfolio components:
WT
1.05%1.73%2.20%1.96%2.24%2.48%1.80%2.55%2.87%3.64%0.51%0.00%
GDYN
Grid Dynamics 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%
BSY
Bentley Systems, Incorporated		0.48%0.38%0.32%0.25%0.07%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
COCO
The Vita Coco Company, 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%
LPG
Dorian LPG Ltd.		14.52%9.12%29.02%7.88%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DECK
Deckers Outdoor 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%
MORF
Morphic Holding, 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%
CEIX
CONSOL Energy Inc.		0.20%2.19%3.15%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AMR
Alpha Metallurgical Resources, Inc.		0.21%0.57%4.23%0.00%0.00%0.00%0.00%15.15%0.00%0.00%0.00%0.00%
WINA
2.53%0.74%1.08%3.67%1.91%0.45%0.35%0.33%0.29%0.29%6.02%0.21%
PODD
Insulet 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%
LOGI
Logitech International SA		3.39%1.23%1.57%1.14%0.90%1.56%2.21%1.87%2.32%3.38%3.65%1.53%
ROKU
Roku, 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%
NVT
nVent Electric plc		1.03%1.18%1.82%1.84%3.01%2.74%1.56%0.00%0.00%0.00%0.00%0.00%
SUN
Sunoco LP		6.72%5.59%7.67%8.09%11.48%10.80%12.15%11.63%12.16%6.77%4.13%5.43%
KRUS
Kura Sushi USA, 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%
FICO
Fair Isaac Corporation		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.01%0.07%0.08%0.11%0.13%
MDB
MongoDB, 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%
NET
Cloudflare, 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%
FIVN
Five9, 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%
HWM
Howmet Aerospace Inc.		0.23%0.31%0.25%0.13%0.05%0.39%1.42%0.88%0.49%0.00%0.00%0.00%
TDG
8.65%3.46%2.94%0.00%0.00%11.16%0.00%8.01%9.64%0.00%12.73%13.66%
AJG
Arthur J. Gallagher & Co.		0.80%0.98%1.08%1.13%1.46%1.81%2.23%2.47%2.93%3.62%3.06%2.98%

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.

-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.24%
-0.87%
Trade Ideas
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Trade Ideas. 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 Trade Ideas was 23.59%, occurring on Jun 16, 2022. Recovery took 37 trading sessions.

The current Trade Ideas drawdown is 2.24%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-23.59%Nov 17, 2021146Jun 16, 202237Aug 10, 2022183
-20.63%Aug 16, 202243Oct 14, 202274Feb 1, 2023117
-10.02%Aug 1, 202362Oct 26, 202312Nov 13, 202374
-7.94%Jul 17, 202414Aug 5, 202432Sep 19, 202446
-7.71%Feb 16, 202444Apr 19, 202453Jul 8, 202497

Volatility

Volatility Chart

The current Trade Ideas volatility is 5.84%, 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%3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
5.84%
3.81%
Trade Ideas
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.
LPGSUNCEIXAMRCOCOMORFWINAAJGKRUSPODDWTLOGIGDYNFICOFIVNDECKROKUMDBHWMNVTNETTDGBSY
LPG1.000.240.400.390.120.050.140.110.120.130.240.190.090.140.110.130.110.110.270.240.140.250.13
SUN0.241.000.260.250.070.190.140.170.190.210.230.150.210.150.160.210.190.130.300.280.170.280.18
CEIX0.400.261.000.660.110.110.110.120.160.140.200.130.140.140.110.170.140.150.280.270.160.240.15
AMR0.390.250.661.000.090.130.180.120.170.130.250.120.170.120.150.220.150.140.310.300.200.270.18
COCO0.120.070.110.091.000.220.200.240.210.280.240.230.220.260.230.250.230.240.250.220.290.260.31
MORF0.050.190.110.130.221.000.250.220.290.350.250.300.330.270.290.280.380.310.310.300.320.310.35
WINA0.140.140.110.180.200.251.000.250.270.260.330.300.270.270.260.330.300.240.350.420.270.370.36
AJG0.110.170.120.120.240.220.251.000.220.340.320.270.310.370.240.300.200.250.420.410.250.440.36
KRUS0.120.190.160.170.210.290.270.221.000.320.280.280.350.290.350.370.370.420.350.340.400.380.43
PODD0.130.210.140.130.280.350.260.340.321.000.310.320.360.380.390.370.380.360.340.340.390.380.42
WT0.240.230.200.250.240.250.330.320.280.311.000.340.370.300.300.330.350.300.410.430.330.400.38
LOGI0.190.150.130.120.230.300.300.270.280.320.341.000.350.380.410.390.420.410.360.370.450.400.46
GDYN0.090.210.140.170.220.330.270.310.350.360.370.351.000.360.440.330.430.430.320.360.440.350.45
FICO0.140.150.140.120.260.270.270.370.290.380.300.380.361.000.370.400.370.450.410.400.480.480.51
FIVN0.110.160.110.150.230.290.260.240.350.390.300.410.440.371.000.380.570.580.270.290.590.340.51
DECK0.130.210.170.220.250.280.330.300.370.370.330.390.330.400.381.000.430.460.440.470.450.480.46
ROKU0.110.190.140.150.230.380.300.200.370.380.350.420.430.370.570.431.000.540.330.310.580.350.52
MDB0.110.130.150.140.240.310.240.250.420.360.300.410.430.450.580.460.541.000.320.360.760.380.60
HWM0.270.300.280.310.250.310.350.420.350.340.410.360.320.410.270.440.330.321.000.570.330.720.39
NVT0.240.280.270.300.220.300.420.410.340.340.430.370.360.400.290.470.310.360.571.000.380.570.46
NET0.140.170.160.200.290.320.270.250.400.390.330.450.440.480.590.450.580.760.330.381.000.400.62
TDG0.250.280.240.270.260.310.370.440.380.380.400.400.350.480.340.480.350.380.720.570.401.000.48
BSY0.130.180.150.180.310.350.360.360.430.420.380.460.450.510.510.460.520.600.390.460.620.481.00
The correlation results are calculated based on daily price changes starting from Oct 22, 2021