Volatil2
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
MSTR MicroStrategy Incorporated | Technology | 80% |
TSLA Tesla, Inc. | Consumer Cyclical | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Volatil2, 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 week.
The earliest data available for this chart is Jun 29, 2010, corresponding to the inception date of TSLA
Returns By Period
As of Apr 21, 2025, the Volatil2 returned -1.48% Year-To-Date and 39.14% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.79% | -9.92% | 6.35% | 14.12% | 9.63% |
| Volatil2 | -1.48% | 3.30% | 41.90% | 159.11% | 91.45% | 39.14% |
| Portfolio components: | ||||||
MSTR MicroStrategy Incorporated | 9.52% | 4.34% | 46.95% | 170.16% | 92.14% | 33.61% |
TSLA Tesla, Inc. | -40.23% | -2.95% | 9.37% | 64.14% | 39.63% | 32.53% |
Monthly Returns
The table below presents the monthly returns of Volatil2, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 12.44% | -24.45% | 8.55% | 6.83% | -1.48% | ||||||||
| 2024 | -21.22% | 81.77% | 49.63% | -30.32% | 32.61% | -5.54% | 18.96% | -15.93% | 26.94% | 33.82% | 54.65% | -17.73% | 304.19% |
| 2023 | 71.08% | 7.77% | 9.38% | 5.09% | -2.22% | 16.95% | 22.65% | -15.43% | -7.06% | 18.39% | 18.35% | 22.08% | 299.68% |
| 2022 | -28.38% | 14.80% | 12.50% | -25.49% | -20.99% | -33.15% | 66.07% | -16.38% | -6.97% | 17.44% | -23.41% | -29.92% | -70.36% |
| 2021 | 49.51% | 14.69% | -7.67% | -0.90% | -25.36% | 35.18% | -4.30% | 10.21% | -12.53% | 28.19% | 1.69% | -21.31% | 49.82% |
| 2020 | 15.27% | -7.92% | -13.85% | 15.71% | 0.31% | 1.44% | 10.41% | 26.80% | 0.33% | 7.13% | 92.82% | 15.76% | 261.58% |
| 2019 | -1.59% | 10.22% | -0.96% | -0.12% | -13.45% | 10.47% | -1.83% | 2.48% | 4.20% | 8.50% | -0.48% | 0.80% | 17.05% |
| 2018 | 6.67% | -6.27% | -4.10% | 1.35% | 0.73% | 2.82% | -1.05% | 11.99% | -6.74% | -3.60% | 3.14% | -2.02% | 1.32% |
| 2017 | 5.04% | -3.82% | 0.49% | 3.57% | -1.57% | 5.40% | -25.65% | -0.91% | -1.53% | 2.43% | 1.24% | -2.95% | -20.35% |
| 2016 | -7.16% | -5.19% | 13.40% | 0.92% | 1.88% | -5.72% | 2.04% | -5.58% | -0.36% | 12.38% | -1.11% | 3.93% | 7.29% |
| 2015 | -2.10% | 8.30% | -5.53% | 10.04% | -0.61% | -1.32% | 15.63% | -3.16% | -0.95% | -13.15% | 2.87% | 3.61% | 11.00% |
| 2014 | 4.99% | 8.78% | -11.49% | 4.40% | 12.90% | 2.77% | 0.00% | 1.62% | -6.59% | 18.23% | 5.66% | -6.07% | 36.38% |
Expense Ratio
Volatil2 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 93, Volatil2 is among the top 7% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
MSTR MicroStrategy Incorporated | 1.48 | 2.34 | 1.27 | 3.07 | 6.51 |
TSLA Tesla, Inc. | 0.73 | 1.55 | 1.18 | 0.82 | 2.47 |
Dividends
Dividend yield
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Volatil2. 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 Volatil2 was 84.57%, occurring on Dec 28, 2022. Recovery took 295 trading sessions.
The current Volatil2 drawdown is 31.20%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -84.57% | Feb 10, 2021 | 475 | Dec 28, 2022 | 295 | Mar 4, 2024 | 770 |
| -46.41% | Nov 21, 2024 | 93 | Apr 8, 2025 | — | — | — |
| -43.76% | Feb 5, 2020 | 30 | Mar 18, 2020 | 101 | Aug 11, 2020 | 131 |
| -39.86% | Jul 20, 2011 | 339 | Nov 21, 2012 | 202 | Sep 12, 2013 | 541 |
| -38.79% | Mar 28, 2024 | 24 | May 1, 2024 | 54 | Jul 19, 2024 | 78 |
Volatility
Volatility Chart
The current Volatil2 volatility is 34.64%, 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
| MSTR | TSLA | |
|---|---|---|
| MSTR | 1.00 | 0.36 |
| TSLA | 0.36 | 1.00 |