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Mine
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


MBLY 50%ACHR 50%EquityEquity
PositionCategory/SectorWeight
ACHR
Archer Aviation Inc.
Industrials

50%

MBLY
Mobileye Global Inc. Class A Common Stock
Consumer Cyclical

50%

S&P 500

Performance

Performance Chart

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


-20.00%-10.00%0.00%10.00%20.00%30.00%NovemberDecember2024FebruaryMarchApril
-16.47%
19.37%
Mine
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 26, 2022, corresponding to the inception date of MBLY

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.30%-3.13%19.37%22.56%11.65%10.55%
Mine-32.19%-11.07%-16.47%19.80%N/AN/A
MBLY
Mobileye Global Inc. Class A Common Stock
-29.76%-3.61%-14.02%-33.60%N/AN/A
ACHR
Archer Aviation Inc.
-34.69%-18.00%-19.15%113.30%N/AN/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-30.84%-0.65%8.77%
2023-11.80%-10.12%20.76%3.99%

Expense Ratio

The Mine 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.


Mine
Sharpe ratio
The chart of Sharpe ratio for Mine, currently valued at 0.35, compared to the broader market-1.000.001.002.003.004.005.000.35
Sortino ratio
The chart of Sortino ratio for Mine, currently valued at 0.97, compared to the broader market0.002.004.006.000.97
Omega ratio
The chart of Omega ratio for Mine, currently valued at 1.11, compared to the broader market0.801.001.201.401.601.801.11
Calmar ratio
The chart of Calmar ratio for Mine, currently valued at 0.51, compared to the broader market0.002.004.006.008.000.51
Martin ratio
The chart of Martin ratio for Mine, currently valued at 1.06, compared to the broader market0.0010.0020.0030.0040.0050.001.06
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.92, compared to the broader market-1.000.001.002.003.004.005.001.92
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market0.002.004.006.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.47, compared to the broader market0.002.004.006.008.001.47
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.64, compared to the broader market0.0010.0020.0030.0040.0050.007.64

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
MBLY
Mobileye Global Inc. Class A Common Stock
-0.60-0.570.92-0.64-1.25
ACHR
Archer Aviation Inc.
1.182.231.252.164.51

Sharpe Ratio

The current Mine Sharpe ratio is 0.35. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.005.000.35

The Sharpe ratio of Mine is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.35
1.92
Mine
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield


Mine doesn't pay dividends

Drawdowns

Drawdowns Chart

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


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-35.78%
-3.50%
Mine
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Mine. 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 Mine was 40.26%, occurring on Mar 5, 2024. The portfolio has not yet recovered.

The current Mine drawdown is 35.78%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-40.26%Dec 15, 202354Mar 5, 2024
-28.67%Feb 16, 202349Apr 27, 202321May 26, 202370
-25.51%Aug 24, 202344Oct 25, 202335Dec 14, 202379
-21.73%Jun 15, 20237Jun 26, 20236Jul 5, 202313
-13.87%Jul 19, 20237Jul 27, 20232Jul 31, 20239

Volatility

Volatility Chart

The current Mine volatility is 7.99%, 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.


0.00%5.00%10.00%15.00%NovemberDecember2024FebruaryMarchApril
7.99%
3.58%
Mine
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.

ACHRMBLY
ACHR1.000.26
MBLY0.261.00