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Mine
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


MBLY 50%ACHR 50%EquityEquity

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 Every 3 months.


0.00%20.00%40.00%60.00%80.00%100.00%120.00%December2025FebruaryMarchAprilMay
66.19%
47.86%
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


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.70%13.67%-5.18%9.18%14.14%10.43%
Mine-15.65%29.09%68.97%28.91%N/AN/A
MBLY
Mobileye Global Inc. Class A Common Stock
-21.29%21.08%-5.03%-45.31%N/AN/A
ACHR
Archer Aviation Inc.
-10.15%36.87%150.29%134.85%N/AN/A
*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-10.14%-5.38%-14.60%9.33%6.25%-15.65%
2024-30.84%-0.65%8.77%-15.16%-11.23%8.63%-3.31%-23.68%-8.97%1.69%121.70%4.82%-2.95%
202332.72%1.99%2.15%-21.89%32.64%12.30%31.46%-0.41%-11.80%-10.12%20.76%3.99%109.63%
2022-0.53%-2.54%-0.10%-3.16%

Expense Ratio

Mine 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.


The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Mine is 28, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of Mine is 2828
Overall Rank
The Sharpe Ratio Rank of Mine is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of Mine is 5151
Sortino Ratio Rank
The Omega Ratio Rank of Mine is 3232
Omega Ratio Rank
The Calmar Ratio Rank of Mine is 2222
Calmar Ratio Rank
The Martin Ratio Rank of Mine is 1313
Martin 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.



Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
MBLY
Mobileye Global Inc. Class A Common Stock
-0.60-0.670.92-0.61-1.00
ACHR
Archer Aviation Inc.
1.402.221.262.034.41

The current Mine Sharpe ratio is 0.39. 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 0.44 to 0.95, 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 Mine 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 Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.39
0.48
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. Drawdowns are calculated considering price movements and all distributions paid, if any.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-25.69%
-7.82%
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 63.77%, occurring on Oct 9, 2024. Recovery took 54 trading sessions.

The current Mine drawdown is 25.69%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-63.77%Dec 15, 2023205Oct 9, 202454Dec 26, 2024259
-42.88%Jan 7, 202561Apr 4, 2025
-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

Volatility

Volatility Chart

The current Mine volatility is 24.27%, 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%10.00%20.00%30.00%40.00%December2025FebruaryMarchAprilMay
24.27%
11.21%
Mine
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 2 assets, with an effective number of assets of 2.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of 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.

^GSPCMBLYACHRPortfolio
^GSPC1.000.410.450.51
MBLY0.411.000.340.69
ACHR0.450.341.000.88
Portfolio0.510.690.881.00
The correlation results are calculated based on daily price changes starting from Oct 27, 2022