WORST STOCK
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
QQQ Invesco QQQ | Large Cap Blend Equities | 35% |
SARK Tradr Short Innovation Daily ETF | Inverse Equities, Leveraged | 25% |
SPY SPDR S&P 500 ETF | Large Cap Growth Equities | 40% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in WORST STOCK, 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
The earliest data available for this chart is Nov 5, 2021, corresponding to the inception date of SARK
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.82% | 3.20% | 14.94% | 35.92% | 14.22% | 11.43% |
| WORST STOCK | 9.32% | -7.16% | -1.66% | 10.20% | N/A | N/A |
| Portfolio components: | ||||||
SARK Tradr Short Innovation Daily ETF | -36.36% | -38.66% | -45.44% | -52.20% | N/A | N/A |
SPY SPDR S&P 500 ETF | 27.16% | 3.31% | 15.67% | 37.73% | 15.97% | 13.38% |
QQQ Invesco QQQ | 26.02% | 4.15% | 16.32% | 36.73% | 21.44% | 18.42% |
Monthly Returns
The table below presents the monthly returns of WORST STOCK, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 5.12% | 0.35% | 2.38% | 0.58% | 4.60% | 2.68% | -0.34% | 0.91% | -1.25% | 0.66% | 9.32% | ||
| 2023 | 0.49% | -1.42% | 4.21% | 3.63% | -0.15% | 2.95% | -0.65% | 1.93% | -1.15% | 1.49% | 0.35% | 1.69% | 14.02% |
| 2022 | 0.03% | -1.71% | 2.80% | 1.10% | -0.90% | -4.69% | 4.12% | -2.71% | -5.75% | 3.50% | 3.61% | -1.59% | -2.78% |
| 2021 | 2.29% | 4.18% | 6.56% |
Expense Ratio
WORST STOCK features an expense ratio of 0.29%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of WORST STOCK is 10, indicating that it is in the bottom 10% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
SARK Tradr Short Innovation Daily ETF | -0.97 | -1.48 | 0.82 | -0.76 | -2.47 |
SPY SPDR S&P 500 ETF | 3.25 | 4.32 | 1.61 | 4.74 | 21.51 |
QQQ Invesco QQQ | 2.28 | 2.98 | 1.41 | 2.94 | 10.71 |
Dividends
Dividend yield
WORST STOCK provided a 5.61% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 5.61% | 3.92% | 7.25% | 0.63% | 0.80% | 0.96% | 1.14% | 1.01% | 1.18% | 1.17% | 1.24% | 1.08% |
| Portfolio components: | ||||||||||||
SARK Tradr Short Innovation Daily ETF | 19.76% | 12.57% | 25.22% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.17% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
QQQ Invesco QQQ | 0.59% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
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 WORST STOCK. 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 WORST STOCK was 13.64%, occurring on Sep 30, 2022. Recovery took 181 trading sessions.
The current WORST STOCK drawdown is 8.31%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -13.64% | May 12, 2022 | 98 | Sep 30, 2022 | 181 | Jun 22, 2023 | 279 |
| -8.31% | Aug 8, 2024 | 67 | Nov 11, 2024 | — | — | — |
| -3.81% | Mar 15, 2022 | 21 | Apr 12, 2022 | 20 | May 11, 2022 | 41 |
| -3.65% | Jul 11, 2024 | 11 | Jul 25, 2024 | 7 | Aug 5, 2024 | 18 |
| -3.59% | Feb 3, 2022 | 18 | Mar 1, 2022 | 3 | Mar 4, 2022 | 21 |
Volatility
Volatility Chart
The current WORST STOCK volatility is 4.12%, 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
| SARK | SPY | QQQ | |
|---|---|---|---|
| SARK | 1.00 | -0.74 | -0.76 |
| SPY | -0.74 | 1.00 | 0.94 |
| QQQ | -0.76 | 0.94 | 1.00 |