WTF1
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AAPL Apple Inc | Technology | 50% |
IDXX IDEXX Laboratories, Inc. | Healthcare | 50% |
Performance
Performance Chart
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The earliest data available for this chart is Jun 24, 1991, corresponding to the inception date of IDXX
Returns By Period
As of Jun 2, 2025, the WTF1 returned 1.27% Year-To-Date and 23.43% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.92% | 4.38% | -1.84% | 12.48% | 13.71% | 10.99% |
| WTF1 | 1.61% | 4.22% | 2.42% | 7.99% | 16.97% | 23.66% |
| Portfolio components: | ||||||
IDXX IDEXX Laboratories, Inc. | 24.52% | 9.09% | 19.51% | 3.59% | 10.11% | 22.88% |
AAPL Apple Inc | -19.26% | -1.65% | -15.61% | 5.41% | 20.62% | 21.48% |
Monthly Returns
The table below presents the monthly returns of WTF1, 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 | -1.82% | 3.10% | -5.90% | -0.67% | 7.04% | 0.34% | 1.61% | ||||||
| 2024 | -5.71% | 4.81% | -5.68% | -4.73% | 7.16% | 4.35% | 1.58% | 2.20% | 3.25% | -11.10% | 4.49% | 2.28% | 1.14% |
| 2023 | 14.40% | 0.36% | 8.75% | 0.66% | -0.36% | 8.77% | 5.85% | -6.09% | -11.74% | -4.45% | 13.88% | 10.05% | 43.09% |
| 2022 | -12.26% | -0.87% | 4.43% | -15.56% | -7.13% | -9.21% | 16.34% | -7.91% | -9.38% | 10.68% | 7.59% | -7.74% | -31.01% |
| 2021 | -2.41% | 0.25% | -2.85% | 9.92% | -1.61% | 11.69% | 6.97% | 1.78% | -7.24% | 6.49% | 0.85% | 7.81% | 34.24% |
| 2020 | 4.60% | -8.81% | -5.89% | 15.07% | 9.89% | 10.77% | 18.49% | 9.80% | -5.34% | 1.05% | 8.99% | 9.81% | 87.26% |
| 2019 | 9.93% | 1.73% | 7.82% | 4.70% | -2.44% | 11.42% | 5.01% | 0.51% | 0.46% | 7.98% | -1.58% | 7.18% | 65.75% |
| 2018 | 9.25% | 3.15% | -1.58% | 0.06% | 10.22% | 1.83% | 7.60% | 11.50% | -1.26% | -9.04% | -11.50% | -10.15% | 6.73% |
| 2017 | 4.54% | 15.93% | 5.78% | 4.24% | 3.45% | -4.92% | 3.20% | 2.03% | -3.24% | 8.27% | -1.87% | -0.82% | 41.11% |
| 2016 | -5.66% | 2.14% | 9.75% | -3.08% | 5.30% | 1.37% | 4.99% | 10.94% | 3.15% | -2.26% | 3.66% | 2.16% | 36.05% |
| 2015 | 6.49% | 4.50% | -2.35% | -9.15% | 6.15% | -4.48% | 5.06% | -3.98% | 1.05% | 0.30% | 1.18% | -4.39% | -0.98% |
| 2014 | -1.75% | 8.16% | -1.08% | 7.05% | 4.83% | 3.30% | -1.93% | 3.89% | -3.28% | 13.65% | 7.89% | -3.90% | 41.49% |
Expense Ratio
WTF1 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
The current rank of WTF1 is 13, meaning it’s performing worse than 87% of other 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 | |
|---|---|---|---|---|---|
IDXX IDEXX Laboratories, Inc. | 0.11 | 0.40 | 1.05 | 0.07 | 0.25 |
AAPL Apple Inc | 0.16 | 0.52 | 1.07 | 0.19 | 0.59 |
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Dividends
Dividend yield
WTF1 provided a 0.25% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.25% | 0.20% | 0.25% | 0.35% | 0.24% | 0.30% | 0.52% | 0.89% | 0.73% | 0.96% | 0.96% | 0.84% |
| Portfolio components: | ||||||||||||
IDXX IDEXX Laboratories, 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% |
AAPL Apple Inc | 0.50% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the WTF1. 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 WTF1 was 66.61%, occurring on Jul 2, 1997. Recovery took 375 trading sessions.
The current WTF1 drawdown is 4.02%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -66.61% | Dec 11, 1995 | 395 | Jul 2, 1997 | 375 | Dec 28, 1998 | 770 |
| -55.59% | Mar 23, 2000 | 190 | Dec 20, 2000 | 774 | Jan 26, 2004 | 964 |
| -53.85% | Nov 7, 2007 | 263 | Nov 20, 2008 | 230 | Oct 21, 2009 | 493 |
| -39.35% | Dec 28, 2021 | 119 | Jun 16, 2022 | 499 | Jun 12, 2024 | 618 |
| -33.9% | Feb 20, 2020 | 23 | Mar 23, 2020 | 34 | May 11, 2020 | 57 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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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
| ^GSPC | IDXX | AAPL | Portfolio | |
|---|---|---|---|---|
| ^GSPC | 1.00 | 0.43 | 0.52 | 0.57 |
| IDXX | 0.43 | 1.00 | 0.26 | 0.74 |
| AAPL | 0.52 | 0.26 | 1.00 | 0.79 |
| Portfolio | 0.57 | 0.74 | 0.79 | 1.00 |