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Alik 168
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Alik 168

Last updated Jul 25, 2024

Asset Allocation

BABA 29.9%BIDU 15.15%PYPL 12.65%PFE 10.29%ASTS 9.93%MMM 8.75%NIO 8.52%JD 4.38%EquityEquity
PositionCategory/SectorWeight
ASTS
AST SpaceMobile, Inc.		Communication Services

9.93%

BABA
Alibaba Group Holding Limited		Consumer Cyclical

29.90%

BIDU
Baidu, Inc.		Communication Services

15.15%

BIRD
Allbirds, Inc.		Consumer Cyclical

0.19%

F
Ford Motor Company		Consumer Cyclical

0.24%

JD
JD.com, Inc.		Consumer Cyclical

4.38%

MMM
3M Company		Industrials

8.75%

NIO
NIO Inc.		Consumer Cyclical

8.52%

PFE
Pfizer Inc.		Healthcare

10.29%

PYPL
PayPal Holdings, Inc.		Financial Services

12.65%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Alik 168, 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

-60.00%-40.00%-20.00%0.00%20.00%FebruaryMarchAprilMayJuneJuly
-36.20%
15.85%
Alik 168
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Nov 3, 2021, corresponding to the inception date of BIRD

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		13.20%-1.28%10.32%18.23%12.31%10.58%
Alik 16817.75%5.74%35.18%4.56%N/AN/A
Portfolio components:
BIDU
Baidu, Inc.		-26.28%-0.49%-18.46%-40.69%-5.14%-9.03%
JD
JD.com, Inc.		-6.32%-4.29%13.43%-28.74%-2.27%-0.47%
ASTS
AST SpaceMobile, Inc.		175.95%48.17%496.42%324.49%N/AN/A
F
Ford Motor Company		-4.84%-7.84%1.85%-14.21%7.44%0.36%
MMM
3M Company		15.79%1.91%31.87%17.36%-2.62%1.77%
NIO
NIO Inc.		-52.92%-7.97%-30.46%-67.75%4.01%N/A
PFE
Pfizer Inc.		6.51%8.53%9.97%-14.15%-2.06%4.41%
PYPL
PayPal Holdings, Inc.		-6.82%-1.79%-7.38%-20.56%-13.13%N/A
BIRD
Allbirds, Inc.		-48.51%4.87%-38.76%-57.09%N/AN/A
BABA
Alibaba Group Holding Limited		-1.89%1.66%2.75%-19.26%-15.52%N/A

Monthly Returns

The table below presents the monthly returns of Alik 168, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-14.82%0.45%2.13%-0.73%23.82%2.51%17.75%
202313.78%-9.38%5.26%-11.22%-5.95%5.34%16.57%-12.13%-7.39%-10.83%6.16%8.32%-7.15%
2022-4.29%-11.28%2.67%-12.02%3.73%3.03%-3.74%9.78%-18.28%-14.36%17.36%-3.01%-31.00%
2021-11.37%-4.58%-15.43%

Expense Ratio

Alik 168 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 Rank

The current rank of Alik 168 is 3, indicating that it is in the bottom 3% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of Alik 168 is 33
Alik 168
The Sharpe Ratio Rank of Alik 168 is 33Sharpe Ratio Rank
The Sortino Ratio Rank of Alik 168 is 44Sortino Ratio Rank
The Omega Ratio Rank of Alik 168 is 44Omega Ratio Rank
The Calmar Ratio Rank of Alik 168 is 33Calmar Ratio Rank
The Martin Ratio Rank of Alik 168 is 33Martin 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.

Alik 168
Sharpe ratio
The chart of Sharpe ratio for Alik 168, currently valued at 0.10, compared to the broader market-1.000.001.002.003.004.000.10
Sortino ratio
The chart of Sortino ratio for Alik 168, currently valued at 0.40, compared to the broader market-2.000.002.004.006.000.40
Omega ratio
The chart of Omega ratio for Alik 168, currently valued at 1.04, compared to the broader market0.801.001.201.401.601.801.04
Calmar ratio
The chart of Calmar ratio for Alik 168, currently valued at 0.06, compared to the broader market0.002.004.006.008.000.06
Martin ratio
The chart of Martin ratio for Alik 168, currently valued at 0.15, compared to the broader market0.0010.0020.0030.0040.000.15
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.58, compared to the broader market-1.000.001.002.003.004.001.58
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.22, compared to the broader market-2.000.002.004.006.002.22
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.28, compared to the broader market0.801.001.201.401.601.801.28
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.002.004.006.008.001.29
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 5.98, compared to the broader market0.0010.0020.0030.0040.005.98
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BIDU
Baidu, Inc.		-1.12-1.750.81-0.83-1.38
JD
JD.com, Inc.		-0.67-0.880.91-0.41-0.95
ASTS
AST SpaceMobile, Inc.		2.313.461.443.779.04
F
Ford Motor Company		-0.37-0.260.96-0.24-1.08
MMM
3M Company		0.611.011.140.321.63
NIO
NIO Inc.		-1.03-1.880.80-0.74-1.19
PFE
Pfizer Inc.		-0.63-0.790.91-0.28-0.80
PYPL
PayPal Holdings, Inc.		-0.62-0.680.91-0.28-1.09
BIRD
Allbirds, Inc.		-0.63-0.710.92-0.61-1.25
BABA
Alibaba Group Holding Limited		-0.61-0.720.92-0.35-0.91

Sharpe Ratio

The current Alik 168 Sharpe ratio is 0.11. 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 1.24 to 1.94, 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 Alik 168 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-1.000.001.002.003.00FebruaryMarchAprilMayJuneJuly
0.10
1.58
Alik 168
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Alik 168 granted a 1.75% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
Alik 1681.75%1.56%0.86%0.56%0.70%0.68%0.59%0.55%0.61%0.61%0.53%0.49%
Portfolio components:
BIDU
Baidu, 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%
JD
JD.com, Inc.		2.81%2.08%2.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ASTS
AST SpaceMobile, 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%
F
Ford Motor Company		5.63%10.20%4.03%0.45%1.60%6.05%9.18%5.20%7.01%4.26%3.23%2.35%
MMM
3M Company		4.32%5.49%4.97%3.33%3.36%3.26%2.85%2.00%2.49%2.72%2.08%1.81%
NIO
NIO 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%
PFE
Pfizer Inc.		5.61%5.70%3.12%2.64%3.91%3.68%3.12%3.53%3.69%3.47%3.34%3.13%
PYPL
PayPal Holdings, 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%
BIRD
Allbirds, 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%
BABA
Alibaba Group Holding Limited		2.19%1.28%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

Drawdowns Chart

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

-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%FebruaryMarchAprilMayJuneJuly
-37.30%
-4.73%
Alik 168
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Alik 168. 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 Alik 168 was 57.51%, occurring on Apr 17, 2024. The portfolio has not yet recovered.

The current Alik 168 drawdown is 38.63%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-57.51%Nov 15, 2021608Apr 17, 2024———
-2.26%Nov 4, 20214Nov 9, 20212Nov 11, 20216

Volatility

Volatility Chart

The current Alik 168 volatility is 6.78%, 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%FebruaryMarchAprilMayJuneJuly
6.78%
3.80%
Alik 168
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.
PFEASTSMMMBIRDFPYPLJDBABABIDUNIO
PFE1.000.100.310.120.190.180.150.110.120.14
ASTS0.101.000.240.320.310.370.250.250.260.36
MMM0.310.241.000.320.470.400.230.250.240.32
BIRD0.120.320.321.000.380.430.270.290.310.37
F0.190.310.470.381.000.510.290.300.310.40
PYPL0.180.370.400.430.511.000.400.420.420.48
JD0.150.250.230.270.290.401.000.780.770.62
BABA0.110.250.250.290.300.420.781.000.770.61
BIDU0.120.260.240.310.310.420.770.771.000.59
NIO0.140.360.320.370.400.480.620.610.591.00
The correlation results are calculated based on daily price changes starting from Nov 4, 2021