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Corr

Last updated Mar 2, 2024

Asset Allocation


SMCI 30%NVDA 30%AEHR 20%TSLA 10%MRVL 10%EquityEquity
PositionCategory/SectorWeight
SMCI
Super Micro Computer, Inc.
Technology

30%

NVDA
NVIDIA Corporation
Technology

30%

AEHR
Aehr Test Systems
Technology

20%

TSLA
Tesla, Inc.
Consumer Cyclical

10%

MRVL
Marvell Technology Group Ltd.
Technology

10%

S&P 500

Performance

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


0.00%5,000.00%10,000.00%15,000.00%20,000.00%25,000.00%OctoberNovemberDecember2024FebruaryMarch
27,166.62%
393.36%
Corr
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 29, 2010, corresponding to the inception date of TSLA

Returns

As of Mar 2, 2024, the Corr returned 79.34% Year-To-Date and 60.79% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
Corr79.34%36.17%63.26%236.83%114.35%60.86%
TSLA
Tesla, Inc.
-18.45%7.84%-17.29%2.45%61.80%28.66%
SMCI
Super Micro Computer, Inc.
218.54%56.22%220.91%825.56%116.66%46.00%
NVDA
NVIDIA Corporation
66.15%24.36%69.64%244.56%85.57%69.17%
AEHR
Aehr Test Systems
-33.43%17.26%-65.80%-45.19%67.26%21.66%
MRVL
Marvell Technology Group Ltd.
28.82%14.93%34.22%77.05%32.62%18.62%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
202423.43%38.17%
2023-5.81%-6.91%-18.47%13.23%5.96%

Sharpe Ratio

The current Corr Sharpe ratio is 4.08. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.004.08

The Sharpe ratio of Corr is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00OctoberNovemberDecember2024FebruaryMarch
4.08
2.44
Corr
Benchmark (^GSPC)
Portfolio components

Dividend yield

Corr granted a 0.04% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Corr0.04%0.05%0.10%0.04%0.09%0.17%0.29%0.20%0.31%0.63%0.68%0.75%
TSLA
Tesla, 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%
SMCI
Super Micro Computer, 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%
NVDA
NVIDIA Corporation
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%
AEHR
Aehr Test Systems
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MRVL
Marvell Technology Group Ltd.
0.31%0.40%0.65%0.21%0.50%0.90%1.48%1.12%1.73%2.72%1.66%1.67%

Expense Ratio

The Corr 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

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
Corr
4.08
TSLA
Tesla, Inc.
-0.00
SMCI
Super Micro Computer, Inc.
8.44
NVDA
NVIDIA Corporation
5.65
AEHR
Aehr Test Systems
-0.63
MRVL
Marvell Technology Group Ltd.
1.33

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

AEHRTSLASMCIMRVLNVDA
AEHR1.000.180.180.240.24
TSLA0.181.000.260.330.39
SMCI0.180.261.000.390.39
MRVL0.240.330.391.000.61
NVDA0.240.390.390.611.00

Drawdowns Chart

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


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-2.04%
0
Corr
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Corr. 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 Corr was 44.35%, occurring on Mar 18, 2020. Recovery took 52 trading sessions.

The current Corr drawdown is 2.04%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-44.35%Feb 20, 202020Mar 18, 202052Jun 2, 202072
-43.92%Jun 13, 2018135Dec 24, 2018263Jan 10, 2020398
-43.87%Nov 5, 2021164Jul 1, 202293Nov 11, 2022257
-41.57%Feb 8, 2011446Nov 14, 2012159Jul 5, 2013605
-29.43%Aug 2, 202363Oct 30, 202358Jan 24, 2024121

Volatility Chart

The current Corr volatility is 29.24%, 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%20.00%25.00%30.00%OctoberNovemberDecember2024FebruaryMarch
29.24%
3.47%
Corr
Benchmark (^GSPC)
Portfolio components
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