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de0ne
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


SOFI 25%PLTR 25%AFRM 20%OMF 15%MQ 15%EquityEquity
PositionCategory/SectorWeight
AFRM
Affirm Holdings, Inc.
Technology

20%

MQ
Marqeta, Inc.
Technology

15%

OMF
OneMain Holdings, Inc.
Financial Services

15%

PLTR
Palantir Technologies Inc.
Technology

25%

SOFI
SoFi Technologies, Inc.
Financial Services

25%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in de0ne, 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%NovemberDecember2024FebruaryMarchApril
-35.47%
17.72%
de0ne
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 9, 2021, corresponding to the inception date of MQ

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
de0ne-12.15%-9.12%33.89%97.39%N/AN/A
SOFI
SoFi Technologies, Inc.
-28.54%-2.60%-3.53%19.70%N/AN/A
OMF
OneMain Holdings, Inc.
1.11%-2.11%38.50%39.81%22.09%14.15%
PLTR
Palantir Technologies Inc.
19.22%-15.34%27.06%150.24%N/AN/A
MQ
Marqeta, Inc.
-23.93%-10.76%-0.56%24.07%N/AN/A
AFRM
Affirm Holdings, Inc.
-36.89%-13.96%69.92%182.17%N/AN/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-12.93%18.56%-6.37%
2023-0.58%-10.27%32.25%18.91%

Expense Ratio

The de0ne 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 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.


de0ne
Sharpe ratio
The chart of Sharpe ratio for de0ne, currently valued at 1.88, compared to the broader market-1.000.001.002.003.004.001.88
Sortino ratio
The chart of Sortino ratio for de0ne, currently valued at 2.67, compared to the broader market-2.000.002.004.006.002.67
Omega ratio
The chart of Omega ratio for de0ne, currently valued at 1.30, compared to the broader market0.801.001.201.401.601.801.30
Calmar ratio
The chart of Calmar ratio for de0ne, currently valued at 1.18, compared to the broader market0.002.004.006.008.001.18
Martin ratio
The chart of Martin ratio for de0ne, currently valued at 9.21, compared to the broader market0.0010.0020.0030.0040.009.21
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SOFI
SoFi Technologies, Inc.
0.240.881.110.210.64
OMF
OneMain Holdings, Inc.
1.271.791.221.113.64
PLTR
Palantir Technologies Inc.
2.003.091.371.909.34
MQ
Marqeta, Inc.
0.471.091.130.282.14
AFRM
Affirm Holdings, Inc.
1.942.621.321.798.93

Sharpe Ratio

The current de0ne Sharpe ratio is 1.88. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.88

The Sharpe ratio of de0ne lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2024FebruaryMarchApril
1.88
1.66
de0ne
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

de0ne granted a 1.23% dividend yield in the last twelve months.


TTM20232022202120202019
de0ne1.23%1.22%1.71%2.86%1.85%1.07%
SOFI
SoFi Technologies, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%
OMF
OneMain Holdings, Inc.
8.21%8.13%11.41%19.08%12.33%7.12%
PLTR
Palantir Technologies Inc.
0.00%0.00%0.00%0.00%0.00%0.00%
MQ
Marqeta, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%
AFRM
Affirm Holdings, Inc.
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.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-51.04%
-5.46%
de0ne
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the de0ne. 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 de0ne was 79.58%, occurring on Dec 28, 2022. The portfolio has not yet recovered.

The current de0ne drawdown is 51.04%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-79.58%Nov 5, 2021288Dec 28, 2022
-18.11%Jun 18, 202121Jul 19, 202133Sep 2, 202154
-13.24%Sep 24, 20217Oct 4, 20218Oct 14, 202115
-7.32%Sep 17, 20212Sep 20, 20213Sep 23, 20215
-5.02%Sep 13, 20212Sep 14, 20212Sep 16, 20214

Volatility

Volatility Chart

The current de0ne volatility is 7.93%, 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%NovemberDecember2024FebruaryMarchApril
7.93%
3.15%
de0ne
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.

OMFMQPLTRSOFIAFRM
OMF1.000.420.430.470.48
MQ0.421.000.580.570.60
PLTR0.430.581.000.650.68
SOFI0.470.570.651.000.68
AFRM0.480.600.680.681.00