de0ne
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
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% |
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
The earliest data available for this chart is Jun 9, 2021, corresponding to the inception date of MQ
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| de0ne | -7.14% | 3.72% | 5.52% | 35.51% | N/A | N/A |
| Portfolio components: | ||||||
SOFI SoFi Technologies, Inc. | -26.93% | 12.54% | -4.59% | -20.02% | N/A | N/A |
OMF OneMain Holdings, Inc. | 8.89% | 8.77% | 10.53% | 23.91% | 21.94% | 14.06% |
PLTR Palantir Technologies Inc. | 55.10% | 10.50% | 62.87% | 64.89% | N/A | N/A |
MQ Marqeta, Inc. | -23.93% | -1.12% | -14.77% | 0.57% | N/A | N/A |
AFRM Affirm Holdings, Inc. | -46.15% | -15.76% | -35.99% | 61.05% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of de0ne, 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 | -12.93% | 18.56% | -6.37% | -6.57% | -3.01% | 3.85% | -7.14% | ||||||
| 2023 | 37.01% | -6.21% | -8.41% | -5.19% | 36.81% | 8.56% | 24.62% | -10.82% | -0.58% | -10.27% | 32.25% | 18.91% | 158.39% |
| 2022 | -22.81% | -11.04% | -2.24% | -25.24% | 2.10% | -19.76% | 20.67% | -13.90% | -11.82% | 12.48% | -13.50% | -13.66% | -68.36% |
| 2021 | -0.42% | -12.96% | 18.50% | 1.56% | 21.05% | -19.85% | -11.24% | -10.17% |
Expense Ratio
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of de0ne is 13, indicating that it is in the bottom 13% 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 | |
|---|---|---|---|---|---|
SOFI SoFi Technologies, Inc. | -0.36 | -0.15 | 0.98 | -0.30 | -0.67 |
OMF OneMain Holdings, Inc. | 0.61 | 1.00 | 1.12 | 0.56 | 2.01 |
PLTR Palantir Technologies Inc. | 0.94 | 1.78 | 1.23 | 1.18 | 3.74 |
MQ Marqeta, Inc. | -0.03 | 0.34 | 1.04 | -0.02 | -0.08 |
AFRM Affirm Holdings, Inc. | 0.60 | 1.45 | 1.17 | 0.55 | 1.86 |
Dividends
Dividend yield
de0ne granted a 1.16% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
| de0ne | 1.16% | 1.22% | 1.71% | 2.86% | 1.85% | 1.07% |
| Portfolio components: | ||||||
SOFI SoFi Technologies, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
OMF OneMain Holdings, Inc. | 7.70% | 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.
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 48.92%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -79.58% | Nov 5, 2021 | 288 | Dec 28, 2022 | — | — | — |
| -18.11% | Jun 18, 2021 | 21 | Jul 19, 2021 | 33 | Sep 2, 2021 | 54 |
| -13.24% | Sep 24, 2021 | 7 | Oct 4, 2021 | 8 | Oct 14, 2021 | 15 |
| -7.32% | Sep 17, 2021 | 2 | Sep 20, 2021 | 3 | Sep 23, 2021 | 5 |
| -5.02% | Sep 13, 2021 | 2 | Sep 14, 2021 | 2 | Sep 16, 2021 | 4 |
Volatility
Volatility Chart
The current de0ne volatility is 9.11%, 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
| OMF | MQ | PLTR | SOFI | AFRM | |
|---|---|---|---|---|---|
| OMF | 1.00 | 0.41 | 0.41 | 0.47 | 0.48 |
| MQ | 0.41 | 1.00 | 0.56 | 0.56 | 0.60 |
| PLTR | 0.41 | 0.56 | 1.00 | 0.63 | 0.67 |
| SOFI | 0.47 | 0.56 | 0.63 | 1.00 | 0.68 |
| AFRM | 0.48 | 0.60 | 0.67 | 0.68 | 1.00 |