Minus W
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
CAKE The Cheesecake Factory Incorporated | Consumer Cyclical | 5.50% |
COIN Coinbase Global, Inc. | Technology | 2% |
COST Costco Wholesale Corporation | Consumer Defensive | 22% |
MA Mastercard Inc | Financial Services | 18.50% |
MQ Marqeta, Inc. | Technology | 2% |
NFLX Netflix, Inc. | Communication Services | 10% |
OPEN Opendoor Technologies Inc. | Real Estate | 2% |
PLTR Palantir Technologies Inc. | Technology | 4.50% |
PYPL PayPal Holdings, Inc. | Financial Services | 5% |
SOFI SoFi Technologies, Inc. | Financial Services | 3% |
SPGI S&P Global Inc. | Financial Services | 12% |
TSLA Tesla, Inc. | Consumer Cyclical | 3% |
TXRH Texas Roadhouse, Inc. | Consumer Cyclical | 10.50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Minus W, 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 | 18.42% | 2.28% | 9.95% | 25.31% | 14.08% | 10.95% |
Minus W | 24.37% | 8.71% | 12.23% | 43.60% | N/A | N/A |
Portfolio components: | ||||||
COST Costco Wholesale Corporation | 35.80% | 8.55% | 19.43% | 68.76% | 27.00% | 24.72% |
MA Mastercard Inc | 13.83% | 4.61% | 1.70% | 16.99% | 12.07% | 21.17% |
SPGI S&P Global Inc. | 17.21% | 5.79% | 20.10% | 31.25% | 15.57% | 21.41% |
TXRH Texas Roadhouse, Inc. | 39.13% | 1.58% | 13.68% | 64.01% | 28.95% | 22.45% |
NFLX Netflix, Inc. | 44.05% | 14.29% | 13.24% | 59.44% | 19.05% | 26.31% |
CAKE The Cheesecake Factory Incorporated | 14.80% | 12.83% | 13.50% | 27.28% | 2.69% | 0.72% |
PLTR Palantir Technologies Inc. | 83.34% | 27.24% | 26.27% | 107.38% | N/A | N/A |
TSLA Tesla, Inc. | -13.83% | 3.10% | 5.66% | -12.61% | 70.23% | 27.49% |
MQ Marqeta, Inc. | -23.64% | 9.00% | -16.72% | -14.86% | N/A | N/A |
SOFI SoFi Technologies, Inc. | -19.70% | 20.15% | -11.12% | -9.10% | N/A | N/A |
COIN Coinbase Global, Inc. | 5.43% | -10.31% | -10.89% | 135.11% | N/A | N/A |
OPEN Opendoor Technologies Inc. | -52.01% | 15.59% | -30.87% | -44.73% | N/A | N/A |
PYPL PayPal Holdings, Inc. | 17.94% | 16.86% | 19.64% | 13.94% | -7.87% | N/A |
Monthly Returns
The table below presents the monthly returns of Minus W, 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 | 1.33% | 8.73% | 0.32% | -3.96% | 5.74% | 2.42% | 3.15% | 24.37% | |||||
2023 | 17.46% | -4.84% | 2.58% | -0.72% | 7.15% | 9.77% | 5.73% | -5.24% | -4.23% | -2.72% | 13.77% | 9.22% | 55.30% |
2022 | -10.55% | -3.12% | 1.76% | -13.12% | -5.95% | -8.54% | 16.51% | -4.14% | -7.04% | 10.01% | 1.94% | -8.89% | -30.10% |
2021 | 2.68% | -0.23% | 3.01% | -1.25% | 6.98% | -4.77% | 2.35% | 8.67% |
Expense Ratio
Minus W 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 risk-adjusted rank of Minus W is 86, placing it in the top 14% 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 | |
---|---|---|---|---|---|
COST Costco Wholesale Corporation | 3.58 | 4.13 | 1.64 | 6.75 | 17.86 |
MA Mastercard Inc | 1.07 | 1.44 | 1.21 | 1.39 | 3.23 |
SPGI S&P Global Inc. | 1.79 | 2.42 | 1.34 | 1.17 | 5.81 |
TXRH Texas Roadhouse, Inc. | 2.71 | 3.83 | 1.47 | 2.94 | 17.95 |
NFLX Netflix, Inc. | 1.90 | 2.89 | 1.37 | 1.23 | 8.96 |
CAKE The Cheesecake Factory Incorporated | 0.76 | 1.32 | 1.15 | 0.49 | 4.32 |
PLTR Palantir Technologies Inc. | 1.48 | 2.42 | 1.31 | 1.80 | 7.48 |
TSLA Tesla, Inc. | -0.31 | -0.10 | 0.99 | -0.25 | -0.63 |
MQ Marqeta, Inc. | -0.22 | 0.01 | 1.00 | -0.13 | -0.57 |
SOFI SoFi Technologies, Inc. | -0.15 | 0.20 | 1.02 | -0.12 | -0.34 |
COIN Coinbase Global, Inc. | 1.62 | 2.34 | 1.25 | 1.48 | 6.83 |
OPEN Opendoor Technologies Inc. | -0.53 | -0.42 | 0.96 | -0.49 | -1.06 |
PYPL PayPal Holdings, Inc. | 0.41 | 0.81 | 1.10 | 0.17 | 1.59 |
Dividends
Dividend yield
Minus W granted a 0.96% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Minus W | 0.96% | 1.19% | 0.74% | 0.43% | 1.03% | 0.79% | 0.81% | 1.57% | 0.78% | 1.46% | 0.72% | 0.68% |
Portfolio components: | ||||||||||||
COST Costco Wholesale Corporation | 2.17% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% | 1.01% |
MA Mastercard Inc | 0.53% | 0.53% | 0.56% | 0.49% | 0.45% | 0.44% | 0.53% | 0.58% | 0.74% | 0.66% | 0.51% | 0.25% |
SPGI S&P Global Inc. | 0.71% | 0.82% | 0.99% | 0.65% | 0.82% | 0.84% | 1.18% | 0.97% | 1.34% | 1.34% | 1.35% | 1.43% |
TXRH Texas Roadhouse, Inc. | 1.37% | 1.80% | 2.02% | 1.34% | 0.46% | 2.13% | 1.68% | 1.59% | 1.58% | 1.90% | 1.78% | 1.73% |
NFLX Netflix, 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% |
CAKE The Cheesecake Factory Incorporated | 2.75% | 3.08% | 2.55% | 0.00% | 0.97% | 3.55% | 2.85% | 2.20% | 1.47% | 1.58% | 1.21% | 1.08% |
PLTR Palantir Technologies 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% |
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% |
MQ Marqeta, 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% |
SOFI SoFi Technologies, 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% |
COIN Coinbase Global, 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% |
OPEN Opendoor Technologies 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% |
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% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Minus W. 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 Minus W was 39.56%, occurring on Jun 16, 2022. Recovery took 377 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-39.56% | Nov 17, 2021 | 146 | Jun 16, 2022 | 377 | Dec 15, 2023 | 523 |
-8.3% | Jul 17, 2024 | 14 | Aug 5, 2024 | 10 | Aug 19, 2024 | 24 |
-7.1% | Mar 21, 2024 | 21 | Apr 19, 2024 | 18 | May 15, 2024 | 39 |
-5.12% | Sep 27, 2021 | 6 | Oct 4, 2021 | 10 | Oct 18, 2021 | 16 |
-5.07% | Dec 28, 2023 | 4 | Jan 3, 2024 | 17 | Jan 29, 2024 | 21 |
Volatility
Volatility Chart
The current Minus W volatility is 6.68%, 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
COST | CAKE | TXRH | MA | SPGI | TSLA | NFLX | MQ | COIN | OPEN | SOFI | PYPL | PLTR | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COST | 1.00 | 0.24 | 0.29 | 0.43 | 0.52 | 0.36 | 0.39 | 0.26 | 0.36 | 0.32 | 0.30 | 0.35 | 0.36 |
CAKE | 0.24 | 1.00 | 0.71 | 0.33 | 0.27 | 0.30 | 0.29 | 0.37 | 0.36 | 0.43 | 0.39 | 0.36 | 0.38 |
TXRH | 0.29 | 0.71 | 1.00 | 0.37 | 0.34 | 0.30 | 0.33 | 0.32 | 0.34 | 0.35 | 0.35 | 0.36 | 0.37 |
MA | 0.43 | 0.33 | 0.37 | 1.00 | 0.54 | 0.33 | 0.41 | 0.38 | 0.30 | 0.35 | 0.35 | 0.49 | 0.38 |
SPGI | 0.52 | 0.27 | 0.34 | 0.54 | 1.00 | 0.37 | 0.40 | 0.38 | 0.38 | 0.42 | 0.37 | 0.48 | 0.45 |
TSLA | 0.36 | 0.30 | 0.30 | 0.33 | 0.37 | 1.00 | 0.45 | 0.43 | 0.48 | 0.49 | 0.51 | 0.45 | 0.54 |
NFLX | 0.39 | 0.29 | 0.33 | 0.41 | 0.40 | 0.45 | 1.00 | 0.42 | 0.44 | 0.45 | 0.45 | 0.51 | 0.54 |
MQ | 0.26 | 0.37 | 0.32 | 0.38 | 0.38 | 0.43 | 0.42 | 1.00 | 0.50 | 0.54 | 0.57 | 0.56 | 0.56 |
COIN | 0.36 | 0.36 | 0.34 | 0.30 | 0.38 | 0.48 | 0.44 | 0.50 | 1.00 | 0.54 | 0.58 | 0.50 | 0.57 |
OPEN | 0.32 | 0.43 | 0.35 | 0.35 | 0.42 | 0.49 | 0.45 | 0.54 | 0.54 | 1.00 | 0.62 | 0.51 | 0.61 |
SOFI | 0.30 | 0.39 | 0.35 | 0.35 | 0.37 | 0.51 | 0.45 | 0.57 | 0.58 | 0.62 | 1.00 | 0.55 | 0.63 |
PYPL | 0.35 | 0.36 | 0.36 | 0.49 | 0.48 | 0.45 | 0.51 | 0.56 | 0.50 | 0.51 | 0.55 | 1.00 | 0.55 |
PLTR | 0.36 | 0.38 | 0.37 | 0.38 | 0.45 | 0.54 | 0.54 | 0.56 | 0.57 | 0.61 | 0.63 | 0.55 | 1.00 |