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Minus W

Last updated Mar 2, 2024

Asset Allocation


COST 22%MA 18.5%SPGI 12%TXRH 10.5%NFLX 10%CAKE 5.5%PYPL 5%PLTR 4.5%TSLA 3%SOFI 3%MQ 2%COIN 2%OPEN 2%EquityEquity
PositionCategory/SectorWeight
COST
Costco Wholesale Corporation
Consumer Defensive

22%

MA
Mastercard Inc
Financial Services

18.50%

SPGI
S&P Global Inc.
Financial Services

12%

TXRH
Texas Roadhouse, Inc.
Consumer Cyclical

10.50%

NFLX
Netflix, Inc.
Communication Services

10%

CAKE
The Cheesecake Factory Incorporated
Consumer Cyclical

5.50%

PYPL
PayPal Holdings, Inc.
Financial Services

5%

PLTR
Palantir Technologies Inc.
Technology

4.50%

TSLA
Tesla, Inc.
Consumer Cyclical

3%

SOFI
SoFi Technologies, Inc.
Financial Services

3%

MQ
Marqeta, Inc.
Technology

2%

COIN
Coinbase Global, Inc.
Technology

2%

OPEN
Opendoor Technologies Inc.
Real Estate

2%

S&P 500

Performance

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


-10.00%0.00%10.00%20.00%30.00%OctoberNovemberDecember2024FebruaryMarch
30.65%
21.74%
Minus W
Benchmark (^GSPC)
Portfolio components

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

Returns


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%
Minus W10.75%7.01%27.87%53.35%N/AN/A
COST
Costco Wholesale Corporation
13.70%5.63%41.30%62.45%30.12%23.10%
MA
Mastercard Inc
11.93%3.48%15.04%32.65%16.62%20.54%
SPGI
S&P Global Inc.
-2.41%-5.32%9.28%25.10%17.32%19.54%
TXRH
Texas Roadhouse, Inc.
22.39%14.64%44.28%47.20%20.90%21.07%
NFLX
Netflix, Inc.
27.21%9.69%40.80%96.50%11.64%25.33%
CAKE
The Cheesecake Factory Incorporated
1.14%-0.03%12.14%-2.60%-3.68%-1.24%
PLTR
Palantir Technologies Inc.
45.20%46.47%64.23%199.28%N/AN/A
TSLA
Tesla, Inc.
-18.45%7.84%-17.29%2.45%59.52%28.18%
MQ
Marqeta, Inc.
-8.31%5.79%2.24%29.03%N/AN/A
SOFI
SoFi Technologies, Inc.
-9.65%14.09%2.28%33.78%N/AN/A
COIN
Coinbase Global, Inc.
18.31%59.24%163.84%218.97%N/AN/A
OPEN
Opendoor Technologies Inc.
-30.58%-11.14%-20.05%103.27%N/AN/A
PYPL
PayPal Holdings, Inc.
-1.42%-3.01%-4.77%-20.64%-9.34%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.33%8.69%
2023-5.24%-4.23%-2.72%13.77%9.22%

Sharpe Ratio

The current Minus W Sharpe ratio is 3.12. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.003.12

The Sharpe ratio of Minus W 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 Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
3.12
2.44
Minus W
Benchmark (^GSPC)
Portfolio components

Dividend yield

Minus W granted a 1.08% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Minus W1.08%1.19%0.74%0.43%1.03%0.79%0.81%1.57%0.78%1.46%0.72%0.68%
COST
Costco Wholesale Corporation
2.55%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
0.50%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.
0.84%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.
1.47%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
3.05%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%

Expense Ratio

The 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.


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
Minus W
3.12
COST
Costco Wholesale Corporation
3.66
MA
Mastercard Inc
2.13
SPGI
S&P Global Inc.
1.33
TXRH
Texas Roadhouse, Inc.
2.20
NFLX
Netflix, Inc.
2.64
CAKE
The Cheesecake Factory Incorporated
-0.14
PLTR
Palantir Technologies Inc.
3.17
TSLA
Tesla, Inc.
-0.00
MQ
Marqeta, Inc.
0.77
SOFI
SoFi Technologies, Inc.
0.58
COIN
Coinbase Global, Inc.
2.72
OPEN
Opendoor Technologies Inc.
1.25
PYPL
PayPal Holdings, Inc.
-0.46

Asset Correlations Table

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

COSTTXRHCAKEMASPGITSLANFLXMQCOINOPENSOFIPYPLPLTR
COST1.000.290.250.440.560.380.390.270.360.330.320.370.36
TXRH0.291.000.720.390.340.310.350.330.360.360.360.380.37
CAKE0.250.721.000.350.290.320.320.370.370.430.400.380.39
MA0.440.390.351.000.560.370.420.390.340.380.350.500.40
SPGI0.560.340.290.561.000.390.430.390.400.420.370.510.46
TSLA0.380.310.320.370.391.000.480.460.520.510.530.480.56
NFLX0.390.350.320.420.430.481.000.440.460.480.470.550.55
MQ0.270.330.370.390.390.460.441.000.530.540.570.570.59
COIN0.360.360.370.340.400.520.460.531.000.560.600.530.60
OPEN0.330.360.430.380.420.510.480.540.561.000.620.520.64
SOFI0.320.360.400.350.370.530.470.570.600.621.000.560.65
PYPL0.370.380.380.500.510.480.550.570.530.520.561.000.59
PLTR0.360.370.390.400.460.560.550.590.600.640.650.591.00

Drawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
Minus W
Benchmark (^GSPC)
Portfolio components

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, 2021146Jun 16, 2022377Dec 15, 2023523
-5.12%Sep 27, 20216Oct 4, 202110Oct 18, 202116
-5.07%Dec 28, 20234Jan 3, 202417Jan 29, 202421
-3.19%Jul 13, 20215Jul 19, 20214Jul 23, 20219
-3.12%Sep 10, 20218Sep 21, 20212Sep 23, 202110

Volatility Chart

The current Minus W volatility is 4.87%, 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.


2.00%3.00%4.00%5.00%6.00%OctoberNovemberDecember2024FebruaryMarch
4.87%
3.47%
Minus W
Benchmark (^GSPC)
Portfolio components
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