paprika2
mixed
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in paprika2, 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 Apr 14, 2021, corresponding to the inception date of COIN
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 22.49% | 3.72% | 16.33% | 33.60% | 14.41% | 11.99% |
paprika2 | 24.94% | 7.16% | 19.38% | 63.45% | N/A | N/A |
Portfolio components: | ||||||
Taboola.com Ltd. | -16.17% | 12.38% | -8.79% | 0.83% | N/A | N/A |
Payoneer Global Inc. | 55.47% | 8.58% | 67.01% | 38.46% | N/A | N/A |
Beyond Meat, Inc. | -25.73% | 4.92% | 3.28% | -18.80% | -43.12% | N/A |
Marathon Oil Corporation | 11.44% | -2.85% | -2.20% | -6.27% | 20.41% | -0.84% |
Devon Energy Corporation | -7.62% | 0.57% | -19.39% | -14.96% | 22.45% | -0.03% |
ZIM Integrated Shipping Services Ltd. | 127.84% | 7.46% | 128.08% | 145.24% | N/A | N/A |
Moderna, Inc. | -42.22% | -20.18% | -43.67% | -33.19% | 31.26% | N/A |
Western Digital Corporation | 29.44% | 2.88% | -0.78% | 52.51% | 3.57% | -0.66% |
Coinbase Global, Inc. | 21.02% | 29.57% | -3.48% | 184.70% | N/A | N/A |
Affirm Holdings, Inc. | -2.38% | 9.02% | 54.00% | 155.16% | N/A | N/A |
NVIDIA Corporation | 174.12% | 17.42% | 60.32% | 221.74% | 96.03% | 78.57% |
Advanced Micro Devices, Inc. | 5.92% | 3.52% | 0.68% | 52.81% | 38.34% | 50.05% |
Albemarle Corporation | -31.21% | 9.39% | -11.39% | -34.81% | 9.19% | 7.57% |
Carnival Corporation & Plc | 15.43% | 18.69% | 50.92% | 83.06% | -12.57% | -3.20% |
Meta Platforms, Inc. | 63.44% | 7.55% | 15.17% | 82.52% | 25.59% | 22.56% |
Monthly Returns
The table below presents the monthly returns of paprika2, 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 | -0.01% | 9.62% | 3.84% | -4.72% | 14.09% | -2.39% | -4.77% | 2.35% | 3.03% | 24.94% | |||
2023 | 26.31% | -1.48% | 1.93% | -7.75% | 6.88% | 11.09% | 13.28% | -5.87% | -5.22% | -11.94% | 16.02% | 21.18% | 73.83% |
2022 | -11.35% | -3.10% | 4.01% | -17.12% | 5.88% | -23.52% | 18.10% | -3.94% | -17.71% | 9.82% | 2.54% | -10.78% | -43.77% |
2021 | 3.96% | 3.35% | 7.05% | -2.94% | 11.80% | -0.58% | 8.45% | 0.30% | -4.83% | 28.45% |
Expense Ratio
paprika2 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 paprika2 is 23, indicating that it is in the bottom 23% 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 | |
---|---|---|---|---|---|
Taboola.com Ltd. | -0.01 | 0.33 | 1.04 | -0.00 | -0.01 |
Payoneer Global Inc. | 0.82 | 1.46 | 1.22 | 0.63 | 2.84 |
Beyond Meat, Inc. | -0.31 | 0.04 | 1.01 | -0.26 | -0.77 |
Marathon Oil Corporation | -0.19 | -0.10 | 0.99 | -0.16 | -0.42 |
Devon Energy Corporation | -0.56 | -0.64 | 0.92 | -0.30 | -1.01 |
ZIM Integrated Shipping Services Ltd. | 1.60 | 2.21 | 1.28 | 1.56 | 6.72 |
Moderna, Inc. | -0.63 | -0.68 | 0.91 | -0.42 | -1.28 |
Western Digital Corporation | 1.24 | 1.77 | 1.23 | 0.96 | 4.52 |
Coinbase Global, Inc. | 2.37 | 2.85 | 1.32 | 2.24 | 8.13 |
Affirm Holdings, Inc. | 1.85 | 2.64 | 1.32 | 1.71 | 5.21 |
NVIDIA Corporation | 3.72 | 3.78 | 1.48 | 7.19 | 22.58 |
Advanced Micro Devices, Inc. | 0.96 | 1.55 | 1.20 | 1.11 | 2.35 |
Albemarle Corporation | -0.68 | -0.79 | 0.91 | -0.53 | -1.19 |
Carnival Corporation & Plc | 1.64 | 2.29 | 1.28 | 1.13 | 4.97 |
Meta Platforms, Inc. | 2.21 | 3.11 | 1.42 | 3.26 | 13.35 |
Dividends
Dividend yield
paprika2 granted a 0.93% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
paprika2 | 0.93% | 4.93% | 11.38% | 0.93% | 0.72% | 0.76% | 0.95% | 0.53% | 0.63% | 1.18% | 0.76% | 0.71% |
Portfolio components: | ||||||||||||
Taboola.com Ltd. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Payoneer 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% |
Beyond Meat, 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% |
Marathon Oil Corporation | 1.66% | 1.70% | 1.18% | 1.10% | 1.20% | 1.47% | 1.39% | 1.18% | 1.16% | 5.40% | 2.83% | 2.04% |
Devon Energy Corporation | 4.91% | 6.34% | 8.41% | 4.47% | 4.30% | 1.35% | 1.33% | 0.58% | 0.92% | 3.00% | 1.54% | 1.39% |
ZIM Integrated Shipping Services Ltd. | 5.48% | 64.84% | 160.27% | 7.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Moderna, 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% |
Western Digital Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 1.81% | 2.36% | 5.41% | 2.51% | 2.94% | 4.00% | 1.36% | 1.25% |
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% |
Affirm 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% |
NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
Advanced Micro Devices, 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% |
Albemarle Corporation | 1.63% | 1.11% | 0.73% | 0.67% | 1.04% | 2.01% | 1.74% | 1.00% | 1.42% | 2.07% | 1.83% | 1.51% |
Carnival Corporation & Plc | 0.00% | 0.00% | 0.00% | 0.00% | 2.31% | 3.93% | 3.96% | 2.41% | 2.59% | 2.02% | 2.21% | 2.49% |
Meta Platforms, Inc. | 0.26% | 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 paprika2. 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 paprika2 was 51.69%, occurring on Dec 28, 2022. Recovery took 301 trading sessions.
The current paprika2 drawdown is 2.23%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-51.69% | Nov 9, 2021 | 286 | Dec 28, 2022 | 301 | Mar 12, 2024 | 587 |
-20.78% | Jun 6, 2024 | 41 | Aug 5, 2024 | — | — | — |
-9.52% | Jul 1, 2021 | 12 | Jul 19, 2021 | 12 | Aug 4, 2021 | 24 |
-9.52% | Apr 30, 2021 | 10 | May 13, 2021 | 10 | May 27, 2021 | 20 |
-9.44% | Apr 1, 2024 | 15 | Apr 19, 2024 | 11 | May 6, 2024 | 26 |
Volatility
Volatility Chart
The current paprika2 volatility is 5.63%, 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
MRO | ZIM | DVN | MRNA | TBLA | BYND | PAYO | CCL | META | COIN | WDC | ALB | AMD | NVDA | AFRM | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
MRO | 1.00 | 0.24 | 0.88 | 0.07 | 0.12 | 0.14 | 0.14 | 0.23 | 0.13 | 0.13 | 0.30 | 0.38 | 0.16 | 0.16 | 0.20 |
ZIM | 0.24 | 1.00 | 0.23 | 0.22 | 0.19 | 0.22 | 0.21 | 0.24 | 0.22 | 0.22 | 0.29 | 0.30 | 0.26 | 0.26 | 0.25 |
DVN | 0.88 | 0.23 | 1.00 | 0.09 | 0.13 | 0.17 | 0.16 | 0.26 | 0.15 | 0.16 | 0.31 | 0.38 | 0.19 | 0.18 | 0.24 |
MRNA | 0.07 | 0.22 | 0.09 | 1.00 | 0.27 | 0.32 | 0.27 | 0.24 | 0.30 | 0.33 | 0.26 | 0.31 | 0.31 | 0.30 | 0.35 |
TBLA | 0.12 | 0.19 | 0.13 | 0.27 | 1.00 | 0.35 | 0.43 | 0.34 | 0.41 | 0.37 | 0.33 | 0.34 | 0.39 | 0.37 | 0.48 |
BYND | 0.14 | 0.22 | 0.17 | 0.32 | 0.35 | 1.00 | 0.34 | 0.39 | 0.36 | 0.41 | 0.32 | 0.34 | 0.34 | 0.32 | 0.50 |
PAYO | 0.14 | 0.21 | 0.16 | 0.27 | 0.43 | 0.34 | 1.00 | 0.38 | 0.39 | 0.41 | 0.30 | 0.36 | 0.35 | 0.34 | 0.47 |
CCL | 0.23 | 0.24 | 0.26 | 0.24 | 0.34 | 0.39 | 0.38 | 1.00 | 0.39 | 0.43 | 0.45 | 0.40 | 0.40 | 0.42 | 0.50 |
META | 0.13 | 0.22 | 0.15 | 0.30 | 0.41 | 0.36 | 0.39 | 0.39 | 1.00 | 0.44 | 0.45 | 0.34 | 0.53 | 0.58 | 0.44 |
COIN | 0.13 | 0.22 | 0.16 | 0.33 | 0.37 | 0.41 | 0.41 | 0.43 | 0.44 | 1.00 | 0.38 | 0.39 | 0.44 | 0.49 | 0.60 |
WDC | 0.30 | 0.29 | 0.31 | 0.26 | 0.33 | 0.32 | 0.30 | 0.45 | 0.45 | 0.38 | 1.00 | 0.39 | 0.52 | 0.54 | 0.39 |
ALB | 0.38 | 0.30 | 0.38 | 0.31 | 0.34 | 0.34 | 0.36 | 0.40 | 0.34 | 0.39 | 0.39 | 1.00 | 0.44 | 0.41 | 0.46 |
AMD | 0.16 | 0.26 | 0.19 | 0.31 | 0.39 | 0.34 | 0.35 | 0.40 | 0.53 | 0.44 | 0.52 | 0.44 | 1.00 | 0.75 | 0.48 |
NVDA | 0.16 | 0.26 | 0.18 | 0.30 | 0.37 | 0.32 | 0.34 | 0.42 | 0.58 | 0.49 | 0.54 | 0.41 | 0.75 | 1.00 | 0.47 |
AFRM | 0.20 | 0.25 | 0.24 | 0.35 | 0.48 | 0.50 | 0.47 | 0.50 | 0.44 | 0.60 | 0.39 | 0.46 | 0.48 | 0.47 | 1.00 |