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GODLIKE_Tier
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


SMCI 68.34%AEHR 31.66%EquityEquity
PositionCategory/SectorWeight
AEHR
Aehr Test Systems
Technology
31.66%
SMCI
Super Micro Computer, Inc.
Technology
68.34%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in GODLIKE_Tier, 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


0.00%5,000.00%10,000.00%15,000.00%JulyAugustSeptemberOctoberNovemberDecember
10,073.91%
328.13%
GODLIKE_Tier
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 29, 2007, corresponding to the inception date of SMCI

Returns By Period

As of Dec 7, 2024, the GODLIKE_Tier returned 60.21% Year-To-Date and 42.50% of annualized return in the last 10 years.


YTD1M6M1Y5Y (annualized)10Y (annualized)
^GSPC
S&P 500
27.68%1.58%13.90%32.27%14.27%11.62%
GODLIKE_Tier60.21%45.00%-27.74%65.99%104.34%42.85%
SMCI
Super Micro Computer, Inc.
54.54%79.16%-42.88%61.12%82.35%30.32%
AEHR
Aehr Test Systems
-55.90%-2.50%-10.14%-54.81%42.53%15.84%

Monthly Returns

The table below presents the monthly returns of GODLIKE_Tier, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202445.74%57.09%13.49%-11.28%-7.01%1.74%13.63%-28.51%-10.45%-17.71%0.62%60.21%
202314.75%16.60%4.44%-6.27%94.09%13.08%30.62%-12.34%-3.70%-23.77%10.68%5.80%182.95%
2022-20.73%-0.92%-8.27%-0.52%16.55%-17.36%39.66%22.90%-10.82%32.47%28.65%-13.74%55.31%
2021-4.49%10.50%9.70%-6.87%-4.38%8.11%38.71%13.30%46.30%18.45%-0.60%16.84%252.58%
202011.99%-5.84%-17.53%6.53%7.65%11.80%6.15%-10.72%-9.09%-13.40%27.74%25.82%33.73%
20192.91%23.86%6.44%9.21%-7.03%-1.30%-10.31%2.95%10.68%2.79%6.15%10.47%67.47%
20184.91%-18.15%-4.72%3.80%28.62%-3.93%-5.01%-1.69%-4.06%-29.41%7.80%-13.42%-38.05%
2017-4.54%39.04%-3.06%-4.11%0.65%-5.29%8.56%-5.74%-6.58%-10.57%-2.99%-2.24%-4.65%
20167.76%2.28%2.77%-7.66%-13.01%16.39%-6.52%14.53%17.65%3.42%5.50%-3.50%40.45%
20154.68%6.66%-15.65%-6.47%8.33%-9.44%-7.08%2.76%3.05%-4.24%-10.34%-1.64%-28.18%
20147.22%-2.93%-5.54%8.45%1.02%13.40%11.80%-7.01%12.35%7.37%3.06%1.84%60.75%
201316.17%-3.67%4.78%-14.34%20.59%-0.26%10.07%7.62%19.89%4.22%13.04%8.41%119.12%

Expense Ratio

GODLIKE_Tier 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 Rank

The current rank of GODLIKE_Tier is 8, indicating that it is in the bottom 8% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of GODLIKE_Tier is 88
Overall Rank
The Sharpe Ratio Rank of GODLIKE_Tier is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of GODLIKE_Tier is 99
Sortino Ratio Rank
The Omega Ratio Rank of GODLIKE_Tier is 1010
Omega Ratio Rank
The Calmar Ratio Rank of GODLIKE_Tier is 1313
Calmar Ratio Rank
The Martin Ratio Rank of GODLIKE_Tier is 55
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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
The chart of Sharpe ratio for GODLIKE_Tier, currently valued at 0.83, compared to the broader market-6.00-4.00-2.000.002.004.006.000.832.77
The chart of Sortino ratio for GODLIKE_Tier, currently valued at 1.72, compared to the broader market-6.00-4.00-2.000.002.004.006.001.723.66
The chart of Omega ratio for GODLIKE_Tier, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.51
The chart of Calmar ratio for GODLIKE_Tier, currently valued at 1.11, compared to the broader market0.005.0010.0015.001.113.99
The chart of Martin ratio for GODLIKE_Tier, currently valued at 2.41, compared to the broader market0.0010.0020.0030.0040.0050.0060.002.4117.73
GODLIKE_Tier
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SMCI
Super Micro Computer, Inc.
0.611.671.230.861.73
AEHR
Aehr Test Systems
-0.62-0.660.92-0.64-0.99

The current GODLIKE_Tier Sharpe ratio is 0.83. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.95 to 2.84, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of GODLIKE_Tier with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.83
2.77
GODLIKE_Tier
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield


GODLIKE_Tier doesn't pay dividends

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.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-47.58%
0
GODLIKE_Tier
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the GODLIKE_Tier. 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 GODLIKE_Tier was 70.48%, occurring on Nov 15, 2024. The portfolio has not yet recovered.

The current GODLIKE_Tier drawdown is 47.58%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-70.48%Mar 14, 2024172Nov 15, 2024
-67.38%Apr 9, 2008226Mar 2, 2009240Feb 11, 2010466
-59.33%Apr 27, 2010645Nov 14, 2012261Nov 27, 2013906
-57.01%Mar 31, 2017453Jan 17, 2019497Jan 7, 2021950
-43.93%Feb 27, 2015310May 19, 2016185Feb 13, 2017495

Volatility

Volatility Chart

The current GODLIKE_Tier volatility is 37.22%, 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%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
37.22%
2.22%
GODLIKE_Tier
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.

AEHRSMCI
AEHR1.000.18
SMCI0.181.00
The correlation results are calculated based on daily price changes starting from Mar 30, 2007
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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