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GODLIKE_Tier
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

GODLIKE_Tier

Last updated May 9, 2024

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%

S&P 500

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%20,000.00%December2024FebruaryMarchAprilMay
13,823.90%
264.68%
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 May 9, 2024, the GODLIKE_Tier returned 119.26% Year-To-Date and 53.99% of annualized return in the last 10 years.

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		8.76%-0.28%18.36%25.94%12.51%10.71%
GODLIKE_Tier119.26%-8.79%139.91%286.46%122.63%53.99%
Portfolio components:
SMCI
Super Micro Computer, Inc.		189.40%-11.40%216.07%522.03%110.44%46.27%
AEHR
Aehr Test Systems		-57.60%-3.27%-52.61%-59.79%46.41%16.59%

Monthly Returns Heatmap

JanFebMarAprMayJunJulAugSepOctNovDec
202445.74%57.09%13.49%-11.34%
2023-23.77%10.68%5.80%

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 risk-adjusted rank of GODLIKE_Tier is 89, placing it in the top 11% 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 8989
GODLIKE_Tier
The Sharpe Ratio Rank of GODLIKE_Tier is 9595Sharpe Ratio Rank
The Sortino Ratio Rank of GODLIKE_Tier is 8080Sortino Ratio Rank
The Omega Ratio Rank of GODLIKE_Tier is 8787Omega Ratio Rank
The Calmar Ratio Rank of GODLIKE_Tier is 9898Calmar Ratio Rank
The Martin Ratio Rank of GODLIKE_Tier is 8686Martin 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.

GODLIKE_Tier
Sharpe ratio
The chart of Sharpe ratio for GODLIKE_Tier, currently valued at 3.38, compared to the broader market0.002.004.003.38
Sortino ratio
The chart of Sortino ratio for GODLIKE_Tier, currently valued at 3.46, compared to the broader market-2.000.002.004.006.003.46
Omega ratio
The chart of Omega ratio for GODLIKE_Tier, currently valued at 1.46, compared to the broader market0.801.001.201.401.601.801.46
Calmar ratio
The chart of Calmar ratio for GODLIKE_Tier, currently valued at 7.46, compared to the broader market0.002.004.006.008.0010.007.46
Martin ratio
The chart of Martin ratio for GODLIKE_Tier, currently valued at 14.38, compared to the broader market0.0010.0020.0030.0040.0014.38
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.19, compared to the broader market0.002.004.002.19
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.13, compared to the broader market-2.000.002.004.006.003.13
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.801.001.201.401.601.801.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.77, compared to the broader market0.002.004.006.008.0010.001.77
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.40, compared to the broader market0.0010.0020.0030.0040.008.40
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SMCI
Super Micro Computer, Inc.		5.234.031.5812.5726.78
AEHR
Aehr Test Systems		-0.77-1.050.87-0.72-1.17

Sharpe Ratio

The current GODLIKE_Tier Sharpe ratio is 3.38. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.52 to 2.45, this portfolio's current Sharpe ratio 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.

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 Ratio1.002.003.004.005.006.007.00December2024FebruaryMarchAprilMay
3.38
2.19
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.

-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-28.26%
-1.27%
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 67.38%, occurring on Mar 2, 2009. Recovery took 240 trading sessions.

The current GODLIKE_Tier drawdown is 28.26%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-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
-38.84%Nov 5, 2021109Apr 12, 202277Aug 3, 2022186

Volatility

Volatility Chart

The current GODLIKE_Tier volatility is 26.66%, 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%December2024FebruaryMarchAprilMay
26.66%
4.08%
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