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JWB Winner's Picks

Last updated Feb 24, 2024

Giving this a shot

Asset Allocation


DPST 100%EquityEquity
PositionCategory/SectorWeight
DPST
Direxion Daily Regional Banks Bull 3X Shares
Leveraged Equities, Leveraged

100%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in JWB Winner's Picks, 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


-40.00%-20.00%0.00%20.00%40.00%60.00%SeptemberOctoberNovemberDecember2024February
13.65%
15.51%
JWB Winner's Picks
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Aug 19, 2015, corresponding to the inception date of DPST

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.69%4.52%15.50%26.83%12.76%10.70%
JWB Winner's Picks-28.06%-24.50%13.64%-71.52%-42.12%N/A
DPST
Direxion Daily Regional Banks Bull 3X Shares
-28.06%-24.50%13.64%-71.52%-42.12%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-17.62%
202364.03%-25.38%-17.40%-17.46%41.09%54.70%

Sharpe Ratio

The current JWB Winner's Picks Sharpe ratio is -0.63. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

0.002.004.00-0.63

The Sharpe ratio of JWB Winner's Picks is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50SeptemberOctoberNovemberDecember2024February
-0.63
2.23
JWB Winner's Picks
Benchmark (^GSPC)
Portfolio components

Dividend yield

JWB Winner's Picks granted a 2.01% dividend yield in the last twelve months.


TTM2023202220212020201920182017
JWB Winner's Picks2.01%1.44%0.15%0.06%0.09%0.13%0.22%0.03%
DPST
Direxion Daily Regional Banks Bull 3X Shares
2.01%1.44%0.15%0.06%0.09%0.13%0.22%0.03%

Expense Ratio

The JWB Winner's Picks has a high expense ratio of 0.99%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.99%
0.00%2.15%

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
2.23
JWB Winner's Picks
-0.63
DPST
Direxion Daily Regional Banks Bull 3X Shares
-0.63

Drawdowns Chart

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


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2024February
-96.20%
0
JWB Winner's Picks
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the JWB Winner's Picks. 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 JWB Winner's Picks was 97.87%, occurring on May 11, 2023. The portfolio has not yet recovered.

The current JWB Winner's Picks drawdown is 96.20%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-97.87%Mar 12, 20181302May 11, 2023
-58.55%Nov 9, 201549Feb 11, 2016129Nov 10, 2016178
-45.54%Mar 2, 2017132Sep 7, 201786Jan 10, 2018218
-27.19%Aug 20, 201522Oct 2, 201511Oct 29, 201533
-20.6%Jan 24, 201812Feb 8, 201817Mar 6, 201829

Volatility Chart

The current JWB Winner's Picks volatility is 30.21%, 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%SeptemberOctoberNovemberDecember2024February
30.21%
3.90%
JWB Winner's Picks
Benchmark (^GSPC)
Portfolio components
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