Batarang
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AMD Advanced Micro Devices, Inc. | Technology | 11.40% |
COST Costco Wholesale Corporation | Consumer Defensive | 54.70% |
PLTR Palantir Technologies Inc. | Technology | 6.10% |
TM Toyota Motor Corporation | Consumer Cyclical | 27.80% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Batarang, 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 Sep 30, 2020, corresponding to the inception date of PLTR
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| Batarang | 19.44% | -4.57% | 12.18% | 42.78% | N/A | N/A |
| Portfolio components: | ||||||
COST Costco Wholesale Corporation | 23.99% | -4.77% | 19.16% | 49.55% | 26.43% | 24.24% |
PLTR Palantir Technologies Inc. | 55.10% | 10.50% | 62.87% | 64.89% | N/A | N/A |
TM Toyota Motor Corporation | 7.69% | -3.90% | -0.29% | 20.70% | 11.23% | 8.09% |
AMD Advanced Micro Devices, Inc. | -6.17% | -12.20% | -21.96% | 24.50% | 32.47% | 43.62% |
Monthly Returns
The table below presents the monthly returns of Batarang, 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 | 6.56% | 14.50% | -0.28% | -5.01% | 6.23% | 2.28% | 19.44% | ||||||
| 2023 | 11.82% | -4.24% | 6.77% | -1.67% | 9.42% | 7.23% | 5.39% | -3.03% | 3.32% | -2.86% | 11.14% | 8.25% | 62.76% |
| 2022 | -7.86% | -0.85% | 5.21% | -9.38% | -6.84% | -3.52% | 12.25% | -6.86% | -11.23% | 5.21% | 8.03% | -13.29% | -28.40% |
| 2021 | -4.02% | -4.77% | 4.61% | 2.59% | 3.32% | 6.81% | 6.08% | 4.06% | -1.41% | 7.55% | 8.50% | 1.97% | 40.19% |
| 2020 | -0.26% | 19.31% | 1.34% | 20.59% |
Expense Ratio
Batarang 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 risk-adjusted rank of Batarang is 88, placing it in the top 12% 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 | |
|---|---|---|---|---|---|
COST Costco Wholesale Corporation | 2.59 | 3.14 | 1.47 | 4.17 | 13.12 |
PLTR Palantir Technologies Inc. | 0.95 | 1.80 | 1.23 | 0.97 | 3.81 |
TM Toyota Motor Corporation | 0.82 | 1.32 | 1.15 | 0.88 | 2.15 |
AMD Advanced Micro Devices, Inc. | 0.54 | 1.07 | 1.13 | 0.61 | 1.67 |
Dividends
Dividend yield
Batarang granted a 2.06% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Batarang | 2.06% | 2.25% | 1.23% | 0.98% | 2.61% | 1.26% | 1.54% | 3.45% | 1.50% | 3.04% | 1.24% | 1.13% |
| Portfolio components: | ||||||||||||
COST Costco Wholesale Corporation | 2.50% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% | 1.01% |
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% |
TM Toyota Motor Corporation | 2.49% | 2.45% | 2.90% | 2.45% | 2.74% | 2.86% | 3.40% | 2.96% | 3.23% | 2.96% | 2.57% | 2.08% |
AMD 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% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Batarang. 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 Batarang was 30.80%, occurring on Dec 28, 2022. Recovery took 214 trading sessions.
The current Batarang drawdown is 7.50%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.8% | Jan 5, 2022 | 247 | Dec 28, 2022 | 214 | Nov 3, 2023 | 461 |
| -14.23% | Feb 11, 2021 | 17 | Mar 8, 2021 | 56 | May 26, 2021 | 73 |
| -12.02% | Mar 8, 2024 | 30 | Apr 19, 2024 | 52 | Jul 5, 2024 | 82 |
| -9.09% | Jul 11, 2024 | 11 | Jul 25, 2024 | — | — | — |
| -6.37% | Sep 27, 2021 | 6 | Oct 4, 2021 | 12 | Oct 20, 2021 | 18 |
Volatility
Volatility Chart
The current Batarang volatility is 6.35%, 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
| TM | COST | PLTR | AMD | |
|---|---|---|---|---|
| TM | 1.00 | 0.27 | 0.30 | 0.37 |
| COST | 0.27 | 1.00 | 0.30 | 0.40 |
| PLTR | 0.30 | 0.30 | 1.00 | 0.48 |
| AMD | 0.37 | 0.40 | 0.48 | 1.00 |