06/30/2022
Top Buys (13F)
- Name% Change
- SPY (CALL) SPDR S&P 500 ETF TRUST 5.74%
- QQQ (CALL) Invesco QQQ Trust, ... 0.92%
- IWM (CALL) iShares Russell 200... 0.41%
- GOOGL (CALL) Alphabet Inc. Class A 0.37%
- IWM (PUT) iShares Russell 200... 0.23%
06/30/2022
Top Sells (13F)
- Name% Change
- AMZN (PUT) Amazon.com Inc. 3.74%
- AMZN (CALL) Amazon.com Inc. 1.87%
- TSLA (CALL) Tesla Inc 1.67%
- TSLA (PUT) Tesla Inc 1.54%
- QQQ (PUT) Invesco QQQ Trust, ... 0.57%
06/30/2022
13F Holdings Summary
- Stock% Port
- SPY (PUT) SPDR S&P 500 ETF TRUST 22.08%
- SPY (CALL) SPDR S&P 500 ETF TRUST 12.68%
- TSLA (CALL) Tesla Inc 5.33%
- TSLA (PUT) Tesla Inc 4.45%
- AMZN (CALL) Amazon.com Inc. 3.68%
06/30/2022
13F Activity
- Market Value $71.093 Billion
- Prior Market Value $101.113 Billion
- New Purchases138 stocks
- Additional Purchases437 stocks
- Sold out of161 stocks
- Reduced holdings in491 stocks
- Top 10 Holdings % 61.04 %
- Turnover % [1]:28.00%
- Turnover Alt % [2]: 11.08 %
- Time Held Top20:10.95 quarters
- Time Held Top10:10.70 quarters
- Time Held All:8.43 quarters
[1]: Turnover is calculated by taking the # of new holdings (initial purchases) + the # of positions sold out of (not just reduced) divided by the total # of holdings for the quarter.
[2]: Alt Turnover is calculated by taking either the total MV of new purchases or the MV of securities sold, whichever is less, divided by the total MV of the fund.
06/30/2022
13F Sector Allocation Over Time
Fund Metrics
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Risk/Reward Analysis
Portfolio Market Cap Analysis
Portfolio Performance
Top 20 equal-weighted holdings. Performance numbers calculated through 2022-08-15
| Performance for Q2 2022: | 10.85% |
| Performance Last 4 Quarters: | -31.87% |
Performance Metrics
| Stdev (5-yrs): | Subscription required | BETA (5-yrs): | Subscription required | ALPHA (3-yrs): | Subscription required |
| Max Drawdown (all-years): | Subscription required | Annualized Perf (3-yrs): | Subscription required | Batting Avg vs S&P. (3-yrs): | Subscription required |
| Sortino (3-yrs): | Subscription required | Stutzer (3-yrs): | Subscription required | Treynor (3-yrs): | Subscription required |
| Sterling (3-yrs): | Subscription required | Calmar (3-yrs): | Subscription required | Information Ratio (3-yrs): | Subscription required |
| Tracking Error (3 yrs): | Subscription required | Stdev Down (3-yrs): | Subscription required | Winning Months %: | Subscription required |
| Losing Months %: | Subscription required | Best 12 Months: | Subscription required | Worst 12 Months: | Subscription required |
| Efficiency Ratio (3-yrs): | Subscription required | Sharpe: | Subscription required | Stdev Sectors: | Subscription required |
| Skewness (3-yrs): | Subscription required | Kurtosis (3-yrs): | Subscription required | Upside Potential (3-yrs): | Subscription required |
