arithmos— AI-powered custom index builder. You’re viewing a shared index.
Index
Chokepoint Shipping Index
“Build an index of shipping companies whose earnings improve when vessels are forced to take longer routes. Tankers, container lessors and specialist operators where tonne miles rise even if trade volume does not.” — by Chioma Onyeka
built · 2026-06-26 07:26·rebalance · quarterly·next run · 2026-09-26
backtest · S&P 500 (SPX)·range
CAGR—
Annual vol—
Sharpe—
Sortino—
Max drawdown—
Best year—
Worst year—
risk-free raterf = 4.50%
vs S&P 500 (SPX) · 1M—
vs S&P 500 (SPX) · 1Y—
vs S&P 500 (SPX) · 2Y—
vs S&P 500 (SPX) · 3Y—
vs S&P 500 (SPX) · 5Y—
vs S&P 500 (SPX) · 10Y—
no backtest data
sharpe ratio
| ticker | weight | YTD | 1Y | 3Y | 5Y | 10Y |
|---|---|---|---|---|---|---|
| STNG | 10.0% | — | — | — | — | — |
| FRO | 10.0% | — | — | — | — | — |
| INSW | 10.0% | — | — | — | — | — |
| TNK | 10.0% | — | — | — | — | — |
| ZIM | 10.0% | — | — | — | — | — |
| MATX | 10.0% | — | — | — | — | — |
| GSL | 10.0% | — | — | — | — | — |
| DAC | 10.0% | — | — | — | — | — |
| GOGL | 10.0% | — | — | — | — | — |
| KEX | 10.0% | — | — | — | — | — |
| weighted | 100% | — | — | — | — | — |
attribution factsheet
holdings · 10
click a row to drill in ↗NameAllocationRationale
STNGScorpio TankersEnergy10.00%Product tankers, the segment most directly levered to refined cargo rerouting.FROFrontlineEnergy10.00%Crude tanker fleet with high operating leverage to day rates.INSWInternational SeawaysEnergy10.00%Mixed crude and product fleet, conservative balance sheet for the sector.TNKTeekay TankersEnergy10.00%Spot exposed tanker operator, effectively a call option on rate spikes.ZIMZIM Integrated ShippingIndustrials10.00%Container liner with unusually high sensitivity to freight rate swings.MATXMatsonIndustrials10.00%Expedited transpacific service that prices at a premium when schedules break down.GSLGlobal Ship LeaseIndustrials10.00%Containership lessor on multi year charters, the income leg of the basket.DACDanaosIndustrials10.00%Containership owner with long charter cover and low leverage.GOGLGolden Ocean GroupIndustrials10.00%Dry bulk exposure, included so the index is not purely a tanker bet.KEXKirby CorporationIndustrials10.00%US inland barge operator. Domestic, so it behaves differently to the ocean names.
weighting · equal
rebalance · quarterly
