2023-2024 вар3
Asset Allocation
Position | Category/Sector | Target Weight |
---|---|---|
AEHR Aehr Test Systems | Technology | 14.29% |
GOOGL Alphabet Inc Class A | Communication Services | 14.29% |
LYTS LSI Industries Inc. | Technology | 14.26% |
MNSO MINISO Group Holding Limited | Consumer Cyclical | 14.29% |
MOD Modine Manufacturing Company | Consumer Cyclical | 14.29% |
NVO Novo Nordisk A/S | Healthcare | 14.29% |
SMCI Super Micro Computer, Inc. | Technology | 14.29% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 2023-2024 вар3, 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 Every 3 months.
The earliest data available for this chart is Oct 15, 2020, corresponding to the inception date of MNSO
Returns By Period
YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.70% | 13.67% | -5.18% | 9.18% | 14.14% | 10.43% |
2023-2024 вар3 | -19.35% | 14.22% | -13.27% | -19.82% | N/A | N/A |
Portfolio components: | ||||||
AEHR Aehr Test Systems | -49.31% | 24.34% | -29.87% | -25.07% | 39.57% | 13.12% |
GOOGL Alphabet Inc Class A | -18.41% | 6.62% | -14.45% | -8.48% | 17.56% | 19.02% |
MNSO MINISO Group Holding Limited | -20.88% | 29.42% | -4.77% | -21.54% | N/A | N/A |
MOD Modine Manufacturing Company | -19.62% | 29.75% | -26.84% | -10.98% | 86.24% | 22.57% |
SMCI Super Micro Computer, Inc. | 5.35% | 1.26% | 26.02% | -60.97% | 66.34% | 26.44% |
NVO Novo Nordisk A/S | -23.40% | 5.28% | -38.78% | -47.79% | 17.60% | 10.95% |
LYTS LSI Industries Inc. | -16.69% | 5.70% | -15.17% | 2.54% | 23.79% | 8.71% |
Monthly Returns
The table below presents the monthly returns of 2023-2024 вар3, 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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2025 | -5.66% | -2.24% | -14.92% | 0.25% | 2.54% | -19.35% | |||||||
2024 | 7.10% | 23.10% | 9.09% | -0.97% | 2.67% | -2.04% | 9.62% | -8.83% | -2.28% | -2.77% | 3.87% | 3.87% | 46.76% |
2023 | 21.31% | 5.84% | 2.85% | -3.43% | 22.40% | 10.13% | 15.42% | 9.46% | -2.49% | -11.74% | 5.49% | 4.28% | 105.60% |
2022 | -10.93% | -1.46% | -6.36% | -3.86% | 5.40% | -4.16% | 13.33% | 13.84% | -8.61% | 15.63% | 38.37% | -7.51% | 39.25% |
2021 | 3.33% | 3.52% | 0.02% | 3.80% | -0.41% | 1.43% | 15.51% | 5.95% | 24.68% | 11.26% | -6.46% | 5.02% | 87.09% |
2020 | -9.47% | 22.73% | 17.87% | 30.96% |
Expense Ratio
2023-2024 вар3 has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of 2023-2024 вар3 is 1, meaning it’s performing worse than 99% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
---|---|---|---|---|---|
AEHR Aehr Test Systems | -0.26 | 0.20 | 1.02 | -0.32 | -0.71 |
GOOGL Alphabet Inc Class A | -0.28 | -0.15 | 0.98 | -0.26 | -0.58 |
MNSO MINISO Group Holding Limited | -0.33 | -0.01 | 1.00 | -0.34 | -0.73 |
MOD Modine Manufacturing Company | -0.15 | 0.37 | 1.05 | -0.15 | -0.32 |
SMCI Super Micro Computer, Inc. | -0.54 | -0.41 | 0.95 | -0.72 | -1.17 |
NVO Novo Nordisk A/S | -1.13 | -1.60 | 0.79 | -0.79 | -1.49 |
LYTS LSI Industries Inc. | 0.06 | 0.59 | 1.07 | 0.15 | 0.37 |
Dividends
Dividend yield
2023-2024 вар3 provided a 1.07% dividend yield over the last twelve months.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 1.07% | 0.77% | 0.63% | 0.63% | 0.82% | 0.60% | 0.78% | 1.25% | 0.72% | 0.86% | 0.33% | 0.68% |
Portfolio components: | ||||||||||||
AEHR Aehr Test Systems | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GOOGL Alphabet Inc Class A | 0.52% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MNSO MINISO Group Holding Limited | 3.24% | 2.36% | 2.02% | 1.60% | 1.51% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MOD Modine Manufacturing Company | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SMCI Super Micro Computer, 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% |
NVO Novo Nordisk A/S | 2.49% | 1.68% | 1.00% | 1.20% | 1.34% | 1.86% | 2.14% | 2.47% | 2.12% | 3.93% | 1.31% | 1.96% |
LYTS LSI Industries Inc. | 1.24% | 1.03% | 1.42% | 1.63% | 2.92% | 2.34% | 3.31% | 6.31% | 2.91% | 2.05% | 0.98% | 2.80% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the 2023-2024 вар3. 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 2023-2024 вар3 was 35.79%, occurring on Apr 8, 2025. The portfolio has not yet recovered.
The current 2023-2024 вар3 drawdown is 26.66%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-35.79% | Jul 18, 2024 | 182 | Apr 8, 2025 | — | — | — |
-33.3% | Nov 5, 2021 | 138 | May 24, 2022 | 64 | Aug 25, 2022 | 202 |
-21.79% | Aug 26, 2022 | 21 | Sep 26, 2022 | 28 | Nov 3, 2022 | 49 |
-15.87% | Oct 12, 2023 | 14 | Oct 31, 2023 | 63 | Feb 1, 2024 | 77 |
-13.22% | Jul 22, 2021 | 20 | Aug 18, 2021 | 12 | Sep 3, 2021 | 32 |
Volatility
Volatility Chart
The current 2023-2024 вар3 volatility is 16.62%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 7 assets, with an effective number of assets of 7.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
^GSPC | NVO | MNSO | LYTS | MOD | SMCI | GOOGL | AEHR | Portfolio | |
---|---|---|---|---|---|---|---|---|---|
^GSPC | 1.00 | 0.35 | 0.31 | 0.36 | 0.52 | 0.47 | 0.71 | 0.47 | 0.65 |
NVO | 0.35 | 1.00 | 0.12 | 0.08 | 0.16 | 0.19 | 0.27 | 0.17 | 0.34 |
MNSO | 0.31 | 0.12 | 1.00 | 0.14 | 0.21 | 0.20 | 0.26 | 0.23 | 0.49 |
LYTS | 0.36 | 0.08 | 0.14 | 1.00 | 0.38 | 0.26 | 0.17 | 0.26 | 0.46 |
MOD | 0.52 | 0.16 | 0.21 | 0.38 | 1.00 | 0.39 | 0.29 | 0.33 | 0.57 |
SMCI | 0.47 | 0.19 | 0.20 | 0.26 | 0.39 | 1.00 | 0.33 | 0.37 | 0.66 |
GOOGL | 0.71 | 0.27 | 0.26 | 0.17 | 0.29 | 0.33 | 1.00 | 0.36 | 0.51 |
AEHR | 0.47 | 0.17 | 0.23 | 0.26 | 0.33 | 0.37 | 0.36 | 1.00 | 0.74 |
Portfolio | 0.65 | 0.34 | 0.49 | 0.46 | 0.57 | 0.66 | 0.51 | 0.74 | 1.00 |