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2023-2024 вар3

Last updated Sep 21, 2023

Asset Allocation


AEHR 14.29%GOOGL 14.29%MNSO 14.29%MOD 14.29%SMCI 14.29%NVO 14.29%LYTS 14.26%EquityEquity
PositionCategory/SectorWeight
AEHR
Aehr Test Systems
Technology14.29%
GOOGL
Alphabet Inc.
Communication Services14.29%
MNSO
MINISO Group Holding Limited
Consumer Cyclical14.29%
MOD
Modine Manufacturing Company
Consumer Cyclical14.29%
SMCI
Super Micro Computer, Inc.
Technology14.29%
NVO
Novo Nordisk A/S
Healthcare14.29%
LYTS
LSI Industries Inc.
Technology14.26%

Performance

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 Quarterly


0.00%20.00%40.00%60.00%AprilMayJuneJulyAugustSeptember
55.90%
10.86%
2023-2024 вар3
Benchmark (^GSPC)
Portfolio components

Returns


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark0.06%11.82%14.66%14.17%8.35%N/A
2023-2024 вар35.59%56.16%107.45%195.20%95.65%N/A
AEHR
Aehr Test Systems
10.98%24.19%125.77%196.80%225.89%N/A
GOOGL
Alphabet Inc.
4.18%29.38%51.58%32.23%20.40%N/A
MNSO
MINISO Group Holding Limited
27.17%48.12%141.29%395.05%8.99%N/A
MOD
Modine Manufacturing Company
4.01%100.49%124.52%198.06%86.88%N/A
SMCI
Super Micro Computer, Inc.
-3.79%115.99%196.07%335.61%110.46%N/A
NVO
Novo Nordisk A/S
1.93%32.51%43.62%95.43%44.33%N/A
LYTS
LSI Industries Inc.
-3.89%12.78%26.14%102.04%30.77%N/A

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

NVOLYTSMNSOMODGOOGLSMCIAEHR
NVO1.000.100.120.120.290.200.17
LYTS0.101.000.160.320.120.250.23
MNSO0.120.161.000.230.260.240.28
MOD0.120.320.231.000.290.360.34
GOOGL0.290.120.260.291.000.370.41
SMCI0.200.250.240.360.371.000.39
AEHR0.170.230.280.340.410.391.00

Sharpe Ratio

The current 2023-2024 вар3 Sharpe ratio is 5.65. A Sharpe ratio of 3.0 or higher is considered excellent.

-1.000.001.002.003.004.005.65

The Sharpe ratio of 2023-2024 вар3 is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.002.004.006.00AprilMayJuneJulyAugustSeptember
5.65
0.74
2023-2024 вар3
Benchmark (^GSPC)
Portfolio components

Dividend yield

2023-2024 вар3 granted a 0.96% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
2023-2024 вар30.96%0.76%0.98%0.64%0.85%1.35%0.75%0.84%0.33%0.75%0.60%1.32%
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.
0.00%0.00%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
3.23%1.63%1.53%0.00%0.00%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
2.19%2.01%2.30%2.02%2.36%2.24%1.76%3.41%1.11%1.75%1.52%1.41%
LYTS
LSI Industries Inc.
1.31%1.65%3.02%2.48%3.61%7.25%3.46%2.51%1.23%3.54%2.69%7.87%

Expense Ratio

The 2023-2024 вар3 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.


The portfolio doesn't hold funds that charge fees

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
AEHR
Aehr Test Systems
2.04
GOOGL
Alphabet Inc.
0.87
MNSO
MINISO Group Holding Limited
5.25
MOD
Modine Manufacturing Company
3.42
SMCI
Super Micro Computer, Inc.
3.91
NVO
Novo Nordisk A/S
3.09
LYTS
LSI Industries Inc.
2.03

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-5.89%
-8.22%
2023-2024 вар3
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the 2023-2024 вар3. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the 2023-2024 вар3 is 33.25%, recorded on May 24, 2022. It took 64 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.25%Nov 5, 2021138May 24, 202264Aug 25, 2022202
-21.79%Aug 26, 202221Sep 26, 202228Nov 3, 202249
-13.22%Jul 22, 202120Aug 18, 202112Sep 3, 202132
-11.33%Oct 19, 20208Oct 28, 20207Nov 6, 202015
-11.15%Feb 17, 202126Mar 24, 202152Jun 8, 202178

Volatility Chart

The current 2023-2024 вар3 volatility is 8.40%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%AprilMayJuneJulyAugustSeptember
8.40%
3.47%
2023-2024 вар3
Benchmark (^GSPC)
Portfolio components