2023-2024 вар3
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AEHR Aehr Test Systems | Technology | 14.29% |
GOOGL Alphabet Inc. | Communication Services | 14.29% |
MNSO MINISO Group Holding Limited | Consumer Cyclical | 14.29% |
MOD Modine Manufacturing Company | Consumer Cyclical | 14.29% |
SMCI Super Micro Computer, Inc. | Technology | 14.29% |
NVO Novo Nordisk A/S | Healthcare | 14.29% |
LYTS LSI Industries Inc. | Technology | 14.26% |
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
Returns
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.06% | 11.82% | 14.66% | 14.17% | 8.35% | N/A |
| 2023-2024 вар3 | 5.59% | 56.16% | 107.45% | 195.20% | 95.65% | N/A |
| Portfolio components: | ||||||
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 |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| NVO | LYTS | MNSO | MOD | GOOGL | SMCI | AEHR | |
|---|---|---|---|---|---|---|---|
| NVO | 1.00 | 0.10 | 0.12 | 0.12 | 0.29 | 0.20 | 0.17 |
| LYTS | 0.10 | 1.00 | 0.16 | 0.32 | 0.12 | 0.25 | 0.23 |
| MNSO | 0.12 | 0.16 | 1.00 | 0.23 | 0.26 | 0.24 | 0.28 |
| MOD | 0.12 | 0.32 | 0.23 | 1.00 | 0.29 | 0.36 | 0.34 |
| GOOGL | 0.29 | 0.12 | 0.26 | 0.29 | 1.00 | 0.37 | 0.41 |
| SMCI | 0.20 | 0.25 | 0.24 | 0.36 | 0.37 | 1.00 | 0.39 |
| AEHR | 0.17 | 0.23 | 0.28 | 0.34 | 0.41 | 0.39 | 1.00 |
Dividend yield
2023-2024 вар3 granted a 0.96% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-2024 вар3 | 0.96% | 0.76% | 0.98% | 0.64% | 0.85% | 1.35% | 0.75% | 0.84% | 0.33% | 0.75% | 0.60% | 1.32% |
| 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. | 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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer 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.
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, 2021 | 138 | May 24, 2022 | 64 | Aug 25, 2022 | 202 |
| -21.79% | Aug 26, 2022 | 21 | Sep 26, 2022 | 28 | Nov 3, 2022 | 49 |
| -13.22% | Jul 22, 2021 | 20 | Aug 18, 2021 | 12 | Sep 3, 2021 | 32 |
| -11.33% | Oct 19, 2020 | 8 | Oct 28, 2020 | 7 | Nov 6, 2020 | 15 |
| -11.15% | Feb 17, 2021 | 26 | Mar 24, 2021 | 52 | Jun 8, 2021 | 78 |
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.