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PICKS OF THE DAY SHARPE PORTLAB TOP 10 PORTFOLIO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


AMD 8.33%APLD 8.33%CAMT 8.33%ELF 8.33%ENPH 8.33%JBL 8.33%MDB 8.33%MDXG 8.33%NVDA 8.33%RIOT 8.33%SMCI 8.33%AEHR 8.33%EquityEquity
PositionCategory/SectorWeight
AEHR
Aehr Test Systems
Technology

8.33%

AMD
Advanced Micro Devices, Inc.
Technology

8.33%

APLD
Applied Digital Corporation
Financial Services

8.33%

CAMT
Camtek Ltd
Technology

8.33%

ELF
e.l.f. Beauty, Inc.
Consumer Defensive

8.33%

ENPH
Enphase Energy, Inc.
Technology

8.33%

JBL
Jabil Inc.
Technology

8.33%

MDB
MongoDB, Inc.
Technology

8.33%

MDXG
MiMedx Group, Inc.
Healthcare

8.33%

NVDA
NVIDIA Corporation
Technology

8.33%

RIOT
Riot Blockchain, Inc.
Technology

8.33%

SMCI
Super Micro Computer, Inc.
Technology

8.33%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in PICKS OF THE DAY SHARPE PORTLAB TOP 10 PORTFOLIO, 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%2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%NovemberDecember2024FebruaryMarchApril
7,570.80%
93.87%
PICKS OF THE DAY SHARPE PORTLAB TOP 10 PORTFOLIO
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 19, 2017, corresponding to the inception date of MDB

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
PICKS OF THE DAY SHARPE PORTLAB TOP 10 PORTFOLIO0.67%-18.96%31.16%88.47%107.27%N/A
AMD
Advanced Micro Devices, Inc.
-0.52%-18.37%44.03%65.83%39.40%42.40%
APLD
Applied Digital Corporation
-63.35%-41.75%-47.33%-22.57%110.71%113.30%
CAMT
Camtek Ltd
9.41%-10.80%45.36%191.84%48.99%37.65%
ELF
e.l.f. Beauty, Inc.
8.58%-23.77%53.84%62.11%66.84%N/A
ENPH
Enphase Energy, Inc.
-19.42%-7.09%7.68%-52.38%61.49%29.36%
JBL
Jabil Inc.
-6.74%-9.48%-4.90%51.13%31.76%22.18%
MDB
MongoDB, Inc.
-19.90%-7.88%-5.43%40.63%19.03%N/A
MDXG
MiMedx Group, Inc.
-28.28%-21.77%3.45%67.73%18.04%0.42%
NVDA
NVIDIA Corporation
53.88%-19.18%84.14%181.07%74.55%67.31%
RIOT
Riot Blockchain, Inc.
-40.98%-19.91%2.93%-13.21%8.71%-5.20%
SMCI
Super Micro Computer, Inc.
151.06%-26.64%187.09%564.97%100.61%43.83%
AEHR
Aehr Test Systems
-60.95%-29.33%-67.22%-61.46%44.53%14.78%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.62%22.09%0.13%
2023-5.12%-13.88%15.74%16.12%

Expense Ratio

The PICKS OF THE DAY SHARPE PORTLAB TOP 10 PORTFOLIO 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

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.


PICKS OF THE DAY SHARPE PORTLAB TOP 10 PORTFOLIO
Sharpe ratio
The chart of Sharpe ratio for PICKS OF THE DAY SHARPE PORTLAB TOP 10 PORTFOLIO, currently valued at 2.14, compared to the broader market-1.000.001.002.003.004.002.14
Sortino ratio
The chart of Sortino ratio for PICKS OF THE DAY SHARPE PORTLAB TOP 10 PORTFOLIO, currently valued at 2.87, compared to the broader market-2.000.002.004.006.002.87
Omega ratio
The chart of Omega ratio for PICKS OF THE DAY SHARPE PORTLAB TOP 10 PORTFOLIO, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for PICKS OF THE DAY SHARPE PORTLAB TOP 10 PORTFOLIO, currently valued at 3.24, compared to the broader market0.002.004.006.008.003.24
Martin ratio
The chart of Martin ratio for PICKS OF THE DAY SHARPE PORTLAB TOP 10 PORTFOLIO, currently valued at 8.17, compared to the broader market0.0010.0020.0030.0040.008.17
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AMD
Advanced Micro Devices, Inc.
1.301.951.241.274.91
APLD
Applied Digital Corporation
-0.220.581.07-0.31-0.67
CAMT
Camtek Ltd
4.024.191.534.2731.87
ELF
e.l.f. Beauty, Inc.
1.271.971.252.065.16
ENPH
Enphase Energy, Inc.
-0.83-1.150.85-0.68-1.20
JBL
Jabil Inc.
1.121.711.281.985.77
MDB
MongoDB, Inc.
0.781.561.190.662.88
MDXG
MiMedx Group, Inc.
1.422.601.321.056.85
NVDA
NVIDIA Corporation
3.544.401.548.1226.76
RIOT
Riot Blockchain, Inc.
-0.270.231.02-0.27-0.68
SMCI
Super Micro Computer, Inc.
5.574.291.6113.7731.89
AEHR
Aehr Test Systems
-0.85-1.310.85-0.79-1.39

Sharpe Ratio

The current PICKS OF THE DAY SHARPE PORTLAB TOP 10 PORTFOLIO Sharpe ratio is 2.14. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.002.14

The Sharpe ratio of PICKS OF THE DAY SHARPE PORTLAB TOP 10 PORTFOLIO 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 Ratio0.001.002.003.004.005.00NovemberDecember2024FebruaryMarchApril
2.14
1.66
PICKS OF THE DAY SHARPE PORTLAB TOP 10 PORTFOLIO
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

PICKS OF THE DAY SHARPE PORTLAB TOP 10 PORTFOLIO granted a 0.17% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
PICKS OF THE DAY SHARPE PORTLAB TOP 10 PORTFOLIO0.17%0.02%0.05%0.04%0.07%0.22%0.32%0.62%0.15%0.21%0.26%0.31%
AMD
Advanced Micro Devices, 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%
APLD
Applied Digital Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CAMT
Camtek Ltd
1.78%0.00%0.00%0.00%0.00%1.54%2.03%2.41%0.00%0.00%0.00%0.00%
ELF
e.l.f. Beauty, 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%
ENPH
Enphase Energy, 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%
JBL
Jabil Inc.
0.27%0.25%0.47%0.45%0.75%0.77%1.29%1.22%1.35%1.37%1.47%1.83%
MDB
MongoDB, 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%
MDXG
MiMedx Group, 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%
NVDA
NVIDIA Corporation
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%
RIOT
Riot Blockchain, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%3.52%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%
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%

Drawdowns

Drawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-26.09%
-5.46%
PICKS OF THE DAY SHARPE PORTLAB TOP 10 PORTFOLIO
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the PICKS OF THE DAY SHARPE PORTLAB TOP 10 PORTFOLIO. 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 PICKS OF THE DAY SHARPE PORTLAB TOP 10 PORTFOLIO was 53.38%, occurring on Dec 24, 2018. Recovery took 250 trading sessions.

The current PICKS OF THE DAY SHARPE PORTLAB TOP 10 PORTFOLIO drawdown is 26.09%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-53.38%Jun 4, 2018142Dec 24, 2018250Dec 20, 2019392
-51.32%Nov 15, 2021148Jun 16, 2022206Apr 13, 2023354
-45.6%Feb 20, 202020Mar 18, 202044May 20, 202064
-28.61%May 4, 202122Jun 3, 202133Jul 21, 202155
-27.2%Feb 22, 202112Mar 9, 202129Apr 20, 202141

Volatility

Volatility Chart

The current PICKS OF THE DAY SHARPE PORTLAB TOP 10 PORTFOLIO volatility is 8.59%, 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.


0.00%5.00%10.00%15.00%NovemberDecember2024FebruaryMarchApril
8.59%
3.15%
PICKS OF THE DAY SHARPE PORTLAB TOP 10 PORTFOLIO
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

APLDMDXGELFRIOTENPHAEHRSMCIMDBCAMTJBLAMDNVDA
APLD1.000.070.110.200.110.140.120.140.120.110.110.13
MDXG0.071.000.210.250.260.210.170.260.250.220.210.23
ELF0.110.211.000.210.240.250.320.250.300.350.300.34
RIOT0.200.250.211.000.260.270.230.330.310.290.310.36
ENPH0.110.260.240.261.000.280.240.390.320.350.330.34
AEHR0.140.210.250.270.281.000.300.300.320.370.340.36
SMCI0.120.170.320.230.240.301.000.240.340.440.380.41
MDB0.140.260.250.330.390.300.241.000.390.320.460.49
CAMT0.120.250.300.310.320.320.340.391.000.500.490.56
JBL0.110.220.350.290.350.370.440.320.501.000.460.53
AMD0.110.210.300.310.330.340.380.460.490.461.000.73
NVDA0.130.230.340.360.340.360.410.490.560.530.731.00