Julie
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
AZTA Azenta, Inc. | Healthcare | 25% |
CWAN Clearwater Analytics Holdings, Inc. | Technology | 25% |
SILK Silk Road Medical, Inc | Healthcare | 25% |
TYL Tyler Technologies, Inc. | Technology | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Julie, 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
The earliest data available for this chart is Sep 23, 2021, corresponding to the inception date of CWAN
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
Julie | 33.98% | 8.73% | 26.91% | 42.81% | N/A | N/A |
Portfolio components: | ||||||
CWAN Clearwater Analytics Holdings, Inc. | 0.70% | 8.27% | 5.55% | 19.42% | N/A | N/A |
AZTA Azenta, Inc. | -9.24% | 9.28% | -9.74% | 28.02% | 7.74% | 21.11% |
SILK Silk Road Medical, Inc | 120.13% | 0.75% | 78.28% | 20.63% | -8.51% | N/A |
TYL Tyler Technologies, Inc. | 34.97% | 15.49% | 31.05% | 47.20% | 19.45% | 19.66% |
Monthly Returns
The table below presents the monthly returns of Julie, 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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 4.62% | 4.40% | -0.87% | -2.34% | 8.11% | 8.17% | 33.98% | ||||||
2023 | 0.85% | -9.04% | -5.79% | 3.29% | -6.21% | 4.45% | -6.28% | 4.21% | -5.71% | -17.29% | 18.15% | 8.51% | -14.62% |
2022 | -19.76% | 5.34% | 3.89% | -13.12% | -7.93% | -3.99% | 11.36% | -5.44% | 0.97% | -2.13% | 19.71% | -2.46% | -18.07% |
2021 | 7.28% | 6.78% | -10.42% | 0.74% | 3.39% |
Expense Ratio
Julie 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
Risk-Adjusted Performance Rank
The current rank of Julie is 36, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | |
---|---|---|---|---|---|
CWAN Clearwater Analytics Holdings, Inc. | 0.61 | 0.99 | 1.13 | 0.47 | 1.60 |
AZTA Azenta, Inc. | 0.67 | 1.44 | 1.17 | 0.42 | 1.95 |
SILK Silk Road Medical, Inc | 0.30 | 0.96 | 1.17 | 0.26 | 0.65 |
TYL Tyler Technologies, Inc. | 1.49 | 2.41 | 1.31 | 1.12 | 8.49 |
Dividends
Dividend yield
Julie granted a 0.00% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Julie | 0.00% | 0.00% | 0.00% | 0.10% | 0.15% | 0.24% | 0.38% | 0.42% | 0.59% | 0.94% | 0.71% | 0.76% |
Portfolio components: | ||||||||||||
CWAN Clearwater Analytics Holdings, 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% |
AZTA Azenta, Inc. | 0.00% | 0.00% | 0.00% | 0.39% | 0.59% | 0.95% | 1.53% | 1.68% | 2.34% | 3.75% | 2.82% | 3.05% |
SILK Silk Road Medical, 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% |
TYL Tyler Technologies, 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% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Julie. 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 Julie was 53.06%, occurring on Oct 30, 2023. The portfolio has not yet recovered.
The current Julie drawdown is 20.19%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-53.06% | Nov 5, 2021 | 498 | Oct 30, 2023 | — | — | — |
-6.34% | Sep 27, 2021 | 6 | Oct 4, 2021 | 9 | Oct 15, 2021 | 15 |
-1.87% | Oct 26, 2021 | 2 | Oct 27, 2021 | 5 | Nov 3, 2021 | 7 |
-0.12% | Oct 20, 2021 | 1 | Oct 20, 2021 | 1 | Oct 21, 2021 | 2 |
Volatility
Volatility Chart
The current Julie volatility is 5.89%, 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
Asset Correlations Table
CWAN | SILK | AZTA | TYL | |
---|---|---|---|---|
CWAN | 1.00 | 0.26 | 0.33 | 0.42 |
SILK | 0.26 | 1.00 | 0.40 | 0.41 |
AZTA | 0.33 | 0.40 | 1.00 | 0.53 |
TYL | 0.42 | 0.41 | 0.53 | 1.00 |