IT+Industrial

Last updated May 27, 2023

Asset Allocation

Position	Category/Sector	Weight
AEHR Aehr Test Systems	Technology	6.25%
INTT inTEST Corporation	Technology	6.25%
LYTS LSI Industries Inc.	Technology	6.25%
RELL Richardson Electronics, Ltd.	Technology	6.25%
SKY Skyline Champion Corporation	Consumer Cyclical	6.25%
SMCI Super Micro Computer, Inc.	Technology	6.25%
LSCC Lattice Semiconductor Corporation	Technology	6.25%
WDAY Workday, Inc.	Technology	6.25%
MOD Modine Manufacturing Company	Consumer Cyclical	6.25%
TGLS Tecnoglass Inc.	Basic Materials	6.25%
MLI Mueller Industries, Inc.	Industrials	6.25%
FOUR Shift4 Payments, Inc.	Technology	6.25%
STM STMicroelectronics N.V.	Technology	6.25%
WYNN Wynn Resorts, Limited	Consumer Cyclical	6.25%
DKNG DraftKings Inc.	Consumer Cyclical	6.25%
IONQ IonQ, Inc.	Technology	6.25%

Benchmark

Rebalance portfolio

Performance

The chart shows the growth of an initial investment of $10,000 in IT+Industrial, 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

IT+Industrial

Benchmark (^GSPC)

Portfolio components

Returns

As of May 27, 2023, the IT+Industrial returned 53.25% Year-To-Date and 58.41% of annualized return in the last 10 years.

	1 month	Year-To-Date	6 months	1 year	5 years (annualized)	10 years (annualized)
Benchmark	0.86%	9.53%	6.09%	1.14%	5.49%	5.49%
IT+Industrial	17.16%	53.25%	46.36%	100.25%	58.41%	58.41%
Portfolio components:
AEHR Aehr Test Systems	32.36%	62.99%	26.63%	284.51%	197.08%	197.08%
INTT inTEST Corporation	15.37%	112.82%	101.29%	193.83%	66.52%	66.52%
LYTS LSI Industries Inc.	-8.29%	-4.57%	3.00%	74.45%	18.95%	18.95%
RELL Richardson Electronics, Ltd.	13.13%	-17.95%	-29.65%	25.88%	73.72%	73.72%
SKY Skyline Champion Corporation	-13.01%	25.26%	30.40%	18.41%	37.70%	37.70%
SMCI Super Micro Computer, Inc.	107.89%	166.97%	136.95%	343.06%	126.31%	126.31%
LSCC Lattice Semiconductor Corporation	4.30%	28.13%	23.10%	58.71%	28.84%	28.84%
WDAY Workday, Inc.	16.08%	29.13%	48.76%	36.07%	-2.24%	-2.24%
MOD Modine Manufacturing Company	31.18%	38.12%	34.72%	143.61%	40.44%	40.44%
TGLS Tecnoglass Inc.	-8.46%	30.74%	43.12%	83.99%	114.72%	114.72%
MLI Mueller Industries, Inc.	6.83%	30.65%	14.16%	43.39%	40.98%	40.98%
FOUR Shift4 Payments, Inc.	-4.53%	15.68%	50.01%	35.50%	-4.22%	-4.22%
STM STMicroelectronics N.V.	2.75%	24.02%	18.97%	10.21%	6.37%	6.37%
WYNN Wynn Resorts, Limited	-11.31%	22.91%	29.62%	55.32%	-2.20%	-2.20%
DKNG DraftKings Inc.	6.71%	105.27%	61.24%	58.83%	-23.84%	-23.84%
IONQ IonQ, Inc.	81.49%	189.86%	102.43%	68.63%	-3.17%	-3.17%
Returns over 1 year are annualized

Asset Correlations Table

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

	LYTS	INTT	RELL	TGLS	IONQ	SMCI	MOD	AEHR	WYNN	WDAY	DKNG	MLI	FOUR	SKY	STM	LSCC
LYTS	1.00	0.20	0.23	0.22	0.17	0.27	0.31	0.22	0.28	0.18	0.18	0.33	0.17	0.24	0.20	0.24
INTT	0.20	1.00	0.33	0.27	0.26	0.37	0.31	0.29	0.34	0.30	0.32	0.30	0.29	0.36	0.44	0.44
RELL	0.23	0.33	1.00	0.31	0.31	0.33	0.33	0.40	0.28	0.34	0.32	0.33	0.36	0.32	0.35	0.40
TGLS	0.22	0.27	0.31	1.00	0.25	0.29	0.39	0.33	0.38	0.29	0.33	0.44	0.39	0.39	0.34	0.40
IONQ	0.17	0.26	0.31	0.25	1.00	0.30	0.27	0.43	0.37	0.45	0.48	0.32	0.44	0.40	0.43	0.46
SMCI	0.27	0.37	0.33	0.29	0.30	1.00	0.39	0.39	0.36	0.34	0.33	0.41	0.31	0.41	0.47	0.49
MOD	0.31	0.31	0.33	0.39	0.27	0.39	1.00	0.33	0.46	0.24	0.33	0.56	0.34	0.47	0.40	0.42
AEHR	0.22	0.29	0.40	0.33	0.43	0.39	0.33	1.00	0.35	0.42	0.42	0.33	0.36	0.43	0.50	0.57
WYNN	0.28	0.34	0.28	0.38	0.37	0.36	0.46	0.35	1.00	0.35	0.50	0.40	0.48	0.40	0.41	0.45
WDAY	0.18	0.30	0.34	0.29	0.45	0.34	0.24	0.42	0.35	1.00	0.50	0.32	0.52	0.47	0.56	0.61
DKNG	0.18	0.32	0.32	0.33	0.48	0.33	0.33	0.42	0.50	0.50	1.00	0.33	0.53	0.44	0.43	0.50
MLI	0.33	0.30	0.33	0.44	0.32	0.41	0.56	0.33	0.40	0.32	0.33	1.00	0.39	0.52	0.47	0.50
FOUR	0.17	0.29	0.36	0.39	0.44	0.31	0.34	0.36	0.48	0.52	0.53	0.39	1.00	0.46	0.48	0.54
SKY	0.24	0.36	0.32	0.39	0.40	0.41	0.47	0.43	0.40	0.47	0.44	0.52	0.46	1.00	0.52	0.59
STM	0.20	0.44	0.35	0.34	0.43	0.47	0.40	0.50	0.41	0.56	0.43	0.47	0.48	0.52	1.00	0.80
LSCC	0.24	0.44	0.40	0.40	0.46	0.49	0.42	0.57	0.45	0.61	0.50	0.50	0.54	0.59	0.80	1.00

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current IT+Industrial Sharpe ratio is 3.11. A Sharpe ratio of 3.0 or higher is considered excellent.

The chart below displays rolling 12-month Sharpe Ratio.

IT+Industrial

Benchmark (^GSPC)

Portfolio components

Dividend yield

IT+Industrial granted a 0.51% dividend yield in the last twelve months.

	TTM	2022	2021	2020	2019	2018	2017	2016	2015	2014	2013	2012
IT+Industrial	0.51%	0.38%	0.42%	0.75%	1.27%	1.69%	1.81%	1.00%	1.21%	1.17%	1.05%	1.99%
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%
INTT inTEST Corporation	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	2.90%
LYTS LSI Industries Inc.	2.59%	1.65%	3.01%	2.47%	3.60%	7.23%	3.45%	2.50%	1.23%	3.53%	2.68%	7.85%
RELL Richardson Electronics, Ltd.	2.07%	1.13%	1.78%	5.37%	4.75%	3.20%	4.25%	4.72%	5.48%	3.21%	2.89%	2.72%
SKY Skyline Champion Corporation	0.00%	0.00%	0.00%	0.00%	0.00%	4.25%	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%
LSCC Lattice Semiconductor 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%
WDAY Workday, 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%
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%
TGLS Tecnoglass Inc.	0.92%	0.91%	0.57%	1.63%	7.08%	5.84%	8.49%	2.56%	0.00%	0.00%	0.00%	0.00%
MLI Mueller Industries, Inc.	1.69%	1.70%	0.89%	1.18%	1.32%	1.82%	10.33%	1.02%	1.22%	0.98%	0.89%	0.96%
FOUR Shift4 Payments, 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%
STM STMicroelectronics N.V.	0.68%	0.68%	0.46%	0.51%	0.91%	1.79%	1.15%	2.62%	6.64%	6.23%	6.10%	7.07%
WYNN Wynn Resorts, Limited	0.25%	0.00%	0.00%	0.89%	2.73%	2.90%	1.26%	2.50%	4.80%	4.76%	4.23%	10.38%
DKNG DraftKings 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%
IONQ IonQ, 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%

Expense Ratio

The IT+Industrial 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 ratio	Sortino ratio	Omega ratio	Calmar ratio	Ulcer Index
AEHR Aehr Test Systems	3.41
INTT inTEST Corporation	3.62
LYTS LSI Industries Inc.	1.67
RELL Richardson Electronics, Ltd.	0.48
SKY Skyline Champion Corporation	0.64
SMCI Super Micro Computer, Inc.	4.91
LSCC Lattice Semiconductor Corporation	1.40
WDAY Workday, Inc.	0.69
MOD Modine Manufacturing Company	3.60
TGLS Tecnoglass Inc.	1.96
MLI Mueller Industries, Inc.	1.31
FOUR Shift4 Payments, Inc.	0.73
STM STMicroelectronics N.V.	0.35
WYNN Wynn Resorts, Limited	1.41
DKNG DraftKings Inc.	0.82
IONQ IonQ, Inc.	0.81

Drawdowns Chart

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

IT+Industrial

Benchmark (^GSPC)

Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the IT+Industrial. 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 IT+Industrial is 43.60%, recorded on Jun 16, 2022. It took 145 trading sessions for the portfolio to recover.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-43.6%	Nov 18, 2021	145	Jun 16, 2022	145	Jan 13, 2023	290
-10.45%	Apr 28, 2021	11	May 12, 2021	10	May 26, 2021	21
-10.45%	Apr 4, 2023	17	Apr 27, 2023	14	May 17, 2023	31
-7.41%	Sep 27, 2021	6	Oct 4, 2021	8	Oct 14, 2021	14
-7.32%	Jul 22, 2021	4	Jul 27, 2021	22	Aug 26, 2021	26

Volatility Chart

The current IT+Industrial volatility is 9.54%, 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.

IT+Industrial

Benchmark (^GSPC)

Portfolio components