26032023
Asset Allocation
Transactions
Date | Type | Symbol | Quantity | Price |
---|---|---|---|---|
Mar 25, 2023 | Buy | Beazer Homes USA, Inc. | 522 | $14.75 |
Mar 25, 2023 | Buy | Catalyst Pharmaceuticals, Inc. | 477 | $16.12 |
Mar 25, 2023 | Buy | Danaos Corporation | 147 | $52.50 |
Mar 25, 2023 | Buy | Daqo New Energy Corp. | 152 | $50.65 |
Mar 25, 2023 | Buy | Gold Fields Limited | 601 | $12.80 |
Mar 25, 2023 | Buy | Genie Energy Ltd. | 660 | $11.65 |
Mar 25, 2023 | Buy | Global Ship Lease, Inc. | 425 | $18.08 |
Mar 25, 2023 | Buy | Installed Building Products, Inc. | 71 | $108.95 |
Mar 25, 2023 | Buy | Pampa Energía S.A. | 265 | $29.00 |
Mar 25, 2023 | Buy | San Juan Basin Royalty Trust | 711 | $10.82 |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 26032023, 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 By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 11.18% | 5.60% | 17.48% | 26.33% | 13.16% | 10.99% |
26032023 | 1.20% | 8.03% | 15.00% | 28.56% | N/A | N/A |
Portfolio components: | ||||||
Beazer Homes USA, Inc. | -14.86% | 11.55% | 5.89% | 36.22% | 24.29% | 4.66% |
Catalyst Pharmaceuticals, Inc. | -1.90% | 7.50% | 19.41% | 35.50% | 34.22% | 24.36% |
Danaos Corporation | 16.25% | 18.33% | 27.56% | 44.59% | 48.07% | 0.61% |
Daqo New Energy Corp. | -29.66% | -17.61% | -30.65% | -51.43% | 23.36% | 15.68% |
Gold Fields Limited | 14.48% | -8.16% | 28.23% | 9.80% | 39.06% | 17.87% |
Genie Energy Ltd. | -45.09% | 0.09% | -39.07% | 0.14% | 12.38% | 11.39% |
Global Ship Lease, Inc. | 37.71% | 26.37% | 56.18% | 52.19% | 40.32% | 1.38% |
Installed Building Products, Inc. | 16.81% | -5.68% | 49.83% | 93.13% | 32.81% | 32.59% |
Pampa Energía S.A. | -3.29% | 14.32% | 29.22% | 32.59% | 16.10% | 21.31% |
San Juan Basin Royalty Trust | -13.46% | -4.36% | -37.16% | -42.75% | 12.05% | -6.19% |
Tsakos Energy Navigation Limited | 35.78% | 22.99% | 44.60% | 78.49% | 15.87% | 1.59% |
Taiwan Semiconductor Manufacturing Company Limited | 46.42% | 14.67% | 53.64% | 66.85% | 33.94% | 25.49% |
Monthly Returns
The table below presents the monthly returns of 26032023, 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 | -5.23% | 1.05% | 3.79% | -3.37% | 1.20% | ||||||||
2023 | 4.16% | 2.99% | -5.32% | 12.03% | 6.23% | -4.76% | -9.60% | 3.50% | 12.17% | 10.61% | 33.65% |
Expense Ratio
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 26032023 is 23, indicating that it is in the bottom 23% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
26032023
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 | |
---|---|---|---|---|---|
Beazer Homes USA, Inc. | 0.66 | 1.37 | 1.17 | 0.96 | 1.95 |
Catalyst Pharmaceuticals, Inc. | 0.72 | 1.24 | 1.16 | 0.87 | 2.76 |
Danaos Corporation | 1.91 | 2.76 | 1.35 | 3.89 | 8.03 |
Daqo New Energy Corp. | -1.11 | -1.83 | 0.80 | -0.84 | -1.47 |
Gold Fields Limited | 0.18 | 0.59 | 1.08 | 0.22 | 0.58 |
Genie Energy Ltd. | 0.07 | 0.41 | 1.05 | 0.07 | 0.12 |
Global Ship Lease, Inc. | 2.04 | 2.73 | 1.36 | 2.61 | 5.94 |
Installed Building Products, Inc. | 2.30 | 3.03 | 1.39 | 2.76 | 7.95 |
Pampa Energía S.A. | 0.78 | 1.48 | 1.17 | 1.29 | 2.80 |
San Juan Basin Royalty Trust | -1.07 | -1.53 | 0.82 | -0.74 | -1.57 |
Tsakos Energy Navigation Limited | 2.41 | 3.08 | 1.36 | 5.39 | 13.95 |
Taiwan Semiconductor Manufacturing Company Limited | 2.11 | 3.15 | 1.37 | 3.37 | 7.57 |
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 26032023. 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 26032023 was 16.34%, occurring on Oct 3, 2023. Recovery took 42 trading sessions.
The current 26032023 drawdown is 1.61%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-16.34% | Jul 31, 2023 | 46 | Oct 3, 2023 | 42 | Dec 1, 2023 | 88 |
-11.15% | Dec 27, 2023 | 37 | Feb 20, 2024 | — | — | — |
-7.91% | Apr 18, 2023 | 31 | May 31, 2023 | 19 | Jun 28, 2023 | 50 |
-3.09% | Jul 3, 2023 | 3 | Jul 6, 2023 | 4 | Jul 12, 2023 | 7 |
-2.22% | Jul 19, 2023 | 7 | Jul 27, 2023 | 1 | Jul 28, 2023 | 8 |
Volatility
Volatility Chart
The current 26032023 volatility is 5.31%, 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
GFI | GNE | SJT | TSM | PAM | TNP | CPRX | DQ | DAC | BZH | IBP | GSL | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
GFI | 1.00 | 0.06 | 0.02 | 0.13 | 0.10 | 0.07 | 0.19 | 0.12 | 0.02 | 0.16 | 0.21 | 0.11 |
GNE | 0.06 | 1.00 | 0.08 | 0.02 | 0.23 | 0.06 | 0.22 | 0.15 | 0.11 | 0.23 | 0.16 | 0.11 |
SJT | 0.02 | 0.08 | 1.00 | 0.03 | 0.13 | 0.31 | 0.08 | 0.16 | 0.24 | 0.10 | 0.02 | 0.26 |
TSM | 0.13 | 0.02 | 0.03 | 1.00 | 0.10 | 0.11 | 0.11 | 0.27 | 0.11 | 0.28 | 0.39 | 0.18 |
PAM | 0.10 | 0.23 | 0.13 | 0.10 | 1.00 | 0.19 | 0.17 | 0.01 | 0.15 | 0.23 | 0.26 | 0.16 |
TNP | 0.07 | 0.06 | 0.31 | 0.11 | 0.19 | 1.00 | 0.09 | 0.18 | 0.35 | 0.04 | 0.16 | 0.46 |
CPRX | 0.19 | 0.22 | 0.08 | 0.11 | 0.17 | 0.09 | 1.00 | 0.15 | 0.20 | 0.30 | 0.32 | 0.24 |
DQ | 0.12 | 0.15 | 0.16 | 0.27 | 0.01 | 0.18 | 0.15 | 1.00 | 0.18 | 0.28 | 0.34 | 0.25 |
DAC | 0.02 | 0.11 | 0.24 | 0.11 | 0.15 | 0.35 | 0.20 | 0.18 | 1.00 | 0.20 | 0.18 | 0.65 |
BZH | 0.16 | 0.23 | 0.10 | 0.28 | 0.23 | 0.04 | 0.30 | 0.28 | 0.20 | 1.00 | 0.62 | 0.27 |
IBP | 0.21 | 0.16 | 0.02 | 0.39 | 0.26 | 0.16 | 0.32 | 0.34 | 0.18 | 0.62 | 1.00 | 0.31 |
GSL | 0.11 | 0.11 | 0.26 | 0.18 | 0.16 | 0.46 | 0.24 | 0.25 | 0.65 | 0.27 | 0.31 | 1.00 |