26032023
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BZH Beazer Homes USA, Inc. | Consumer Cyclical | 8.33% |
CPRX Catalyst Pharmaceuticals, Inc. | Healthcare | 8.33% |
DAC Danaos Corporation | Industrials | 8.33% |
DQ Daqo New Energy Corp. | Technology | 8.33% |
GFI Gold Fields Limited | Basic Materials | 8.33% |
GNE Genie Energy Ltd. | Utilities | 8.33% |
GSL Global Ship Lease, Inc. | Industrials | 8.33% |
IBP Installed Building Products, Inc. | Industrials | 8.33% |
PAM Pampa Energía S.A. | Utilities | 8.33% |
SJT San Juan Basin Royalty Trust | Energy | 8.33% |
TNP Tsakos Energy Navigation Limited | Energy | 8.33% |
TSM Taiwan Semiconductor Manufacturing Company Limited | Technology | 8.33% |
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
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
| 1 month | Year-To-Date | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.86% | 5.90% | 5.90% | 5.90% | N/A | N/A |
| 26032023 | 0.00% | 0.00% | 0.00% | 0.00% | N/A | N/A |
| Portfolio components: | ||||||
BZH Beazer Homes USA, Inc. | -2.30% | 41.15% | 41.15% | 41.15% | N/A | N/A |
CPRX Catalyst Pharmaceuticals, Inc. | -27.76% | -28.66% | -28.66% | -28.66% | N/A | N/A |
DAC Danaos Corporation | 1.74% | 12.27% | 12.27% | 12.27% | N/A | N/A |
DQ Daqo New Energy Corp. | -16.83% | -24.60% | -24.60% | -24.60% | N/A | N/A |
GFI Gold Fields Limited | -5.91% | 14.38% | 14.38% | 14.38% | N/A | N/A |
GNE Genie Energy Ltd. | 0.63% | 34.49% | 34.49% | 34.49% | N/A | N/A |
GSL Global Ship Lease, Inc. | -3.81% | 1.83% | 1.83% | 1.83% | N/A | N/A |
IBP Installed Building Products, Inc. | -13.91% | -1.81% | -1.81% | -1.81% | N/A | N/A |
PAM Pampa Energía S.A. | 7.47% | 26.52% | 26.52% | 26.52% | N/A | N/A |
SJT San Juan Basin Royalty Trust | 7.48% | -20.44% | -20.44% | -20.44% | N/A | N/A |
TNP Tsakos Energy Navigation Limited | 2.80% | -8.60% | -8.60% | -8.60% | N/A | N/A |
TSM Taiwan Semiconductor Manufacturing Company Limited | 22.43% | 11.23% | 11.23% | 11.23% | N/A | N/A |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| CPRX | DQ | TSM | GFI | SJT | GNE | BZH | TNP | PAM | IBP | DAC | GSL | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CPRX | 1.00 | 0.02 | 0.07 | 0.07 | 0.10 | 0.02 | 0.10 | 0.24 | 0.17 | 0.07 | 0.19 | 0.24 |
| DQ | 0.02 | 1.00 | 0.15 | -0.24 | -0.05 | 0.34 | 0.11 | 0.11 | -0.02 | 0.32 | 0.16 | 0.34 |
| TSM | 0.07 | 0.15 | 1.00 | -0.09 | 0.16 | -0.14 | 0.20 | 0.08 | -0.17 | 0.39 | 0.21 | 0.30 |
| GFI | 0.07 | -0.24 | -0.09 | 1.00 | -0.29 | -0.29 | -0.16 | -0.18 | -0.17 | -0.20 | -0.21 | -0.16 |
| SJT | 0.10 | -0.05 | 0.16 | -0.29 | 1.00 | 0.17 | 0.18 | 0.06 | 0.32 | 0.10 | 0.35 | 0.38 |
| GNE | 0.02 | 0.34 | -0.14 | -0.29 | 0.17 | 1.00 | 0.02 | 0.06 | 0.56 | 0.17 | 0.19 | 0.26 |
| BZH | 0.10 | 0.11 | 0.20 | -0.16 | 0.18 | 0.02 | 1.00 | 0.28 | 0.05 | 0.57 | 0.38 | 0.41 |
| TNP | 0.24 | 0.11 | 0.08 | -0.18 | 0.06 | 0.06 | 0.28 | 1.00 | 0.36 | 0.29 | 0.31 | 0.56 |
| PAM | 0.17 | -0.02 | -0.17 | -0.17 | 0.32 | 0.56 | 0.05 | 0.36 | 1.00 | 0.11 | 0.33 | 0.40 |
| IBP | 0.07 | 0.32 | 0.39 | -0.20 | 0.10 | 0.17 | 0.57 | 0.29 | 0.11 | 1.00 | 0.36 | 0.51 |
| DAC | 0.19 | 0.16 | 0.21 | -0.21 | 0.35 | 0.19 | 0.38 | 0.31 | 0.33 | 0.36 | 1.00 | 0.66 |
| GSL | 0.24 | 0.34 | 0.30 | -0.16 | 0.38 | 0.26 | 0.41 | 0.56 | 0.40 | 0.51 | 0.66 | 1.00 |
Not enough dataExpense Ratio
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 | |
|---|---|---|---|---|---|
BZH Beazer Homes USA, Inc. | 0.68 | ||||
CPRX Catalyst Pharmaceuticals, Inc. | 1.01 | ||||
DAC Danaos Corporation | -0.57 | ||||
DQ Daqo New Energy Corp. | -0.27 | ||||
GFI Gold Fields Limited | 0.56 | ||||
GNE Genie Energy Ltd. | 2.15 | ||||
GSL Global Ship Lease, Inc. | -0.28 | ||||
IBP Installed Building Products, Inc. | 0.43 | ||||
PAM Pampa Energía S.A. | 1.26 | ||||
SJT San Juan Basin Royalty Trust | -0.42 | ||||
TNP Tsakos Energy Navigation Limited | 0.92 | ||||
TSM Taiwan Semiconductor Manufacturing Company Limited | 0.42 |
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 26032023. 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 portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|
Volatility Chart
The current 26032023 volatility is 0.00%, 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.