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26032023

Last updated May 27, 2023

Asset Allocation


Transactions


DateTypeSymbolQuantityPrice
Mar 25, 2023BuyBeazer Homes USA, Inc.522$14.75
Mar 25, 2023BuyCatalyst Pharmaceuticals, Inc.477$16.12
Mar 25, 2023BuyDanaos Corporation147$52.50
Mar 25, 2023BuyDaqo New Energy Corp.152$50.65
Mar 25, 2023BuyGold Fields Limited601$12.80
Mar 25, 2023BuyGenie Energy Ltd.660$11.65
Mar 25, 2023BuyGlobal Ship Lease, Inc.425$18.08
Mar 25, 2023BuyInstalled Building Products, Inc.71$108.95
Mar 25, 2023BuyPampa Energía S.A.265$29.00
Mar 25, 2023BuySan Juan Basin Royalty Trust711$10.82

1–10 of 12

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


0.00%1.00%2.00%3.00%4.00%5.00%6.00%Apr 02Apr 09Apr 16Apr 23Apr 30May 07May 14May 210
5.90%
26032023
Benchmark (^GSPC)
Portfolio components

Returns


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark0.86%5.90%5.90%5.90%N/AN/A
260320230.00%0.00%0.00%0.00%N/AN/A
BZH
Beazer Homes USA, Inc.
-2.30%41.15%41.15%41.15%N/AN/A
CPRX
Catalyst Pharmaceuticals, Inc.
-27.76%-28.66%-28.66%-28.66%N/AN/A
DAC
Danaos Corporation
1.74%12.27%12.27%12.27%N/AN/A
DQ
Daqo New Energy Corp.
-16.83%-24.60%-24.60%-24.60%N/AN/A
GFI
Gold Fields Limited
-5.91%14.38%14.38%14.38%N/AN/A
GNE
Genie Energy Ltd.
0.63%34.49%34.49%34.49%N/AN/A
GSL
Global Ship Lease, Inc.
-3.81%1.83%1.83%1.83%N/AN/A
IBP
Installed Building Products, Inc.
-13.91%-1.81%-1.81%-1.81%N/AN/A
PAM
Pampa Energía S.A.
7.47%26.52%26.52%26.52%N/AN/A
SJT
San Juan Basin Royalty Trust
7.48%-20.44%-20.44%-20.44%N/AN/A
TNP
Tsakos Energy Navigation Limited
2.80%-8.60%-8.60%-8.60%N/AN/A
TSM
Taiwan Semiconductor Manufacturing Company Limited
22.43%11.23%11.23%11.23%N/AN/A

Asset Correlations Table

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

CPRXDQTSMGFISJTGNEBZHTNPPAMIBPDACGSL
CPRX1.000.020.070.070.100.020.100.240.170.070.190.24
DQ0.021.000.15-0.24-0.050.340.110.11-0.020.320.160.34
TSM0.070.151.00-0.090.16-0.140.200.08-0.170.390.210.30
GFI0.07-0.24-0.091.00-0.29-0.29-0.16-0.18-0.17-0.20-0.21-0.16
SJT0.10-0.050.16-0.291.000.170.180.060.320.100.350.38
GNE0.020.34-0.14-0.290.171.000.020.060.560.170.190.26
BZH0.100.110.20-0.160.180.021.000.280.050.570.380.41
TNP0.240.110.08-0.180.060.060.281.000.360.290.310.56
PAM0.17-0.02-0.17-0.170.320.560.050.361.000.110.330.40
IBP0.070.320.39-0.200.100.170.570.290.111.000.360.51
DAC0.190.160.21-0.210.350.190.380.310.330.361.000.66
GSL0.240.340.30-0.160.380.260.410.560.400.510.661.00

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 chart below displays rolling 12-month Sharpe Ratio.


Chart placeholderNot enough data

Expense Ratio

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.


Drawdowns Chart

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


-2.50%-2.00%-1.50%-1.00%-0.50%0.00%Apr 02Apr 09Apr 16Apr 23Apr 30May 07May 14May 2100
26032023
Benchmark (^GSPC)
Portfolio components

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.


0.00%1.00%2.00%3.00%4.00%Tue 25Thu 27Sat 29MayWed 03Fri 05May 07Tue 09Thu 11Sat 13Mon 15Wed 17Fri 19May 21Tue 23Thu 250
3.82%
26032023
Benchmark (^GSPC)
Portfolio components