26032023
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
BZH Beazer Homes USA, Inc. | Consumer Cyclical | 13.22% |
CPRX Catalyst Pharmaceuticals, Inc. | Healthcare | 6.41% |
DAC Danaos Corporation | Industrials | 9.57% |
DQ Daqo New Energy Corp. | Technology | 2.03% |
GFI Gold Fields Limited | Basic Materials | 7.53% |
GNE Genie Energy Ltd. | Utilities | 8.52% |
GSL Global Ship Lease, Inc. | Industrials | 8.26% |
IBP Installed Building Products, Inc. | Industrials | 13.61% |
PAM Pampa Energía S.A. | Utilities | 9.36% |
SJT San Juan Basin Royalty Trust | Energy | 2.16% |
TNP Tsakos Energy Navigation Limited | Energy | 9.04% |
TSM Taiwan Semiconductor Manufacturing Company Limited | Technology | 10.29% |
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) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
26032023 | 4.66% | 4.91% | 9.45% | 22.81% | N/A | N/A |
Portfolio components: | ||||||
BZH Beazer Homes USA, Inc. | -3.14% | 20.02% | 2.86% | 17.99% | 23.72% | 6.30% |
CPRX Catalyst Pharmaceuticals, Inc. | 3.33% | 15.19% | 21.55% | 30.21% | 28.88% | 22.25% |
DAC Danaos Corporation | 15.79% | -10.12% | 11.18% | 30.50% | 62.37% | 1.59% |
DQ Daqo New Energy Corp. | -35.23% | 12.54% | -10.17% | -53.92% | 14.89% | 13.36% |
GFI Gold Fields Limited | 13.57% | 6.79% | 17.14% | 12.00% | 28.35% | 17.25% |
GNE Genie Energy Ltd. | -40.14% | 16.47% | -13.52% | 28.60% | 11.95% | 12.75% |
GSL Global Ship Lease, Inc. | 30.95% | -14.52% | 20.44% | 31.58% | 34.43% | 2.08% |
IBP Installed Building Products, Inc. | 36.82% | 25.35% | 31.89% | 71.89% | 37.80% | 36.55% |
PAM Pampa Energía S.A. | -7.84% | 4.37% | -8.61% | 10.67% | 6.39% | 17.27% |
SJT San Juan Basin Royalty Trust | -21.11% | -2.00% | -20.64% | -46.17% | 15.79% | -6.69% |
TNP Tsakos Energy Navigation Limited | 31.77% | -1.51% | 17.59% | 61.62% | 14.97% | 2.25% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 55.23% | -6.85% | 37.67% | 64.13% | 32.65% | 26.10% |
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% | 8.42% | -3.80% | 4.66% | ||||||
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 24, indicating that it is in the bottom 24% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
---|---|---|---|---|---|
BZH Beazer Homes USA, Inc. | 0.30 | 0.89 | 1.11 | 0.44 | 0.82 |
CPRX Catalyst Pharmaceuticals, Inc. | 0.68 | 1.19 | 1.15 | 0.84 | 2.49 |
DAC Danaos Corporation | 1.38 | 2.09 | 1.26 | 2.55 | 5.38 |
DQ Daqo New Energy Corp. | -0.94 | -1.50 | 0.84 | -0.75 | -1.35 |
GFI Gold Fields Limited | 0.15 | 0.54 | 1.08 | 0.19 | 0.50 |
GNE Genie Energy Ltd. | 0.54 | 1.01 | 1.13 | 0.44 | 0.69 |
GSL Global Ship Lease, Inc. | 1.15 | 1.69 | 1.22 | 1.55 | 3.28 |
IBP Installed Building Products, Inc. | 1.75 | 2.47 | 1.31 | 2.20 | 5.24 |
PAM Pampa Energía S.A. | 0.08 | 0.47 | 1.05 | 0.14 | 0.28 |
SJT San Juan Basin Royalty Trust | -1.14 | -1.72 | 0.81 | -0.70 | -1.36 |
TNP Tsakos Energy Navigation Limited | 1.99 | 2.72 | 1.33 | 4.20 | 10.23 |
TSM Taiwan Semiconductor Manufacturing Company Limited | 1.86 | 2.59 | 1.32 | 3.01 | 9.23 |
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 3.87%.
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 | 70 | May 30, 2024 | 107 |
-7.91% | Apr 18, 2023 | 31 | May 31, 2023 | 19 | Jun 28, 2023 | 50 |
-4.94% | Jun 6, 2024 | 17 | Jul 1, 2024 | 8 | Jul 12, 2024 | 25 |
-3.87% | Jul 17, 2024 | 6 | Jul 24, 2024 | — | — | — |
Volatility
Volatility Chart
The current 26032023 volatility is 6.28%, 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 | SJT | GNE | TSM | PAM | CPRX | TNP | DQ | DAC | BZH | GSL | IBP | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
GFI | 1.00 | 0.03 | 0.08 | 0.11 | 0.14 | 0.19 | 0.10 | 0.12 | 0.05 | 0.18 | 0.13 | 0.19 |
SJT | 0.03 | 1.00 | 0.10 | 0.03 | 0.11 | 0.07 | 0.30 | 0.16 | 0.20 | 0.11 | 0.21 | 0.04 |
GNE | 0.08 | 0.10 | 1.00 | 0.03 | 0.21 | 0.23 | 0.08 | 0.17 | 0.12 | 0.26 | 0.12 | 0.20 |
TSM | 0.11 | 0.03 | 0.03 | 1.00 | 0.12 | 0.08 | 0.11 | 0.28 | 0.13 | 0.28 | 0.18 | 0.38 |
PAM | 0.14 | 0.11 | 0.21 | 0.12 | 1.00 | 0.17 | 0.20 | 0.06 | 0.16 | 0.24 | 0.14 | 0.27 |
CPRX | 0.19 | 0.07 | 0.23 | 0.08 | 0.17 | 1.00 | 0.11 | 0.14 | 0.17 | 0.31 | 0.21 | 0.32 |
TNP | 0.10 | 0.30 | 0.08 | 0.11 | 0.20 | 0.11 | 1.00 | 0.16 | 0.34 | 0.07 | 0.45 | 0.18 |
DQ | 0.12 | 0.16 | 0.17 | 0.28 | 0.06 | 0.14 | 0.16 | 1.00 | 0.20 | 0.30 | 0.24 | 0.35 |
DAC | 0.05 | 0.20 | 0.12 | 0.13 | 0.16 | 0.17 | 0.34 | 0.20 | 1.00 | 0.21 | 0.67 | 0.21 |
BZH | 0.18 | 0.11 | 0.26 | 0.28 | 0.24 | 0.31 | 0.07 | 0.30 | 0.21 | 1.00 | 0.27 | 0.64 |
GSL | 0.13 | 0.21 | 0.12 | 0.18 | 0.14 | 0.21 | 0.45 | 0.24 | 0.67 | 0.27 | 1.00 | 0.28 |
IBP | 0.19 | 0.04 | 0.20 | 0.38 | 0.27 | 0.32 | 0.18 | 0.35 | 0.21 | 0.64 | 0.28 | 1.00 |