ONill
акции роста
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ONill, 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
The earliest data available for this chart is Sep 22, 2016, corresponding to the inception date of ELF
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 8.76% | -0.28% | 18.36% | 25.94% | 12.51% | 10.71% |
ONill | 11.36% | 4.12% | 43.06% | 28.91% | 55.19% | N/A |
Portfolio components: | ||||||
e.l.f. Beauty, Inc. | 11.81% | -2.58% | 64.44% | 86.46% | 70.17% | N/A |
Lantheus Holdings, Inc. | 20.18% | 24.72% | 17.51% | -23.44% | 23.98% | N/A |
Tecnoglass Inc. | 13.80% | -6.37% | 66.09% | 13.52% | 51.96% | 20.75% |
Bel Fuse Inc. | -7.09% | 0.18% | 23.43% | 41.04% | 25.95% | 13.34% |
Axcelis Technologies, Inc. | -14.06% | 6.44% | -14.47% | -7.04% | 44.98% | 32.97% |
First Citizens BancShares, Inc. | 22.18% | 6.11% | 24.04% | 58.86% | 31.35% | 23.03% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -0.72% | 10.58% | 1.16% | -2.32% | ||||||||
2023 | -5.77% | 10.75% | 14.63% |
Expense Ratio
ONill 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of ONill is 17, indicating that it is in the bottom 17% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
ONill
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 | |
---|---|---|---|---|---|
e.l.f. Beauty, Inc. | 1.44 | 2.14 | 1.27 | 2.39 | 5.61 |
Lantheus Holdings, Inc. | -0.39 | -0.20 | 0.97 | -0.44 | -0.67 |
Tecnoglass Inc. | 0.27 | 0.67 | 1.09 | 0.29 | 0.54 |
Bel Fuse Inc. | 0.84 | 1.37 | 1.22 | 1.22 | 2.66 |
Axcelis Technologies, Inc. | -0.16 | 0.08 | 1.01 | -0.14 | -0.23 |
First Citizens BancShares, Inc. | 1.95 | 3.01 | 1.34 | 4.06 | 9.78 |
Dividends
Dividend yield
ONill granted a 0.25% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
ONill | 0.25% | 0.26% | 0.35% | 0.46% | 0.67% | 1.84% | 1.48% | 1.90% | 0.63% | 0.25% | 0.16% | 0.21% |
Portfolio components: | ||||||||||||
e.l.f. Beauty, 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% |
Lantheus Holdings, 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% |
Tecnoglass Inc. | 0.73% | 0.79% | 0.91% | 0.56% | 1.59% | 6.79% | 5.20% | 7.21% | 2.04% | 0.00% | 0.00% | 0.00% |
Bel Fuse Inc. | 0.45% | 0.42% | 0.85% | 2.17% | 1.86% | 1.37% | 1.52% | 1.11% | 0.91% | 1.62% | 1.02% | 1.31% |
Axcelis Technologies, 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% |
First Citizens BancShares, Inc. | 0.28% | 0.27% | 0.28% | 0.23% | 0.29% | 0.30% | 0.38% | 0.31% | 0.34% | 0.46% | 0.47% | 0.54% |
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 ONill. 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 ONill was 57.73%, occurring on Mar 18, 2020. Recovery took 190 trading sessions.
The current ONill drawdown is 1.67%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-57.73% | Feb 14, 2020 | 23 | Mar 18, 2020 | 190 | Dec 16, 2020 | 213 |
-36.58% | Jan 12, 2018 | 239 | Dec 24, 2018 | 189 | Sep 25, 2019 | 428 |
-26.8% | Jul 19, 2023 | 80 | Nov 8, 2023 | 73 | Feb 26, 2024 | 153 |
-21.44% | Nov 18, 2021 | 48 | Jan 27, 2022 | 21 | Feb 28, 2022 | 69 |
-20.13% | Jul 27, 2017 | 21 | Aug 24, 2017 | 62 | Nov 21, 2017 | 83 |
Volatility
Volatility Chart
The current ONill volatility is 8.45%, 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
TGLS | LNTH | ELF | BELFB | FCNCA | ACLS | |
---|---|---|---|---|---|---|
TGLS | 1.00 | 0.20 | 0.24 | 0.26 | 0.29 | 0.28 |
LNTH | 0.20 | 1.00 | 0.25 | 0.28 | 0.31 | 0.33 |
ELF | 0.24 | 0.25 | 1.00 | 0.25 | 0.31 | 0.33 |
BELFB | 0.26 | 0.28 | 0.25 | 1.00 | 0.39 | 0.38 |
FCNCA | 0.29 | 0.31 | 0.31 | 0.39 | 1.00 | 0.38 |
ACLS | 0.28 | 0.33 | 0.33 | 0.38 | 0.38 | 1.00 |