ONill
акции роста
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
ELF e.l.f. Beauty, Inc. | Consumer Defensive | 27% |
LNTH Lantheus Holdings, Inc. | Healthcare | 24% |
TGLS Tecnoglass Inc. | Basic Materials | 24% |
BELFB Bel Fuse Inc. | Technology | 15% |
ACLS Axcelis Technologies, Inc. | Technology | 8% |
FCNCA First Citizens BancShares, Inc. | Financial Services | 2% |
Performance
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
Returns
As of Jun 3, 2023, the ONill returned 70.04% Year-To-Date and 37.01% of annualized return in the last 10 years.
1 month | Year-To-Date | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
Benchmark | 4.68% | 11.53% | 5.17% | 2.53% | 9.39% | 10.65% |
ONill | 10.30% | 70.04% | 61.87% | 146.68% | 49.74% | 37.01% |
Portfolio components: | ||||||
ELF e.l.f. Beauty, Inc. | 13.76% | 90.22% | 90.35% | 285.17% | 41.79% | 22.91% |
LNTH Lantheus Holdings, Inc. | 7.47% | 74.00% | 44.72% | 25.17% | 43.49% | 40.66% |
TGLS Tecnoglass Inc. | -7.76% | 32.73% | 29.82% | 86.45% | 39.40% | 23.92% |
BELFB Bel Fuse Inc. | 22.47% | 60.43% | 45.89% | 217.80% | 24.22% | 14.46% |
ACLS Axcelis Technologies, Inc. | 32.42% | 104.59% | 106.15% | 152.82% | 49.53% | 45.20% |
FCNCA First Citizens BancShares, Inc. | 29.99% | 71.44% | 59.59% | 87.08% | 24.39% | 25.83% |
Returns over 1 year are annualized |
Asset Correlations Table
TGLS | ELF | LNTH | BELFB | ACLS | FCNCA | |
---|---|---|---|---|---|---|
TGLS | 1.00 | 0.23 | 0.20 | 0.24 | 0.27 | 0.29 |
ELF | 0.23 | 1.00 | 0.26 | 0.25 | 0.33 | 0.32 |
LNTH | 0.20 | 0.26 | 1.00 | 0.27 | 0.34 | 0.33 |
BELFB | 0.24 | 0.25 | 0.27 | 1.00 | 0.38 | 0.40 |
ACLS | 0.27 | 0.33 | 0.34 | 0.38 | 1.00 | 0.39 |
FCNCA | 0.29 | 0.32 | 0.33 | 0.40 | 0.39 | 1.00 |
Dividend yield
ONill granted a 0.34% dividend yield in the last twelve months.
TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
ONill | 0.34% | 0.35% | 0.47% | 0.69% | 1.92% | 1.66% | 2.23% | 0.77% | 0.28% | 0.19% | 0.24% | 0.27% |
Portfolio components: | ||||||||||||
ELF 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% |
LNTH 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% |
TGLS Tecnoglass Inc. | 0.91% | 0.91% | 0.57% | 1.63% | 7.08% | 5.84% | 8.49% | 2.56% | 0.00% | 0.00% | 0.00% | 0.00% |
BELFB Bel Fuse Inc. | 0.80% | 0.85% | 2.21% | 1.94% | 1.46% | 1.65% | 1.22% | 1.00% | 1.82% | 1.17% | 1.52% | 1.68% |
ACLS 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% |
FCNCA First Citizens BancShares, Inc. | 0.28% | 0.29% | 0.23% | 0.29% | 0.30% | 0.39% | 0.32% | 0.35% | 0.48% | 0.49% | 0.56% | 0.76% |
Expense Ratio
The 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
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 | |
---|---|---|---|---|---|
ELF e.l.f. Beauty, Inc. | 6.34 | ||||
LNTH Lantheus Holdings, Inc. | 0.54 | ||||
TGLS Tecnoglass Inc. | 1.67 | ||||
BELFB Bel Fuse Inc. | 4.14 | ||||
ACLS Axcelis Technologies, Inc. | 2.92 | ||||
FCNCA First Citizens BancShares, Inc. | 1.36 |
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 ONill. 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 maximum drawdown since January 2010 for the ONill is 57.73%, recorded on Mar 18, 2020. It took 190 trading sessions for the portfolio to recover.
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 |
-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 |
-16.03% | Mar 30, 2022 | 30 | May 11, 2022 | 46 | Jul 19, 2022 | 76 |
Volatility Chart
The current ONill volatility is 9.08%, 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.