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ONill

Last updated Jun 3, 2023

акции роста

Asset Allocation


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


0.00%20.00%40.00%60.00%2023FebruaryMarchAprilMayJune
67.35%
7.09%
ONill
Benchmark (^GSPC)
Portfolio components

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 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark4.68%11.53%5.17%2.53%9.39%10.65%
ONill10.30%70.04%61.87%146.68%49.74%37.01%
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%

Asset Correlations Table

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

TGLSELFLNTHBELFBACLSFCNCA
TGLS1.000.230.200.240.270.29
ELF0.231.000.260.250.330.32
LNTH0.200.261.000.270.340.33
BELFB0.240.250.271.000.380.40
ACLS0.270.330.340.381.000.39
FCNCA0.290.320.330.400.391.00

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 current ONill Sharpe ratio is 4.66. A Sharpe ratio of 3.0 or higher is considered excellent.

The chart below displays rolling 12-month Sharpe Ratio.


-1.000.001.002.003.004.005.006.002023FebruaryMarchAprilMayJune
4.66
0.21
ONill
Benchmark (^GSPC)
Portfolio components

Dividend yield

ONill granted a 0.34% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
ONill0.34%0.35%0.47%0.69%1.92%1.66%2.23%0.77%0.28%0.19%0.24%0.27%
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.


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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer 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.


-20.00%-15.00%-10.00%-5.00%0.00%2023FebruaryMarchAprilMayJune0
-10.72%
ONill
Benchmark (^GSPC)
Portfolio components

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, 202023Mar 18, 2020190Dec 16, 2020213
-36.58%Jan 12, 2018239Dec 24, 2018189Sep 25, 2019428
-21.44%Nov 18, 202148Jan 27, 202221Feb 28, 202269
-20.13%Jul 27, 201721Aug 24, 201762Nov 21, 201783
-16.03%Mar 30, 202230May 11, 202246Jul 19, 202276

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.


2.00%4.00%6.00%8.00%10.00%2023FebruaryMarchAprilMayJune
9.08%
3.77%
ONill
Benchmark (^GSPC)
Portfolio components