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ONill
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


ELF 27%LNTH 24%TGLS 24%BELFB 15%ACLS 8%FCNCA 2%EquityEquity
PositionCategory/SectorWeight
ACLS
Axcelis Technologies, Inc.
Technology

8%

BELFB
Bel Fuse Inc.
Technology

15%

ELF
e.l.f. Beauty, Inc.
Consumer Defensive

27%

FCNCA
First Citizens BancShares, Inc.
Financial Services

2%

LNTH
Lantheus Holdings, Inc.
Healthcare

24%

TGLS
Tecnoglass Inc.
Basic Materials

24%

S&P 500

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


-5.00%0.00%5.00%10.00%15.00%20.00%2024FebruaryMarchAprilMayJune
18.06%
14.20%
ONill
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 22, 2016, corresponding to the inception date of ELF

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
12.69%2.92%15.76%23.89%13.23%10.77%
ONill17.26%2.84%18.06%23.64%57.54%N/A
ELF
e.l.f. Beauty, Inc.
31.34%17.22%33.70%84.94%73.28%N/A
LNTH
Lantheus Holdings, Inc.
30.76%4.10%5.89%-5.67%25.20%N/A
TGLS
Tecnoglass Inc.
-1.94%-16.11%11.24%1.06%49.97%17.19%
BELFB
Bel Fuse Inc.
-2.42%4.89%4.58%12.73%32.38%10.96%
ACLS
Axcelis Technologies, Inc.
-1.09%14.58%-2.45%-28.84%54.68%32.66%
FCNCA
First Citizens BancShares, Inc.
16.26%-5.44%11.77%26.64%31.04%20.79%

Monthly Returns

The table below presents the monthly returns of ONill, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.72%10.58%1.16%-2.17%11.36%17.26%
202313.06%15.90%10.73%5.84%6.78%13.46%-0.74%-4.54%-12.28%-5.77%10.75%14.63%85.02%
2022-12.90%23.15%11.99%-2.99%3.46%-2.15%24.24%5.89%-6.49%8.90%16.40%-1.99%80.31%
20211.75%14.66%21.84%6.13%14.94%-0.57%-4.46%11.02%-5.76%12.02%1.99%2.66%102.13%
2020-8.52%-7.93%-31.86%9.37%20.23%9.50%-2.37%2.64%-6.44%-1.85%19.41%10.60%0.43%
20197.85%10.06%5.13%5.24%-12.64%13.43%2.84%-6.06%13.48%-3.30%1.83%4.92%47.40%
20182.87%-12.85%5.08%-1.59%-4.58%-3.60%0.51%7.80%-4.07%-13.97%21.65%-20.84%-26.57%
2017-3.69%11.60%1.02%-1.11%2.93%3.90%-0.20%-12.82%9.76%4.55%1.42%-2.17%13.76%
2016-0.73%-1.15%11.18%-1.89%7.04%

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.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ONill is 15, indicating that it is in the bottom 15% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of ONill is 1515
ONill
The Sharpe Ratio Rank of ONill is 1313Sharpe Ratio Rank
The Sortino Ratio Rank of ONill is 1414Sortino Ratio Rank
The Omega Ratio Rank of ONill is 1313Omega Ratio Rank
The Calmar Ratio Rank of ONill is 2626Calmar Ratio Rank
The Martin Ratio Rank of ONill is 1010Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


ONill
Sharpe ratio
The chart of Sharpe ratio for ONill, currently valued at 0.85, compared to the broader market0.002.004.000.85
Sortino ratio
The chart of Sortino ratio for ONill, currently valued at 1.36, compared to the broader market-2.000.002.004.006.001.36
Omega ratio
The chart of Omega ratio for ONill, currently valued at 1.16, compared to the broader market0.801.001.201.401.601.801.16
Calmar ratio
The chart of Calmar ratio for ONill, currently valued at 0.93, compared to the broader market0.002.004.006.008.0010.000.93
Martin ratio
The chart of Martin ratio for ONill, currently valued at 1.98, compared to the broader market0.0010.0020.0030.0040.0050.001.98
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.21, compared to the broader market0.002.004.002.21
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.13, compared to the broader market-2.000.002.004.006.003.13
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.39, compared to the broader market0.801.001.201.401.601.801.39
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.77, compared to the broader market0.002.004.006.008.0010.001.77
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.30, compared to the broader market0.0010.0020.0030.0040.0050.008.30

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
ELF
e.l.f. Beauty, Inc.
1.472.151.272.455.30
LNTH
Lantheus Holdings, Inc.
-0.100.241.03-0.12-0.20
TGLS
Tecnoglass Inc.
0.100.451.060.100.19
BELFB
Bel Fuse Inc.
0.300.761.120.430.92
ACLS
Axcelis Technologies, Inc.
-0.57-0.640.93-0.49-0.77
FCNCA
First Citizens BancShares, Inc.
1.001.721.191.964.68

Sharpe Ratio

The current ONill Sharpe ratio is 0.85. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.43 to 2.37, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of ONill with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.002024FebruaryMarchAprilMayJune
0.85
2.21
ONill
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

ONill granted a 0.28% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
ONill0.28%0.26%0.35%0.46%0.67%1.84%1.48%1.90%0.63%0.25%0.16%0.21%
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.
0.85%0.79%0.91%0.56%1.59%6.79%5.20%7.21%2.04%0.00%0.00%0.00%
BELFB
Bel Fuse Inc.
0.43%0.42%0.85%2.17%1.86%1.37%1.52%1.11%0.91%1.62%1.02%1.31%
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.
0.34%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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%2024FebruaryMarchAprilMayJune
-4.05%
0
ONill
Benchmark (^GSPC)
Portfolio components

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 4.05%.


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
-26.8%Jul 19, 202380Nov 8, 202373Feb 26, 2024153
-21.44%Nov 18, 202148Jan 27, 202221Feb 28, 202269
-20.13%Jul 27, 201721Aug 24, 201762Nov 21, 201783

Volatility

Volatility Chart

The current ONill volatility is 6.96%, 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%12.00%2024FebruaryMarchAprilMayJune
6.96%
2.41%
ONill
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

TGLSLNTHELFBELFBFCNCAACLS
TGLS1.000.200.240.260.290.28
LNTH0.201.000.240.280.310.33
ELF0.240.241.000.250.300.33
BELFB0.260.280.251.000.390.38
FCNCA0.290.310.300.391.000.38
ACLS0.280.330.330.380.381.00
The correlation results are calculated based on daily price changes starting from Sep 23, 2016