MY DOWN

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

MY DOWN

Last updated May 18, 2024

Asset Allocation

Position	Category/Sector	Weight
AEHR Aehr Test Systems	Technology	31.12%
BBVA Banco Bilbao Vizcaya Argentaria, S.A.	Financial Services	8.22%
INTT inTEST Corporation	Technology	10.80%
MLI Mueller Industries, Inc.	Industrials	8.24%
MOD Modine Manufacturing Company	Consumer Cyclical	9.20%
NVO Novo Nordisk A/S	Healthcare	6.55%
RMBS Rambus Inc.	Technology	6.02%
RS Reliance Steel & Aluminum Co.	Basic Materials	9.94%
TGLS Tecnoglass Inc.	Basic Materials	9.91%

Benchmark

S&P 500

Rebalance portfolio

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in MY DOWN, 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

MY DOWN

Benchmark (^GSPC)

Portfolio components

The earliest data available for this chart is May 10, 2012, corresponding to the inception date of TGLS

Returns By Period

As of May 18, 2024, the MY DOWN returned -7.82% Year-To-Date and 32.48% of annualized return in the last 10 years.

	Year-To-Date	1 month	6 months	1 year	5 years (annualized)	10 years (annualized)
^GSPC S&P 500	11.18%	5.60%	17.48%	26.33%	13.16%	10.99%
MY DOWN	-7.82%	4.75%	0.37%	6.42%	65.31%	32.41%
Portfolio components:
AEHR Aehr Test Systems	-57.14%	9.75%	-54.92%	-65.50%	48.72%	19.83%
INTT inTEST Corporation	-27.35%	-10.91%	-22.39%	-53.94%	13.73%	10.08%
RMBS Rambus Inc.	-15.06%	6.02%	-12.46%	-2.52%	38.52%	17.54%
MOD Modine Manufacturing Company	71.22%	22.14%	102.50%	381.26%	50.99%	20.61%
MLI Mueller Industries, Inc.	22.44%	10.00%	39.96%	48.26%	34.52%	17.63%
RS Reliance Steel & Aluminum Co.	7.05%	-6.61%	9.90%	24.10%	29.81%	17.84%
BBVA Banco Bilbao Vizcaya Argentaria, S.A.	24.24%	1.11%	25.62%	64.66%	20.39%	3.98%
NVO Novo Nordisk A/S	28.15%	7.48%	30.75%	56.00%	42.71%	21.67%
TGLS Tecnoglass Inc.	20.20%	0.22%	54.24%	25.77%	54.21%	21.09%

Monthly Returns

The table below presents the monthly returns of MY DOWN, 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	-11.81%	7.59%	2.74%	-4.76%									-7.82%
2023	33.08%	3.35%	5.10%	-7.18%	11.14%	20.30%	6.94%	-1.19%	-7.23%	-18.00%	8.96%	10.28%	73.27%
2022	-22.17%	6.73%	-4.52%	-13.37%	6.19%	-10.43%	28.51%	10.43%	-5.35%	23.43%	23.37%	-10.54%	19.58%
2021	-1.89%	15.36%	8.71%	0.19%	13.03%	7.15%	31.35%	15.04%	44.62%	27.35%	-7.04%	12.42%	334.18%
2020	-2.34%	-2.78%	-27.00%	12.08%	3.63%	7.46%	4.46%	0.26%	-9.34%	-3.46%	29.84%	23.39%	27.04%
2019	7.32%	9.54%	-5.13%	6.01%	-3.12%	0.44%	-6.34%	-3.75%	15.30%	1.63%	2.96%	4.16%	30.33%
2018	2.66%	-7.44%	-2.89%	-0.20%	5.38%	-4.59%	1.05%	3.69%	-7.56%	-12.49%	2.04%	-14.92%	-31.86%
2017	-1.51%	37.01%	1.19%	-0.24%	3.12%	-6.41%	7.03%	-9.19%	12.22%	-1.74%	-7.45%	1.71%	32.64%
2016	-12.80%	-2.41%	6.38%	5.84%	-10.85%	15.62%	5.68%	13.15%	11.20%	1.52%	-0.56%	-0.91%	31.33%
2015	-2.75%	4.46%	-1.49%	7.35%	-2.07%	-2.30%	-1.49%	-1.41%	0.03%	-4.81%	0.30%	-3.40%	-7.89%
2014	-5.18%	2.01%	6.43%	-1.21%	-4.08%	3.19%	6.27%	-1.24%	-1.93%	0.53%	-0.72%	-2.45%	0.87%
2013	6.12%	1.19%	7.33%	-2.74%	16.94%	-0.96%	8.68%	0.38%	22.02%	1.74%	4.63%	2.49%	88.56%

Expense Ratio

MY DOWN 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 MY DOWN is 4, indicating that it is in the bottom 4% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

MY DOWN

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin 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.

MY DOWN

^GSPC

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AEHR Aehr Test Systems	-0.83	-1.25	0.85	-0.77	-1.21
INTT inTEST Corporation	-1.09	-1.83	0.80	-0.86	-1.17
RMBS Rambus Inc.	0.16	0.59	1.08	0.29	0.55
MOD Modine Manufacturing Company	7.02	5.96	1.78	14.91	51.58
MLI Mueller Industries, Inc.	1.77	2.37	1.32	2.23	4.98
RS Reliance Steel & Aluminum Co.	0.97	1.55	1.21	1.49	3.50
BBVA Banco Bilbao Vizcaya Argentaria, S.A.	2.43	2.89	1.40	2.85	17.05
NVO Novo Nordisk A/S	1.84	3.13	1.36	4.93	11.57
TGLS Tecnoglass Inc.	0.58	1.03	1.14	0.61	1.14

Sharpe Ratio

The current MY DOWN Sharpe ratio is 0.34. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.77 to 2.60, 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 MY DOWN 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.

MY DOWN

Benchmark (^GSPC)

Portfolio components

Dividends

Dividend yield

MY DOWN granted a 0.78% dividend yield in the last twelve months.

	TTM	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014	2013
MY DOWN	0.78%	0.80%	1.00%	0.54%	0.77%	1.41%	1.43%	2.06%	1.02%	0.73%	0.79%	0.63%
Portfolio components:
AEHR Aehr Test Systems	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
INTT inTEST Corporation	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
RMBS Rambus 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%
MOD Modine Manufacturing Company	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
MLI Mueller Industries, Inc.	1.13%	1.27%	2.54%	0.88%	1.14%	1.26%	1.71%	9.57%	0.87%	1.02%	0.81%	0.73%
RS Reliance Steel & Aluminum Co.	1.37%	1.43%	1.73%	1.70%	2.09%	1.84%	2.81%	2.10%	2.07%	2.76%	2.28%	2.06%
BBVA Banco Bilbao Vizcaya Argentaria, S.A.	5.39%	5.58%	6.28%	2.79%	3.53%	5.20%	5.67%	3.92%	6.02%	4.29%	5.71%	4.43%
NVO Novo Nordisk A/S	0.56%	0.18%	0.21%	0.23%	0.33%	0.38%	0.49%	0.38%	0.72%	0.23%	0.36%	0.01%
TGLS Tecnoglass Inc.	0.69%	0.79%	0.91%	0.56%	1.59%	6.79%	5.20%	7.21%	2.04%	0.00%	0.00%	0.00%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.

MY DOWN

Benchmark (^GSPC)

Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the MY DOWN. 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 MY DOWN was 55.87%, occurring on Mar 18, 2020. Recovery took 195 trading sessions.

The current MY DOWN drawdown is 18.24%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-55.87%	Jan 8, 2018	552	Mar 18, 2020	195	Dec 23, 2020	747
-41.4%	Nov 16, 2021	159	Jul 6, 2022	28	Aug 15, 2022	187
-34.77%	Jul 21, 2014	395	Feb 11, 2016	143	Sep 6, 2016	538
-26.47%	Jul 18, 2023	74	Oct 30, 2023	—	—	—
-23%	Aug 16, 2022	29	Sep 26, 2022	22	Oct 26, 2022	51

Volatility

Volatility Chart

The current MY DOWN volatility is 6.98%, 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.

MY DOWN

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.

	NVO	INTT	AEHR	TGLS	BBVA	RMBS	MOD	RS	MLI
NVO	1.00	0.09	0.09	0.07	0.22	0.20	0.15	0.19	0.21
INTT	0.09	1.00	0.19	0.15	0.16	0.22	0.19	0.17	0.21
AEHR	0.09	0.19	1.00	0.16	0.16	0.27	0.19	0.18	0.21
TGLS	0.07	0.15	0.16	1.00	0.21	0.21	0.23	0.22	0.25
BBVA	0.22	0.16	0.16	0.21	1.00	0.30	0.38	0.43	0.45
RMBS	0.20	0.22	0.27	0.21	0.30	1.00	0.41	0.38	0.42
MOD	0.15	0.19	0.19	0.23	0.38	0.41	1.00	0.46	0.52
RS	0.19	0.17	0.18	0.22	0.43	0.38	0.46	1.00	0.58
MLI	0.21	0.21	0.21	0.25	0.45	0.42	0.52	0.58	1.00