MY DOWN
Asset Allocation
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
The earliest data available for this chart is May 10, 2012, corresponding to the inception date of TGLS
Returns By Period
As of Dec 24, 2024, the MY DOWN returned 2.59% Year-To-Date and 32.31% of annualized return in the last 10 years.
YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
---|---|---|---|---|---|---|
S&P 500 | 25.25% | 0.08% | 9.66% | 25.65% | 13.17% | 11.11% |
MY DOWN | 2.59% | -0.14% | 19.25% | 1.61% | 63.80% | 32.31% |
Portfolio components: | ||||||
Aehr Test Systems | -47.04% | 15.54% | 34.06% | -50.18% | 47.57% | 17.93% |
inTEST Corporation | -40.15% | 6.68% | -16.00% | -37.86% | 6.74% | 6.86% |
Rambus Inc. | -20.92% | -3.56% | -0.57% | -22.51% | 30.94% | 16.66% |
Modine Manufacturing Company | 96.78% | -17.97% | 20.58% | 100.24% | 72.72% | 24.05% |
Mueller Industries, Inc. | 71.07% | -9.19% | 40.51% | 70.38% | 40.14% | 19.29% |
Reliance Steel & Aluminum Co. | -2.03% | -15.41% | -2.84% | -3.07% | 19.64% | 18.51% |
Banco Bilbao Vizcaya Argentaria, S.A. | 14.01% | 1.78% | 0.69% | 15.02% | 18.51% | 5.37% |
Novo Nordisk A/S | -13.30% | -15.56% | -39.39% | -12.68% | 27.12% | 17.42% |
Tecnoglass Inc. | 75.83% | 0.71% | 95.48% | 78.51% | 59.98% | 26.10% |
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% | 2.76% | -4.80% | -0.67% | -2.10% | 26.50% | -10.15% | -3.97% | 2.41% | 0.41% | 2.59% | |
2023 | 33.08% | 3.35% | 5.11% | -7.18% | 11.14% | 20.30% | 6.94% | -1.18% | -7.22% | -18.00% | 8.96% | 10.28% | 73.31% |
2022 | -22.17% | 6.73% | -4.50% | -13.37% | 6.19% | -10.43% | 28.51% | 10.44% | -5.35% | 23.43% | 23.37% | -10.54% | 19.61% |
2021 | -1.89% | 15.36% | 8.73% | 0.19% | 13.03% | 7.15% | 31.35% | 15.05% | 44.62% | 27.35% | -7.04% | 12.42% | 334.30% |
2020 | -2.34% | -2.78% | -26.97% | 12.08% | 3.63% | 7.46% | 4.46% | 0.28% | -9.34% | -3.46% | 29.84% | 23.39% | 27.11% |
2019 | 7.32% | 9.54% | -5.10% | 6.01% | -3.12% | 0.44% | -6.34% | -3.74% | 15.30% | 1.63% | 2.96% | 4.16% | 30.39% |
2018 | 2.66% | -7.44% | -2.88% | -0.20% | 5.38% | -4.59% | 1.05% | 3.71% | -7.56% | -12.49% | 2.04% | -14.92% | -31.84% |
2017 | -1.51% | 37.01% | 1.22% | -0.24% | 3.12% | -6.41% | 7.03% | -9.17% | 12.22% | -1.74% | -7.45% | 1.71% | 32.71% |
2016 | -12.80% | -2.41% | 6.41% | 5.84% | -10.85% | 15.62% | 5.68% | 13.17% | 11.20% | 1.52% | -0.56% | -0.91% | 31.39% |
2015 | -2.75% | 4.46% | -1.45% | 7.35% | -2.07% | -2.30% | -1.49% | -1.41% | 0.03% | -4.81% | 0.30% | -3.40% | -7.85% |
2014 | -5.18% | 2.01% | 6.47% | -1.21% | -4.07% | 3.19% | 6.27% | -1.24% | -1.93% | 0.53% | -0.72% | -2.45% | 0.92% |
2013 | 6.12% | 1.19% | 7.36% | -2.74% | 16.95% | -0.96% | 8.68% | 0.38% | 22.02% | 1.74% | 4.63% | 2.49% | 88.62% |
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of MY DOWN is 3, meaning it’s performing worse than 97% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
---|---|---|---|---|---|
Aehr Test Systems | -0.58 | -0.58 | 0.93 | -0.62 | -0.96 |
inTEST Corporation | -0.68 | -0.78 | 0.91 | -0.50 | -1.15 |
Rambus Inc. | -0.39 | -0.20 | 0.97 | -0.45 | -0.79 |
Modine Manufacturing Company | 1.73 | 2.23 | 1.30 | 4.65 | 12.23 |
Mueller Industries, Inc. | 2.12 | 3.12 | 1.38 | 4.08 | 13.37 |
Reliance Steel & Aluminum Co. | -0.06 | 0.13 | 1.02 | -0.08 | -0.15 |
Banco Bilbao Vizcaya Argentaria, S.A. | 0.50 | 0.82 | 1.11 | 0.81 | 1.48 |
Novo Nordisk A/S | -0.37 | -0.29 | 0.96 | -0.32 | -0.99 |
Tecnoglass Inc. | 1.82 | 2.65 | 1.34 | 2.75 | 9.19 |
Dividends
Dividend yield
MY DOWN provided a 1.04% dividend yield over the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 1.04% | 0.84% | 1.07% | 0.62% | 0.87% | 1.53% | 1.57% | 2.17% | 1.24% | 0.81% | 0.91% | 0.75% |
Portfolio components: | ||||||||||||
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% |
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% |
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% |
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% |
Mueller Industries, Inc. | 1.00% | 1.27% | 2.54% | 0.88% | 1.14% | 1.26% | 1.71% | 9.60% | 0.94% | 1.11% | 0.88% | 0.79% |
Reliance Steel & Aluminum Co. | 1.63% | 1.43% | 1.73% | 1.70% | 2.09% | 1.84% | 2.81% | 2.10% | 2.07% | 2.76% | 2.28% | 2.06% |
Banco Bilbao Vizcaya Argentaria, S.A. | 7.71% | 5.51% | 6.29% | 2.80% | 3.50% | 5.23% | 5.71% | 3.89% | 6.07% | 4.31% | 5.85% | 4.46% |
Novo Nordisk A/S | 1.63% | 1.00% | 1.20% | 1.34% | 1.86% | 2.14% | 2.47% | 2.12% | 3.93% | 1.31% | 1.96% | 1.72% |
Tecnoglass Inc. | 0.53% | 0.79% | 0.91% | 0.57% | 1.62% | 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. Drawdowns are calculated considering price movements and all distributions paid, if any.
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 55.83%, occurring on Mar 18, 2020. Recovery took 195 trading sessions.
The current MY DOWN drawdown is 13.19%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-55.83% | Jan 8, 2018 | 552 | Mar 18, 2020 | 195 | Dec 23, 2020 | 747 |
-41.39% | Nov 16, 2021 | 159 | Jul 6, 2022 | 28 | Aug 15, 2022 | 187 |
-34.73% | Jul 21, 2014 | 395 | Feb 11, 2016 | 142 | Sep 2, 2016 | 537 |
-26.46% | Jul 18, 2023 | 74 | Oct 30, 2023 | 178 | Jul 17, 2024 | 252 |
-24.69% | Jul 18, 2024 | 15 | Aug 7, 2024 | — | — | — |
Volatility
Volatility Chart
The current MY DOWN volatility is 10.88%, 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
NVO | INTT | AEHR | TGLS | BBVA | RMBS | MOD | RS | MLI | |
---|---|---|---|---|---|---|---|---|---|
NVO | 1.00 | 0.10 | 0.10 | 0.08 | 0.21 | 0.20 | 0.16 | 0.19 | 0.20 |
INTT | 0.10 | 1.00 | 0.20 | 0.16 | 0.16 | 0.23 | 0.21 | 0.19 | 0.22 |
AEHR | 0.10 | 0.20 | 1.00 | 0.17 | 0.16 | 0.28 | 0.19 | 0.19 | 0.22 |
TGLS | 0.08 | 0.16 | 0.17 | 1.00 | 0.22 | 0.22 | 0.24 | 0.23 | 0.26 |
BBVA | 0.21 | 0.16 | 0.16 | 0.22 | 1.00 | 0.30 | 0.37 | 0.42 | 0.44 |
RMBS | 0.20 | 0.23 | 0.28 | 0.22 | 0.30 | 1.00 | 0.41 | 0.38 | 0.42 |
MOD | 0.16 | 0.21 | 0.19 | 0.24 | 0.37 | 0.41 | 1.00 | 0.45 | 0.52 |
RS | 0.19 | 0.19 | 0.19 | 0.23 | 0.42 | 0.38 | 0.45 | 1.00 | 0.58 |
MLI | 0.20 | 0.22 | 0.22 | 0.26 | 0.44 | 0.42 | 0.52 | 0.58 | 1.00 |