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MY DOWN

Last updated May 27, 2023

Asset Allocation


Performance

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


0.00%500.00%1,000.00%1,500.00%2,000.00%2,500.00%December2023FebruaryMarchAprilMay
2,680.93%
209.68%
MY DOWN
Benchmark (^GSPC)
Portfolio components

Returns

As of May 27, 2023, the MY DOWN returned 56.87% Year-To-Date and 36.04% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark0.86%9.53%4.45%1.14%9.36%9.79%
MY DOWN16.61%56.87%39.73%155.63%56.97%36.28%
AEHR
Aehr Test Systems
32.36%62.99%22.28%284.51%66.25%38.05%
INTT
inTEST Corporation
15.37%112.82%100.92%193.83%23.97%20.59%
RMBS
Rambus Inc.
50.02%85.71%78.34%164.18%37.62%23.76%
MOD
Modine Manufacturing Company
31.18%38.12%28.96%143.61%9.17%10.43%
MLI
Mueller Industries, Inc.
6.83%30.65%10.76%43.39%22.38%13.10%
RS
Reliance Steel & Aluminum Co.
-2.85%19.37%14.13%18.95%23.50%16.10%
BBVA
Banco Bilbao Vizcaya Argentaria, S.A.
-4.77%22.08%25.63%39.08%6.60%2.03%
NVO
Novo Nordisk A/S
-2.47%21.38%38.29%53.29%30.79%19.26%
TGLS
Tecnoglass Inc.
-8.46%30.74%37.74%83.99%38.65%17.85%

Asset Correlations Table

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

NVOINTTAEHRTGLSBBVARMBSMODRSMLI
NVO1.000.100.100.080.230.210.150.200.22
INTT0.101.000.180.140.160.200.190.170.19
AEHR0.100.181.000.140.160.250.180.180.20
TGLS0.080.140.141.000.200.200.210.210.24
BBVA0.230.160.160.201.000.310.390.440.46
RMBS0.210.200.250.200.311.000.410.390.43
MOD0.150.190.180.210.390.411.000.470.53
RS0.200.170.180.210.440.390.471.000.59
MLI0.220.190.200.240.460.430.530.591.00

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 MY DOWN Sharpe ratio is 3.91. A Sharpe ratio of 3.0 or higher is considered excellent.

The chart below displays rolling 12-month Sharpe Ratio.


-1.000.001.002.003.004.00December2023FebruaryMarchAprilMay
3.91
0.27
MY DOWN
Benchmark (^GSPC)
Portfolio components

Dividend yield

MY DOWN granted a 1.40% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
MY DOWN1.40%1.01%0.65%0.94%1.68%1.78%2.47%1.49%1.02%1.19%0.96%1.43%
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%2.90%
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.
1.69%1.70%0.89%1.18%1.32%1.82%10.33%1.02%1.22%0.98%0.89%0.96%
RS
Reliance Steel & Aluminum Co.
2.29%1.74%1.74%2.18%1.97%3.08%2.35%2.38%3.24%2.76%2.05%1.61%
BBVA
Banco Bilbao Vizcaya Argentaria, S.A.
10.24%6.59%3.15%4.09%6.38%7.32%5.29%8.48%6.45%8.87%7.21%9.62%
NVO
Novo Nordisk A/S
1.53%0.98%1.37%1.94%2.25%2.14%1.69%3.26%1.06%1.67%1.45%1.35%
TGLS
Tecnoglass Inc.
0.92%0.91%0.57%1.63%7.08%5.84%8.49%2.56%0.00%0.00%0.00%0.00%

Expense Ratio

The 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

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.


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%December2023FebruaryMarchAprilMay0
-12.32%
MY DOWN
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the MY DOWN. 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 MY DOWN is 55.85%, recorded on Mar 18, 2020. It took 195 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-55.85%Jan 8, 2018552Mar 18, 2020195Dec 23, 2020747
-41.4%Nov 16, 2021159Jul 6, 202228Aug 15, 2022187
-34.77%Jul 21, 2014395Feb 11, 2016143Sep 6, 2016538
-23.04%Aug 16, 202229Sep 26, 202222Oct 26, 202251
-19.46%Jul 22, 20213Jul 26, 202129Sep 3, 202132

Volatility Chart

The current MY DOWN volatility is 10.37%, 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.


5.00%10.00%15.00%December2023FebruaryMarchAprilMay
10.37%
3.82%
MY DOWN
Benchmark (^GSPC)
Portfolio components