MY DOWN
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
AEHR Aehr Test Systems | Technology | 31.12% |
INTT inTEST Corporation | Technology | 10.8% |
RS Reliance Steel & Aluminum Co. | Basic Materials | 9.94% |
TGLS Tecnoglass Inc. | Basic Materials | 9.91% |
MOD Modine Manufacturing Company | Consumer Cyclical | 9.2% |
MLI Mueller Industries, Inc. | Industrials | 8.24% |
BBVA Banco Bilbao Vizcaya Argentaria, S.A. | Financial Services | 8.22% |
NVO Novo Nordisk A/S | Healthcare | 6.55% |
RMBS Rambus Inc. | Technology | 6.02% |
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
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 month | Year-To-Date | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
Benchmark | 0.86% | 9.53% | 4.45% | 1.14% | 9.36% | 9.79% |
MY DOWN | 16.61% | 56.87% | 39.73% | 155.63% | 56.97% | 36.28% |
Portfolio components: | ||||||
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% |
Returns over 1 year are annualized |
Asset Correlations Table
NVO | INTT | AEHR | TGLS | BBVA | RMBS | MOD | RS | MLI | |
---|---|---|---|---|---|---|---|---|---|
NVO | 1.00 | 0.10 | 0.10 | 0.08 | 0.23 | 0.21 | 0.15 | 0.20 | 0.22 |
INTT | 0.10 | 1.00 | 0.18 | 0.14 | 0.16 | 0.20 | 0.19 | 0.17 | 0.19 |
AEHR | 0.10 | 0.18 | 1.00 | 0.14 | 0.16 | 0.25 | 0.18 | 0.18 | 0.20 |
TGLS | 0.08 | 0.14 | 0.14 | 1.00 | 0.20 | 0.20 | 0.21 | 0.21 | 0.24 |
BBVA | 0.23 | 0.16 | 0.16 | 0.20 | 1.00 | 0.31 | 0.39 | 0.44 | 0.46 |
RMBS | 0.21 | 0.20 | 0.25 | 0.20 | 0.31 | 1.00 | 0.41 | 0.39 | 0.43 |
MOD | 0.15 | 0.19 | 0.18 | 0.21 | 0.39 | 0.41 | 1.00 | 0.47 | 0.53 |
RS | 0.20 | 0.17 | 0.18 | 0.21 | 0.44 | 0.39 | 0.47 | 1.00 | 0.59 |
MLI | 0.22 | 0.19 | 0.20 | 0.24 | 0.46 | 0.43 | 0.53 | 0.59 | 1.00 |
Dividend yield
MY DOWN granted a 1.40% dividend yield in the last twelve months.
TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
MY DOWN | 1.40% | 1.01% | 0.65% | 0.94% | 1.68% | 1.78% | 2.47% | 1.49% | 1.02% | 1.19% | 0.96% | 1.43% |
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% | 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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
AEHR Aehr Test Systems | 3.41 | ||||
INTT inTEST Corporation | 3.62 | ||||
RMBS Rambus Inc. | 4.31 | ||||
MOD Modine Manufacturing Company | 3.60 | ||||
MLI Mueller Industries, Inc. | 1.31 | ||||
RS Reliance Steel & Aluminum Co. | 0.99 | ||||
BBVA Banco Bilbao Vizcaya Argentaria, S.A. | 1.20 | ||||
NVO Novo Nordisk A/S | 1.98 | ||||
TGLS Tecnoglass Inc. | 1.96 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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, 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 |
-23.04% | Aug 16, 2022 | 29 | Sep 26, 2022 | 22 | Oct 26, 2022 | 51 |
-19.46% | Jul 22, 2021 | 3 | Jul 26, 2021 | 29 | Sep 3, 2021 | 32 |
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.