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MY DOWN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


AEHR 31.12%INTT 10.8%RS 9.94%TGLS 9.91%MOD 9.2%MLI 8.24%BBVA 8.22%NVO 6.55%RMBS 6.02%EquityEquity
PositionCategory/SectorWeight
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%

S&P 500

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


500.00%1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%2024FebruaryMarchAprilMayJune
2,524.82%
301.17%
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 Jun 25, 2024, the MY DOWN returned -14.52% Year-To-Date and 30.62% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
14.22%2.70%14.58%25.29%13.38%10.79%
MY DOWN-14.52%-8.60%-15.34%-13.24%63.52%30.62%
AEHR
Aehr Test Systems
-60.99%-11.08%-63.30%-74.09%46.81%18.17%
INTT
inTEST Corporation
-28.09%-1.91%-25.34%-60.08%16.65%9.38%
RMBS
Rambus Inc.
-21.73%-4.09%-23.30%-9.87%35.07%14.14%
MOD
Modine Manufacturing Company
57.91%-9.14%60.68%198.51%46.95%19.72%
MLI
Mueller Industries, Inc.
21.05%-3.80%20.56%37.33%34.42%17.06%
RS
Reliance Steel & Aluminum Co.
1.58%-7.14%0.50%10.80%27.54%16.91%
BBVA
Banco Bilbao Vizcaya Argentaria, S.A.
14.56%-7.28%15.57%47.83%19.31%2.89%
NVO
Novo Nordisk A/S
38.24%4.59%39.24%80.42%42.95%21.79%
TGLS
Tecnoglass Inc.
-7.45%-24.54%-6.03%-11.80%50.15%16.35%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-11.81%7.59%2.74%-4.79%-0.66%-14.52%
202333.08%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%
20197.32%9.54%-5.13%6.01%-3.12%0.44%-6.34%-3.75%15.30%1.63%2.96%4.16%30.33%
20182.66%-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%
20136.12%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 1, indicating that it is in the bottom 1% 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 MY DOWN is 11
MY DOWN
The Sharpe Ratio Rank of MY DOWN is 11Sharpe Ratio Rank
The Sortino Ratio Rank of MY DOWN is 11Sortino Ratio Rank
The Omega Ratio Rank of MY DOWN is 11Omega Ratio Rank
The Calmar Ratio Rank of MY DOWN is 00Calmar Ratio Rank
The Martin Ratio Rank of MY DOWN is 11Martin 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
Sharpe ratio
The chart of Sharpe ratio for MY DOWN, currently valued at -0.47, compared to the broader market0.002.004.00-0.47
Sortino ratio
The chart of Sortino ratio for MY DOWN, currently valued at -0.49, compared to the broader market-2.000.002.004.006.00-0.49
Omega ratio
The chart of Omega ratio for MY DOWN, currently valued at 0.94, compared to the broader market0.801.001.201.401.601.800.94
Calmar ratio
The chart of Calmar ratio for MY DOWN, currently valued at -0.55, compared to the broader market0.002.004.006.008.0010.00-0.55
Martin ratio
The chart of Martin ratio for MY DOWN, currently valued at -0.91, compared to the broader market0.0010.0020.0030.0040.0050.00-0.91
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.16, compared to the broader market0.002.004.002.16
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.06, compared to the broader market-2.000.002.004.006.003.06
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.801.001.201.401.601.801.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.72, compared to the broader market0.002.004.006.008.0010.001.72
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.08, compared to the broader market0.0010.0020.0030.0040.0050.008.08

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AEHR
Aehr Test Systems
-1.01-1.920.77-0.93-1.33
INTT
inTEST Corporation
-1.28-2.320.75-0.93-1.21
RMBS
Rambus Inc.
-0.240.011.00-0.43-0.78
MOD
Modine Manufacturing Company
4.063.941.528.3123.70
MLI
Mueller Industries, Inc.
1.552.101.281.874.16
RS
Reliance Steel & Aluminum Co.
0.490.891.120.661.46
BBVA
Banco Bilbao Vizcaya Argentaria, S.A.
1.652.121.282.508.48
NVO
Novo Nordisk A/S
2.494.021.476.6018.59
TGLS
Tecnoglass Inc.
-0.26-0.070.99-0.27-0.50

Sharpe Ratio

The current MY DOWN Sharpe ratio is -0.47. 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 1.51 to 2.35, 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.002024FebruaryMarchAprilMayJune
-0.47
2.16
MY DOWN
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

MY DOWN granted a 0.86% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
MY DOWN0.86%0.83%1.04%0.59%0.84%1.49%1.53%2.13%1.16%0.77%0.86%0.71%
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.
1.24%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.
1.49%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.
5.84%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
0.69%0.71%0.84%0.94%1.33%1.51%1.97%1.52%2.87%0.92%1.43%1.23%
TGLS
Tecnoglass Inc.
0.90%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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%2024FebruaryMarchAprilMayJune
-24.18%
-0.71%
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 24.18%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-55.87%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
-26.47%Jul 18, 202374Oct 30, 2023
-23%Aug 16, 202229Sep 26, 202222Oct 26, 202251

Volatility

Volatility Chart

The current MY DOWN volatility is 10.86%, 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%2024FebruaryMarchAprilMayJune
10.86%
2.39%
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.

NVOINTTAEHRTGLSBBVARMBSMODRSMLI
NVO1.000.090.100.070.220.200.150.190.21
INTT0.091.000.190.150.160.220.200.180.21
AEHR0.100.191.000.160.160.270.190.180.21
TGLS0.070.150.161.000.210.220.230.220.25
BBVA0.220.160.160.211.000.300.380.430.45
RMBS0.200.220.270.220.301.000.410.380.42
MOD0.150.200.190.230.380.411.000.460.52
RS0.190.180.180.220.430.380.461.000.58
MLI0.210.210.210.250.450.420.520.581.00
The correlation results are calculated based on daily price changes starting from May 11, 2012