Martin Zweig
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
AMK AssetMark Financial Holdings, Inc. | Financial Services | 14.29% |
BELFB Bel Fuse Inc. | Technology | 14.29% |
CSWI CSW Industrials, Inc. | Industrials | 14.29% |
EXP Eagle Materials Inc. | Basic Materials | 14.29% |
FIX Comfort Systems USA, Inc. | Industrials | 14.29% |
IR Ingersoll-Rand Plc | Industrials | 14.29% |
ZTO ZTO Express (Cayman) Inc. | Industrials | 14.29% |
Performance
The chart shows the growth of an initial investment of $10,000 in Martin Zweig, 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 Jun 2, 2023, the Martin Zweig returned 23.55% Year-To-Date and 23.97% of annualized return in the last 10 years.
1 month | Year-To-Date | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
Benchmark | 4.68% | 11.53% | 5.17% | 2.53% | 9.67% | 9.67% |
Martin Zweig | 8.07% | 28.27% | 22.31% | 53.48% | 25.15% | 25.15% |
Portfolio components: | ||||||
AMK AssetMark Financial Holdings, Inc. | 0.45% | 25.91% | 16.82% | 37.25% | 1.79% | 1.79% |
BELFB Bel Fuse Inc. | 22.47% | 60.43% | 45.89% | 217.80% | 39.70% | 39.70% |
CSWI CSW Industrials, Inc. | 13.04% | 32.80% | 26.15% | 37.74% | 23.59% | 23.59% |
EXP Eagle Materials Inc. | 12.16% | 27.51% | 24.20% | 26.17% | 19.82% | 19.82% |
FIX Comfort Systems USA, Inc. | 3.58% | 34.90% | 23.21% | 69.18% | 32.96% | 32.96% |
IR Ingersoll-Rand Plc | 8.39% | 17.52% | 12.56% | 26.51% | 19.99% | 19.99% |
ZTO ZTO Express (Cayman) Inc. | -5.84% | -2.77% | 4.59% | -1.93% | 8.63% | 8.63% |
Returns over 1 year are annualized |
Asset Correlations Table
ZTO | BELFB | AMK | CSWI | EXP | IR | FIX | |
---|---|---|---|---|---|---|---|
ZTO | 1.00 | 0.15 | 0.22 | 0.14 | 0.17 | 0.21 | 0.17 |
BELFB | 0.15 | 1.00 | 0.31 | 0.44 | 0.39 | 0.40 | 0.43 |
AMK | 0.22 | 0.31 | 1.00 | 0.39 | 0.44 | 0.47 | 0.45 |
CSWI | 0.14 | 0.44 | 0.39 | 1.00 | 0.55 | 0.50 | 0.60 |
EXP | 0.17 | 0.39 | 0.44 | 0.55 | 1.00 | 0.62 | 0.62 |
IR | 0.21 | 0.40 | 0.47 | 0.50 | 0.62 | 1.00 | 0.62 |
FIX | 0.17 | 0.43 | 0.45 | 0.60 | 0.62 | 0.62 | 1.00 |
Dividend yield
Martin Zweig granted a 0.77% dividend yield in the last twelve months.
TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Martin Zweig | 0.77% | 0.54% | 0.65% | 0.96% | 1.47% | 2.17% | 0.99% | 0.33% | 0.49% | 0.45% | 0.46% | 0.60% |
Portfolio components: | ||||||||||||
AMK AssetMark Financial Holdings, 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% |
BELFB Bel Fuse Inc. | 0.80% | 0.85% | 2.21% | 1.94% | 1.46% | 1.65% | 1.22% | 1.00% | 1.82% | 1.17% | 1.52% | 1.68% |
CSWI CSW Industrials, Inc. | 0.66% | 0.57% | 0.49% | 0.49% | 0.54% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EXP Eagle Materials Inc. | 0.74% | 0.75% | 0.46% | 0.10% | 0.45% | 0.67% | 0.36% | 0.42% | 0.69% | 0.55% | 0.54% | 0.72% |
FIX Comfort Systems USA, Inc. | 0.60% | 0.49% | 0.49% | 0.82% | 0.81% | 0.78% | 0.70% | 0.87% | 0.93% | 1.40% | 1.17% | 1.81% |
IR Ingersoll-Rand Plc | 0.20% | 0.15% | 0.03% | 2.33% | 6.03% | 10.75% | 4.62% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ZTO ZTO Express (Cayman) Inc. | 2.39% | 0.93% | 0.89% | 1.03% | 1.03% | 1.33% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Expense Ratio
The Martin Zweig 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 | |
---|---|---|---|---|---|
AMK AssetMark Financial Holdings, Inc. | 1.06 | ||||
BELFB Bel Fuse Inc. | 4.14 | ||||
CSWI CSW Industrials, Inc. | 1.33 | ||||
EXP Eagle Materials Inc. | 0.94 | ||||
FIX Comfort Systems USA, Inc. | 1.96 | ||||
IR Ingersoll-Rand Plc | 0.91 | ||||
ZTO ZTO Express (Cayman) Inc. | -0.07 |
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 Martin Zweig. 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 Martin Zweig is 39.49%, recorded on Mar 23, 2020. It took 97 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-39.49% | Jan 21, 2020 | 44 | Mar 23, 2020 | 97 | Aug 10, 2020 | 141 |
-22.85% | Nov 22, 2021 | 144 | Jun 17, 2022 | 36 | Aug 10, 2022 | 180 |
-14.53% | Jul 25, 2019 | 24 | Aug 27, 2019 | 42 | Oct 25, 2019 | 66 |
-14.2% | Aug 17, 2022 | 28 | Sep 26, 2022 | 30 | Nov 7, 2022 | 58 |
-12.9% | Mar 15, 2021 | 88 | Jul 19, 2021 | 74 | Nov 1, 2021 | 162 |
Volatility Chart
The current Martin Zweig volatility is 6.62%, 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.