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Martin Zweig
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


AMK 14.29%BELFB 14.29%CSWI 14.29%EXP 14.29%FIX 14.29%IR 14.29%ZTO 14.29%EquityEquity
PositionCategory/SectorWeight
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%

S&P 500

Performance

Performance Chart

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


50.00%100.00%150.00%200.00%250.00%NovemberDecember2024FebruaryMarchApril
229.17%
71.06%
Martin Zweig
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jul 18, 2019, corresponding to the inception date of AMK

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.41%-0.81%18.38%23.57%12.02%10.79%
Martin Zweig15.76%0.60%40.28%54.95%N/AN/A
AMK
AssetMark Financial Holdings, Inc.
20.60%0.39%50.00%14.16%N/AN/A
BELFB
Bel Fuse Inc.
-12.12%4.31%28.14%69.74%20.35%11.22%
CSWI
CSW Industrials, Inc.
13.90%2.16%34.16%69.13%31.91%N/A
EXP
Eagle Materials Inc.
25.79%1.81%55.28%78.26%24.91%12.17%
FIX
Comfort Systems USA, Inc.
49.67%1.70%94.04%135.92%42.05%36.81%
IR
Ingersoll-Rand Plc
18.88%1.00%43.21%65.22%29.59%N/A
ZTO
ZTO Express (Cayman) Inc.
-6.70%-8.00%-17.79%-30.12%1.18%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.22%12.41%5.45%
2023-7.92%0.29%5.92%11.73%

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.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

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.


Martin Zweig
Sharpe ratio
The chart of Sharpe ratio for Martin Zweig, currently valued at 2.82, compared to the broader market0.002.004.002.82
Sortino ratio
The chart of Sortino ratio for Martin Zweig, currently valued at 3.95, compared to the broader market-2.000.002.004.006.003.95
Omega ratio
The chart of Omega ratio for Martin Zweig, currently valued at 1.46, compared to the broader market0.801.001.201.401.601.801.46
Calmar ratio
The chart of Calmar ratio for Martin Zweig, currently valued at 3.33, compared to the broader market0.002.004.006.008.0010.0012.003.33
Martin ratio
The chart of Martin ratio for Martin Zweig, currently valued at 11.33, compared to the broader market0.0010.0020.0030.0040.0050.0011.33
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.15, compared to the broader market0.002.004.002.15
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.11, compared to the broader market-2.000.002.004.006.003.11
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 1.63, compared to the broader market0.002.004.006.008.0010.0012.001.63
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.76, compared to the broader market0.0010.0020.0030.0040.0050.008.76

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AMK
AssetMark Financial Holdings, Inc.
0.651.061.140.551.13
BELFB
Bel Fuse Inc.
1.181.821.291.874.30
CSWI
CSW Industrials, Inc.
2.903.681.466.9118.39
EXP
Eagle Materials Inc.
3.213.911.513.2910.69
FIX
Comfort Systems USA, Inc.
3.825.101.647.0627.58
IR
Ingersoll-Rand Plc
2.853.921.504.1315.09
ZTO
ZTO Express (Cayman) Inc.
-0.99-1.420.84-0.52-1.31

Sharpe Ratio

The current Martin Zweig Sharpe ratio is 2.82. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.82

The Sharpe ratio of Martin Zweig is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
2.82
2.15
Martin Zweig
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Martin Zweig granted a 0.69% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Martin Zweig0.69%0.50%0.53%0.64%0.94%1.41%1.97%0.85%0.31%0.45%0.41%0.42%
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.
0.48%0.42%0.85%2.17%1.86%1.37%1.52%1.11%0.91%1.62%1.02%1.31%
CSWI
CSW Industrials, Inc.
0.32%0.36%0.57%0.48%0.48%0.53%0.00%0.00%0.00%0.00%0.00%0.00%
EXP
Eagle Materials Inc.
0.39%0.49%0.75%0.45%0.10%0.44%0.66%0.35%0.41%0.66%0.53%0.52%
FIX
Comfort Systems USA, Inc.
0.30%0.41%0.49%0.49%0.81%0.79%0.76%0.68%0.83%0.88%1.31%1.08%
IR
Ingersoll-Rand Plc
0.09%0.10%0.15%0.03%2.33%5.78%9.58%3.83%0.00%0.00%0.00%0.00%
ZTO
ZTO Express (Cayman) Inc.
3.22%1.74%0.92%0.87%1.00%0.99%1.26%0.00%0.00%0.00%0.00%0.00%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.27%
-2.49%
Martin Zweig
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Martin Zweig. 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 Martin Zweig was 39.49%, occurring on Mar 23, 2020. Recovery took 97 trading sessions.

The current Martin Zweig drawdown is 3.27%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-39.49%Jan 21, 202044Mar 23, 202097Aug 10, 2020141
-22.85%Nov 22, 2021144Jun 17, 202236Aug 10, 2022180
-16.79%Jul 19, 202370Oct 25, 202333Dec 12, 2023103
-14.53%Jul 25, 201924Aug 27, 201942Oct 25, 201966
-14.2%Aug 17, 202228Sep 26, 202230Nov 7, 202258

Volatility

Volatility Chart

The current Martin Zweig volatility is 4.54%, 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%3.00%4.00%5.00%6.00%7.00%8.00%NovemberDecember2024FebruaryMarchApril
4.54%
3.24%
Martin Zweig
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.

ZTOBELFBAMKCSWIEXPIRFIX
ZTO1.000.150.220.130.150.200.16
BELFB0.151.000.320.440.400.410.44
AMK0.220.321.000.390.430.460.44
CSWI0.130.440.391.000.530.490.58
EXP0.150.400.430.531.000.620.62
IR0.200.410.460.490.621.000.61
FIX0.160.440.440.580.620.611.00