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
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
The earliest data available for this chart is Jul 18, 2019, corresponding to the inception date of AMK
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y (annualized) | 10Y (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 24.05% | 1.08% | 11.50% | 30.38% | 13.77% | 11.13% |
| Martin Zweig | 47.08% | -1.14% | 19.02% | 66.35% | 32.71% | N/A |
| Portfolio components: | ||||||
AMK AssetMark Financial Holdings, Inc. | 17.66% | 0.00% | 3.46% | 40.45% | 7.71% | N/A |
BELFB Bel Fuse Inc. | 13.29% | -9.84% | 11.97% | 39.26% | 38.67% | 12.71% |
CSWI CSW Industrials, Inc. | 99.29% | 4.97% | 66.69% | 137.92% | 42.31% | N/A |
EXP Eagle Materials Inc. | 48.48% | 1.06% | 25.99% | 70.37% | 27.89% | 13.00% |
FIX Comfort Systems USA, Inc. | 132.35% | 12.34% | 45.09% | 147.72% | 57.88% | 42.71% |
IR Ingersoll-Rand Plc | 33.43% | 3.10% | 7.14% | 46.30% | 26.71% | N/A |
ZTO ZTO Express (Cayman) Inc. | -1.54% | -19.97% | -17.91% | -5.11% | 1.04% | N/A |
Monthly Returns
The table below presents the monthly returns of Martin Zweig, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.22% | 12.41% | 5.45% | -2.08% | 4.68% | -3.43% | 10.42% | -0.13% | 10.25% | -2.43% | 47.08% | ||
| 2023 | 11.56% | 2.29% | 3.46% | 0.34% | 2.84% | 12.06% | 2.67% | -0.13% | -7.92% | 0.29% | 5.92% | 11.73% | 52.97% |
| 2022 | -6.34% | 1.67% | -1.19% | -6.10% | 3.47% | -6.99% | 18.51% | 1.94% | -7.78% | 11.15% | 10.66% | -3.75% | 12.15% |
| 2021 | 2.31% | 9.90% | 5.81% | 3.19% | -0.65% | -4.74% | -2.42% | 6.40% | -6.26% | 9.66% | -0.65% | 2.95% | 26.84% |
| 2020 | -4.66% | -10.96% | -12.00% | 3.50% | 9.45% | 6.01% | 9.01% | -0.02% | -1.88% | 0.19% | 15.30% | 4.46% | 15.76% |
| 2019 | -1.27% | -7.60% | 6.47% | 5.09% | 2.09% | 8.33% | 12.88% |
Expense Ratio
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
Risk-Adjusted Performance Rank
The current risk-adjusted rank of Martin Zweig is 90, placing it in the top 10% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
AMK AssetMark Financial Holdings, Inc. | 2.38 | 3.76 | 1.63 | 1.58 | 7.73 |
BELFB Bel Fuse Inc. | 0.80 | 1.25 | 1.22 | 1.22 | 3.00 |
CSWI CSW Industrials, Inc. | 4.71 | 5.27 | 1.71 | 9.27 | 46.61 |
EXP Eagle Materials Inc. | 2.30 | 2.90 | 1.37 | 3.20 | 8.33 |
FIX Comfort Systems USA, Inc. | 3.31 | 3.46 | 1.49 | 9.25 | 24.47 |
IR Ingersoll-Rand Plc | 1.81 | 2.27 | 1.32 | 3.45 | 9.52 |
ZTO ZTO Express (Cayman) Inc. | -0.14 | 0.06 | 1.01 | -0.09 | -0.37 |
Dividends
Dividend yield
Martin Zweig provided a 0.87% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.87% | 0.50% | 0.53% | 0.64% | 0.94% | 1.42% | 1.97% | 0.85% | 0.31% | 0.45% | 0.41% | 0.42% |
| 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. | 0.37% | 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. | 0.21% | 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. | 0.33% | 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. | 0.25% | 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 | 0.08% | 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. | 4.85% | 1.74% | 0.93% | 0.89% | 1.03% | 1.03% | 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. Drawdowns are calculated considering price movements and all distributions paid, if any.
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 2.81%.
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 |
| -16.79% | Jul 19, 2023 | 70 | Oct 25, 2023 | 33 | Dec 12, 2023 | 103 |
| -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 |
Volatility
Volatility Chart
The current Martin Zweig volatility is 6.65%, 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.
Diversification
Asset Correlations Table
| ZTO | AMK | BELFB | CSWI | EXP | IR | FIX | |
|---|---|---|---|---|---|---|---|
| ZTO | 1.00 | 0.20 | 0.15 | 0.12 | 0.14 | 0.19 | 0.15 |
| AMK | 0.20 | 1.00 | 0.30 | 0.36 | 0.41 | 0.43 | 0.40 |
| BELFB | 0.15 | 0.30 | 1.00 | 0.46 | 0.42 | 0.43 | 0.45 |
| CSWI | 0.12 | 0.36 | 0.46 | 1.00 | 0.54 | 0.51 | 0.58 |
| EXP | 0.14 | 0.41 | 0.42 | 0.54 | 1.00 | 0.62 | 0.61 |
| IR | 0.19 | 0.43 | 0.43 | 0.51 | 0.62 | 1.00 | 0.60 |
| FIX | 0.15 | 0.40 | 0.45 | 0.58 | 0.61 | 0.60 | 1.00 |