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Bob's Top 10 Stocks 8/12/23
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


STRL 16.67%TEX 16.67%EDU 16.67%BELFB 16.67%MOD 16.67%NVDA 16.67%EquityEquity
PositionCategory/SectorWeight
BELFB
Bel Fuse Inc.
Technology

16.67%

EDU
New Oriental Education & Technology Group Inc.
Consumer Defensive

16.67%

MOD
Modine Manufacturing Company
Consumer Cyclical

16.67%

NVDA
NVIDIA Corporation
Technology

16.67%

STRL
Sterling Construction Company, Inc.
Industrials

16.67%

TEX
Terex Corporation
Industrials

16.67%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Bob's Top 10 Stocks 8/12/23 , 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


0.00%500.00%1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%3,500.00%FebruaryMarchAprilMayJuneJuly
3,077.19%
325.42%
Bob's Top 10 Stocks 8/12/23
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 7, 2006, corresponding to the inception date of EDU

Returns By Period

As of Jul 22, 2024, the Bob's Top 10 Stocks 8/12/23 returned 39.08% Year-To-Date and 34.73% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
15.41%0.33%13.74%21.39%13.11%10.77%
Bob's Top 10 Stocks 8/12/23 39.08%3.20%36.29%84.56%52.63%34.73%
STRL
Sterling Construction Company, Inc.
31.95%-0.17%52.26%100.17%57.10%29.11%
TEX
Terex Corporation
-1.16%5.53%0.13%-7.05%13.39%5.34%
EDU
New Oriental Education & Technology Group Inc.
1.05%3.80%2.92%57.65%-7.17%14.67%
BELFB
Bel Fuse Inc.
-0.06%5.05%2.58%15.28%35.90%12.77%
MOD
Modine Manufacturing Company
79.51%13.97%61.52%192.57%49.59%21.98%
NVDA
NVIDIA Corporation
138.17%-6.83%98.26%166.23%93.74%75.54%

Monthly Returns

The table below presents the monthly returns of Bob's Top 10 Stocks 8/12/23 , with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20246.21%15.70%7.03%-6.93%13.99%-0.48%39.08%
202321.11%4.19%0.51%1.01%15.77%17.45%10.97%11.04%-5.13%-2.61%9.57%13.90%147.51%
2022-11.61%10.10%-4.48%-10.65%10.84%-0.56%29.82%3.08%-13.98%23.45%17.18%-2.44%48.72%
2021-0.10%11.69%2.12%3.98%-2.47%-1.06%-14.29%0.76%-8.31%7.52%3.84%-1.56%-0.51%
2020-7.44%-2.08%-24.92%9.58%7.95%10.60%5.26%15.41%-2.60%7.33%23.25%9.97%53.21%
201923.70%6.94%0.25%3.33%-17.49%12.71%-1.10%-12.65%9.73%9.14%-3.97%6.54%34.89%
20180.90%-6.62%-4.31%-3.62%8.44%1.22%0.89%4.71%-4.04%-18.82%-1.42%-15.03%-34.25%
20173.16%-6.84%8.06%1.72%11.96%8.53%4.80%-0.24%16.28%7.52%-2.24%-2.45%60.02%
2016-7.13%6.74%8.17%3.86%4.54%-2.90%14.84%5.63%11.40%-1.51%17.00%6.61%87.67%
2015-17.35%2.81%7.43%3.54%-4.15%-4.18%0.84%-4.02%-4.46%9.54%13.45%-0.30%-0.53%
2014-4.41%3.81%1.08%-2.55%5.57%0.56%-12.29%5.57%-6.60%4.42%-4.73%-0.66%-11.32%
20131.11%-1.10%3.74%-2.49%11.25%-8.13%6.85%4.86%7.01%3.75%9.35%1.58%42.85%

Expense Ratio

Bob's Top 10 Stocks 8/12/23 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 risk-adjusted rank of Bob's Top 10 Stocks 8/12/23 is 92, placing it in the top 8% 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 Bob's Top 10 Stocks 8/12/23 is 9292
Bob's Top 10 Stocks 8/12/23
The Sharpe Ratio Rank of Bob's Top 10 Stocks 8/12/23 is 9494Sharpe Ratio Rank
The Sortino Ratio Rank of Bob's Top 10 Stocks 8/12/23 is 9090Sortino Ratio Rank
The Omega Ratio Rank of Bob's Top 10 Stocks 8/12/23 is 9191Omega Ratio Rank
The Calmar Ratio Rank of Bob's Top 10 Stocks 8/12/23 is 9595Calmar Ratio Rank
The Martin Ratio Rank of Bob's Top 10 Stocks 8/12/23 is 9292Martin 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.


Bob's Top 10 Stocks 8/12/23
Sharpe ratio
The chart of Sharpe ratio for Bob's Top 10 Stocks 8/12/23 , currently valued at 3.09, compared to the broader market-1.000.001.002.003.004.003.09
Sortino ratio
The chart of Sortino ratio for Bob's Top 10 Stocks 8/12/23 , currently valued at 3.61, compared to the broader market-2.000.002.004.006.003.61
Omega ratio
The chart of Omega ratio for Bob's Top 10 Stocks 8/12/23 , 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 Bob's Top 10 Stocks 8/12/23 , currently valued at 5.50, compared to the broader market0.002.004.006.008.0010.005.50
Martin ratio
The chart of Martin ratio for Bob's Top 10 Stocks 8/12/23 , currently valued at 16.94, compared to the broader market0.0010.0020.0030.0040.0016.94
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.82, compared to the broader market-1.000.001.002.003.004.001.82
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.59, compared to the broader market-2.000.002.004.006.002.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market0.801.001.201.401.601.801.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.45, compared to the broader market0.002.004.006.008.0010.001.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.82, compared to the broader market0.0010.0020.0030.0040.006.82

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
STRL
Sterling Construction Company, Inc.
1.822.521.353.958.67
TEX
Terex Corporation
-0.27-0.140.98-0.21-0.76
EDU
New Oriental Education & Technology Group Inc.
1.441.981.250.836.04
BELFB
Bel Fuse Inc.
0.240.681.110.330.77
MOD
Modine Manufacturing Company
3.873.751.507.9322.35
NVDA
NVIDIA Corporation
3.273.721.467.6121.37

Sharpe Ratio

The current Bob's Top 10 Stocks 8/12/23 Sharpe ratio is 3.09. 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 1.31 to 2.06, this portfolio's current Sharpe ratio 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.

Use the chart below to compare the Sharpe ratio of Bob's Top 10 Stocks 8/12/23 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 Ratio1.002.003.004.005.006.007.00FebruaryMarchAprilMayJuneJuly
3.09
1.82
Bob's Top 10 Stocks 8/12/23
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Bob's Top 10 Stocks 8/12/23 granted a 0.27% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Bob's Top 10 Stocks 8/12/23 0.27%0.26%0.36%0.55%0.39%0.52%0.57%0.42%0.38%0.90%0.57%0.74%
STRL
Sterling Construction Company, 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%
TEX
Terex Corporation
1.20%1.11%1.22%1.09%0.34%1.48%1.45%0.66%0.89%1.30%0.72%0.12%
EDU
New Oriental Education & Technology Group Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.46%0.00%1.27%0.00%1.08%
BELFB
Bel Fuse Inc.
0.42%0.42%0.85%2.17%1.86%1.37%1.52%1.11%0.91%1.62%1.02%1.31%
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%
NVDA
NVIDIA Corporation
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.30%0.46%1.19%1.68%1.95%

Drawdowns

Drawdowns Chart

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


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%FebruaryMarchAprilMayJuneJuly
-6.60%
-2.86%
Bob's Top 10 Stocks 8/12/23
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Bob's Top 10 Stocks 8/12/23 . 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 Bob's Top 10 Stocks 8/12/23 was 74.20%, occurring on Mar 2, 2009. Recovery took 1254 trading sessions.

The current Bob's Top 10 Stocks 8/12/23 drawdown is 6.60%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-74.2%Oct 18, 2007344Mar 2, 20091254Feb 24, 20141598
-50.66%Nov 22, 2017585Mar 23, 2020147Oct 20, 2020732
-36.23%Mar 15, 2021294May 11, 202262Aug 10, 2022356
-34.51%Jul 7, 2014311Sep 28, 2015198Jul 12, 2016509
-18.62%Aug 26, 202220Sep 23, 202225Oct 28, 202245

Volatility

Volatility Chart

The current Bob's Top 10 Stocks 8/12/23 volatility is 9.11%, 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%FebruaryMarchAprilMayJuneJuly
9.11%
2.76%
Bob's Top 10 Stocks 8/12/23
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.

EDUSTRLNVDABELFBMODTEX
EDU1.000.180.300.180.250.28
STRL0.181.000.280.370.390.41
NVDA0.300.281.000.310.370.39
BELFB0.180.370.311.000.420.41
MOD0.250.390.370.421.000.51
TEX0.280.410.390.410.511.00
The correlation results are calculated based on daily price changes starting from Sep 8, 2006