Bob's Top 10 Stocks 8/12/23
Correlated with Zack's, Nevellier, CRFA, Merril Lynch Analysis. All Strong Buys.
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
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% |
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
The earliest data available for this chart is Sep 7, 2006, corresponding to the inception date of EDU
Returns By Period
As of Sep 6, 2024, the Bob's Top 10 Stocks 8/12/23 returned 28.24% Year-To-Date and 33.15% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 15.38% | 5.03% | 6.71% | 23.24% | 13.10% | 10.67% |
| Bob's Top 10 Stocks 8/12/23 | 28.24% | 2.11% | 1.96% | 52.10% | 53.66% | 33.44% |
| Portfolio components: | ||||||
STRL Sterling Construction Company, Inc. | 24.27% | 5.11% | -1.70% | 38.14% | 56.96% | 29.69% |
TEX Terex Corporation | -11.40% | -5.11% | -13.34% | -14.27% | 16.19% | 4.82% |
EDU New Oriental Education & Technology Group Inc. | -16.43% | -10.72% | -32.08% | 12.51% | -11.59% | 10.84% |
BELFB Bel Fuse Inc. | -2.01% | 6.33% | 15.00% | 28.62% | 42.32% | 11.27% |
MOD Modine Manufacturing Company | 74.09% | 9.46% | 23.93% | 122.93% | 58.67% | 22.81% |
NVDA NVIDIA Corporation | 116.52% | 8.39% | 22.50% | 131.90% | 89.29% | 72.44% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 6.21% | 15.70% | 7.03% | -6.93% | 13.99% | -0.48% | 3.52% | -2.41% | 28.24% | ||||
| 2023 | 21.11% | 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% |
| 2019 | 23.70% | 6.94% | 0.25% | 3.33% | -17.49% | 12.71% | -1.10% | -12.65% | 9.73% | 9.14% | -3.97% | 6.54% | 34.89% |
| 2018 | 0.90% | -6.62% | -4.31% | -3.62% | 8.44% | 1.22% | 0.89% | 4.71% | -4.04% | -18.82% | -1.42% | -15.03% | -34.25% |
| 2017 | 3.16% | -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% |
| 2013 | 1.11% | -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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Bob's Top 10 Stocks 8/12/23 is 52, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
|---|---|---|---|---|---|
STRL Sterling Construction Company, Inc. | 0.68 | 1.23 | 1.17 | 1.44 | 2.97 |
TEX Terex Corporation | -0.39 | -0.32 | 0.96 | -0.33 | -1.24 |
EDU New Oriental Education & Technology Group Inc. | 0.16 | 0.57 | 1.07 | 0.10 | 0.50 |
BELFB Bel Fuse Inc. | 0.55 | 1.05 | 1.17 | 0.80 | 2.16 |
MOD Modine Manufacturing Company | 2.22 | 2.52 | 1.35 | 5.29 | 13.99 |
NVDA NVIDIA Corporation | 2.37 | 2.86 | 1.36 | 4.47 | 14.73 |
Dividends
Dividend yield
Bob's Top 10 Stocks 8/12/23 granted a 0.30% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bob's Top 10 Stocks 8/12/23 | 0.30% | 0.26% | 0.36% | 0.55% | 0.39% | 0.52% | 0.57% | 0.42% | 0.38% | 0.90% | 0.57% | 0.74% |
| Portfolio components: | ||||||||||||
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 | 1.35% | 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. | 0.43% | 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. Drawdowns are calculated considering price movements and all distributions paid, if any.
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 14.32%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -74.2% | Oct 18, 2007 | 344 | Mar 2, 2009 | 1254 | Feb 24, 2014 | 1598 |
| -50.66% | Nov 22, 2017 | 585 | Mar 23, 2020 | 147 | Oct 20, 2020 | 732 |
| -36.23% | Mar 15, 2021 | 294 | May 11, 2022 | 62 | Aug 10, 2022 | 356 |
| -34.51% | Jul 7, 2014 | 311 | Sep 28, 2015 | 198 | Jul 12, 2016 | 509 |
| -18.62% | Aug 26, 2022 | 20 | Sep 23, 2022 | 25 | Oct 28, 2022 | 45 |
Volatility
Volatility Chart
The current Bob's Top 10 Stocks 8/12/23 volatility is 12.21%, 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
| EDU | STRL | NVDA | BELFB | MOD | TEX | |
|---|---|---|---|---|---|---|
| EDU | 1.00 | 0.19 | 0.30 | 0.18 | 0.25 | 0.28 |
| STRL | 0.19 | 1.00 | 0.28 | 0.38 | 0.39 | 0.41 |
| NVDA | 0.30 | 0.28 | 1.00 | 0.31 | 0.37 | 0.39 |
| BELFB | 0.18 | 0.38 | 0.31 | 1.00 | 0.42 | 0.41 |
| MOD | 0.25 | 0.39 | 0.37 | 0.42 | 1.00 | 0.51 |
| TEX | 0.28 | 0.41 | 0.39 | 0.41 | 0.51 | 1.00 |