Smart Alpha AMC [Onvest]
Asset Allocation
Asset allocation is not available
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Smart Alpha AMC [Onvest], 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 By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 18.13% | 1.45% | 8.81% | 26.52% | 13.43% | 10.88% |
| Smart Alpha AMC [Onvest] | 9.73% | 0.00% | 3.05% | 9.79% | 13.51% | N/A |
| Portfolio components: | ||||||
Monthly Returns
The table below presents the monthly returns of Smart Alpha AMC [Onvest], 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 | 5.19% | 1.23% | 9.73% | ||||||||||
| 2023 | 4.85% | 0.37% | -1.94% | -1.87% | 1.52% | 1.02% | -1.48% | -0.54% | -1.30% | -1.37% | -0.33% | 3.12% | 1.82% |
| 2022 | 3.65% | 1.14% | 3.14% | 2.72% | 0.95% | -2.68% | 3.83% | 0.26% | -5.39% | 0.82% | -0.65% | -0.71% | 6.89% |
| 2021 | -0.76% | 5.66% | 2.45% | -2.78% | 3.26% | 2.83% | -1.19% | -0.82% | -1.40% | 4.53% | 1.24% | 3.98% | 17.90% |
| 2020 | 1.82% | -0.73% | 0.98% | 4.87% | 4.03% | 0.82% | 1.03% | 2.12% | -0.79% | -1.30% | 5.19% | 0.14% | 19.49% |
| 2019 | 7.30% | 2.33% | 2.09% | 3.66% | -5.77% | 5.66% | -0.26% | -1.65% | 2.03% | 0.60% | 2.23% | 1.26% | 20.60% |
Risk-Adjusted Performance
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 Smart Alpha AMC [Onvest]. 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 Smart Alpha AMC [Onvest] was 7.10%, occurring on Nov 30, 2023. Recovery took 2 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -7.1% | Sep 30, 2022 | 15 | Nov 30, 2023 | 2 | Jan 31, 2024 | 17 |
| -5.77% | May 31, 2019 | 1 | May 31, 2019 | 5 | Oct 31, 2019 | 6 |
| -3.38% | Jul 31, 2021 | 3 | Sep 30, 2021 | 1 | Oct 31, 2021 | 4 |
| -2.78% | Apr 30, 2021 | 1 | Apr 30, 2021 | 1 | May 31, 2021 | 2 |
| -2.68% | Jun 30, 2022 | 1 | Jun 30, 2022 | 1 | Jul 31, 2022 | 2 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.