Longtime Investment (Mid&Small-Cap)

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Longtime Investment (Mid&Small-Cap)

Last updated Sep 19, 2024

Asset Allocation

Position	Category/Sector	Weight
ANF Abercrombie & Fitch Co.	Consumer Cyclical	7.14%
CAMT Camtek Ltd	Technology	7.14%
CLS Celestica Inc.	Technology	7.14%
EME EMCOR Group, Inc.	Industrials	7.14%
FIX Comfort Systems USA, Inc.	Industrials	7.14%
IESC IES Holdings, Inc.	Industrials	7.14%
MOD Modine Manufacturing Company	Consumer Cyclical	7.14%
MUSA Murphy USA Inc.	Consumer Cyclical	7.14%
NVMI Nova Ltd	Technology	7.14%
ONTO Onto Innovation Inc.	Technology	7.14%
SPXC SPX Corporation	Industrials	7.14%
STRL Sterling Construction Company, Inc.	Industrials	7.14%
USLM United States Lime & Minerals, Inc.	Basic Materials	7.14%
WIRE Encore Wire Corporation	Industrials	7.14%

Benchmark

Rebalance portfolio

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Longtime Investment (Mid&Small-Cap), 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

Longtime Investment (Mid&Small-Cap)

Benchmark (^GSPC)

Portfolio components

The earliest data available for this chart is Aug 19, 2013, corresponding to the inception date of MUSA

Returns By Period

As of Sep 19, 2024, the Longtime Investment (Mid&Small-Cap) returned 62.03% Year-To-Date and 32.40% 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	17.79%	0.18%	7.53%	26.42%	13.48%	10.85%
Longtime Investment (Mid&Small-Cap)	62.03%	-1.04%	17.31%	100.92%	53.41%	32.66%
Portfolio components:
EME EMCOR Group, Inc.	90.15%	11.29%	18.34%	90.73%	37.39%	26.12%
FIX Comfort Systems USA, Inc.	73.81%	7.81%	10.49%	99.43%	54.10%	39.02%
ONTO Onto Innovation Inc.	22.81%	-10.61%	2.60%	52.88%	42.77%	27.82%
MUSA Murphy USA Inc.	44.95%	1.05%	25.85%	51.53%	43.60%	25.69%
ANF Abercrombie & Fitch Co.	53.54%	-18.43%	-1.43%	169.55%	54.87%	16.32%
NVMI Nova Ltd	40.00%	-16.62%	4.67%	72.24%	43.99%	32.91%
SPXC SPX Corporation	53.30%	1.73%	27.64%	93.97%	30.68%	20.27%
CAMT Camtek Ltd	4.76%	-26.69%	-12.71%	29.89%	49.36%	36.44%
MOD Modine Manufacturing Company	95.90%	8.17%	13.88%	162.28%	62.22%	25.42%
CLS Celestica Inc.	59.94%	-13.33%	-0.47%	108.32%	45.24%	16.63%
STRL Sterling Construction Company, Inc.	53.46%	21.23%	22.73%	81.18%	59.47%	33.35%
IESC IES Holdings, Inc.	108.98%	-3.54%	44.03%	145.84%	52.63%	36.38%
USLM United States Lime & Minerals, Inc.	94.21%	15.23%	46.58%	127.85%	44.32%	24.65%
WIRE Encore Wire Corporation	35.72%	0.00%	16.58%	63.39%	39.18%	22.45%

Monthly Returns

The table below presents the monthly returns of Longtime Investment (Mid&Small-Cap), 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	6.33%	21.76%	5.48%	-0.09%	16.12%	2.16%	-0.03%	3.91%					62.03%
2023	12.50%	4.76%	0.24%	-5.42%	14.31%	15.41%	9.69%	13.75%	-2.61%	-3.86%	11.93%	11.84%	115.61%
2022	-6.63%	-3.22%	-3.05%	-6.93%	5.74%	-9.85%	16.12%	-3.76%	-8.42%	17.39%	10.35%	-4.11%	-1.19%
2021	2.51%	11.34%	8.73%	4.84%	5.03%	-0.80%	-0.11%	0.32%	-3.10%	8.73%	4.31%	5.19%	57.06%
2020	-2.75%	-10.04%	-22.11%	18.34%	8.16%	2.66%	7.42%	7.76%	-1.64%	0.12%	23.11%	9.61%	37.73%
2019	9.87%	6.79%	0.44%	4.10%	-12.05%	7.85%	0.79%	-6.28%	7.51%	8.96%	0.62%	2.78%	33.17%
2018	3.28%	-2.78%	1.59%	-1.95%	10.27%	-1.71%	3.83%	4.32%	-5.23%	-9.60%	3.37%	-10.98%	-7.45%
2017	2.85%	1.52%	4.11%	1.08%	5.43%	1.16%	-0.79%	-3.14%	12.09%	6.22%	1.89%	-2.56%	33.13%
2016	-6.16%	8.00%	8.99%	-1.71%	0.50%	-1.50%	9.80%	1.92%	5.55%	-3.88%	11.59%	1.96%	38.84%
2015	-7.74%	4.83%	3.05%	-1.13%	-3.37%	-0.87%	-1.24%	-4.89%	-3.60%	6.12%	5.88%	-0.53%	-4.47%
2014	-0.03%	1.37%	-1.80%	-2.22%	6.43%	2.42%	-7.65%	6.44%	-7.19%	2.99%	-3.65%	4.68%	0.53%
2013								-3.49%	4.94%	5.03%	13.25%	1.61%	22.40%

Expense Ratio

Longtime Investment (Mid&Small-Cap) 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 Longtime Investment (Mid&Small-Cap) 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.

Longtime Investment (Mid&Small-Cap)

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin 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.

Longtime Investment (Mid&Small-Cap)

^GSPC

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
EME EMCOR Group, Inc.	2.92	3.42	1.50	5.95	18.01
FIX Comfort Systems USA, Inc.	2.12	2.71	1.36	4.89	14.03
ONTO Onto Innovation Inc.	0.98	1.51	1.20	1.50	4.77
MUSA Murphy USA Inc.	2.21	3.27	1.38	6.41	17.32
ANF Abercrombie & Fitch Co.	3.07	3.25	1.44	5.12	13.89
NVMI Nova Ltd	1.51	2.07	1.29	1.83	8.19
SPXC SPX Corporation	3.07	3.54	1.47	6.58	19.98
CAMT Camtek Ltd	0.50	1.01	1.13	0.59	1.81
MOD Modine Manufacturing Company	2.80	2.92	1.41	6.91	17.70
CLS Celestica Inc.	2.05	2.44	1.32	3.01	9.94
STRL Sterling Construction Company, Inc.	1.49	2.02	1.28	3.18	6.73
IESC IES Holdings, Inc.	2.58	3.00	1.41	4.45	11.34
USLM United States Lime & Minerals, Inc.	3.25	3.86	1.50	6.37	21.64
WIRE Encore Wire Corporation	2.33	3.33	1.52	4.15	16.83

Sharpe Ratio

The current Longtime Investment (Mid&Small-Cap) Sharpe ratio is 3.25. 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 1.71 to 2.37, 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 Longtime Investment (Mid&Small-Cap) 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.

Longtime Investment (Mid&Small-Cap)

Benchmark (^GSPC)

Portfolio components

Dividends

Dividend yield

Longtime Investment (Mid&Small-Cap) granted a 0.21% dividend yield in the last twelve months.

	TTM	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014	2013
Longtime Investment (Mid&Small-Cap)	0.21%	0.11%	0.14%	0.14%	0.22%	1.00%	0.59%	0.64%	0.63%	0.54%	0.53%	0.37%
Portfolio components:
EME EMCOR Group, Inc.	0.21%	0.32%	0.36%	0.41%	0.35%	0.37%	0.54%	0.39%	0.45%	0.67%	0.72%	0.42%
FIX Comfort Systems USA, Inc.	0.31%	0.41%	0.49%	0.49%	0.81%	0.79%	0.76%	0.68%	0.83%	0.88%	1.31%	1.08%
ONTO Onto Innovation 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%
MUSA Murphy USA Inc.	0.33%	0.43%	0.45%	0.52%	0.19%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ANF Abercrombie & Fitch Co.	0.00%	0.00%	0.00%	0.00%	0.98%	4.63%	3.99%	4.59%	6.67%	2.96%	2.79%	2.43%
NVMI Nova Ltd	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SPXC SPX Corporation	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	2.02%	1.75%	1.00%
CAMT Camtek Ltd	1.86%	0.00%	0.00%	0.00%	0.00%	1.57%	2.07%	2.45%	0.00%	0.00%	0.00%	0.00%
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%
CLS Celestica 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%
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%
IESC IES 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%
USLM United States Lime & Minerals, Inc.	0.21%	0.35%	0.57%	0.50%	0.56%	6.49%	0.72%	0.66%	0.63%	0.86%	0.65%	0.00%
WIRE Encore Wire Corporation	0.03%	0.04%	0.06%	0.04%	0.17%	0.14%	0.16%	0.16%	0.18%	0.16%	0.21%	0.18%

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.

Longtime Investment (Mid&Small-Cap)

Benchmark (^GSPC)

Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Longtime Investment (Mid&Small-Cap). 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 Longtime Investment (Mid&Small-Cap) was 42.96%, occurring on Mar 23, 2020. Recovery took 97 trading sessions.

The current Longtime Investment (Mid&Small-Cap) drawdown is 7.05%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-42.96%	Jan 17, 2020	45	Mar 23, 2020	97	Aug 10, 2020	142
-28.17%	Aug 22, 2018	86	Dec 24, 2018	216	Nov 1, 2019	302
-26.56%	Nov 18, 2021	157	Jul 6, 2022	130	Jan 10, 2023	287
-22.79%	Jul 8, 2014	404	Feb 11, 2016	106	Jul 14, 2016	510
-16.39%	Jul 17, 2024	16	Aug 7, 2024	—	—	—

Volatility

Volatility Chart

The current Longtime Investment (Mid&Small-Cap) volatility is 11.86%, 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.

Longtime Investment (Mid&Small-Cap)

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.

	MUSA	USLM	CAMT	IESC	ANF	NVMI	STRL	CLS	MOD	WIRE	ONTO	SPXC	FIX	EME
MUSA	1.00	0.21	0.16	0.20	0.27	0.17	0.24	0.21	0.25	0.28	0.21	0.30	0.32	0.34
USLM	0.21	1.00	0.18	0.26	0.20	0.22	0.29	0.28	0.32	0.31	0.28	0.34	0.35	0.35
CAMT	0.16	0.18	1.00	0.21	0.25	0.48	0.26	0.35	0.30	0.27	0.48	0.30	0.29	0.31
IESC	0.20	0.26	0.21	1.00	0.24	0.22	0.35	0.30	0.34	0.30	0.31	0.36	0.38	0.39
ANF	0.27	0.20	0.25	0.24	1.00	0.24	0.32	0.31	0.37	0.36	0.30	0.35	0.37	0.40
NVMI	0.17	0.22	0.48	0.22	0.24	1.00	0.28	0.39	0.34	0.32	0.63	0.32	0.33	0.34
STRL	0.24	0.29	0.26	0.35	0.32	0.28	1.00	0.31	0.39	0.41	0.34	0.42	0.47	0.50
CLS	0.21	0.28	0.35	0.30	0.31	0.39	0.31	1.00	0.42	0.38	0.44	0.40	0.41	0.45
MOD	0.25	0.32	0.30	0.34	0.37	0.34	0.39	0.42	1.00	0.46	0.41	0.51	0.46	0.50
WIRE	0.28	0.31	0.27	0.30	0.36	0.32	0.41	0.38	0.46	1.00	0.43	0.51	0.52	0.54
ONTO	0.21	0.28	0.48	0.31	0.30	0.63	0.34	0.44	0.41	0.43	1.00	0.42	0.43	0.44
SPXC	0.30	0.34	0.30	0.36	0.35	0.32	0.42	0.40	0.51	0.51	0.42	1.00	0.53	0.57
FIX	0.32	0.35	0.29	0.38	0.37	0.33	0.47	0.41	0.46	0.52	0.43	0.53	1.00	0.65
EME	0.34	0.35	0.31	0.39	0.40	0.34	0.50	0.45	0.50	0.54	0.44	0.57	0.65	1.00

The correlation results are calculated based on daily price changes starting from Aug 20, 2013

Performance Analysis

Risk Analysis

Optimization

Factor Model

Longtime Investment (Mid&Small-Cap)

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

Community