Longtime Investment (Mid&Small-Cap)
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% |
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
The earliest data available for this chart is Aug 19, 2013, corresponding to the inception date of MUSA
Returns By Period
As of Nov 13, 2024, the Longtime Investment (Mid&Small-Cap) returned 100.48% Year-To-Date and 35.42% 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 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| Longtime Investment (Mid&Small-Cap) | 100.48% | 8.53% | 29.04% | 133.52% | 57.12% | 35.42% |
| Portfolio components: | ||||||
EME EMCOR Group, Inc. | 139.29% | 14.19% | 37.53% | 143.73% | 42.25% | 28.34% |
FIX Comfort Systems USA, Inc. | 125.72% | 11.39% | 38.63% | 145.66% | 56.85% | 42.14% |
ONTO Onto Innovation Inc. | 14.29% | -19.76% | -23.46% | 28.73% | 38.61% | 28.02% |
MUSA Murphy USA Inc. | 49.00% | 8.10% | 24.22% | 43.07% | 36.28% | 24.42% |
ANF Abercrombie & Fitch Co. | 58.61% | -6.56% | 2.66% | 110.77% | 51.79% | 19.97% |
NVMI Nova Ltd | 48.36% | -5.85% | 1.92% | 80.51% | 40.99% | 34.56% |
SPXC SPX Corporation | 62.91% | -2.51% | 17.21% | 94.52% | 28.17% | 21.90% |
CAMT Camtek Ltd | 24.18% | 0.71% | -9.94% | 32.14% | 53.02% | 40.59% |
MOD Modine Manufacturing Company | 109.11% | -6.97% | 18.15% | 167.78% | 75.34% | 25.87% |
CLS Celestica Inc. | 187.09% | 33.30% | 75.12% | 228.10% | 61.21% | 22.62% |
STRL Sterling Construction Company, Inc. | 117.79% | 21.90% | 50.40% | 188.58% | 66.92% | 38.84% |
IESC IES Holdings, Inc. | 253.24% | 27.32% | 69.19% | 348.39% | 69.47% | 43.81% |
USLM United States Lime & Minerals, Inc. | 199.78% | 35.33% | 83.92% | 246.63% | 51.80% | 26.84% |
WIRE Encore Wire Corporation | 35.72% | 0.00% | 3.05% | 55.22% | 37.95% | 21.98% |
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% | 3.58% | 1.87% | 100.48% | ||
| 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of Longtime Investment (Mid&Small-Cap) is 93, placing it in the top 7% 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 | |
|---|---|---|---|---|---|
EME EMCOR Group, Inc. | 4.71 | 4.82 | 1.73 | 9.90 | 31.76 |
FIX Comfort Systems USA, Inc. | 3.34 | 3.50 | 1.50 | 9.35 | 24.62 |
ONTO Onto Innovation Inc. | 0.54 | 1.05 | 1.14 | 0.86 | 2.54 |
MUSA Murphy USA Inc. | 1.89 | 2.82 | 1.33 | 3.84 | 10.33 |
ANF Abercrombie & Fitch Co. | 1.96 | 2.50 | 1.32 | 3.35 | 6.95 |
NVMI Nova Ltd | 1.67 | 2.20 | 1.31 | 2.81 | 7.57 |
SPXC SPX Corporation | 2.89 | 3.26 | 1.46 | 5.87 | 18.76 |
CAMT Camtek Ltd | 0.61 | 1.16 | 1.15 | 0.71 | 1.53 |
MOD Modine Manufacturing Company | 3.05 | 3.18 | 1.44 | 7.96 | 22.31 |
CLS Celestica Inc. | 4.25 | 4.02 | 1.53 | 6.54 | 20.30 |
STRL Sterling Construction Company, Inc. | 3.60 | 3.88 | 1.52 | 7.58 | 17.99 |
IESC IES Holdings, Inc. | 6.25 | 4.87 | 1.70 | 11.26 | 30.23 |
USLM United States Lime & Minerals, Inc. | 6.21 | 6.18 | 1.84 | 13.45 | 48.64 |
WIRE Encore Wire Corporation | 2.26 | 3.50 | 1.64 | 4.69 | 17.25 |
Dividends
Dividend yield
Longtime Investment (Mid&Small-Cap) provided a 0.18% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.18% | 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. | 0.18% | 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. | 0.24% | 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. | 0.34% | 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 | 1.57% | 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. | 0.14% | 0.35% | 0.57% | 0.50% | 0.56% | 6.52% | 0.76% | 0.70% | 0.66% | 0.91% | 0.69% | 0.00% |
WIRE Encore Wire Corporation | 0.02% | 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.
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 0.88%.
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 | 35 | Sep 26, 2024 | 51 |
Volatility
Volatility Chart
The current Longtime Investment (Mid&Small-Cap) volatility is 8.99%, 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
| MUSA | USLM | CAMT | IESC | ANF | NVMI | STRL | CLS | WIRE | MOD | ONTO | SPXC | FIX | EME | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MUSA | 1.00 | 0.21 | 0.16 | 0.20 | 0.27 | 0.17 | 0.24 | 0.21 | 0.28 | 0.25 | 0.21 | 0.30 | 0.32 | 0.33 |
| USLM | 0.21 | 1.00 | 0.18 | 0.26 | 0.20 | 0.22 | 0.29 | 0.28 | 0.31 | 0.33 | 0.28 | 0.34 | 0.35 | 0.35 |
| CAMT | 0.16 | 0.18 | 1.00 | 0.22 | 0.25 | 0.49 | 0.26 | 0.35 | 0.27 | 0.30 | 0.48 | 0.30 | 0.30 | 0.31 |
| IESC | 0.20 | 0.26 | 0.22 | 1.00 | 0.24 | 0.22 | 0.35 | 0.30 | 0.29 | 0.34 | 0.30 | 0.36 | 0.38 | 0.40 |
| ANF | 0.27 | 0.20 | 0.25 | 0.24 | 1.00 | 0.24 | 0.32 | 0.31 | 0.35 | 0.37 | 0.30 | 0.35 | 0.36 | 0.39 |
| NVMI | 0.17 | 0.22 | 0.49 | 0.22 | 0.24 | 1.00 | 0.28 | 0.39 | 0.32 | 0.34 | 0.63 | 0.32 | 0.33 | 0.33 |
| STRL | 0.24 | 0.29 | 0.26 | 0.35 | 0.32 | 0.28 | 1.00 | 0.31 | 0.41 | 0.39 | 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 | 0.38 | 0.41 | 0.44 | 0.40 | 0.41 | 0.44 |
| WIRE | 0.28 | 0.31 | 0.27 | 0.29 | 0.35 | 0.32 | 0.41 | 0.38 | 1.00 | 0.46 | 0.43 | 0.51 | 0.51 | 0.54 |
| MOD | 0.25 | 0.33 | 0.30 | 0.34 | 0.37 | 0.34 | 0.39 | 0.41 | 0.46 | 1.00 | 0.41 | 0.51 | 0.46 | 0.50 |
| ONTO | 0.21 | 0.28 | 0.48 | 0.30 | 0.30 | 0.63 | 0.34 | 0.44 | 0.43 | 0.41 | 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 | 0.30 | 0.38 | 0.36 | 0.33 | 0.47 | 0.41 | 0.51 | 0.46 | 0.43 | 0.53 | 1.00 | 0.65 |
| EME | 0.33 | 0.35 | 0.31 | 0.40 | 0.39 | 0.33 | 0.50 | 0.44 | 0.54 | 0.50 | 0.44 | 0.57 | 0.65 | 1.00 |