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Longtime Investment (Mid&Small-Cap)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Longtime Investment (Mid&Small-Cap)

Last updated Apr 20, 2025

Asset Allocation

EME 7.14%FIX 7.14%ONTO 7.14%MUSA 7.14%ANF 7.14%NVMI 7.14%SPXC 7.14%CAMT 7.14%MOD 7.14%CLS 7.14%STRL 7.14%IESC 7.14%USLM 7.14%WIRE 7.14%EquityEquity
PositionCategory/SectorTarget 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 every 3 months.

500.00%1,000.00%1,500.00%2,000.00%NovemberDecember2025FebruaryMarchApril
1,390.96%
220.93%
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 Apr 20, 2025, the Longtime Investment (Mid&Small-Cap) returned -18.73% Year-To-Date and 31.45% of annualized return in the last 10 years.

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		-10.18%-6.71%-9.92%6.35%13.40%9.65%
Longtime Investment (Mid&Small-Cap)-17.36%-5.01%-18.56%11.99%48.22%28.39%
Portfolio components:
EME
EMCOR Group, Inc.		-16.45%-5.12%-16.42%15.54%44.78%24.02%
FIX
Comfort Systems USA, Inc.		-17.85%-2.48%-16.50%20.14%63.56%33.84%
ONTO
Onto Innovation Inc.		-31.01%-16.46%-45.14%-32.12%28.84%22.42%
MUSA
Murphy USA Inc.		1.86%16.34%6.45%22.85%36.71%22.38%
ANF
Abercrombie & Fitch Co.		-51.17%-11.38%-53.44%-33.87%48.12%15.26%
NVMI
Nova Ltd		-10.83%-12.61%-4.66%9.82%36.93%30.88%
SPXC
SPX Corporation		-11.81%-5.34%-21.74%10.41%30.38%20.03%
CAMT
Camtek Ltd		-25.26%-10.98%-27.11%-19.16%45.43%33.44%
MOD
Modine Manufacturing Company		-34.56%-13.60%-42.87%-9.36%81.11%19.53%
CLS
Celestica Inc.		-8.95%-12.14%45.35%106.33%78.66%21.54%
STRL
Sterling Construction Company, Inc.		-16.73%11.39%-12.24%45.27%76.24%41.54%
IESC
IES Holdings, Inc.		-8.94%-2.15%-20.04%58.43%59.97%35.60%
USLM
United States Lime & Minerals, Inc.		-31.52%-3.70%-12.35%53.42%42.45%22.60%
WIRE
Encore Wire Corporation		0.00%0.00%0.00%1.91%46.68%22.12%
*Annualized

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.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20257.46%-15.04%-13.82%5.03%-17.36%
20246.28%18.56%5.23%0.13%17.00%5.81%-4.20%2.23%0.43%1.15%15.27%-11.57%66.69%
202310.98%5.30%2.91%-4.49%11.21%15.25%10.76%15.48%-3.61%-7.28%14.02%10.18%111.43%
2022-12.58%-8.18%-1.86%-7.89%5.24%-11.22%17.75%-5.29%-9.81%9.81%7.14%-5.58%-24.26%
20212.53%11.86%8.86%6.72%4.50%0.35%-0.31%2.68%-2.81%5.37%9.96%5.26%69.54%
2020-1.90%-8.93%-17.84%14.64%12.32%1.89%10.50%5.03%0.13%3.08%15.09%12.40%49.20%
20198.23%8.83%0.37%5.06%-10.74%7.44%0.74%-4.01%7.45%9.12%2.39%3.82%43.55%
20183.34%-3.88%0.47%-1.47%12.23%-3.38%6.17%7.10%-6.29%-9.33%2.98%-12.71%-7.40%
20172.80%1.40%3.34%2.25%2.81%0.50%0.17%-4.91%11.49%8.52%-0.77%-2.97%26.27%
2016-4.07%6.05%8.55%-3.82%3.84%-1.66%9.37%1.41%5.51%-5.10%13.73%1.69%39.29%
2015-5.45%5.09%2.82%-1.84%-3.45%-1.64%-1.15%-4.86%-2.76%5.83%3.65%0.24%-4.23%
20141.50%-0.66%-2.92%-3.00%5.91%2.15%-6.78%6.95%-6.43%0.94%-2.85%3.90%-2.37%

Expense Ratio

Longtime Investment (Mid&Small-Cap) has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Longtime Investment (Mid&Small-Cap) is 39, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of Longtime Investment (Mid&Small-Cap) is 3939
Overall Rank
The Sharpe Ratio Rank of Longtime Investment (Mid&Small-Cap) is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of Longtime Investment (Mid&Small-Cap) is 4646
Sortino Ratio Rank
The Omega Ratio Rank of Longtime Investment (Mid&Small-Cap) is 4646
Omega Ratio Rank
The Calmar Ratio Rank of Longtime Investment (Mid&Small-Cap) is 4040
Calmar Ratio Rank
The Martin Ratio Rank of Longtime Investment (Mid&Small-Cap) is 2828
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.

Sharpe ratio
The chart of Sharpe ratio for Portfolio, currently valued at 0.10, compared to the broader market-4.00-2.000.002.00
Portfolio: 0.10
^GSPC: 0.24
The chart of Sortino ratio for Portfolio, currently valued at 0.46, compared to the broader market-6.00-4.00-2.000.002.004.00
Portfolio: 0.46
^GSPC: 0.47
The chart of Omega ratio for Portfolio, currently valued at 1.06, compared to the broader market0.400.600.801.001.201.401.60
Portfolio: 1.06
^GSPC: 1.07
The chart of Calmar ratio for Portfolio, currently valued at 0.11, compared to the broader market0.001.002.003.004.005.006.00
Portfolio: 0.11
^GSPC: 0.24
The chart of Martin ratio for Portfolio, currently valued at 0.29, compared to the broader market0.005.0010.0015.0020.00
Portfolio: 0.29
^GSPC: 1.08
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
EME
EMCOR Group, Inc.		0.240.571.090.280.74
FIX
Comfort Systems USA, Inc.		0.260.721.110.330.85
ONTO
Onto Innovation Inc.		-0.60-0.610.92-0.70-1.59
MUSA
Murphy USA Inc.		0.881.391.161.052.56
ANF
Abercrombie & Fitch Co.		-0.58-0.560.93-0.57-1.18
NVMI
Nova Ltd		-0.000.411.05-0.01-0.01
SPXC
SPX Corporation		0.200.571.070.240.57
CAMT
Camtek Ltd		-0.42-0.230.97-0.44-0.76
MOD
Modine Manufacturing Company		-0.220.191.03-0.31-0.76
CLS
Celestica Inc.		1.121.681.241.554.33
STRL
Sterling Construction Company, Inc.		0.641.251.170.852.02
IESC
IES Holdings, Inc.		0.701.381.181.052.14
USLM
United States Lime & Minerals, Inc.		1.291.961.241.232.77
WIRE
Encore Wire Corporation		0.010.071.020.010.07

The current Longtime Investment (Mid&Small-Cap) Sharpe ratio is 0.33. 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 0.21 to 0.77, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

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.

Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.10
0.24
Longtime Investment (Mid&Small-Cap)
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Longtime Investment (Mid&Small-Cap) provided a 0.09% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio0.09%0.19%0.11%0.14%0.14%0.22%1.00%0.59%0.64%0.63%0.54%0.90%
Portfolio components:
EME
EMCOR Group, Inc.		0.26%0.20%0.32%0.36%0.41%0.35%0.37%0.54%0.39%0.45%0.67%0.72%
FIX
Comfort Systems USA, Inc.		0.39%0.28%0.41%0.49%0.49%0.81%0.79%0.76%0.68%0.83%0.88%1.31%
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.		0.36%0.36%0.43%0.45%0.52%0.19%0.00%0.00%0.00%0.00%0.00%0.00%
ANF
Abercrombie & Fitch Co.		0.00%0.00%0.00%0.00%0.00%0.98%4.63%3.99%4.59%6.67%2.96%2.79%
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%0.00%2.02%6.93%
CAMT
Camtek Ltd		0.00%1.65%0.00%0.00%0.00%0.00%1.57%2.07%2.45%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.		0.23%0.15%0.35%0.57%0.50%0.56%6.52%0.76%0.70%0.66%0.91%0.69%
WIRE
Encore Wire Corporation		0.01%0.02%0.04%0.06%0.04%0.17%0.14%0.16%0.16%0.18%0.16%0.21%

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.

-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-35.30%
-14.02%
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 43.27%, occurring on Apr 4, 2025. The portfolio has not yet recovered.

The current Longtime Investment (Mid&Small-Cap) drawdown is 31.24%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-43.27%Jan 23, 202551Apr 4, 2025———
-41.55%Jan 24, 202038Mar 18, 202093Jul 30, 2020131
-35.81%Jan 4, 2022126Jul 6, 2022231Jun 6, 2023357
-28.85%Aug 21, 201887Dec 24, 2018210Oct 24, 2019297
-22.92%Jul 8, 2014404Feb 11, 2016107Jul 15, 2016511

Volatility

Volatility Chart

The current Longtime Investment (Mid&Small-Cap) volatility is 20.88%, 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.

0.00%5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
20.88%
13.60%
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.
MUSAUSLMANFCAMTIESCNVMISTRLCLSWIREMODONTOSPXCFIXEME
MUSA1.000.210.260.150.200.160.240.210.270.250.200.300.310.33
USLM0.211.000.210.180.280.230.310.300.300.330.290.350.360.36
ANF0.260.211.000.260.240.240.320.310.350.370.300.350.360.38
CAMT0.150.180.261.000.230.500.270.370.260.310.490.310.310.32
IESC0.200.280.240.231.000.240.370.320.280.360.320.380.400.41
NVMI0.160.230.240.500.241.000.290.410.310.350.640.330.340.34
STRL0.240.310.320.270.370.291.000.330.390.410.360.430.490.51
CLS0.210.300.310.370.320.410.331.000.360.430.450.410.420.46
WIRE0.270.300.350.260.280.310.390.361.000.450.420.490.500.52
MOD0.250.330.370.310.360.350.410.430.451.000.410.510.470.51
ONTO0.200.290.300.490.320.640.360.450.420.411.000.430.440.45
SPXC0.300.350.350.310.380.330.430.410.490.510.431.000.530.58
FIX0.310.360.360.310.400.340.490.420.500.470.440.531.000.67
EME0.330.360.380.320.410.340.510.460.520.510.450.580.671.00
The correlation results are calculated based on daily price changes starting from Aug 20, 2013
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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