2023-2024 вар3
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
Aehr Test Systems | Technology | 14.29% |
Alphabet Inc. | Communication Services | 14.29% |
LSI Industries Inc. | Technology | 14.26% |
MINISO Group Holding Limited | Consumer Cyclical | 14.29% |
Modine Manufacturing Company | Consumer Cyclical | 14.29% |
Novo Nordisk A/S | Healthcare | 14.29% |
Super Micro Computer, Inc. | Technology | 14.29% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 2023-2024 вар3, 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 Oct 15, 2020, corresponding to the inception date of MNSO
Returns By Period
YTD | 1M | 6M | 1Y | 5Y (annualized) | 10Y (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 26.90% | 0.96% | 12.91% | 31.46% | 14.06% | 11.73% |
2023-2024 вар3 | 53.13% | 12.05% | 3.97% | 62.06% | N/A | N/A |
Portfolio components: | ||||||
Aehr Test Systems | -53.49% | 2.83% | -7.15% | -52.34% | 43.35% | 16.71% |
Alphabet Inc. | 26.00% | -1.56% | 0.45% | 30.38% | 21.31% | 21.10% |
MINISO Group Holding Limited | 25.07% | 27.83% | 15.94% | 30.51% | N/A | N/A |
Modine Manufacturing Company | 117.04% | 1.13% | 38.39% | 142.82% | 78.58% | 26.09% |
Super Micro Computer, Inc. | 55.35% | 80.10% | -43.88% | 61.97% | 83.04% | 30.36% |
Novo Nordisk A/S | 8.56% | 3.62% | -22.37% | 16.21% | 33.56% | 19.88% |
LSI Industries Inc. | 44.94% | -0.74% | 35.47% | 52.75% | 30.10% | 14.88% |
Monthly Returns
The table below presents the monthly returns of 2023-2024 вар3, 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 | 7.10% | 23.10% | 9.09% | -0.97% | 2.67% | -2.04% | 9.62% | -8.83% | -2.28% | -2.77% | 3.87% | 53.13% | |
2023 | 21.31% | 5.84% | 2.84% | -3.43% | 22.40% | 10.13% | 15.42% | 9.46% | -2.49% | -11.74% | 5.49% | 4.28% | 105.59% |
2022 | -10.93% | -1.46% | -6.36% | -3.86% | 5.40% | -4.16% | 13.33% | 13.84% | -8.61% | 15.63% | 38.37% | -7.51% | 39.24% |
2021 | 3.33% | 3.52% | 0.02% | 3.80% | -0.41% | 1.43% | 15.51% | 5.95% | 24.68% | 11.26% | -6.46% | 5.02% | 87.08% |
2020 | -9.47% | 22.73% | 17.87% | 30.96% |
Expense Ratio
2023-2024 вар3 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 2023-2024 вар3 is 24, indicating that it is in the bottom 24% 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 | |
---|---|---|---|---|---|
Aehr Test Systems | -0.60 | -0.60 | 0.93 | -0.62 | -0.96 |
Alphabet Inc. | 1.08 | 1.54 | 1.21 | 1.29 | 3.13 |
MINISO Group Holding Limited | 0.35 | 0.95 | 1.11 | 0.37 | 0.92 |
Modine Manufacturing Company | 2.50 | 2.80 | 1.38 | 6.66 | 18.40 |
Super Micro Computer, Inc. | 0.61 | 1.67 | 1.23 | 0.85 | 1.70 |
Novo Nordisk A/S | 0.53 | 0.97 | 1.12 | 0.50 | 1.32 |
LSI Industries Inc. | 1.67 | 2.54 | 1.29 | 2.66 | 8.90 |
Dividends
Dividend yield
2023-2024 вар3 provided a 0.70% dividend yield over the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 0.70% | 0.63% | 0.63% | 0.82% | 0.60% | 0.78% | 1.25% | 0.72% | 0.86% | 0.33% | 0.68% | 0.54% |
Portfolio components: | ||||||||||||
Aehr Test Systems | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Alphabet Inc. | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MINISO Group Holding Limited | 2.28% | 2.02% | 1.60% | 1.51% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
Super Micro Computer, 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% |
Novo Nordisk A/S | 1.30% | 1.00% | 1.20% | 1.34% | 1.86% | 2.14% | 2.47% | 2.12% | 3.93% | 1.31% | 1.96% | 1.72% |
LSI Industries Inc. | 0.99% | 1.42% | 1.63% | 2.92% | 2.34% | 3.31% | 6.31% | 2.91% | 2.05% | 0.98% | 2.80% | 2.08% |
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 2023-2024 вар3. 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 2023-2024 вар3 was 33.30%, occurring on May 24, 2022. Recovery took 64 trading sessions.
The current 2023-2024 вар3 drawdown is 5.12%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-33.3% | Nov 5, 2021 | 138 | May 24, 2022 | 64 | Aug 25, 2022 | 202 |
-21.79% | Aug 26, 2022 | 21 | Sep 26, 2022 | 28 | Nov 3, 2022 | 49 |
-21.38% | Jul 18, 2024 | 86 | Nov 15, 2024 | — | — | — |
-15.87% | Oct 12, 2023 | 14 | Oct 31, 2023 | 63 | Feb 1, 2024 | 77 |
-13.22% | Jul 22, 2021 | 20 | Aug 18, 2021 | 12 | Sep 3, 2021 | 32 |
Volatility
Volatility Chart
The current 2023-2024 вар3 volatility is 10.72%, 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
NVO | MNSO | LYTS | GOOGL | MOD | AEHR | SMCI | |
---|---|---|---|---|---|---|---|
NVO | 1.00 | 0.11 | 0.07 | 0.28 | 0.15 | 0.17 | 0.20 |
MNSO | 0.11 | 1.00 | 0.13 | 0.25 | 0.19 | 0.21 | 0.19 |
LYTS | 0.07 | 0.13 | 1.00 | 0.13 | 0.35 | 0.25 | 0.24 |
GOOGL | 0.28 | 0.25 | 0.13 | 1.00 | 0.26 | 0.35 | 0.30 |
MOD | 0.15 | 0.19 | 0.35 | 0.26 | 1.00 | 0.32 | 0.37 |
AEHR | 0.17 | 0.21 | 0.25 | 0.35 | 0.32 | 1.00 | 0.36 |
SMCI | 0.20 | 0.19 | 0.24 | 0.30 | 0.37 | 0.36 | 1.00 |