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2023-2024 вар3

Last updated Mar 2, 2024

Asset Allocation


AEHR 14.29%GOOGL 14.29%MNSO 14.29%MOD 14.29%SMCI 14.29%NVO 14.29%LYTS 14.26%EquityEquity
PositionCategory/SectorWeight
AEHR
Aehr Test Systems
Technology

14.29%

GOOGL
Alphabet Inc.
Communication Services

14.29%

MNSO
MINISO Group Holding Limited
Consumer Cyclical

14.29%

MOD
Modine Manufacturing Company
Consumer Cyclical

14.29%

SMCI
Super Micro Computer, Inc.
Technology

14.29%

NVO
Novo Nordisk A/S
Healthcare

14.29%

LYTS
LSI Industries Inc.
Technology

14.26%

S&P 500

Performance

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


0.00%200.00%400.00%600.00%800.00%OctoberNovemberDecember2024FebruaryMarch
844.74%
47.48%
2023-2024 вар3
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 15, 2020, corresponding to the inception date of MNSO

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
2023-2024 вар334.93%22.86%25.97%109.09%N/AN/A
AEHR
Aehr Test Systems
-33.43%17.26%-65.80%-45.19%65.62%22.22%
GOOGL
Alphabet Inc.
-1.83%-3.68%1.09%46.44%19.03%16.29%
MNSO
MINISO Group Holding Limited
-7.16%15.84%-26.21%-0.27%N/AN/A
MOD
Modine Manufacturing Company
53.60%30.00%87.33%245.52%43.03%19.61%
SMCI
Super Micro Computer, Inc.
218.54%56.22%220.91%825.56%115.48%45.98%
NVO
Novo Nordisk A/S
20.09%9.26%31.24%73.03%39.89%19.73%
LYTS
LSI Industries Inc.
2.71%4.95%-8.61%-3.12%38.83%8.37%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20247.10%22.25%
20239.44%-2.49%-11.74%5.49%4.28%

Sharpe Ratio

The current 2023-2024 вар3 Sharpe ratio is 3.16. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.003.16

The Sharpe ratio of 2023-2024 вар3 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.006.007.00OctoberNovemberDecember2024FebruaryMarch
3.16
2.44
2023-2024 вар3
Benchmark (^GSPC)
Portfolio components

Dividend yield

2023-2024 вар3 granted a 0.51% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
2023-2024 вар30.51%0.49%0.46%0.63%0.33%0.47%0.90%0.41%0.29%0.14%0.40%0.30%
AEHR
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%
GOOGL
Alphabet 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%
MNSO
MINISO Group Holding Limited
2.18%2.02%1.60%1.47%0.00%0.00%0.00%0.00%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%
SMCI
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%
NVO
Novo Nordisk A/S
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LYTS
LSI Industries Inc.
1.39%1.42%1.63%2.92%2.34%3.31%6.31%2.91%2.05%0.98%2.80%2.08%

Expense Ratio

The 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.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
2023-2024 вар3
3.16
AEHR
Aehr Test Systems
-0.63
GOOGL
Alphabet Inc.
1.87
MNSO
MINISO Group Holding Limited
0.11
MOD
Modine Manufacturing Company
4.80
SMCI
Super Micro Computer, Inc.
8.44
NVO
Novo Nordisk A/S
2.42
LYTS
LSI Industries Inc.
-0.05

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

NVOLYTSMNSOMODGOOGLAEHRSMCI
NVO1.000.070.130.120.280.160.19
LYTS0.071.000.140.330.130.250.26
MNSO0.130.141.000.220.250.260.23
MOD0.120.330.221.000.280.340.37
GOOGL0.280.130.250.281.000.380.35
AEHR0.160.250.260.340.381.000.39
SMCI0.190.260.230.370.350.391.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-1.69%
0
2023-2024 вар3
Benchmark (^GSPC)
Portfolio components

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 33.33%, occurring on May 24, 2022. Recovery took 64 trading sessions.

The current 2023-2024 вар3 drawdown is 1.69%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.33%Nov 5, 2021138May 24, 202264Aug 25, 2022202
-21.79%Aug 26, 202221Sep 26, 202228Nov 3, 202249
-15.87%Oct 12, 202314Oct 31, 202363Feb 1, 202477
-13.24%Jul 22, 202120Aug 18, 202112Sep 3, 202132
-11.33%Oct 19, 20208Oct 28, 20207Nov 6, 202015

Volatility Chart

The current 2023-2024 вар3 volatility is 17.23%, 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%OctoberNovemberDecember2024FebruaryMarch
17.23%
3.47%
2023-2024 вар3
Benchmark (^GSPC)
Portfolio components
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