Alfa bookmarks 09.23

Last updated Sep 23, 2023

Asset Allocation

Position	Category/Sector	Weight
AEHR Aehr Test Systems	Technology	6.67%
ACLS Axcelis Technologies, Inc.	Technology	6.67%
DKNG DraftKings Inc.	Consumer Cyclical	6.67%
FSLR First Solar, Inc.	Technology	6.67%
GOOGL Alphabet Inc.	Communication Services	6.67%
INTT inTEST Corporation	Technology	6.67%
INTU Intuit Inc.	Technology	6.67%
LSCC Lattice Semiconductor Corporation	Technology	6.67%
LYTS LSI Industries Inc.	Technology	6.67%
OPRA Opera Limited	Communication Services	6.67%
PANW Palo Alto Networks, Inc.	Technology	6.67%
WDAY Workday, Inc.	Technology	6.67%
NVDA NVIDIA Corporation	Technology	6.67%
RMBS Rambus Inc.	Technology	6.67%
META Meta Platforms, Inc.	Communication Services	6.67%

Benchmark

Rebalance portfolio

Performance

The chart shows the growth of an initial investment of $10,000 in Alfa bookmarks 09.23, 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

Alfa bookmarks 09.23

Benchmark (^GSPC)

Portfolio components

Returns

	1 month	6 months	Year-To-Date	1 year	5 years (annualized)	10 years (annualized)
Benchmark	-2.61%	8.79%	12.52%	14.96%	9.13%	N/A
Alfa bookmarks 09.23	-5.14%	21.19%	79.47%	109.26%	51.25%	N/A
Portfolio components:
AEHR Aehr Test Systems	-0.05%	11.88%	112.24%	176.83%	124.03%	N/A
ACLS Axcelis Technologies, Inc.	-11.58%	21.47%	96.98%	167.35%	73.76%	N/A
DKNG DraftKings Inc.	-0.18%	56.57%	143.72%	78.18%	28.45%	N/A
FSLR First Solar, Inc.	-10.04%	-23.05%	8.45%	23.28%	24.38%	N/A
GOOGL Alphabet Inc.	-1.60%	23.53%	47.63%	30.07%	22.09%	N/A
INTT inTEST Corporation	-12.79%	-26.45%	44.95%	89.25%	33.79%	N/A
INTU Intuit Inc.	1.54%	18.81%	31.39%	29.15%	15.97%	N/A
LSCC Lattice Semiconductor Corporation	-13.23%	-8.88%	27.50%	67.62%	47.01%	N/A
LYTS LSI Industries Inc.	-1.60%	14.29%	26.80%	109.36%	42.72%	N/A
OPRA Opera Limited	-14.18%	42.84%	136.23%	268.70%	7.52%	N/A
PANW Palo Alto Networks, Inc.	-3.03%	19.30%	63.76%	37.51%	30.95%	N/A
WDAY Workday, Inc.	0.26%	21.21%	37.94%	53.38%	1.72%	N/A
NVDA NVIDIA Corporation	-11.68%	55.41%	184.83%	231.47%	72.49%	N/A
RMBS Rambus Inc.	-3.71%	21.02%	49.80%	115.16%	40.70%	N/A
META Meta Platforms, Inc.	1.64%	45.18%	148.53%	109.41%	10.07%	N/A
Returns over 1 year are annualized

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

	LYTS	INTT	OPRA	DKNG	AEHR	FSLR	PANW	WDAY	META	RMBS	GOOGL	INTU	ACLS	LSCC	NVDA
LYTS	1.00	0.20	0.11	0.17	0.22	0.25	0.18	0.16	0.19	0.27	0.19	0.17	0.27	0.24	0.18
INTT	0.20	1.00	0.21	0.24	0.29	0.28	0.22	0.25	0.29	0.34	0.28	0.26	0.37	0.35	0.33
OPRA	0.11	0.21	1.00	0.30	0.23	0.30	0.29	0.30	0.30	0.33	0.27	0.33	0.34	0.32	0.33
DKNG	0.17	0.24	0.30	1.00	0.35	0.32	0.38	0.40	0.38	0.33	0.36	0.40	0.37	0.38	0.40
AEHR	0.22	0.29	0.23	0.35	1.00	0.31	0.32	0.36	0.35	0.40	0.35	0.38	0.46	0.44	0.42
FSLR	0.25	0.28	0.30	0.32	0.31	1.00	0.35	0.38	0.34	0.41	0.34	0.37	0.42	0.45	0.41
PANW	0.18	0.22	0.29	0.38	0.32	0.35	1.00	0.57	0.44	0.43	0.50	0.56	0.46	0.50	0.54
WDAY	0.16	0.25	0.30	0.40	0.36	0.38	0.57	1.00	0.54	0.42	0.54	0.65	0.48	0.53	0.57
META	0.19	0.29	0.30	0.38	0.35	0.34	0.44	0.54	1.00	0.46	0.70	0.59	0.50	0.55	0.60
RMBS	0.27	0.34	0.33	0.33	0.40	0.41	0.43	0.42	0.46	1.00	0.49	0.49	0.68	0.65	0.62
GOOGL	0.19	0.28	0.27	0.36	0.35	0.34	0.50	0.54	0.70	0.49	1.00	0.66	0.53	0.58	0.64
INTU	0.17	0.26	0.33	0.40	0.38	0.37	0.56	0.65	0.59	0.49	0.66	1.00	0.52	0.59	0.65
ACLS	0.27	0.37	0.34	0.37	0.46	0.42	0.46	0.48	0.50	0.68	0.53	0.52	1.00	0.70	0.65
LSCC	0.24	0.35	0.32	0.38	0.44	0.45	0.50	0.53	0.55	0.65	0.58	0.59	0.70	1.00	0.72
NVDA	0.18	0.33	0.33	0.40	0.42	0.41	0.54	0.57	0.60	0.62	0.64	0.65	0.65	0.72	1.00

Sharpe Ratio

The current Alfa bookmarks 09.23 Sharpe ratio is 3.32. A Sharpe ratio of 3.0 or higher is considered excellent.

The Sharpe ratio of Alfa bookmarks 09.23 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.

Alfa bookmarks 09.23

Benchmark (^GSPC)

Portfolio components

Dividend yield

Alfa bookmarks 09.23 granted a 0.75% dividend yield in the last twelve months.

	TTM	2022	2021	2020	2019	2018	2017	2016	2015	2014	2013	2012
Alfa bookmarks 09.23	0.75%	0.17%	0.23%	0.20%	0.31%	0.57%	0.31%	0.27%	0.24%	0.42%	0.38%	0.84%
Portfolio components:
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%
ACLS Axcelis Technologies, 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%
DKNG DraftKings 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%
FSLR First Solar, 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%
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%
INTT inTEST Corporation	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	2.90%
INTU Intuit Inc.	0.61%	0.73%	0.39%	0.43%	0.76%	0.86%	0.93%	1.14%	1.16%	0.96%	1.00%	1.15%
LSCC Lattice Semiconductor Corporation	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.	1.30%	1.65%	3.02%	2.48%	3.61%	7.25%	3.46%	2.51%	1.23%	3.54%	2.69%	7.87%
OPRA Opera Limited	9.27%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
PANW Palo Alto Networks, 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%
WDAY Workday, 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%
NVDA NVIDIA Corporation	0.04%	0.11%	0.05%	0.12%	0.27%	0.46%	0.30%	0.46%	1.23%	1.77%	2.06%	0.66%
RMBS Rambus 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%
META Meta Platforms, 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%

Expense Ratio

The Alfa bookmarks 09.23 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 ratio	Sortino ratio	Omega ratio	Calmar ratio	Ulcer Index
AEHR Aehr Test Systems	1.91
ACLS Axcelis Technologies, Inc.	3.25
DKNG DraftKings Inc.	0.88
FSLR First Solar, Inc.	0.41
GOOGL Alphabet Inc.	0.92
INTT inTEST Corporation	1.43
INTU Intuit Inc.	0.69
LSCC Lattice Semiconductor Corporation	1.26
LYTS LSI Industries Inc.	2.14
OPRA Opera Limited	3.36
PANW Palo Alto Networks, Inc.	0.82
WDAY Workday, Inc.	1.27
NVDA NVIDIA Corporation	3.87
RMBS Rambus Inc.	2.52
META Meta Platforms, Inc.	2.11

Drawdowns Chart

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

Alfa bookmarks 09.23

Benchmark (^GSPC)

Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Alfa bookmarks 09.23. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Alfa bookmarks 09.23 is 43.43%, recorded on Jun 16, 2022. It took 153 trading sessions for the portfolio to recover.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-43.43%	Nov 17, 2021	146	Jun 16, 2022	153	Jan 26, 2023	299
-41.35%	Feb 20, 2020	20	Mar 18, 2020	50	May 29, 2020	70
-12.44%	Apr 28, 2021	11	May 12, 2021	14	Jun 2, 2021	25
-11.48%	Jul 19, 2023	46	Sep 21, 2023	—	—	—
-11.27%	Feb 17, 2021	14	Mar 8, 2021	33	Apr 23, 2021	47

Volatility Chart

The current Alfa bookmarks 09.23 volatility is 7.17%, 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.

Alfa bookmarks 09.23

Benchmark (^GSPC)

Portfolio components