ryoku research - swissquote
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BABA Alibaba Group Holding Limited | Consumer Cyclical | 32.52% |
JBAXY Julius Baer Group Ltd | Financial Services | 26.84% |
PANW Palo Alto Networks, Inc. | Technology | 40.64% |
Transactions
| Date | Type | Symbol | Quantity | Price |
|---|---|---|---|---|
| Aug 2, 2024 | Buy | Julius Baer Group Ltd | 88 | $11.68 |
| May 11, 2024 | Buy | Palo Alto Networks, Inc. | 4 | $284.50 |
| Apr 9, 2024 | Buy | Alibaba Group Holding Limited | 14 | $73.00 |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ryoku research - swissquote, 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
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| ryoku research - swissquote | N/A | -3.49% | 16.09% | N/A | N/A | N/A |
| Portfolio components: | ||||||
BABA Alibaba Group Holding Limited | 19.71% | -14.66% | 14.56% | 12.10% | -12.74% | -2.01% |
PANW Palo Alto Networks, Inc. | 36.45% | 7.61% | 28.83% | 54.06% | 37.48% | 27.04% |
JBAXY Julius Baer Group Ltd | 13.91% | -3.28% | -0.17% | 5.54% | 10.14% | 7.07% |
Monthly Returns
The table below presents the monthly returns of ryoku research - swissquote, 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 | 2.53% | 7.78% | 4.26% | 1.63% | 5.55% | 7.19% | -0.59% | 34.31% |
Expense Ratio
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 ryoku research - swissquote is 17, indicating that it is in the bottom 17% 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 | |
|---|---|---|---|---|---|
BABA Alibaba Group Holding Limited | 0.38 | 0.81 | 1.10 | 0.18 | 1.11 |
PANW Palo Alto Networks, Inc. | 1.31 | 1.61 | 1.29 | 1.88 | 3.95 |
JBAXY Julius Baer Group Ltd | 0.32 | 0.60 | 1.09 | 0.29 | 0.96 |
Not enough dataDividends
Dividend yield
ryoku research - swissquote provided a 0.23% dividend yield over the last twelve months.
| TTM | |
|---|---|
| Portfolio | 0.23% |
Monthly Dividends
The table below shows the monthly dividends paid by this portfolio.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $9.24 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $9.24 |
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 ryoku research - swissquote. 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 ryoku research - swissquote was 11.60%, occurring on Aug 5, 2024. Recovery took 11 trading sessions.
The current ryoku research - swissquote drawdown is 4.23%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -11.6% | May 21, 2024 | 52 | Aug 5, 2024 | 11 | Aug 20, 2024 | 63 |
| -8.06% | Apr 12, 2024 | 4 | Apr 17, 2024 | 6 | Apr 25, 2024 | 10 |
| -6.09% | Oct 14, 2024 | 14 | Oct 31, 2024 | — | — | — |
| -5.58% | Sep 3, 2024 | 4 | Sep 6, 2024 | 12 | Sep 24, 2024 | 16 |
| -3.79% | May 7, 2024 | 2 | May 8, 2024 | 3 | May 13, 2024 | 5 |
Volatility
Volatility Chart
The current ryoku research - swissquote volatility is 5.34%, 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
| PANW | BABA | JBAXY | |
|---|---|---|---|
| PANW | 1.00 | 0.06 | 0.07 |
| BABA | 0.06 | 1.00 | 0.37 |
| JBAXY | 0.07 | 0.37 | 1.00 |