Home Purchase
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
TSLA Tesla, Inc. | Consumer Cyclical | 12.5% |
SHOP Shopify Inc. | Technology | 12.5% |
XPEL XPEL, Inc. | Consumer Cyclical | 12.5% |
FLGT Fulgent Genetics, Inc. | Healthcare | 12.5% |
PERI Perion Network Ltd. | Communication Services | 12.5% |
FRHC Freedom Holding Corp. | Financial Services | 12.5% |
LSCC Lattice Semiconductor Corporation | Technology | 12.5% |
AEHR Aehr Test Systems | Technology | 12.5% |
Performance
The chart shows the growth of an initial investment of $10,000 in Home Purchase, 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
As of Sep 21, 2023, the Home Purchase returned 53.37% Year-To-Date and 94.52% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.06% | 11.82% | 14.66% | 14.17% | 8.51% | 10.84% |
| Home Purchase | -1.70% | 13.53% | 53.37% | 54.33% | 83.19% | 94.52% |
| Portfolio components: | ||||||
TSLA Tesla, Inc. | 13.54% | 37.37% | 113.18% | -14.95% | 67.74% | 53.37% |
SHOP Shopify Inc. | 5.64% | 26.71% | 64.13% | 84.07% | 28.78% | 44.97% |
XPEL XPEL, Inc. | -8.00% | 19.90% | 26.29% | 19.39% | 62.09% | 77.46% |
FLGT Fulgent Genetics, Inc. | -16.83% | -7.99% | -6.41% | -29.89% | 53.53% | 17.30% |
PERI Perion Network Ltd. | -8.00% | -16.97% | 22.25% | 45.28% | 58.04% | 36.21% |
FRHC Freedom Holding Corp. | -2.79% | 26.85% | 50.93% | 61.64% | 64.83% | 171.07% |
LSCC Lattice Semiconductor Corporation | -7.22% | -7.64% | 30.41% | 65.38% | 61.71% | 44.65% |
AEHR Aehr Test Systems | 10.98% | 24.19% | 125.77% | 196.80% | 78.60% | 47.88% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| FLGT | XPEL | FRHC | AEHR | PERI | TSLA | SHOP | LSCC | |
|---|---|---|---|---|---|---|---|---|
| FLGT | 1.00 | 0.17 | 0.16 | 0.16 | 0.21 | 0.19 | 0.25 | 0.21 |
| XPEL | 0.17 | 1.00 | 0.20 | 0.18 | 0.21 | 0.20 | 0.23 | 0.25 |
| FRHC | 0.16 | 0.20 | 1.00 | 0.20 | 0.21 | 0.23 | 0.29 | 0.35 |
| AEHR | 0.16 | 0.18 | 0.20 | 1.00 | 0.27 | 0.26 | 0.28 | 0.34 |
| PERI | 0.21 | 0.21 | 0.21 | 0.27 | 1.00 | 0.30 | 0.32 | 0.34 |
| TSLA | 0.19 | 0.20 | 0.23 | 0.26 | 0.30 | 1.00 | 0.40 | 0.35 |
| SHOP | 0.25 | 0.23 | 0.29 | 0.28 | 0.32 | 0.40 | 1.00 | 0.44 |
| LSCC | 0.21 | 0.25 | 0.35 | 0.34 | 0.34 | 0.35 | 0.44 | 1.00 |
Dividend yield
Expense Ratio
The Home Purchase 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
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 | |
|---|---|---|---|---|---|
TSLA Tesla, Inc. | -0.25 | ||||
SHOP Shopify Inc. | 1.11 | ||||
XPEL XPEL, Inc. | 0.40 | ||||
FLGT Fulgent Genetics, Inc. | -0.72 | ||||
PERI Perion Network Ltd. | 1.07 | ||||
FRHC Freedom Holding Corp. | 1.29 | ||||
LSCC Lattice Semiconductor Corporation | 1.30 | ||||
AEHR Aehr Test Systems | 2.04 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the Home Purchase. 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 Home Purchase is 52.93%, recorded on Jun 16, 2022. It took 247 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -52.93% | Nov 5, 2021 | 154 | Jun 16, 2022 | 247 | Jun 12, 2023 | 401 |
| -47.62% | Feb 20, 2020 | 20 | Mar 18, 2020 | 56 | Jun 8, 2020 | 76 |
| -30.47% | Feb 12, 2021 | 63 | May 13, 2021 | 45 | Jul 19, 2021 | 108 |
| -29.85% | Sep 7, 2017 | 4 | Sep 12, 2017 | 81 | Jan 8, 2018 | 85 |
| -22.61% | Aug 3, 2017 | 5 | Aug 9, 2017 | 4 | Aug 15, 2017 | 9 |
Volatility Chart
The current Home Purchase volatility is 7.76%, 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.