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Alpha Year
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


ADBE 4%APPF 4%APP 4%ANET 4%FIX 4%DECK 4%LLY 4%FN 4%FICO 4%FCNCA 4%HUBS 4%JBL 4%MSFT 4%MDB 4%EDU 4%NVO 4%NVDA 4%ONTO 4%SAIA 4%NOW 4%SSD 4%WING 4%BLD 4%GWW 4%XPO 4%EquityEquity
PositionCategory/SectorWeight
ADBE
Adobe Inc
Technology
4%
ANET
Arista Networks, Inc.
Technology
4%
APP
AppLovin Corporation
Technology
4%
APPF
AppFolio, Inc.
Technology
4%
BLD
TopBuild Corp.
Industrials
4%
DECK
Deckers Outdoor Corporation
Consumer Cyclical
4%
EDU
New Oriental Education & Technology Group Inc.
Consumer Defensive
4%
FCNCA
First Citizens BancShares, Inc.
Financial Services
4%
FICO
Fair Isaac Corporation
Technology
4%
FIX
Comfort Systems USA, Inc.
Industrials
4%
FN
Fabrinet
Technology
4%
GWW
W.W. Grainger, Inc.
Industrials
4%
HUBS
HubSpot, Inc.
Technology
4%
JBL
Jabil Inc.
Technology
4%
LLY
Eli Lilly and Company
Healthcare
4%
MDB
MongoDB, Inc.
Technology
4%
MSFT
Microsoft Corporation
Technology
4%
NOW
ServiceNow, Inc.
Technology
4%
NVDA
NVIDIA Corporation
Technology
4%
NVO
Novo Nordisk A/S
Healthcare
4%
ONTO
4%
SAIA
4%
SSD
4%
WING
4%
XPO
4%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Alpha Year, 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


-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
16.54%
8.53%
Alpha Year
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 15, 2021, corresponding to the inception date of APP

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
24.34%0.23%8.53%24.95%13.01%11.06%
Alpha Year46.30%-1.08%16.54%45.38%N/AN/A
ADBE
Adobe Inc
-25.05%-10.48%-16.17%-25.49%6.43%19.69%
APPF
AppFolio, Inc.
45.34%9.17%8.61%42.36%18.12%N/A
APP
AppLovin Corporation
755.68%4.85%333.94%693.00%N/AN/A
ANET
Arista Networks, Inc.
91.60%18.22%33.76%91.74%54.44%39.59%
FIX
Comfort Systems USA, Inc.
113.90%-7.94%38.85%113.01%55.24%39.41%
DECK
Deckers Outdoor Corporation
89.37%19.62%29.15%79.77%49.96%30.05%
LLY
Eli Lilly and Company
32.57%1.90%-12.87%35.10%44.05%29.62%
FN
Fabrinet
16.25%-2.23%-10.38%15.59%28.04%28.81%
FICO
Fair Isaac Corporation
79.64%-9.47%45.60%79.41%41.20%40.09%
FCNCA
First Citizens BancShares, Inc.
50.69%-5.59%29.64%50.63%32.44%24.17%
HUBS
HubSpot, Inc.
23.85%3.53%24.30%24.33%35.23%35.77%
JBL
Jabil Inc.
14.12%13.12%28.28%12.92%29.28%22.08%
MSFT
Microsoft Corporation
16.97%5.29%-2.56%17.76%23.77%26.56%
MDB
MongoDB, Inc.
-39.92%-12.82%7.95%-40.06%13.48%N/A
EDU
New Oriental Education & Technology Group Inc.
-15.58%8.02%-13.29%-15.43%-12.97%12.05%
NVO
Novo Nordisk A/S
-16.93%-19.26%-39.90%-16.95%26.03%17.16%
NVDA
NVIDIA Corporation
172.06%-7.66%6.44%175.01%86.75%75.35%
ONTO
9.39%3.30%-22.71%8.46%N/AN/A
SAIA
8.03%-10.68%2.78%5.04%N/AN/A
NOW
ServiceNow, Inc.
54.46%6.67%45.63%55.72%31.08%31.76%
SSD
-13.75%-5.17%-0.78%-12.69%N/AN/A
WING
14.86%-11.79%-29.03%15.09%N/AN/A
BLD
TopBuild Corp.
-17.10%-11.63%-20.11%-17.32%24.71%N/A
GWW
W.W. Grainger, Inc.
32.94%-7.25%19.90%33.69%28.18%17.56%
XPO
58.10%-5.49%31.63%55.00%N/AN/A
*Annualized

Monthly Returns

The table below presents the monthly returns of Alpha Year, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20246.55%14.70%1.46%-6.86%5.64%4.67%-1.23%2.92%3.73%-0.32%14.94%46.30%
202312.87%2.29%8.06%4.63%8.89%12.15%6.46%6.12%-3.64%-0.17%13.47%5.07%106.52%
2022-12.56%-2.51%-1.08%-11.46%-0.53%-4.21%17.65%-4.93%-9.58%9.87%8.56%-5.23%-18.67%
2021-0.88%0.22%5.13%-1.24%4.71%-4.51%12.46%2.29%3.43%22.70%

Expense Ratio

Alpha Year 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

Risk-Adjusted Performance Rank

The current rank of Alpha Year is 65, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of Alpha Year is 6565
Overall Rank
The Sharpe Ratio Rank of Alpha Year is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of Alpha Year is 6363
Sortino Ratio Rank
The Omega Ratio Rank of Alpha Year is 5757
Omega Ratio Rank
The Calmar Ratio Rank of Alpha Year is 7777
Calmar Ratio Rank
The Martin Ratio Rank of Alpha Year is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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
The chart of Sharpe ratio for Alpha Year, currently valued at 2.12, compared to the broader market-6.00-4.00-2.000.002.004.002.122.10
The chart of Sortino ratio for Alpha Year, currently valued at 2.83, compared to the broader market-6.00-4.00-2.000.002.004.006.002.832.80
The chart of Omega ratio for Alpha Year, currently valued at 1.35, compared to the broader market0.400.600.801.001.201.401.601.801.351.39
The chart of Calmar ratio for Alpha Year, currently valued at 3.78, compared to the broader market0.002.004.006.008.0010.0012.003.783.09
The chart of Martin ratio for Alpha Year, currently valued at 12.53, compared to the broader market0.0010.0020.0030.0040.0050.0012.5313.49
Alpha Year
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
ADBE
Adobe Inc
-0.68-0.770.88-0.69-1.37
APPF
AppFolio, Inc.
0.961.911.251.533.86
APP
AppLovin Corporation
8.817.031.9310.3498.54
ANET
Arista Networks, Inc.
2.302.811.384.7013.69
FIX
Comfort Systems USA, Inc.
2.522.881.407.1217.97
DECK
Deckers Outdoor Corporation
2.052.991.373.497.67
LLY
Eli Lilly and Company
1.181.781.231.474.28
FN
Fabrinet
0.330.811.110.631.38
FICO
Fair Isaac Corporation
2.623.031.434.8314.96
FCNCA
First Citizens BancShares, Inc.
1.462.401.313.578.50
HUBS
HubSpot, Inc.
0.741.211.160.581.69
JBL
Jabil Inc.
0.350.691.110.350.63
MSFT
Microsoft Corporation
0.941.301.181.212.77
MDB
MongoDB, Inc.
-0.68-0.770.90-0.62-1.02
EDU
New Oriental Education & Technology Group Inc.
-0.28-0.070.99-0.22-0.61
NVO
Novo Nordisk A/S
-0.43-0.370.95-0.36-1.15
NVDA
NVIDIA Corporation
3.443.641.466.6620.59
ONTO
0.280.741.100.451.00
SAIA
0.160.581.090.210.38
NOW
ServiceNow, Inc.
1.692.241.322.759.23
SSD
-0.37-0.330.96-0.45-0.78
WING
0.390.751.110.481.41
BLD
TopBuild Corp.
-0.40-0.340.96-0.44-1.08
GWW
W.W. Grainger, Inc.
1.632.481.312.425.82
XPO
1.382.221.272.805.47

The current Alpha Year Sharpe ratio is 2.05. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.26 to 2.06, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of Alpha Year with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.12
2.10
Alpha Year
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Alpha Year provided a 0.26% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
Portfolio0.26%0.21%0.42%0.27%0.36%0.44%0.91%0.53%1.02%0.61%0.61%0.69%
ADBE
Adobe 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%
APPF
AppFolio, 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%
APP
AppLovin 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%
ANET
Arista 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%
FIX
Comfort Systems USA, Inc.
0.27%0.41%0.49%0.49%0.81%0.79%0.76%0.68%0.83%0.88%1.31%1.08%
DECK
Deckers Outdoor 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%
LLY
Eli Lilly and Company
0.68%0.78%1.07%1.23%1.75%1.96%1.95%2.46%2.77%2.37%2.84%3.84%
FN
Fabrinet
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FICO
Fair Isaac Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.01%0.07%0.08%0.11%0.13%
FCNCA
First Citizens BancShares, Inc.
0.32%0.27%0.28%0.23%0.29%0.30%0.38%0.31%0.34%0.46%0.47%0.54%
HUBS
HubSpot, 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%
JBL
Jabil Inc.
0.22%0.25%0.47%0.45%0.75%0.77%1.29%1.22%1.35%1.37%1.47%1.83%
MSFT
Microsoft Corporation
0.71%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
MDB
MongoDB, 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%
EDU
New Oriental Education & Technology Group Inc.
0.95%0.00%0.00%0.00%0.00%0.00%0.00%0.46%0.00%1.28%0.00%1.11%
NVO
Novo Nordisk A/S
1.70%0.99%1.18%1.34%1.86%2.12%2.47%2.12%3.93%1.31%1.96%1.72%
NVDA
NVIDIA Corporation
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%
ONTO
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SAIA
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NOW
ServiceNow, 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%
SSD
0.65%0.54%1.15%0.69%0.74%1.41%1.59%1.36%1.55%1.76%1.17%1.02%
WING
0.33%0.32%3.43%0.36%0.38%0.46%10.19%0.36%9.80%0.00%0.00%0.00%
BLD
TopBuild Corp.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GWW
W.W. Grainger, Inc.
0.73%0.88%1.22%1.23%1.45%1.68%1.90%2.14%2.08%2.27%1.64%1.41%
XPO
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.23%
-2.62%
Alpha Year
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Alpha Year. 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 Alpha Year was 33.57%, occurring on May 11, 2022. Recovery took 235 trading sessions.

The current Alpha Year drawdown is 8.77%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.57%Nov 17, 2021121May 11, 2022235Apr 19, 2023356
-12.57%Jul 17, 202416Aug 7, 202430Sep 19, 202446
-10.04%Mar 8, 202430Apr 19, 202418May 15, 202448
-9.04%Dec 9, 20249Dec 19, 2024
-8.56%Sep 5, 202338Oct 26, 20236Nov 3, 202344

Volatility

Volatility Chart

The current Alpha Year volatility is 7.03%, 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.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
7.03%
3.79%
Alpha Year
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

EDULLYNVOFCNCAGWWWINGAPPFSAIAAPPDECKFICOSSDHUBSFIXFNXPOMDBBLDJBLADBEANETONTOMSFTNVDANOW
EDU1.000.060.100.170.090.200.170.200.250.210.130.130.170.150.160.210.210.210.210.180.170.220.190.220.19
LLY0.061.000.490.100.250.180.150.110.180.180.190.150.120.250.230.170.130.150.180.240.260.170.310.240.21
NVO0.100.491.000.120.220.190.190.230.210.240.240.180.220.230.220.230.220.220.200.300.260.240.330.260.30
FCNCA0.170.100.121.000.360.250.310.370.280.340.320.440.260.440.350.410.250.410.410.250.260.370.290.310.30
GWW0.090.250.220.361.000.290.280.430.270.360.390.540.250.560.390.430.250.490.440.340.370.370.340.280.34
WING0.200.180.190.250.291.000.380.330.430.430.420.340.400.360.330.370.410.380.340.400.400.400.390.440.46
APPF0.170.150.190.310.280.381.000.320.440.370.420.370.510.340.360.330.450.380.360.440.430.390.430.420.52
SAIA0.200.110.230.370.430.330.321.000.340.410.350.500.370.450.410.720.360.520.450.410.390.430.370.400.41
APP0.250.180.210.280.270.430.440.341.000.380.420.320.530.360.370.380.560.350.360.490.470.430.460.520.55
DECK0.210.180.240.340.360.430.370.410.381.000.370.470.410.430.440.440.420.490.450.410.440.450.410.430.45
FICO0.130.190.240.320.390.420.420.350.420.371.000.390.440.390.400.410.440.400.400.510.470.450.490.460.55
SSD0.130.150.180.440.540.340.370.500.320.470.391.000.360.600.490.530.340.670.510.360.380.470.370.350.37
HUBS0.170.120.220.260.250.400.510.370.530.410.440.361.000.310.350.370.700.390.370.560.480.420.510.510.68
FIX0.150.250.230.440.560.360.340.450.360.430.390.600.311.000.520.470.310.560.530.330.490.500.390.400.37
FN0.160.230.220.350.390.330.360.410.370.440.400.490.350.521.000.430.380.460.610.410.550.600.450.500.41
XPO0.210.170.230.410.430.370.330.720.380.440.410.530.370.470.431.000.380.530.480.400.420.480.420.450.43
MDB0.210.130.220.250.250.410.450.360.560.420.440.340.700.310.380.381.000.410.410.580.500.470.560.530.70
BLD0.210.150.220.410.490.380.380.520.350.490.400.670.390.560.460.530.411.000.520.400.390.490.420.420.39
JBL0.210.180.200.410.440.340.360.450.360.450.400.510.370.530.610.480.410.521.000.440.540.600.480.550.46
ADBE0.180.240.300.250.340.400.440.410.490.410.510.360.560.330.410.400.580.400.441.000.560.490.700.600.71
ANET0.170.260.260.260.370.400.430.390.470.440.470.380.480.490.550.420.500.390.540.561.000.570.620.630.61
ONTO0.220.170.240.370.370.400.390.430.430.450.450.470.420.500.600.480.470.490.600.490.571.000.520.650.50
MSFT0.190.310.330.290.340.390.430.370.460.410.490.370.510.390.450.420.560.420.480.700.620.521.000.640.66
NVDA0.220.240.260.310.280.440.420.400.520.430.460.350.510.400.500.450.530.420.550.600.630.650.641.000.59
NOW0.190.210.300.300.340.460.520.410.550.450.550.370.680.370.410.430.700.390.460.710.610.500.660.591.00
The correlation results are calculated based on daily price changes starting from Apr 16, 2021
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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