Screener Value 2
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BIDU Baidu, Inc. | Communication Services | 7.14% |
INCY Incyte Corporation | Healthcare | 7.14% |
UTHR United Therapeutics Corporation | Healthcare | 7.14% |
MNSO MINISO Group Holding Limited | Consumer Cyclical | 7.14% |
SEDG SolarEdge Technologies, Inc. | Technology | 7.14% |
GNTX Gentex Corporation | Consumer Cyclical | 7.14% |
GMED Globus Medical, Inc. | Healthcare | 7.14% |
ASR Grupo Aeroportuario del Sureste, S. A. B. de C. V. | Industrials | 7.14% |
CIEN Ciena Corporation | Technology | 7.14% |
EXEL Exelixis, Inc. | Healthcare | 7.14% |
YMM Full Truck Alliance Co. Ltd. | Technology | 7.14% |
ALGM Allegro MicroSystems, Inc. | Technology | 7.14% |
FN Fabrinet | Technology | 7.14% |
ST Sensata Technologies Holding plc | Technology | 7.14% |
Performance
The chart shows the growth of an initial investment of $10,000 in Screener Value 2, 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
The earliest data available for this chart is Jun 22, 2021, corresponding to the inception date of YMM
Returns
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| Screener Value 2 | -3.16% | 2.52% | -6.85% | -7.53% | N/A | N/A |
| Portfolio components: | ||||||
BIDU Baidu, Inc. | -0.81% | 5.61% | -16.09% | -5.72% | -8.78% | -4.51% |
INCY Incyte Corporation | -31.90% | 1.18% | -10.39% | -34.97% | -3.25% | 1.36% |
UTHR United Therapeutics Corporation | -13.10% | 7.05% | 5.76% | -13.66% | 17.18% | 10.18% |
MNSO MINISO Group Holding Limited | 85.06% | -27.16% | 15.85% | 61.97% | N/A | N/A |
SEDG SolarEdge Technologies, Inc. | -72.32% | 10.63% | -72.23% | -75.15% | 15.58% | N/A |
GNTX Gentex Corporation | 15.12% | 3.66% | 12.73% | 14.16% | 9.88% | 9.69% |
GMED Globus Medical, Inc. | -37.38% | 1.40% | -16.54% | -35.11% | 0.31% | 9.23% |
ASR Grupo Aeroportuario del Sureste, S. A. B. de C. V. | 4.10% | 5.28% | -16.91% | -3.30% | 13.68% | 8.30% |
CIEN Ciena Corporation | -13.01% | 2.76% | 7.26% | -14.50% | 7.24% | 6.60% |
EXEL Exelixis, Inc. | 37.16% | 6.08% | 14.58% | 33.17% | 1.38% | 14.15% |
YMM Full Truck Alliance Co. Ltd. | -11.75% | 1.15% | 5.37% | -19.50% | N/A | N/A |
ALGM Allegro MicroSystems, Inc. | -10.59% | 4.44% | -30.91% | -17.67% | N/A | N/A |
FN Fabrinet | 29.66% | -3.30% | 47.10% | 26.94% | 28.25% | 24.02% |
ST Sensata Technologies Holding plc | -16.41% | 6.51% | -23.36% | -22.85% | -5.12% | -0.99% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -2.94% | 5.56% | 5.98% | -1.90% | -4.00% | -12.11% | 5.83% |
Dividend yield
Screener Value 2 granted a 0.86% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Screener Value 2 | 0.86% | 0.53% | 0.35% | 0.10% | 0.31% | 0.32% | 0.26% | 0.28% | 0.32% | 0.12% | 0.50% | 0.37% |
| Portfolio components: | ||||||||||||
BIDU Baidu, 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% |
INCY Incyte 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% |
UTHR United Therapeutics 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% |
MNSO MINISO Group Holding Limited | 4.21% | 1.60% | 1.47% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SEDG SolarEdge 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% |
GNTX Gentex Corporation | 1.55% | 1.76% | 1.38% | 1.40% | 1.57% | 2.13% | 1.81% | 1.78% | 2.06% | 1.66% | 1.67% | 2.71% |
GMED Globus Medical, 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% |
ASR Grupo Aeroportuario del Sureste, S. A. B. de C. V. | 4.90% | 3.18% | 2.00% | 0.00% | 2.80% | 2.29% | 1.84% | 2.09% | 2.35% | 0.00% | 5.35% | 2.42% |
CIEN Ciena 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% |
EXEL Exelixis, 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% |
YMM Full Truck Alliance Co. Ltd. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ALGM Allegro MicroSystems, 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% |
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% |
ST Sensata Technologies Holding plc | 1.41% | 0.82% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Expense Ratio
The Screener Value 2 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 | |
|---|---|---|---|---|---|
BIDU Baidu, Inc. | -0.02 | ||||
INCY Incyte Corporation | -1.60 | ||||
UTHR United Therapeutics Corporation | -0.53 | ||||
MNSO MINISO Group Holding Limited | 1.35 | ||||
SEDG SolarEdge Technologies, Inc. | -1.25 | ||||
GNTX Gentex Corporation | 0.70 | ||||
GMED Globus Medical, Inc. | -1.06 | ||||
ASR Grupo Aeroportuario del Sureste, S. A. B. de C. V. | -0.08 | ||||
CIEN Ciena Corporation | 0.07 | ||||
EXEL Exelixis, Inc. | 1.26 | ||||
YMM Full Truck Alliance Co. Ltd. | -0.36 | ||||
ALGM Allegro MicroSystems, Inc. | -0.37 | ||||
FN Fabrinet | 0.62 | ||||
ST Sensata Technologies Holding plc | -0.78 |
Asset Correlations Table
| UTHR | INCY | EXEL | YMM | ASR | MNSO | GMED | BIDU | SEDG | FN | GNTX | CIEN | ALGM | ST | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| UTHR | 1.00 | 0.33 | 0.30 | 0.07 | 0.11 | 0.14 | 0.27 | 0.12 | 0.14 | 0.17 | 0.17 | 0.20 | 0.15 | 0.15 |
| INCY | 0.33 | 1.00 | 0.42 | 0.14 | 0.15 | 0.16 | 0.27 | 0.20 | 0.27 | 0.22 | 0.29 | 0.32 | 0.24 | 0.24 |
| EXEL | 0.30 | 0.42 | 1.00 | 0.15 | 0.17 | 0.17 | 0.37 | 0.24 | 0.29 | 0.27 | 0.28 | 0.29 | 0.25 | 0.25 |
| YMM | 0.07 | 0.14 | 0.15 | 1.00 | 0.24 | 0.51 | 0.19 | 0.61 | 0.31 | 0.25 | 0.25 | 0.25 | 0.31 | 0.28 |
| ASR | 0.11 | 0.15 | 0.17 | 0.24 | 1.00 | 0.24 | 0.25 | 0.32 | 0.28 | 0.36 | 0.42 | 0.34 | 0.37 | 0.39 |
| MNSO | 0.14 | 0.16 | 0.17 | 0.51 | 0.24 | 1.00 | 0.18 | 0.53 | 0.28 | 0.29 | 0.27 | 0.32 | 0.32 | 0.33 |
| GMED | 0.27 | 0.27 | 0.37 | 0.19 | 0.25 | 0.18 | 1.00 | 0.24 | 0.32 | 0.39 | 0.45 | 0.39 | 0.36 | 0.45 |
| BIDU | 0.12 | 0.20 | 0.24 | 0.61 | 0.32 | 0.53 | 0.24 | 1.00 | 0.37 | 0.30 | 0.34 | 0.32 | 0.38 | 0.35 |
| SEDG | 0.14 | 0.27 | 0.29 | 0.31 | 0.28 | 0.28 | 0.32 | 0.37 | 1.00 | 0.42 | 0.39 | 0.43 | 0.53 | 0.46 |
| FN | 0.17 | 0.22 | 0.27 | 0.25 | 0.36 | 0.29 | 0.39 | 0.30 | 0.42 | 1.00 | 0.51 | 0.57 | 0.57 | 0.57 |
| GNTX | 0.17 | 0.29 | 0.28 | 0.25 | 0.42 | 0.27 | 0.45 | 0.34 | 0.39 | 0.51 | 1.00 | 0.53 | 0.52 | 0.66 |
| CIEN | 0.20 | 0.32 | 0.29 | 0.25 | 0.34 | 0.32 | 0.39 | 0.32 | 0.43 | 0.57 | 0.53 | 1.00 | 0.55 | 0.56 |
| ALGM | 0.15 | 0.24 | 0.25 | 0.31 | 0.37 | 0.32 | 0.36 | 0.38 | 0.53 | 0.57 | 0.52 | 0.55 | 1.00 | 0.64 |
| ST | 0.15 | 0.24 | 0.25 | 0.28 | 0.39 | 0.33 | 0.45 | 0.35 | 0.46 | 0.57 | 0.66 | 0.56 | 0.64 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Screener Value 2. 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 Screener Value 2 was 29.41%, occurring on Oct 14, 2022. Recovery took 62 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -29.41% | Nov 15, 2021 | 231 | Oct 14, 2022 | 62 | Jan 13, 2023 | 293 |
| -19.18% | Feb 3, 2023 | 187 | Oct 31, 2023 | — | — | — |
| -12.86% | Jun 28, 2021 | 21 | Jul 27, 2021 | 70 | Nov 3, 2021 | 91 |
| -2.69% | Jan 17, 2023 | 3 | Jan 19, 2023 | 2 | Jan 23, 2023 | 5 |
| -2.55% | Jan 27, 2023 | 2 | Jan 30, 2023 | 1 | Jan 31, 2023 | 3 |
Volatility Chart
The current Screener Value 2 volatility is 5.74%, 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.