Screener Value 2
Asset Allocation
Position | Category/Sector | Target Weight |
---|---|---|
ALGM Allegro MicroSystems, Inc. | Technology | 7.14% |
ASR Grupo Aeroportuario del Sureste, S. A. B. de C. V. | Industrials | 7.14% |
BIDU Baidu, Inc. | Communication Services | 7.14% |
CIEN Ciena Corporation | Technology | 7.14% |
EXEL Exelixis, Inc. | Healthcare | 7.14% |
FN Fabrinet | Technology | 7.14% |
GMED Globus Medical, Inc. | Healthcare | 7.14% |
GNTX Gentex Corporation | Consumer Cyclical | 7.14% |
INCY Incyte Corporation | Healthcare | 7.14% |
MNSO MINISO Group Holding Limited | Consumer Cyclical | 7.14% |
SEDG SolarEdge Technologies, Inc. | Technology | 7.14% |
ST Sensata Technologies Holding plc | Technology | 7.14% |
UTHR United Therapeutics Corporation | Healthcare | 7.14% |
YMM Full Truck Alliance Co. Ltd. | Technology | 7.14% |
Performance
Performance Chart
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The earliest data available for this chart is Jun 22, 2021, corresponding to the inception date of YMM
Returns By Period
YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
Screener Value 2 | -2.20% | 14.72% | -3.70% | -0.62% | N/A | N/A |
Portfolio components: | ||||||
BIDU Baidu, Inc. | 3.02% | 10.69% | -2.36% | -20.06% | -2.70% | -7.51% |
INCY Incyte Corporation | -14.61% | 6.91% | -29.26% | 11.16% | -9.93% | -5.55% |
UTHR United Therapeutics Corporation | -14.57% | 8.08% | -26.48% | 14.06% | 21.19% | 5.58% |
MNSO MINISO Group Holding Limited | -15.96% | 27.81% | 3.86% | -17.24% | N/A | N/A |
SEDG SolarEdge Technologies, Inc. | 45.88% | 71.33% | 46.64% | -59.89% | -30.65% | -4.75% |
GNTX Gentex Corporation | -21.91% | 6.01% | -25.63% | -35.69% | -1.25% | 4.37% |
GMED Globus Medical, Inc. | -32.51% | -21.36% | -30.98% | -13.75% | 2.92% | 8.55% |
ASR Grupo Aeroportuario del Sureste, S. A. B. de C. V. | 25.76% | 21.91% | 22.81% | -3.60% | 29.78% | 10.82% |
CIEN Ciena Corporation | -11.87% | 28.07% | 3.94% | 52.22% | 9.05% | 13.04% |
EXEL Exelixis, Inc. | 8.62% | 4.96% | -0.22% | 69.26% | 5.71% | 25.86% |
YMM Full Truck Alliance Co. Ltd. | 7.21% | 12.41% | 32.57% | 35.20% | N/A | N/A |
ALGM Allegro MicroSystems, Inc. | 2.15% | 2.34% | 2.76% | -16.55% | N/A | N/A |
FN Fabrinet | -7.85% | 10.84% | -25.25% | -9.03% | 27.00% | 27.19% |
ST Sensata Technologies Holding plc | -6.32% | 31.43% | -22.14% | -38.95% | -5.89% | -7.10% |
Monthly Returns
The table below presents the monthly returns of Screener Value 2, 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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2025 | 2.16% | -1.25% | -4.43% | -3.27% | 4.87% | -2.20% | |||||||
2024 | -5.26% | 3.82% | 0.42% | -0.08% | 6.14% | -4.83% | -0.32% | 0.88% | 2.57% | 0.74% | 2.37% | -0.56% | 5.44% |
2023 | 11.96% | -1.53% | 2.48% | -8.11% | -2.94% | 5.56% | 5.98% | -1.90% | -4.00% | -12.11% | 5.83% | 6.63% | 5.30% |
2022 | -5.77% | 0.64% | -2.62% | -7.36% | 1.77% | -0.16% | 3.82% | -3.50% | -10.68% | 4.39% | 24.88% | -3.13% | -1.76% |
2021 | 0.49% | -8.17% | 5.15% | -1.82% | 3.86% | -5.19% | 3.92% | -2.51% |
Expense Ratio
Screener Value 2 has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Screener Value 2 is 6, meaning it’s performing worse than 94% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
---|---|---|---|---|---|
BIDU Baidu, Inc. | -0.50 | -0.49 | 0.94 | -0.34 | -0.99 |
INCY Incyte Corporation | 0.30 | 0.58 | 1.08 | 0.22 | 0.60 |
UTHR United Therapeutics Corporation | 0.43 | 0.75 | 1.11 | 0.41 | 0.98 |
MNSO MINISO Group Holding Limited | -0.27 | 0.12 | 1.01 | -0.28 | -0.56 |
SEDG SolarEdge Technologies, Inc. | -0.61 | -0.75 | 0.91 | -0.68 | -1.02 |
GNTX Gentex Corporation | -1.40 | -2.00 | 0.76 | -0.81 | -1.68 |
GMED Globus Medical, Inc. | -0.37 | 0.58 | 1.10 | 0.22 | 0.81 |
ASR Grupo Aeroportuario del Sureste, S. A. B. de C. V. | -0.10 | 0.24 | 1.03 | -0.01 | -0.01 |
CIEN Ciena Corporation | 1.00 | 1.52 | 1.23 | 1.17 | 3.28 |
EXEL Exelixis, Inc. | 1.91 | 2.65 | 1.37 | 4.03 | 12.23 |
YMM Full Truck Alliance Co. Ltd. | 0.76 | 1.43 | 1.17 | 0.50 | 2.55 |
ALGM Allegro MicroSystems, Inc. | -0.30 | -0.25 | 0.97 | -0.38 | -0.91 |
FN Fabrinet | -0.11 | 0.37 | 1.05 | -0.09 | -0.18 |
ST Sensata Technologies Holding plc | -0.87 | -1.20 | 0.84 | -0.54 | -1.36 |
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Dividends
Dividend yield
Screener Value 2 provided a 0.80% dividend yield over the last twelve months.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 0.80% | 0.84% | 0.61% | 0.53% | 0.35% | 0.10% | 0.31% | 0.32% | 0.26% | 0.28% | 0.32% | 0.12% |
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 | 3.06% | 2.36% | 2.02% | 1.60% | 1.51% | 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 | 2.16% | 1.67% | 1.47% | 1.76% | 1.38% | 1.40% | 1.57% | 2.13% | 1.81% | 1.78% | 2.06% | 1.66% |
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. | 3.72% | 4.68% | 3.86% | 3.18% | 2.00% | 0.00% | 2.80% | 2.29% | 1.84% | 2.09% | 2.35% | 0.00% |
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. | 0.83% | 1.33% | 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% | 1.75% | 1.25% | 0.82% | 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.
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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.
The current Screener Value 2 drawdown is 9.79%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-29.41% | Nov 15, 2021 | 231 | Oct 14, 2022 | 62 | Jan 13, 2023 | 293 |
-23.79% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
-19.18% | Feb 3, 2023 | 187 | Oct 31, 2023 | 297 | Jan 7, 2025 | 484 |
-12.86% | Jun 28, 2021 | 21 | Jul 27, 2021 | 70 | Nov 3, 2021 | 91 |
-5.33% | Jan 27, 2025 | 12 | Feb 11, 2025 | 3 | Feb 14, 2025 | 15 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 14 assets, with an effective number of assets of 14.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.
Asset Correlations Table
^GSPC | UTHR | INCY | EXEL | ASR | MNSO | YMM | GMED | BIDU | SEDG | FN | GNTX | CIEN | ALGM | ST | Portfolio | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
^GSPC | 1.00 | 0.27 | 0.33 | 0.34 | 0.42 | 0.33 | 0.31 | 0.55 | 0.40 | 0.46 | 0.60 | 0.57 | 0.65 | 0.64 | 0.65 | 0.73 |
UTHR | 0.27 | 1.00 | 0.34 | 0.30 | 0.09 | 0.10 | 0.08 | 0.26 | 0.09 | 0.11 | 0.15 | 0.13 | 0.18 | 0.13 | 0.16 | 0.29 |
INCY | 0.33 | 0.34 | 1.00 | 0.41 | 0.12 | 0.14 | 0.13 | 0.26 | 0.19 | 0.24 | 0.17 | 0.26 | 0.28 | 0.22 | 0.25 | 0.40 |
EXEL | 0.34 | 0.30 | 0.41 | 1.00 | 0.13 | 0.17 | 0.14 | 0.34 | 0.20 | 0.25 | 0.23 | 0.23 | 0.28 | 0.22 | 0.25 | 0.43 |
ASR | 0.42 | 0.09 | 0.12 | 0.13 | 1.00 | 0.20 | 0.23 | 0.22 | 0.31 | 0.27 | 0.32 | 0.34 | 0.30 | 0.31 | 0.34 | 0.47 |
MNSO | 0.33 | 0.10 | 0.14 | 0.17 | 0.20 | 1.00 | 0.49 | 0.16 | 0.51 | 0.23 | 0.21 | 0.22 | 0.24 | 0.25 | 0.28 | 0.59 |
YMM | 0.31 | 0.08 | 0.13 | 0.14 | 0.23 | 0.49 | 1.00 | 0.18 | 0.60 | 0.27 | 0.21 | 0.22 | 0.23 | 0.27 | 0.25 | 0.61 |
GMED | 0.55 | 0.26 | 0.26 | 0.34 | 0.22 | 0.16 | 0.18 | 1.00 | 0.21 | 0.27 | 0.37 | 0.40 | 0.39 | 0.33 | 0.42 | 0.49 |
BIDU | 0.40 | 0.09 | 0.19 | 0.20 | 0.31 | 0.51 | 0.60 | 0.21 | 1.00 | 0.34 | 0.25 | 0.31 | 0.26 | 0.34 | 0.34 | 0.65 |
SEDG | 0.46 | 0.11 | 0.24 | 0.25 | 0.27 | 0.23 | 0.27 | 0.27 | 0.34 | 1.00 | 0.33 | 0.37 | 0.33 | 0.50 | 0.45 | 0.63 |
FN | 0.60 | 0.15 | 0.17 | 0.23 | 0.32 | 0.21 | 0.21 | 0.37 | 0.25 | 0.33 | 1.00 | 0.40 | 0.58 | 0.51 | 0.51 | 0.60 |
GNTX | 0.57 | 0.13 | 0.26 | 0.23 | 0.34 | 0.22 | 0.22 | 0.40 | 0.31 | 0.37 | 0.40 | 1.00 | 0.42 | 0.47 | 0.62 | 0.56 |
CIEN | 0.65 | 0.18 | 0.28 | 0.28 | 0.30 | 0.24 | 0.23 | 0.39 | 0.26 | 0.33 | 0.58 | 0.42 | 1.00 | 0.47 | 0.48 | 0.61 |
ALGM | 0.64 | 0.13 | 0.22 | 0.22 | 0.31 | 0.25 | 0.27 | 0.33 | 0.34 | 0.50 | 0.51 | 0.47 | 0.47 | 1.00 | 0.59 | 0.67 |
ST | 0.65 | 0.16 | 0.25 | 0.25 | 0.34 | 0.28 | 0.25 | 0.42 | 0.34 | 0.45 | 0.51 | 0.62 | 0.48 | 0.59 | 1.00 | 0.68 |
Portfolio | 0.73 | 0.29 | 0.40 | 0.43 | 0.47 | 0.59 | 0.61 | 0.49 | 0.65 | 0.63 | 0.60 | 0.56 | 0.61 | 0.67 | 0.68 | 1.00 |